Historical option data for HDFCLIFE
22 Jun 2026 02:21 PM IST
| HDFCLIFE 28-Jul-2026 (36d) 580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.01
Theta: -0.29
Gamma: 0.00697
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 596.30 | 32.2 | 4.85 (17.73%) | 27.47 | 27 | 1 | 150 | |||||||||
| 19 Jun | 591.85 | 28 | 1.4 (5.26%) | 23.62 | 73 | 10 | 149 | |||||||||
| 18 Jun | 591.30 | 26.25 | 5.05 (23.82%) | 23.48 | 123 | -13 | 138 | |||||||||
| 17 Jun | 581.80 | 20.65 | 2.65 (14.72%) | 22.11 | 122 | 16 | 151 | |||||||||
| 16 Jun | 574.40 | 18.35 | -2.65 (-12.62%) | 24.17 | 90 | 30 | 130 | |||||||||
| 15 Jun | 581.20 | 20.9 | 9.9 (90.00%) | 22.45 | 113 | -52 | 100 | |||||||||
| 12 Jun | 555.35 | 11 | 3 (37.50%) | 24.25 | 83 | 1 | 153 | |||||||||
| 11 Jun | 545.25 | 8.2 | -1.8 (-18.00%) | 24.69 | 153 | -44 | 154 | |||||||||
| 10 Jun | 549.55 | 9.65 | -4.35 (-31.07%) | 24.38 | 212 | 108 | 197 | |||||||||
| 9 Jun | 560.60 | 14.2 | -2.8 (-16.47%) | 24.8 | 83 | 60 | 87 | |||||||||
| 8 Jun | 564.55 | 16.8 | -5.2 (-23.64%) | 24.11 | 3 | 2 | 26 | |||||||||
| 5 Jun | 575.30 | 21.8 | 1.8 (9.00%) | 25.06 | 3 | -2 | 23 | |||||||||
| 4 Jun | 573.75 | 20.4 | -2 (-8.93%) | 24.68 | 22 | 15 | 24 | |||||||||
| 3 Jun | 574.40 | 22.4 | -2.6 (-10.40%) | 24.15 | 16 | 8 | 9 | |||||||||
| 2 Jun | 579.90 | 25 | -17.1 (-40.62%) | 25.2 | 1 | 1 | 1 | |||||||||
| 1 Jun | 586.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 594.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 580 expiring on 28JUL2026
Delta for 580 CE is 0.67
Historical price for 580 CE is as follows
On 22 Jun HDFCLIFE was trading at 596.30. The strike last trading price was 32.2, which was 4.85 higher than the previous day. The implied volatity was 27.47, the open interest changed by 1 which increased total open position to 150
On 19 Jun HDFCLIFE was trading at 591.85. The strike last trading price was 28, which was 1.4 higher than the previous day. The implied volatity was 23.62, the open interest changed by 10 which increased total open position to 149
On 18 Jun HDFCLIFE was trading at 591.30. The strike last trading price was 26.25, which was 5.05 higher than the previous day. The implied volatity was 23.48, the open interest changed by -13 which decreased total open position to 138
On 17 Jun HDFCLIFE was trading at 581.80. The strike last trading price was 20.65, which was 2.65 higher than the previous day. The implied volatity was 22.11, the open interest changed by 16 which increased total open position to 151
On 16 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 18.35, which was -2.65 lower than the previous day. The implied volatity was 24.17, the open interest changed by 30 which increased total open position to 130
On 15 Jun HDFCLIFE was trading at 581.20. The strike last trading price was 20.9, which was 9.9 higher than the previous day. The implied volatity was 22.45, the open interest changed by -52 which decreased total open position to 100
On 12 Jun HDFCLIFE was trading at 555.35. The strike last trading price was 11, which was 3 higher than the previous day. The implied volatity was 24.25, the open interest changed by 1 which increased total open position to 153
On 11 Jun HDFCLIFE was trading at 545.25. The strike last trading price was 8.2, which was -1.8 lower than the previous day. The implied volatity was 24.69, the open interest changed by -44 which decreased total open position to 154
On 10 Jun HDFCLIFE was trading at 549.55. The strike last trading price was 9.65, which was -4.35 lower than the previous day. The implied volatity was 24.38, the open interest changed by 108 which increased total open position to 197
On 9 Jun HDFCLIFE was trading at 560.60. The strike last trading price was 14.2, which was -2.8 lower than the previous day. The implied volatity was 24.8, the open interest changed by 60 which increased total open position to 87
On 8 Jun HDFCLIFE was trading at 564.55. The strike last trading price was 16.8, which was -5.2 lower than the previous day. The implied volatity was 24.11, the open interest changed by 2 which increased total open position to 26
On 5 Jun HDFCLIFE was trading at 575.30. The strike last trading price was 21.8, which was 1.8 higher than the previous day. The implied volatity was 25.06, the open interest changed by -2 which decreased total open position to 23
On 4 Jun HDFCLIFE was trading at 573.75. The strike last trading price was 20.4, which was -2 lower than the previous day. The implied volatity was 24.68, the open interest changed by 15 which increased total open position to 24
On 3 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 22.4, which was -2.6 lower than the previous day. The implied volatity was 24.15, the open interest changed by 8 which increased total open position to 9
On 2 Jun HDFCLIFE was trading at 579.90. The strike last trading price was 25, which was -17.1 lower than the previous day. The implied volatity was 25.2, the open interest changed by 1 which increased total open position to 1
