HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 28OCT2025 780 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.96
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 23.55 | -3.2 | 15.80 | 75 | -1 | 136 | |||||||||
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| 14 Sept | 779.65 | 27 | 1.85 | 21.00 | 47 | 41 | 14 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 CE is 0.64
Historical price for 780 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 23.55, which was -3.2 lower than the previous day. The implied volatity was 15.80, the open interest changed by -1 which decreased total open position to 136
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 27, which was 1.85 higher than the previous day. The implied volatity was 21.00, the open interest changed by 41 which increased total open position to 14
| HDFCLIFE 28OCT2025 780 PE | |||||||
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Delta: -0.40
Vega: 0.99
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 19 | 0 | 24.72 | 28 | 7 | 106 |
| 14 Sept | 779.65 | 24 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 PE is -0.40
Historical price for 780 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 19, which was 0 lower than the previous day. The implied volatity was 24.72, the open interest changed by 7 which increased total open position to 106
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 24, 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
