HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.08
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 17.4 | -3.25 | 6.55 | 579 | -155 | 467 | |||||||||
| 14 Sept | 779.65 | 18.1 | 2.2 | 16.64 | 734 | -43 | 522 | |||||||||
| 17 Aug | 788.75 | 23 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.98
Historical price for 770 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 17.4, which was -3.25 lower than the previous day. The implied volatity was 6.55, the open interest changed by -155 which decreased total open position to 467
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 18.1, which was 2.2 higher than the previous day. The implied volatity was 16.64, the open interest changed by -43 which decreased total open position to 522
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 23, 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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.45
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 4.95 | -0.45 | 21.60 | 1,118 | -100 | 602 |
| 14 Sept | 779.65 | 8.65 | -2.2 | 19.99 | 662 | 55 | 454 |
| 17 Aug | 788.75 | 15.55 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.27
Historical price for 770 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was 21.60, the open interest changed by -100 which decreased total open position to 602
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 8.65, which was -2.2 lower than the previous day. The implied volatity was 19.99, the open interest changed by 55 which increased total open position to 454
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 15.55, 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
