Historical option data for HDFCLIFE
29 May 2026 04:10 PM IST
| HDFCLIFE 30-Jun-2026 (31d) 615 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.01
Theta: -0.25
Gamma: 0.00993
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 594.80 | 8.6 | -5.8 (-40.28%) | 21.06 | 500 | -23 | 251 | |||||||||
| 27 May | 609.60 | 14.3 | -5.1 (-26.29%) | 20.03 | 404 | 172 | 273 | |||||||||
| 26 May | 618.85 | 19.45 | -1.1 (-5.35%) | 20.63 | 83 | 36 | 100 | |||||||||
| 25 May | 620.00 | 20.45 | 0.55 (2.76%) | 20.78 | 99 | 21 | 65 | |||||||||
| 22 May | 616.60 | 20 | -0.2 (-0.99%) | 21.74 | 59 | 9 | 44 | |||||||||
| 21 May | 614.35 | 20.25 | 3.55 (21.26%) | 23.15 | 37 | 4 | 34 | |||||||||
| 20 May | 605.10 | 16.8 | -1.2 (-6.67%) | 23.84 | 69 | 29 | 30 | |||||||||
| 19 May | 610.40 | 18 | 0 (0.00%) | 24.97 | 0 | 0 | 1 | |||||||||
| 18 May | 604.95 | 18 | -1 (-5.26%) | 24.97 | 1 | 1 | 1 | |||||||||
| 15 May | 608.70 | 0 | -19.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 612.55 | 0 | -19.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 602.80 | 0 | -19.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 601.80 | 0 | -19.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 622.70 | 0 | -19.15 (-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 615 expiring on 30JUN2026
Delta for 615 CE is 0.35
Historical price for 615 CE is as follows
On 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 8.6, which was -5.8 lower than the previous day. The implied volatity was 21.06, the open interest changed by -23 which decreased total open position to 251
On 27 May HDFCLIFE was trading at 609.60. The strike last trading price was 14.3, which was -5.1 lower than the previous day. The implied volatity was 20.03, the open interest changed by 172 which increased total open position to 273
On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 19.45, which was -1.1 lower than the previous day. The implied volatity was 20.63, the open interest changed by 36 which increased total open position to 100
On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 20.45, which was 0.55 higher than the previous day. The implied volatity was 20.78, the open interest changed by 21 which increased total open position to 65
On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 20, which was -0.2 lower than the previous day. The implied volatity was 21.74, the open interest changed by 9 which increased total open position to 44
On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 20.25, which was 3.55 higher than the previous day. The implied volatity was 23.15, the open interest changed by 4 which increased total open position to 34
On 20 May HDFCLIFE was trading at 605.10. The strike last trading price was 16.8, which was -1.2 lower than the previous day. The implied volatity was 23.84, the open interest changed by 29 which increased total open position to 30
On 19 May HDFCLIFE was trading at 610.40. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 1
On 18 May HDFCLIFE was trading at 604.95. The strike last trading price was 18, which was -1 lower than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 1
On 15 May HDFCLIFE was trading at 608.70. The strike last trading price was 0, which was -19.15 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 -19.15 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 -19.15 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 -19.15 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 -19.15 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 (31d) 615 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.01
Theta: -0.15
Gamma: 0.01012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 594.80 | 23.8 | 7 (41.67%) | 20.59 | 169 | -10 | 158 |
| 27 May | 609.60 | 16.3 | 1.85 (12.80%) | 20.83 | 284 | 65 | 169 |
| 26 May | 618.85 | 14.15 | 0.05 (0.35%) | 23.47 | 132 | 45 | 103 |
| 25 May | 620.00 | 14 | -2 (-12.50%) | 22.89 | 47 | 24 | 58 |
| 22 May | 616.60 | 15.75 | -2.25 (-12.50%) | 22.95 | 40 | 31 | 33 |
| 21 May | 614.35 | 18.5 | -1.5 (-7.50%) | 25.24 | 1 | 0 | 1 |
| 20 May | 605.10 | 20.3 | -17.6 (-46.44%) | 21.1 | 1 | 1 | 1 |
| 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 | -37.9 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 612.55 | 0 | -37.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 602.80 | 0 | -37.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 601.80 | 0 | -37.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 622.70 | 0 | -37.9 (-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 615 expiring on 30JUN2026
Delta for 615 PE is -0.65
Historical price for 615 PE is as follows
On 29 May HDFCLIFE was trading at 594.80. The strike last trading price was 23.8, which was 7 higher than the previous day. The implied volatity was 20.59, the open interest changed by -10 which decreased total open position to 158
On 27 May HDFCLIFE was trading at 609.60. The strike last trading price was 16.3, which was 1.85 higher than the previous day. The implied volatity was 20.83, the open interest changed by 65 which increased total open position to 169
On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 14.15, which was 0.05 higher than the previous day. The implied volatity was 23.47, the open interest changed by 45 which increased total open position to 103
On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 22.89, the open interest changed by 24 which increased total open position to 58
On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 15.75, which was -2.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by 31 which increased total open position to 33
On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 18.5, which was -1.5 lower than the previous day. The implied volatity was 25.24, the open interest changed by 0 which decreased total open position to 1
On 20 May HDFCLIFE was trading at 605.10. The strike last trading price was 20.3, which was -17.6 lower than the previous day. The implied volatity was 21.1, the open interest changed by 1 which increased total open position to 1
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 -37.9 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 -37.9 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 -37.9 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 -37.9 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 -37.9 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
