HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
30 Apr 2026 04:00 PM IST
| HDFCLIFE 26-May-2026 (26d) 610 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.01
Theta: -0.32
Gamma: 0.00865
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 30 Apr | 586.90 | 8.6 | -2.200000000000001 | 26.45 | 805 | 4 | 1,389 | |||||||||
| 29 Apr | 594.40 | 10.95 | -0.25 | 25.03 | 2,022 | 895 | 1,384 | |||||||||
| 28 Apr | 590.15 | 11.15 | -2 | 27.85 | 416 | 1 | 488 | |||||||||
| 27 Apr | 597.30 | 12.95 | 0.6499999999999986 | 26.84 | 803 | 187 | 485 | |||||||||
| 24 Apr | 588.20 | 11.7 | -4.350000000000001 | 28.16 | 203 | 75 | 297 | |||||||||
| 23 Apr | 598.65 | 15.65 | -3.450000000000001 | 27.49 | 251 | 78 | 220 | |||||||||
| 22 Apr | 604.05 | 19.1 | -5.399999999999999 | 27.61 | 138 | 72 | 142 | |||||||||
| 21 Apr | 614.20 | 24.5 | 2.3000000000000007 | 27.26 | 138 | 21 | 70 | |||||||||
| 20 Apr | 609.75 | 21.7 | -5.25 | 27 | 137 | 27 | 47 | |||||||||
| 17 Apr | 616.45 | 26.8 | 6.800000000000001 | 26.88 | 34 | 16 | 19 | |||||||||
| 16 Apr | 631.50 | 20 | 0 | - | 0 | 0 | 3 | |||||||||
| 15 Apr | 640.45 | 20 | 0 | - | 0 | 0 | 3 | |||||||||
| 13 Apr | 619.10 | 20 | 0 | 23.68 | 0 | 0 | 3 | |||||||||
| 10 Apr | 604.15 | 20 | 3.5 | 23.68 | 5 | 1 | 4 | |||||||||
| 9 Apr | 591.20 | 16.5 | -2.55 | 24.21 | 3 | 2 | 2 | |||||||||
| 8 Apr | 598.30 | 19.05 | 0 | 0.72 | 0 | 0 | 0 | |||||||||
| 7 Apr | 581.70 | 19.05 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 6 Apr | 580.40 | 19.05 | 0 | 2.8 | 0 | 0 | 0 | |||||||||
| 2 Apr | 566.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 572.95 | 19.05 | 0 | 2.29 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 610 expiring on 26MAY2026
Delta for 610 CE is 0.33
Historical price for 610 CE is as follows
On 30 Apr HDFCLIFE was trading at 586.90. The strike last trading price was 8.6, which was -2.200000000000001 lower than the previous day. The implied volatity was 26.45, the open interest changed by 4 which increased total open position to 1389
On 29 Apr HDFCLIFE was trading at 594.40. The strike last trading price was 10.95, which was -0.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by 895 which increased total open position to 1384
On 28 Apr HDFCLIFE was trading at 590.15. The strike last trading price was 11.15, which was -2 lower than the previous day. The implied volatity was 27.85, the open interest changed by 1 which increased total open position to 488
On 27 Apr HDFCLIFE was trading at 597.30. The strike last trading price was 12.95, which was 0.6499999999999986 higher than the previous day. The implied volatity was 26.84, the open interest changed by 187 which increased total open position to 485
On 24 Apr HDFCLIFE was trading at 588.20. The strike last trading price was 11.7, which was -4.350000000000001 lower than the previous day. The implied volatity was 28.16, the open interest changed by 75 which increased total open position to 297
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 15.65, which was -3.450000000000001 lower than the previous day. The implied volatity was 27.49, the open interest changed by 78 which increased total open position to 220
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 19.1, which was -5.399999999999999 lower than the previous day. The implied volatity was 27.61, the open interest changed by 72 which increased total open position to 142
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 24.5, which was 2.3000000000000007 higher than the previous day. The implied volatity was 27.26, the open interest changed by 21 which increased total open position to 70
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 21.7, which was -5.25 lower than the previous day. The implied volatity was 27, the open interest changed by 27 which increased total open position to 47
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 26.8, which was 6.800000000000001 higher than the previous day. The implied volatity was 26.88, the open interest changed by 16 which increased total open position to 19
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 3
On 10 Apr HDFCLIFE was trading at 604.15. The strike last trading price was 20, which was 3.5 higher than the previous day. The implied volatity was 23.68, the open interest changed by 1 which increased total open position to 4
On 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 16.5, which was -2.55 lower than the previous day. The implied volatity was 24.21, the open interest changed by 2 which increased total open position to 2
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 19.05, which was 0 lower than the previous day. The implied volatity was 0.72, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 19.05, which was 0 lower than the previous day. The implied volatity was 3.08, 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 19.05, which was 0 lower than the previous day. The implied volatity was 2.8, 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 -, which was - 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 19.05, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 26-May-2026 (26d) 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.01
