HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Apr 2026 04:10 PM IST
| HDFCLIFE 28-Apr-2026 (7d) 605 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0
Theta: -0.63
Gamma: 0.01525
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Apr | 609.75 | 12.75 | -5.050000000000001 | 27.8 | 264 | 0 | 170 | |||||||||
| 17 Apr | 616.45 | 17 | -14.649999999999999 | 23.12 | 976 | -47 | 170 | |||||||||
| 16 Apr | 631.50 | 31.65 | -7.600000000000001 | 31.32 | 43 | -22 | 218 | |||||||||
| 15 Apr | 640.45 | 39.9 | 14.45 | 32.73 | 75 | -16 | 242 | |||||||||
| 13 Apr | 619.10 | 25.9 | 11.249999999999998 | 31.95 | 824 | -33 | 260 | |||||||||
| 10 Apr | 604.15 | 14.6 | 4.449999999999999 | 26 | 612 | -16 | 293 | |||||||||
| 9 Apr | 591.20 | 9.95 | -3.05 | 25.51 | 338 | 21 | 309 | |||||||||
| 8 Apr | 598.30 | 13 | 4.6 | 26.8 | 693 | 218 | 288 | |||||||||
| 7 Apr | 581.70 | 8.25 | -0.95 | 29.86 | 9 | 2 | 71 | |||||||||
| 6 Apr | 580.40 | 9.15 | 2.15 | 29.77 | 97 | 13 | 69 | |||||||||
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| 2 Apr | 566.10 | 6.75 | -2.9 | 31.69 | 80 | 53 | 54 | |||||||||
| 1 Apr | 572.95 | 9.65 | -2.95 | 32.78 | 1 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 605 expiring on 28APR2026
Delta for 605 CE is 0.58
Historical price for 605 CE is as follows
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 12.75, which was -5.050000000000001 lower than the previous day. The implied volatity was 27.8, the open interest changed by 0 which decreased total open position to 170
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 17, which was -14.649999999999999 lower than the previous day. The implied volatity was 23.12, the open interest changed by -47 which decreased total open position to 170
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 31.65, which was -7.600000000000001 lower than the previous day. The implied volatity was 31.32, the open interest changed by -22 which decreased total open position to 218
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 39.9, which was 14.45 higher than the previous day. The implied volatity was 32.73, the open interest changed by -16 which decreased total open position to 242
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 25.9, which was 11.249999999999998 higher than the previous day. The implied volatity was 31.95, the open interest changed by -33 which decreased total open position to 260
On 10 Apr HDFCLIFE was trading at 604.15. The strike last trading price was 14.6, which was 4.449999999999999 higher than the previous day. The implied volatity was 26, the open interest changed by -16 which decreased total open position to 293
On 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 9.95, which was -3.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 21 which increased total open position to 309
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 13, which was 4.6 higher than the previous day. The implied volatity was 26.8, the open interest changed by 218 which increased total open position to 288
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 8.25, which was -0.95 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 71
On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 9.15, which was 2.15 higher than the previous day. The implied volatity was 29.77, the open interest changed by 13 which increased total open position to 69
On 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 6.75, which was -2.9 lower than the previous day. The implied volatity was 31.69, the open interest changed by 53 which increased total open position to 54
On 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 9.65, which was -2.95 lower than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 28-Apr-2026 (7d) 605 PE | |||||||
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Delta: -0.42
Vega: 0
Theta: -0.53
Gamma: 0.01563
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Apr | 609.75 | 7.85 | 1.3499999999999996 | 27.2 | 697 | -29 | 332 |
| 17 Apr | 616.45 | 6.45 | 2.05 | 26.97 | 2,475 | 207 | 360 |
| 16 Apr | 631.50 | 4.7 | 1.0500000000000003 | 31.43 | 206 | 19 | 153 |
| 15 Apr | 640.45 | 3.5 | -5.65 | 32.47 | 143 | 33 | 133 |
| 13 Apr | 619.10 | 8.6 | -6.550000000000001 | 31.91 | 415 | 21 | 94 |
| 10 Apr | 604.15 | 14.95 | -6.800000000000001 | 28.72 | 155 | 21 | 72 |
| 9 Apr | 591.20 | 21.75 | 5.35 | 31.35 | 50 | -3 | 50 |
| 8 Apr | 598.30 | 16.45 | -13.3 | 25.46 | 231 | 36 | 51 |
| 7 Apr | 581.70 | 29.65 | -13.15 | 29.6 | 10 | 7 | 13 |
| 6 Apr | 580.40 | 42.8 | 4.8 | - | 0 | 0 | 6 |
| 2 Apr | 566.10 | 42.8 | 4.8 | 32.41 | 7 | 4 | 5 |
| 1 Apr | 572.95 | 38 | 14.4 | 32.7 | 1 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 605 expiring on 28APR2026
Delta for 605 PE is -0.42
Historical price for 605 PE is as follows
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 7.85, which was 1.3499999999999996 higher than the previous day. The implied volatity was 27.2, the open interest changed by -29 which decreased total open position to 332
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 6.45, which was 2.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by 207 which increased total open position to 360
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 4.7, which was 1.0500000000000003 higher than the previous day. The implied volatity was 31.43, the open interest changed by 19 which increased total open position to 153
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 3.5, which was -5.65 lower than the previous day. The implied volatity was 32.47, the open interest changed by 33 which increased total open position to 133
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 8.6, which was -6.550000000000001 lower than the previous day. The implied volatity was 31.91, the open interest changed by 21 which increased total open position to 94
On 10 Apr HDFCLIFE was trading at 604.15. The strike last trading price was 14.95, which was -6.800000000000001 lower than the previous day. The implied volatity was 28.72, the open interest changed by 21 which increased total open position to 72
On 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 21.75, which was 5.35 higher than the previous day. The implied volatity was 31.35, the open interest changed by -3 which decreased total open position to 50
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 16.45, which was -13.3 lower than the previous day. The implied volatity was 25.46, the open interest changed by 36 which increased total open position to 51
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 29.65, which was -13.15 lower than the previous day. The implied volatity was 29.6, the open interest changed by 7 which increased total open position to 13
On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 42.8, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 42.8, which was 4.8 higher than the previous day. The implied volatity was 32.41, the open interest changed by 4 which increased total open position to 5
On 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 38, which was 14.4 higher than the previous day. The implied volatity was 32.7, the open interest changed by 0 which decreased total open position to 0
