HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 790 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.54
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 6.85 | -2.5 | 14.86 | 2,610 | -28 | 1,140 | |||||||||
| 14 Sept | 779.65 | 8.65 | 1.05 | 17.85 | 1,076 | -118 | 1,040 | |||||||||
| 17 Aug | 788.75 | 21.2 | 3 | 15.00 | 3 | 2 | 1 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.45
Historical price for 790 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 6.85, which was -2.5 lower than the previous day. The implied volatity was 14.86, the open interest changed by -28 which decreased total open position to 1140
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 8.65, which was 1.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by -118 which decreased total open position to 1040
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 21.2, which was 3 higher than the previous day. The implied volatity was 15.00, the open interest changed by 2 which increased total open position to 1
| HDFCLIFE 30SEP2025 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.54
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 14.8 | 0.9 | 24.70 | 641 | -45 | 218 |
| 14 Sept | 779.65 | 19.35 | -3 | 21.40 | 106 | -1 | 242 |
| 17 Aug | 788.75 | 49.3 | 0 | 0.91 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.52
Historical price for 790 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 14.8, which was 0.9 higher than the previous day. The implied volatity was 24.70, the open interest changed by -45 which decreased total open position to 218
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 19.35, which was -3 lower than the previous day. The implied volatity was 21.40, the open interest changed by -1 which decreased total open position to 242
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
