HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 782.20 | 0.3 | 0.05 | 28.79 | 59 | -4 | 683 | |||||||||
| 14 Sept | 779.65 | 0.35 | 0 | 23.88 | 18 | -4 | 703 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.02
Historical price for 870 CE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by -4 which decreased total open position to 683
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 23.88, the open interest changed by -4 which decreased total open position to 703
| HDFCLIFE 30SEP2025 870 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 | 111.15 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 779.65 | 111.15 | 0 | 0.00 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 870 expiring on 30SEP2025
Delta for 870 PE is 0.00
Historical price for 870 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 111.15, 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
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 111.15, 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
