HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
21 Sep 2025 04:12 PM IST
| HDFCLIFE 30SEP2025 880 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 782.20 | 0.3 | -0.05 | 31.47 | 1 | 0 | 200 | |||||||||
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| 14 Sept | 779.65 | 0.3 | 0 | 25.40 | 1 | -1 | 183 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.02
Historical price for 880 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 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 200
On 14 Sept HDFCLIFE was trading at 779.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.40, the open interest changed by -1 which decreased total open position to 183
| HDFCLIFE 30SEP2025 880 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 782.20 | 88.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 779.65 | 88.55 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -
Historical price for 880 PE is as follows
On 21 Sept HDFCLIFE was trading at 782.20. The strike last trading price was 88.55, 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 88.55, 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
