HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
28 Sep 2025 10:08 PM IST
| HDFCLIFE 28-OCT-2025 840 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.40
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 764.40 | 2.4 | 0.15 | 22.35 | 37 | 0 | 99 | |||||||||
| 21 Sept | 782.20 | 5.35 | -0.9 | 20.33 | 8 | -1 | 70 | |||||||||
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| 14 Sept | 779.65 | 5.3 | -0.45 | 19.51 | 6 | -4 | 58 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 840 expiring on 28OCT2025
Delta for 840 CE is 0.10
Historical price for 840 CE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 99
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 5.35, which was -0.9 lower than the previous day. The implied volatity was 20.33, the open interest changed by -1 which decreased total open position to 70
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 5.3, which was -0.45 lower than the previous day. The implied volatity was 19.51, the open interest changed by -4 which decreased total open position to 58
| HDFCLIFE 28OCT2025 840 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 764.40 | 88.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 782.20 | 88.2 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 779.65 | 88.2 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 840 expiring on 28OCT2025
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 88.2, 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
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 88.2, 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
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 88.2, 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
