Historical option data for HDFCLIFE
05 Jun 2026 12:02 PM IST
| HDFCLIFE 30-Jun-2026 (25d) 595 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.01
Theta: -0.3
Gamma: 0.01098
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 582.65 | 9.4 | 2.9 (44.62%) | 22.77 | 856 | -92 | 242 | |||||||||
| 4 Jun | 573.75 | 6.6 | -0.6 (-8.33%) | 21.96 | 162 | 66 | 335 | |||||||||
| 3 Jun | 574.40 | 6.85 | -2.3 (-25.14%) | 22.04 | 249 | 40 | 270 | |||||||||
| 2 Jun | 579.90 | 9.1 | -2.25 (-19.82%) | 22.61 | 602 | 41 | 229 | |||||||||
| 1 Jun | 586.55 | 11.5 | -5.4 (-31.95%) | 21 | 356 | 160 | 189 | |||||||||
| 29 May | 594.80 | 18.15 | -13.95 (-43.46%) | 22.04 | 85 | 27 | 28 | |||||||||
| 27 May | 609.60 | 32.1 | 0 (0.00%) | - | 2 | 0 | 1 | |||||||||
| 26 May | 618.85 | 32.1 | 0 (0.00%) | - | 2 | 0 | 1 | |||||||||
| 25 May | 620.00 | 32.1 | 0 (0.00%) | - | 2 | 0 | 1 | |||||||||
| 22 May | 616.60 | 32.1 | 0 (0.00%) | 22.35 | 2 | 0 | 1 | |||||||||
| 21 May | 614.35 | 32.1 | 4.5 (16.30%) | 22.35 | 2 | 1 | 1 | |||||||||
| 20 May | 605.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 610.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 604.95 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 608.70 | 0 | -27.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 612.55 | 0 | -27.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 602.80 | 0 | -27.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 601.80 | 0 | -27.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 622.70 | 0 | -27.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 621.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 625.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 606.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 594.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 588.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 586.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 595 expiring on 30JUN2026
Delta for 595 CE is 0.39
Historical price for 595 CE is as follows
On 5 Jun HDFCLIFE was trading at 582.65. The strike last trading price was 9.4, which was 2.9 higher than the previous day. The implied volatity was 22.77, the open interest changed by -92 which decreased total open position to 242
On 4 Jun HDFCLIFE was trading at 573.75. The strike last trading price was 6.6, which was -0.6 lower than the previous day. The implied volatity was 21.96, the open interest changed by 66 which increased total open position to 335
On 3 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 6.85, which was -2.3 lower than the previous day. The implied volatity was 22.04, the open interest changed by 40 which increased total open position to 270
On 2 Jun HDFCLIFE was trading at 579.90. The strike last trading price was 9.1, which was -2.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 41 which increased total open position to 229
On 1 Jun HDFCLIFE was trading at 586.55. The strike last trading price was 11.5, which was -5.4 lower than the previous day. The implied volatity was 21, the open interest changed by 160 which increased total open position to 189
On 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 18.15, which was -13.95 lower than the previous day. The implied volatity was 22.04, the open interest changed by 27 which increased total open position to 28
On 27 May HDFCLIFE was trading at 609.60. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 32.1, which was 0 lower than the previous day. The implied volatity was 22.35, the open interest changed by 0 which decreased total open position to 1
On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 32.1, which was 4.5 higher than the previous day. The implied volatity was 22.35, the open interest changed by 1 which increased total open position to 1
On 20 May HDFCLIFE was trading at 605.10. 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 19 May HDFCLIFE was trading at 610.40. 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 18 May HDFCLIFE was trading at 604.95. 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 May HDFCLIFE was trading at 608.70. The strike last trading price was 0, which was -27.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May HDFCLIFE was trading at 612.55. The strike last trading price was 0, which was -27.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HDFCLIFE was trading at 602.80. The strike last trading price was 0, which was -27.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HDFCLIFE was trading at 601.80. The strike last trading price was 0, which was -27.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May HDFCLIFE was trading at 622.70. The strike last trading price was 0, which was -27.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May HDFCLIFE was trading at 621.70. 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 7 May HDFCLIFE was trading at 625.40. 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 6 May HDFCLIFE was trading at 606.35. 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
On 5 May HDFCLIFE was trading at 594.10. 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 4 May HDFCLIFE was trading at 588.35. 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
On 30 Apr HDFCLIFE was trading at 586.90. 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 30-Jun-2026 (25d) 595 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.01
Theta: -0.22
Gamma: 0.01062
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 582.65 | 20.7 | -4.2 (-16.87%) | 23.59 | 58 | -2 | 152 |
