HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 850 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.10
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 0.4 | -0.15 | 23.59 | 200 | -15 | 660 | |||||||||
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| 14 Sept | 779.65 | 0.8 | 0.1 | 22.60 | 80 | 2 | 864 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 850 expiring on 30SEP2025
Delta for 850 CE is 0.03
Historical price for 850 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 23.59, the open interest changed by -15 which decreased total open position to 660
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 22.60, the open interest changed by 2 which increased total open position to 864
| HDFCLIFE 30SEP2025 850 PE | |||||||
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Delta: -0.82
Vega: 0.36
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 68.55 | 3.7 | 46.67 | 2 | 1 | 35 |
| 14 Sept | 779.65 | 89.15 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.82
Historical price for 850 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 68.55, which was 3.7 higher than the previous day. The implied volatity was 46.67, the open interest changed by 1 which increased total open position to 35
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 89.15, 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
