HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
28 Sep 2025 10:08 PM IST
| HDFCLIFE 28-OCT-2025 880 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.21
Theta: -0.09
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 764.40 | 1 | -0.05 | 25.58 | 2 | -1 | 47 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 782.20 | 2 | -0.25 | 22.51 | 9 | 8 | 12 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 CE is 0.04
Historical price for 880 CE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by -1 which decreased total open position to 47
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 22.51, the open interest changed by 8 which increased total open position to 12
| HDFCLIFE 28OCT2025 880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 764.40 | 120.45 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 782.20 | 120.45 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 880 expiring on 28OCT2025
Delta for 880 PE is -
Historical price for 880 PE is as follows
On 28 Sept HDFCLIFE was trading at 764.40. The strike last trading price was 120.45, 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 120.45, 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
