HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
17 Aug 2025 12:56 AM IST
| HDFCLIFE 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.67
Vega: 1.02
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 788.75 | 27.8 | 6 | 15.56 | 27 | 11 | 26 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.67
Historical price for 780 CE is as follows
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 27.8, which was 6 higher than the previous day. The implied volatity was 15.56, the open interest changed by 11 which increased total open position to 26
| HDFCLIFE 30SEP2025 780 PE | |||||||
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Delta: -0.36
Vega: 1.06
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 788.75 | 15 | -6 | 20.52 | 48 | 27 | 53 |
For Hdfc Life Ins Co Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.36
Historical price for 780 PE is as follows
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was 20.52, the open interest changed by 27 which increased total open position to 53
