HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
30 Mar 2026 04:11 PM IST
| HDFCLIFE 28-Apr-2026 (28d) 630 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.56
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 590.60 | 8.2 | -5.8 | 29.71 | 278 | 43 | 215 | |||||||||
| 27 Mar | 610.20 | 13.6 | -1.25 | 26.95 | 252 | 91 | 172 | |||||||||
| 25 Mar | 612.90 | 14.7 | 0.6 | 26.27 | 60 | 15 | 80 | |||||||||
| 24 Mar | 603.00 | 14.1 | 2.25 | 30.22 | 68 | 12 | 65 | |||||||||
| 23 Mar | 592.10 | 11.8 | -9.35 | 33.09 | 33 | 13 | 52 | |||||||||
| 20 Mar | 623.65 | 21.35 | -6.15 | 25.44 | 59 | 37 | 39 | |||||||||
| 19 Mar | 633.50 | 27.5 | -4.8 | 26.47 | 6 | 0 | 3 | |||||||||
| 18 Mar | 643.35 | 32.3 | -81.2 | 25.09 | 3 | 0 | 0 | |||||||||
| 17 Mar | 642.30 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Mar | 626.00 | 113.5 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 13 Mar | 625.75 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 645.70 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 647.90 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 656.10 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 653.75 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 668.55 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 684.30 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 684.60 | 113.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 630 expiring on 28APR2026
Delta for 630 CE is 0.28
Historical price for 630 CE is as follows
On 30 Mar HDFCLIFE was trading at 590.60. The strike last trading price was 8.2, which was -5.8 lower than the previous day. The implied volatity was 29.71, the open interest changed by 43 which increased total open position to 215
On 27 Mar HDFCLIFE was trading at 610.20. The strike last trading price was 13.6, which was -1.25 lower than the previous day. The implied volatity was 26.95, the open interest changed by 91 which increased total open position to 172
On 25 Mar HDFCLIFE was trading at 612.90. The strike last trading price was 14.7, which was 0.6 higher than the previous day. The implied volatity was 26.27, the open interest changed by 15 which increased total open position to 80
On 24 Mar HDFCLIFE was trading at 603.00. The strike last trading price was 14.1, which was 2.25 higher than the previous day. The implied volatity was 30.22, the open interest changed by 12 which increased total open position to 65
On 23 Mar HDFCLIFE was trading at 592.10. The strike last trading price was 11.8, which was -9.35 lower than the previous day. The implied volatity was 33.09, the open interest changed by 13 which increased total open position to 52
On 20 Mar HDFCLIFE was trading at 623.65. The strike last trading price was 21.35, which was -6.15 lower than the previous day. The implied volatity was 25.44, the open interest changed by 37 which increased total open position to 39
On 19 Mar HDFCLIFE was trading at 633.50. The strike last trading price was 27.5, which was -4.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 3
On 18 Mar HDFCLIFE was trading at 643.35. The strike last trading price was 32.3, which was -81.2 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 0
On 17 Mar HDFCLIFE was trading at 642.30. The strike last trading price was 113.5, 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 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 113.5, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 113.5, 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 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 113.5, 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 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 113.5, 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 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 113.5, 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 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 113.5, 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 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 113.5, 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 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 113.5, 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 Mar HDFCLIFE was trading at 684.60. The strike last trading price was 113.5, 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 28-Apr-2026 (28d) 630 PE | |||||||
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Delta: -0.68
Vega: 0.6
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 590.60 | 44.35 | 13.65 | 36.72 | 27 | 8 | 58 |
| 27 Mar | 610.20 | 30.9 | 2.9 | 32.19 | 58 | -4 | 50 |
| 25 Mar | 612.90 | 28 | -7.55 | 29.18 | 9 | 2 | 54 |
| 24 Mar | 603.00 | 35.5 | -9.3 | 31.5 | 14 | 1 | 49 |
| 23 Mar | 592.10 | 44.45 | 22.8 | 31.45 | 74 | -34 | 49 |
| 20 Mar | 623.65 | 22.1 | 5.6 | 27.96 | 158 | 65 | 84 |
| 19 Mar | 633.50 | 16.5 | 3.5 | 25.63 | 21 | 11 | 19 |
| 18 Mar | 643.35 | 13 | -1 | 25.2 | 5 | 0 | 10 |
| 17 Mar | 642.30 | 14 | -6.5 | 26.46 | 2 | -1 | 11 |
| 16 Mar | 626.00 | 20.5 | 14.95 | - | 2 | 2 | 0 |
| 13 Mar | 625.75 | 20.5 | 14.95 | 24.61 | 2 | 0 | 0 |
| 12 Mar | 645.70 | 5.55 | 4 | - | 0 | 0 | 0 |
| 11 Mar | 647.90 | 5.55 | 4 | - | 0 | 0 | 10 |
| 10 Mar | 656.10 | 5.55 | 4 | - | 0 | 0 | 10 |
| 9 Mar | 653.75 | 5.55 | 4 | - | 0 | 0 | 10 |
| 6 Mar | 668.55 | 5.55 | 4 | - | 0 | 0 | 10 |
| 5 Mar | 684.30 | 5.55 | 4 | - | 10 | 10 | 0 |
| 4 Mar | 684.60 | 5.55 | 4 | 25.27 | 10 | 8 | 8 |
For Hdfc Life Ins Co Ltd - strike price 630 expiring on 28APR2026
Delta for 630 PE is -0.68
Historical price for 630 PE is as follows
On 30 Mar HDFCLIFE was trading at 590.60. The strike last trading price was 44.35, which was 13.65 higher than the previous day. The implied volatity was 36.72, the open interest changed by 8 which increased total open position to 58
On 27 Mar HDFCLIFE was trading at 610.20. The strike last trading price was 30.9, which was 2.9 higher than the previous day. The implied volatity was 32.19, the open interest changed by -4 which decreased total open position to 50
On 25 Mar HDFCLIFE was trading at 612.90. The strike last trading price was 28, which was -7.55 lower than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 54
On 24 Mar HDFCLIFE was trading at 603.00. The strike last trading price was 35.5, which was -9.3 lower than the previous day. The implied volatity was 31.5, the open interest changed by 1 which increased total open position to 49
On 23 Mar HDFCLIFE was trading at 592.10. The strike last trading price was 44.45, which was 22.8 higher than the previous day. The implied volatity was 31.45, the open interest changed by -34 which decreased total open position to 49
On 20 Mar HDFCLIFE was trading at 623.65. The strike last trading price was 22.1, which was 5.6 higher than the previous day. The implied volatity was 27.96, the open interest changed by 65 which increased total open position to 84
On 19 Mar HDFCLIFE was trading at 633.50. The strike last trading price was 16.5, which was 3.5 higher than the previous day. The implied volatity was 25.63, the open interest changed by 11 which increased total open position to 19
On 18 Mar HDFCLIFE was trading at 643.35. The strike last trading price was 13, which was -1 lower than the previous day. The implied volatity was 25.2, the open interest changed by 0 which decreased total open position to 10
On 17 Mar HDFCLIFE was trading at 642.30. The strike last trading price was 14, which was -6.5 lower than the previous day. The implied volatity was 26.46, the open interest changed by -1 which decreased total open position to 11
On 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 20.5, which was 14.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 20.5, which was 14.95 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 0
On 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 4 Mar HDFCLIFE was trading at 684.60. The strike last trading price was 5.55, which was 4 higher than the previous day. The implied volatity was 25.27, the open interest changed by 8 which increased total open position to 8
