HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.08
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 0.35 | -0.05 | 26.69 | 29 | -5 | 509 | |||||||||
| 14 Sept | 779.65 | 0.5 | 0 | 23.02 | 20 | -3 | 497 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 CE is 0.03
Historical price for 860 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 26.69, the open interest changed by -5 which decreased total open position to 509
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 23.02, the open interest changed by -3 which decreased total open position to 497
| HDFCLIFE 30SEP2025 860 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 | 88.65 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 779.65 | 88.65 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 860 expiring on 30SEP2025
Delta for 860 PE is 0.00
Historical price for 860 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 88.65, 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 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 88.65, 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
