HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 810 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.36
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 2.4 | -1.25 | 17.82 | 1,610 | 10 | 921 | |||||||||
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| 14 Sept | 779.65 | 3.9 | 0.45 | 19.38 | 448 | 10 | 705 | |||||||||
| 17 Aug | 788.75 | 13 | 3.7 | 16.04 | 12 | 10 | 32 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.18
Historical price for 810 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 17.82, the open interest changed by 10 which increased total open position to 921
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 3.9, which was 0.45 higher than the previous day. The implied volatity was 19.38, the open interest changed by 10 which increased total open position to 705
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 13, which was 3.7 higher than the previous day. The implied volatity was 16.04, the open interest changed by 10 which increased total open position to 32
| HDFCLIFE 30SEP2025 810 PE | |||||||
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Delta: -0.67
Vega: 0.49
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 32.15 | 3.8 | 34.00 | 27 | 2 | 39 |
| 14 Sept | 779.65 | 36.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 788.75 | 62.8 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.67
Historical price for 810 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 32.15, which was 3.8 higher than the previous day. The implied volatity was 34.00, the open interest changed by 2 which increased total open position to 39
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 36.8, 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
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 62.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