On 1 Jun HDFCLIFE was trading at 586.55. The strike last trading price was 0, 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 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 0, 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
| HDFCLIFE 28-Jul-2026 (36d) 580 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.3
Vega: 0.01
Theta: -0.16
Gamma: 0.00796
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 596.30 | 8.85 | -2.3 (-20.63%) | 23.28 | 37 | 13 | 186 |
| 19 Jun | 591.85 | 10.85 | -1 (-8.44%) | 23.73 | 56 | -5 | 174 |
| 18 Jun | 591.30 | 12 | -3.85 (-24.29%) | 23.59 | 76 | -2 | 179 |
| 17 Jun | 581.80 | 15.95 | -3.55 (-18.21%) | 24.46 | 83 | 46 | 180 |
| 16 Jun | 574.40 | 19.45 | 3.15 (19.33%) | 23.61 | 47 | 25 | 132 |
| 15 Jun | 581.20 | 16.55 | -15.75 (-48.76%) | 24.25 | 16 | 10 | 107 |
| 12 Jun | 555.35 | 32.3 | -5.15 (-13.75%) | 23.94 | 2 | 0 | 97 |
| 11 Jun | 545.25 | 37.45 | 0.75 (2.04%) | 25.59 | 14 | -1 | 97 |
| 10 Jun | 549.55 | 36.15 | 14.8 (69.32%) | 25.46 | 25 | 9 | 98 |
| 9 Jun | 560.60 | 21.35 | 21.35 | - | 1 | 0 | 89 |
| 8 Jun | 564.55 | 21.35 | 21.35 | - | 1 | 0 | 89 |
| 5 Jun | 575.30 | 21.35 | 21.35 (-4.69%) | 22.76 | 1 | 0 | 89 |
| 4 Jun | 573.75 | 21.35 | -1.05 (-4.69%) | 22.76 | 1 | 1 | 89 |
| 3 Jun | 574.40 | 22.4 | 5 (28.74%) | 23.18 | 8 | -1 | 88 |
| 2 Jun | 579.90 | 17.4 | 1.4 (8.75%) | 21.85 | 5 | 1 | 88 |
| 1 Jun | 586.55 | 16 | 3 (23.08%) | 23.5 | 84 | 81 | 86 |
| 29 May | 594.80 | 13.1 | -10.55 (-44.61%) | 23.49 | 5 | 5 | 5 |
For Hdfc Life Ins Co Ltd - strike price 580 expiring on 28JUL2026
Delta for 580 PE is -0.3
Historical price for 580 PE is as follows
On 22 Jun HDFCLIFE was trading at 596.30. The strike last trading price was 8.85, which was -2.3 lower than the previous day. The implied volatity was 23.28, the open interest changed by 13 which increased total open position to 186
On 19 Jun HDFCLIFE was trading at 591.85. The strike last trading price was 10.85, which was -1 lower than the previous day. The implied volatity was 23.73, the open interest changed by -5 which decreased total open position to 174
On 18 Jun HDFCLIFE was trading at 591.30. The strike last trading price was 12, which was -3.85 lower than the previous day. The implied volatity was 23.59, the open interest changed by -2 which decreased total open position to 179
On 17 Jun HDFCLIFE was trading at 581.80. The strike last trading price was 15.95, which was -3.55 lower than the previous day. The implied volatity was 24.46, the open interest changed by 46 which increased total open position to 180
On 16 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 19.45, which was 3.15 higher than the previous day. The implied volatity was 23.61, the open interest changed by 25 which increased total open position to 132
On 15 Jun HDFCLIFE was trading at 581.20. The strike last trading price was 16.55, which was -15.75 lower than the previous day. The implied volatity was 24.25, the open interest changed by 10 which increased total open position to 107
On 12 Jun HDFCLIFE was trading at 555.35. The strike last trading price was 32.3, which was -5.15 lower than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 97
On 11 Jun HDFCLIFE was trading at 545.25. The strike last trading price was 37.45, which was 0.75 higher than the previous day. The implied volatity was 25.59, the open interest changed by -1 which decreased total open position to 97
On 10 Jun HDFCLIFE was trading at 549.55. The strike last trading price was 36.15, which was 14.8 higher than the previous day. The implied volatity was 25.46, the open interest changed by 9 which increased total open position to 98
On 9 Jun HDFCLIFE was trading at 560.60. The strike last trading price was 21.35, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 8 Jun HDFCLIFE was trading at 564.55. The strike last trading price was 21.35, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 5 Jun HDFCLIFE was trading at 575.30. The strike last trading price was 21.35, which was 21.35 higher than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 89
On 4 Jun HDFCLIFE was trading at 573.75. The strike last trading price was 21.35, which was -1.05 lower than the previous day. The implied volatity was 22.76, the open interest changed by 1 which increased total open position to 89
On 3 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 22.4, which was 5 higher than the previous day. The implied volatity was 23.18, the open interest changed by -1 which decreased total open position to 88
On 2 Jun HDFCLIFE was trading at 579.90. The strike last trading price was 17.4, which was 1.4 higher than the previous day. The implied volatity was 21.85, the open interest changed by 1 which increased total open position to 88
On 1 Jun HDFCLIFE was trading at 586.55. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 23.5, the open interest changed by 81 which increased total open position to 86
On 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 13.1, which was -10.55 lower than the previous day. The implied volatity was 23.49, the open interest changed by 5 which increased total open position to 5