| 4 Jun | 573.75 | 24.9 | 0.4 (1.63%) | 22.43 | 17 | -7 | 160 |
| 3 Jun | 574.40 | 24.7 | 3.6 (17.06%) | 21.66 | 37 | 1 | 167 |
| 2 Jun | 579.90 | 20.95 | 3.7 (21.45%) | 21.54 | 131 | 22 | 166 |
| 1 Jun | 586.55 | 16.9 | 3.6 (27.07%) | 21.11 | 398 | 26 | 144 |
| 29 May | 594.80 | 12.05 | 3.15 (35.39%) | 20.41 | 178 | -2 | 119 |
| 27 May | 609.60 | 9.05 | 1.15 (14.56%) | 22.02 | 135 | 53 | 121 |
| 26 May | 618.85 | 8 | 0.55 (7.38%) | 24.26 | 31 | 25 | 69 |
| 25 May | 620.00 | 7.45 | -0.55 (-6.87%) | 23.55 | 40 | 0 | 12 |
| 22 May | 616.60 | 8.3 | -10.7 (-56.32%) | 23.15 | 14 | 9 | 11 |
| 21 May | 614.35 | 17.95 | -0.05 (-0.28%) | - | 2 | 0 | 2 |
| 20 May | 605.10 | 17.95 | 0 (0.00%) | - | 2 | 0 | 2 |
| 19 May | 610.40 | 17.95 | 0 (0.00%) | - | 2 | 0 | 2 |
| 18 May | 604.95 | 17.95 | 0 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 608.70 | 19.4 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 612.55 | 19.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 602.80 | 19.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 601.80 | 19.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 622.70 | 19.4 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 621.70 | 19.4 | 1.45 (8.08%) | - | 0 | 0 | 2 |
| 7 May | 625.40 | 19.4 | 1.45 (8.08%) | 29.26 | 0 | 0 | 2 |
| 6 May | 606.35 | 19.4 | -7.1 (-26.79%) | 29.26 | 2 | 0 | 0 |
| 5 May | 594.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 588.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 586.90 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 595 expiring on 30JUN2026
Delta for 595 PE is -0.61
Historical price for 595 PE is as follows
On 5 Jun HDFCLIFE was trading at 582.65. The strike last trading price was 20.7, which was -4.2 lower than the previous day. The implied volatity was 23.59, the open interest changed by -2 which decreased total open position to 152
On 4 Jun HDFCLIFE was trading at 573.75. The strike last trading price was 24.9, which was 0.4 higher than the previous day. The implied volatity was 22.43, the open interest changed by -7 which decreased total open position to 160
On 3 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 24.7, which was 3.6 higher than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 167
On 2 Jun HDFCLIFE was trading at 579.90. The strike last trading price was 20.95, which was 3.7 higher than the previous day. The implied volatity was 21.54, the open interest changed by 22 which increased total open position to 166
On 1 Jun HDFCLIFE was trading at 586.55. The strike last trading price was 16.9, which was 3.6 higher than the previous day. The implied volatity was 21.11, the open interest changed by 26 which increased total open position to 144
On 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 12.05, which was 3.15 higher than the previous day. The implied volatity was 20.41, the open interest changed by -2 which decreased total open position to 119
On 27 May HDFCLIFE was trading at 609.60. The strike last trading price was 9.05, which was 1.15 higher than the previous day. The implied volatity was 22.02, the open interest changed by 53 which increased total open position to 121
On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 8, which was 0.55 higher than the previous day. The implied volatity was 24.26, the open interest changed by 25 which increased total open position to 69
On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 7.45, which was -0.55 lower than the previous day. The implied volatity was 23.55, the open interest changed by 0 which decreased total open position to 12
On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 8.3, which was -10.7 lower than the previous day. The implied volatity was 23.15, the open interest changed by 9 which increased total open position to 11
On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 17.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May HDFCLIFE was trading at 605.10. 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 2
On 19 May HDFCLIFE was trading at 610.40. 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 2
On 18 May HDFCLIFE was trading at 604.95. 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 2
On 15 May HDFCLIFE was trading at 608.70. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May HDFCLIFE was trading at 612.55. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May HDFCLIFE was trading at 602.80. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May HDFCLIFE was trading at 601.80. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May HDFCLIFE was trading at 622.70. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May HDFCLIFE was trading at 621.70. The strike last trading price was 19.4, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May HDFCLIFE was trading at 625.40. The strike last trading price was 19.4, which was 1.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 2
On 6 May HDFCLIFE was trading at 606.35. The strike last trading price was 19.4, which was -7.1 lower than the previous day. The implied volatity was 29.26, the open interest changed by 0 which decreased total open position to 0
On 5 May HDFCLIFE was trading at 594.10. 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 4 May HDFCLIFE was trading at 588.35. 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
On 30 Apr HDFCLIFE was trading at 586.90. 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
