HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.26
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 1.45 | -0.8 | 19.23 | 949 | -9 | 834 | |||||||||
| 14 Sept | 779.65 | 2.6 | 0.25 | 20.17 | 404 | 0 | 876 | |||||||||
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| 17 Aug | 788.75 | 10.5 | 3.25 | 16.96 | 22 | 16 | 32 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.12
Historical price for 820 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 19.23, the open interest changed by -9 which decreased total open position to 834
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 876
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 10.5, which was 3.25 higher than the previous day. The implied volatity was 16.96, the open interest changed by 16 which increased total open position to 32
| HDFCLIFE 30SEP2025 820 PE | |||||||
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Delta: -0.75
Vega: 0.43
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 38.85 | 2.45 | 32.67 | 4 | -3 | 39 |
| 14 Sept | 779.65 | 46.65 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 788.75 | 50.3 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.75
Historical price for 820 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 38.85, which was 2.45 higher than the previous day. The implied volatity was 32.67, the open interest changed by -3 which decreased total open position to 39
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 46.65, 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 50.3, 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
