HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
24 Apr 2026 01:35 PM IST
| HDFCLIFE 28-Apr-2026 (4d) 615 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0
Theta: -0.35
Gamma: 0.00893
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 589.70 | 0.75 | -1.15 | 28.04 | 979 | -46 | 615 | |||||||||
| 23 Apr | 598.65 | 1.85 | -2.3000000000000003 | 26.03 | 3,077 | 193 | 644 | |||||||||
| 22 Apr | 604.05 | 4.15 | -5 | 25.84 | 2,006 | 53 | 456 | |||||||||
| 21 Apr | 614.20 | 9.1 | 0.75 | 25.93 | 2,882 | 45 | 406 | |||||||||
| 20 Apr | 609.75 | 7.75 | -4.199999999999999 | 27.83 | 1,242 | -7 | 365 | |||||||||
| 17 Apr | 616.45 | 11.55 | -13.599999999999998 | 23.96 | 3,558 | 217 | 372 | |||||||||
| 16 Apr | 631.50 | 25.15 | -5.600000000000001 | 31.96 | 34 | 2 | 156 | |||||||||
| 15 Apr | 640.45 | 31.9 | 12.849999999999998 | 29.24 | 196 | -15 | 155 | |||||||||
| 13 Apr | 619.10 | 19.55 | 9.5 | 30.24 | 1,848 | 16 | 180 | |||||||||
| 10 Apr | 604.15 | 10.05 | 3.200000000000001 | 25.78 | 257 | 41 | 167 | |||||||||
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| 9 Apr | 591.20 | 6.7 | -2.3 | 25.74 | 199 | -3 | 126 | |||||||||
| 8 Apr | 598.30 | 8.8 | 3.2 | 26.23 | 299 | 57 | 127 | |||||||||
| 7 Apr | 581.70 | 5.55 | -1 | 29.49 | 10 | 3 | 70 | |||||||||
| 6 Apr | 580.40 | 6.3 | 1.3 | 29.48 | 153 | 5 | 74 | |||||||||
| 2 Apr | 566.10 | 4.7 | -2.45 | 31.39 | 136 | 45 | 67 | |||||||||
| 1 Apr | 572.95 | 6.75 | -2.4 | 31.89 | 68 | 21 | 21 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 615 expiring on 28APR2026
Delta for 615 CE is 0.09
Historical price for 615 CE is as follows
On 24 Apr HDFCLIFE was trading at 589.70. The strike last trading price was 0.75, which was -1.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by -46 which decreased total open position to 615
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 1.85, which was -2.3000000000000003 lower than the previous day. The implied volatity was 26.03, the open interest changed by 193 which increased total open position to 644
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 4.15, which was -5 lower than the previous day. The implied volatity was 25.84, the open interest changed by 53 which increased total open position to 456
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 9.1, which was 0.75 higher than the previous day. The implied volatity was 25.93, the open interest changed by 45 which increased total open position to 406
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 7.75, which was -4.199999999999999 lower than the previous day. The implied volatity was 27.83, the open interest changed by -7 which decreased total open position to 365
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 11.55, which was -13.599999999999998 lower than the previous day. The implied volatity was 23.96, the open interest changed by 217 which increased total open position to 372
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 25.15, which was -5.600000000000001 lower than the previous day. The implied volatity was 31.96, the open interest changed by 2 which increased total open position to 156
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 31.9, which was 12.849999999999998 higher than the previous day. The implied volatity was 29.24, the open interest changed by -15 which decreased total open position to 155
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 19.55, which was 9.5 higher than the previous day. The implied volatity was 30.24, the open interest changed by 16 which increased total open position to 180
On 10 Apr HDFCLIFE was trading at 604.15. The strike last trading price was 10.05, which was 3.200000000000001 higher than the previous day. The implied volatity was 25.78, the open interest changed by 41 which increased total open position to 167
On 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 6.7, which was -2.3 lower than the previous day. The implied volatity was 25.74, the open interest changed by -3 which decreased total open position to 126
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 8.8, which was 3.2 higher than the previous day. The implied volatity was 26.23, the open interest changed by 57 which increased total open position to 127
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 5.55, which was -1 lower than the previous day. The implied volatity was 29.49, the open interest changed by 3 which increased total open position to 70
On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 6.3, which was 1.3 higher than the previous day. The implied volatity was 29.48, the open interest changed by 5 which increased total open position to 74
On 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 4.7, which was -2.45 lower than the previous day. The implied volatity was 31.39, the open interest changed by 45 which increased total open position to 67
On 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 6.75, which was -2.4 lower than the previous day. The implied volatity was 31.89, the open interest changed by 21 which increased total open position to 21
| HDFCLIFE 28-Apr-2026 (4d) 615 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0
Theta: 0.01
Gamma: 0.00468
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 589.70 | 24.7 | 7.25 | 18.7 | 87 | -2 | 182 |
| 23 Apr | 598.65 | 18.5 | 4.050000000000001 | 21.11 | 354 | -12 | 184 |
| 22 Apr | 604.05 | 14.4 | 5.800000000000001 | 25.97 | 1,029 | -73 | 197 |
| 21 Apr | 614.20 | 8.5 | -4 | 25.01 | 817 | -19 | 269 |
| 20 Apr | 609.75 | 12.95 | 2.5 | 27.06 | 760 | -84 | 289 |
| 17 Apr | 616.45 | 10.8 | 3.9000000000000004 | 27.55 | 2,631 | 222 | 376 |
| 16 Apr | 631.50 | 7.15 | 1.6500000000000004 | 30.51 | 569 | -54 | 153 |
| 15 Apr | 640.45 | 5.2 | -7.45 | 30.87 | 428 | 33 | 207 |
| 13 Apr | 619.10 | 12 | -18.1 | 30.98 | 560 | 165 | 165 |
| 10 Apr | 604.15 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 591.20 | 30.1 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 598.30 | 30.1 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 581.70 | 30.1 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 580.40 | 30.1 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 566.10 | 30.1 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 572.95 | 30.1 | 0 | 0 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 615 expiring on 28APR2026
Delta for 615 PE is -0.98
Historical price for 615 PE is as follows
On 24 Apr HDFCLIFE was trading at 589.70. The strike last trading price was 24.7, which was 7.25 higher than the previous day. The implied volatity was 18.7, the open interest changed by -2 which decreased total open position to 182
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 18.5, which was 4.050000000000001 higher than the previous day. The implied volatity was 21.11, the open interest changed by -12 which decreased total open position to 184
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 14.4, which was 5.800000000000001 higher than the previous day. The implied volatity was 25.97, the open interest changed by -73 which decreased total open position to 197
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 8.5, which was -4 lower than the previous day. The implied volatity was 25.01, the open interest changed by -19 which decreased total open position to 269
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 12.95, which was 2.5 higher than the previous day. The implied volatity was 27.06, the open interest changed by -84 which decreased total open position to 289
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 10.8, which was 3.9000000000000004 higher than the previous day. The implied volatity was 27.55, the open interest changed by 222 which increased total open position to 376
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 7.15, which was 1.6500000000000004 higher than the previous day. The implied volatity was 30.51, the open interest changed by -54 which decreased total open position to 153
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 5.2, which was -7.45 lower than the previous day. The implied volatity was 30.87, the open interest changed by 33 which increased total open position to 207
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 12, which was -18.1 lower than the previous day. The implied volatity was 30.98, the open interest changed by 165 which increased total open position to 165
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 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr HDFCLIFE was trading at 566.10. The strike last trading price was 30.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HDFCLIFE was trading at 572.95. The strike last trading price was 30.1, 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
