HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.47
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 4.1 | -1.85 | 16.49 | 3,595 | -50 | 2,285 | |||||||||
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| 14 Sept | 779.65 | 5.95 | 0.7 | 18.80 | 1,837 | -208 | 2,663 | |||||||||
| 17 Aug | 788.75 | 17.6 | 4.25 | 16.36 | 88 | 29 | 65 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.29
Historical price for 800 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 16.49, the open interest changed by -50 which decreased total open position to 2285
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 5.95, which was 0.7 higher than the previous day. The implied volatity was 18.80, the open interest changed by -208 which decreased total open position to 2663
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 17.6, which was 4.25 higher than the previous day. The implied volatity was 16.36, the open interest changed by 29 which increased total open position to 65
| HDFCLIFE 30SEP2025 800 PE | |||||||
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Delta: -0.62
Vega: 0.52
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 21.95 | 1.4 | 27.03 | 326 | -8 | 329 |
| 14 Sept | 779.65 | 26.35 | -3.8 | 22.29 | 68 | -22 | 333 |
| 17 Aug | 788.75 | 23 | -6.55 | 19.58 | 27 | 11 | 17 |
For Hdfc Life Ins Co Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.62
Historical price for 800 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 21.95, which was 1.4 higher than the previous day. The implied volatity was 27.03, the open interest changed by -8 which decreased total open position to 329
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 26.35, which was -3.8 lower than the previous day. The implied volatity was 22.29, the open interest changed by -22 which decreased total open position to 333
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 23, which was -6.55 lower than the previous day. The implied volatity was 19.58, the open interest changed by 11 which increased total open position to 17
