HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
09 Apr 2026 09:33 AM IST
| HDFCLIFE 28-Apr-2026 (19d) 595 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.54
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 596.60 | 17.35 | -1.2 | 27.37 | 10 | 1 | 172 | |||||||||
| 8 Apr | 598.30 | 17.95 | 7.05 | 26.83 | 127 | -13 | 169 | |||||||||
| 7 Apr | 581.70 | 11.3 | -1.8 | 29.35 | 2 | 0 | 184 | |||||||||
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| 6 Apr | 580.40 | 12.7 | 2.9 | 29.85 | 101 | 14 | 185 | |||||||||
| 2 Apr | 566.10 | 9.4 | -3.6 | 31.96 | 231 | 85 | 169 | |||||||||
| 1 Apr | 572.95 | 12.7 | -4.2 | 32.72 | 261 | 85 | 85 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 595 expiring on 28APR2026
Delta for 595 CE is 0.56
Historical price for 595 CE is as follows
On 9 Apr HDFCLIFE was trading at 596.60. The strike last trading price was 17.35, which was -1.2 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1 which increased total open position to 172
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 17.95, which was 7.05 higher than the previous day. The implied volatity was 26.83, the open interest changed by -13 which decreased total open position to 169
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 11.3, which was -1.8 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 184
On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 12.7, which was 2.9 higher than the previous day. The implied volatity was 29.85, the open interest changed by 14 which increased total open position to 185
On 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 9.4, which was -3.6 lower than the previous day. The implied volatity was 31.96, the open interest changed by 85 which increased total open position to 169
On 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 12.7, which was -4.2 lower than the previous day. The implied volatity was 32.72, the open interest changed by 85 which increased total open position to 85
| HDFCLIFE 28-Apr-2026 (19d) 595 PE | |||||||
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Delta: -0.44
Vega: 0.54
Theta: -0.3
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 596.60 | 12.5 | 0.5 | 27.05 | 4 | 0 | 41 |
| 8 Apr | 598.30 | 12.45 | -5.5 | 27.29 | 158 | 42 | 42 |
| 7 Apr | 581.70 | 17.95 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 580.40 | 17.95 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 566.10 | 17.95 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 572.95 | 17.95 | 0 | 0.03 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 595 expiring on 28APR2026
Delta for 595 PE is -0.44
Historical price for 595 PE is as follows
On 9 Apr HDFCLIFE was trading at 596.60. The strike last trading price was 12.5, which was 0.5 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 41
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 12.45, which was -5.5 lower than the previous day. The implied volatity was 27.29, the open interest changed by 42 which increased total open position to 42
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 17.95, 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 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 17.95, 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 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 17.95, 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 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 17.95, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
