HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 740 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 40.85 | -5.05 | - | 29 | -1 | 68 | |||||||||
| 14 Sept | 779.65 | 41.1 | 3.65 | - | 14 | -5 | 56 | |||||||||
| 17 Aug | 788.75 | 25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is -
Historical price for 740 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 40.85, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 41.1, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 56
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 0.85 | -0.25 | 23.40 | 497 | -45 | 580 |
| 14 Sept | 779.65 | 1.9 | -0.75 | 20.43 | 584 | -42 | 625 |
| 17 Aug | 788.75 | 4.7 | -0.3 | 20.97 | 49 | -3 | 34 |
For Hdfc Life Ins Co Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.06
Historical price for 740 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 23.40, the open interest changed by -45 which decreased total open position to 580
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 1.9, which was -0.75 lower than the previous day. The implied volatity was 20.43, the open interest changed by -42 which decreased total open position to 625
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 4.7, which was -0.3 lower than the previous day. The implied volatity was 20.97, the open interest changed by -3 which decreased total open position to 34
