HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 830 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.19
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 0.95 | -0.45 | 20.89 | 510 | -38 | 362 | |||||||||
| 14 Sept | 779.65 | 1.7 | 0.1 | 20.84 | 222 | 20 | 409 | |||||||||
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| 17 Aug | 788.75 | 7.6 | 1.6 | 16.85 | 28 | 23 | 41 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.08
Historical price for 830 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 20.89, the open interest changed by -38 which decreased total open position to 362
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 20.84, the open interest changed by 20 which increased total open position to 409
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 7.6, which was 1.6 higher than the previous day. The implied volatity was 16.85, the open interest changed by 23 which increased total open position to 41
| HDFCLIFE 30SEP2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 51.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 779.65 | 51.95 | -4.1 | 26.62 | 11 | -5 | 35 |
| 17 Aug | 788.75 | 77.8 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 PE is 0.00
Historical price for 830 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 51.95, 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 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 51.95, which was -4.1 lower than the previous day. The implied volatity was 26.62, the open interest changed by -5 which decreased total open position to 35
On 17 Aug HDFCLIFE was trading at 788.75. The strike last trading price was 77.8, 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
