HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.14
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 0.65 | -0.2 | 22.55 | 273 | 53 | 578 | |||||||||
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| 14 Sept | 779.65 | 1.15 | 0.1 | 21.68 | 141 | 15 | 513 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.05
Historical price for 840 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 22.55, the open interest changed by 53 which increased total open position to 578
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 21.68, the open interest changed by 15 which increased total open position to 513
| HDFCLIFE 30SEP2025 840 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 | 61.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 779.65 | 61.9 | -19.9 | 30.01 | 17 | -2 | 13 |
For Hdfc Life Ins Co Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 PE is 0.00
Historical price for 840 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 61.9, 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 61.9, which was -19.9 lower than the previous day. The implied volatity was 30.01, the open interest changed by -2 which decreased total open position to 13
