HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
28 Sep 2025 10:08 PM IST
| HDFCLIFE 28-OCT-2025 770 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.90
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 764.40 | 17.9 | 0.8 | 19.44 | 376 | 64 | 174 | |||||||||
| 21 Sept | 782.20 | 30.55 | -4.55 | 16.28 | 1 | 1 | 12 | |||||||||
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| 14 Sept | 779.65 | 29.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 770 expiring on 28OCT2025
Delta for 770 CE is 0.52
Historical price for 770 CE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 17.9, which was 0.8 higher than the previous day. The implied volatity was 19.44, the open interest changed by 64 which increased total open position to 174
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 30.55, which was -4.55 lower than the previous day. The implied volatity was 16.28, the open interest changed by 1 which increased total open position to 12
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 29.35, 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 28OCT2025 770 PE | |||||||
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Delta: -0.48
Vega: 0.90
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 764.40 | 20.65 | -2.25 | 23.29 | 172 | 61 | 149 |
| 21 Sept | 782.20 | 14 | 0.25 | 23.62 | 14 | 4 | 27 |
| 14 Sept | 779.65 | 27.35 | 0 | 1.97 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 770 expiring on 28OCT2025
Delta for 770 PE is -0.48
Historical price for 770 PE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 20.65, which was -2.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by 61 which increased total open position to 149
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 14, which was 0.25 higher than the previous day. The implied volatity was 23.62, the open interest changed by 4 which increased total open position to 27
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 27.35, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
