HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 750 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 33 | -3.5 | - | 34 | -1 | 102 | |||||||||
| 14 Sept | 779.65 | 32.7 | 3.55 | 14.68 | 46 | -12 | 126 | |||||||||
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| 17 Aug | 788.75 | 40.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is -
Historical price for 750 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 33, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 102
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 32.7, which was 3.55 higher than the previous day. The implied volatity was 14.68, the open interest changed by -12 which decreased total open position to 126
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 40.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 30SEP2025 750 PE | |||||||
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Delta: -0.10
Vega: 0.24
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 1.5 | -0.35 | 22.38 | 702 | -135 | 631 |
| 14 Sept | 779.65 | 3.25 | -1.1 | 20.09 | 685 | 23 | 711 |
| 17 Aug | 788.75 | 6.4 | -1.7 | 20.75 | 15 | 10 | 21 |
For Hdfc Life Ins Co Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.10
Historical price for 750 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 22.38, the open interest changed by -135 which decreased total open position to 631
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 3.25, which was -1.1 lower than the previous day. The implied volatity was 20.09, the open interest changed by 23 which increased total open position to 711
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 6.4, which was -1.7 lower than the previous day. The implied volatity was 20.75, the open interest changed by 10 which increased total open position to 21
