Historical option data for HDFCLIFE
23 Jun 2026 04:10 PM IST
| HDFCLIFE 28-Jul-2026 (35d) 590 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.01
Theta: -0.29
Gamma: 0.00833
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 597.45 | 22.6 | -2.35 (-9.42%) | 25.37 | 28 | 3 | 39 | |||||||||
| 22 Jun | 597.15 | 24.95 | 3.65 (17.14%) | 25.57 | 35 | -3 | 35 | |||||||||
| 19 Jun | 591.85 | 21.5 | 0.6 (2.87%) | 22.8 | 27 | 20 | 38 | |||||||||
| 18 Jun | 591.30 | 20.2 | 4.55 (29.07%) | 23.01 | 40 | 12 | 17 | |||||||||
| 17 Jun | 581.80 | 15.65 | 1.65 (11.79%) | 22.07 | 9 | 5 | 5 | |||||||||
| 16 Jun | 574.40 | 13.8 | 6.8 (97.14%) | 23.55 | 1 | -1 | 0 | |||||||||
| 15 Jun | 581.20 | 13.8 | 6.8 (97.14%) | 23.55 | 1 | -1 | 0 | |||||||||
| 12 Jun | 555.35 | 7 | -30 (-81.08%) | 21.92 | 1 | 1 | 1 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 590 expiring on 28JUL2026
Delta for 590 CE is 0.58
Historical price for 590 CE is as follows
On 23 Jun HDFCLIFE was trading at 597.45. The strike last trading price was 22.6, which was -2.35 lower than the previous day. The implied volatity was 25.37, the open interest changed by 3 which increased total open position to 39
On 22 Jun HDFCLIFE was trading at 597.15. The strike last trading price was 24.95, which was 3.65 higher than the previous day. The implied volatity was 25.57, the open interest changed by -3 which decreased total open position to 35
On 19 Jun HDFCLIFE was trading at 591.85. The strike last trading price was 21.5, which was 0.6 higher than the previous day. The implied volatity was 22.8, the open interest changed by 20 which increased total open position to 38
On 18 Jun HDFCLIFE was trading at 591.30. The strike last trading price was 20.2, which was 4.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 12 which increased total open position to 17
On 17 Jun HDFCLIFE was trading at 581.80. The strike last trading price was 15.65, which was 1.65 higher than the previous day. The implied volatity was 22.07, the open interest changed by 5 which increased total open position to 5
On 16 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 13.8, which was 6.8 higher than the previous day. The implied volatity was 23.55, the open interest changed by -1 which decreased total open position to 0
On 15 Jun HDFCLIFE was trading at 581.20. The strike last trading price was 13.8, which was 6.8 higher than the previous day. The implied volatity was 23.55, the open interest changed by -1 which decreased total open position to 0
On 12 Jun HDFCLIFE was trading at 555.35. The strike last trading price was 7, which was -30 lower than the previous day. The implied volatity was 21.92, the open interest changed by 1 which increased total open position to 1
| HDFCLIFE 28-Jul-2026 (35d) 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.01
Theta: -0.19
Gamma: 0.00868
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 597.45 | 13.2 | 0.85 (6.88%) | 23.97 | 12 | 7 | 128 |
| 22 Jun | 597.15 | 12.05 | -2.8 (-18.86%) | 22.83 | 59 | 5 | 121 |
| 19 Jun | 591.85 | 14.35 | -1.6 (-10.03%) | 22.73 | 43 | 0 | 106 |
| 18 Jun | 591.30 | 16.05 | -4.6 (-22.28%) | 23.24 | 117 | 103 | 105 |
| 17 Jun | 581.80 | 20.65 | -7.5 (-26.64%) | 24.07 | 2 | 0 | 0 |
| 16 Jun | 574.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 581.20 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 555.35 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 590 expiring on 28JUL2026
Delta for 590 PE is -0.4
Historical price for 590 PE is as follows
On 23 Jun HDFCLIFE was trading at 597.45. The strike last trading price was 13.2, which was 0.85 higher than the previous day. The implied volatity was 23.97, the open interest changed by 7 which increased total open position to 128
On 22 Jun HDFCLIFE was trading at 597.15. The strike last trading price was 12.05, which was -2.8 lower than the previous day. The implied volatity was 22.83, the open interest changed by 5 which increased total open position to 121
On 19 Jun HDFCLIFE was trading at 591.85. The strike last trading price was 14.35, which was -1.6 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 106
On 18 Jun HDFCLIFE was trading at 591.30. The strike last trading price was 16.05, which was -4.6 lower than the previous day. The implied volatity was 23.24, the open interest changed by 103 which increased total open position to 105
On 17 Jun HDFCLIFE was trading at 581.80. The strike last trading price was 20.65, which was -7.5 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 0
On 16 Jun HDFCLIFE was trading at 574.40. 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 15 Jun HDFCLIFE was trading at 581.20. 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 12 Jun HDFCLIFE was trading at 555.35. 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