Theta: -0.19
Gamma: 0.00943
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 586.90 | 27.4 | 2.75 | 23.6 | 52 | -4 | 285 |
| 29 Apr | 594.40 | 24.35 | -0.5999999999999979 | 26.51 | 164 | 46 | 289 |
| 28 Apr | 590.15 | 24.95 | 1.0500000000000007 | 24.29 | 122 | 72 | 243 |
| 27 Apr | 597.30 | 24.55 | -4.399999999999999 | 26.52 | 143 | 57 | 171 |
| 24 Apr | 588.20 | 28.95 | 4.5 | 25.85 | 90 | 3 | 114 |
| 23 Apr | 598.65 | 24.4 | 3.75 | 26.72 | 60 | 42 | 111 |
| 22 Apr | 604.05 | 20.75 | 5.6 | 25.87 | 56 | 14 | 68 |
| 21 Apr | 614.20 | 15.2 | -2.5500000000000007 | 24.72 | 73 | 24 | 54 |
| 20 Apr | 609.75 | 18.3 | 1.4000000000000021 | 25.45 | 41 | 9 | 29 |
| 17 Apr | 616.45 | 16.9 | 7.199999999999999 | 26.77 | 19 | 16 | 20 |
| 16 Apr | 631.50 | 9.7 | -22 | 23.72 | 5 | 4 | 4 |
| 15 Apr | 640.45 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 619.10 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 604.15 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 591.20 | 31.7 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 598.30 | 31.7 | 0 | 0.57 | 0 | 0 | 0 |
| 7 Apr | 581.70 | 31.7 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 580.40 | 31.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 566.10 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 572.95 | 31.7 | 0 | 0 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 610 expiring on 26MAY2026
Delta for 610 PE is -0.69
Historical price for 610 PE is as follows
On 30 Apr HDFCLIFE was trading at 586.90. The strike last trading price was 27.4, which was 2.75 higher than the previous day. The implied volatity was 23.6, the open interest changed by -4 which decreased total open position to 285
On 29 Apr HDFCLIFE was trading at 594.40. The strike last trading price was 24.35, which was -0.5999999999999979 lower than the previous day. The implied volatity was 26.51, the open interest changed by 46 which increased total open position to 289
On 28 Apr HDFCLIFE was trading at 590.15. The strike last trading price was 24.95, which was 1.0500000000000007 higher than the previous day. The implied volatity was 24.29, the open interest changed by 72 which increased total open position to 243
On 27 Apr HDFCLIFE was trading at 597.30. The strike last trading price was 24.55, which was -4.399999999999999 lower than the previous day. The implied volatity was 26.52, the open interest changed by 57 which increased total open position to 171
On 24 Apr HDFCLIFE was trading at 588.20. The strike last trading price was 28.95, which was 4.5 higher than the previous day. The implied volatity was 25.85, the open interest changed by 3 which increased total open position to 114
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 24.4, which was 3.75 higher than the previous day. The implied volatity was 26.72, the open interest changed by 42 which increased total open position to 111
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 20.75, which was 5.6 higher than the previous day. The implied volatity was 25.87, the open interest changed by 14 which increased total open position to 68
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 15.2, which was -2.5500000000000007 lower than the previous day. The implied volatity was 24.72, the open interest changed by 24 which increased total open position to 54
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 18.3, which was 1.4000000000000021 higher than the previous day. The implied volatity was 25.45, the open interest changed by 9 which increased total open position to 29
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 16.9, which was 7.199999999999999 higher than the previous day. The implied volatity was 26.77, the open interest changed by 16 which increased total open position to 20
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 9.7, which was -22 lower than the previous day. The implied volatity was 23.72, the open interest changed by 4 which increased total open position to 4
On 15 Apr HDFCLIFE was trading at 640.45. 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 13 Apr HDFCLIFE was trading at 619.10. 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 10 Apr HDFCLIFE was trading at 604.15. 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 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 31.7, 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 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 31.7, 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 31.7, 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 -, which was - 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 31.7, 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 0
