HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
20 Mar 2026 04:11 PM IST
| HDFCLIFE 30-MAR-2026 640 CE | ||||||||||||||||
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Delta: 0.3
Vega: 0.36
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 623.65 | 4.55 | -3.25 | 23.78 | 1,829 | 32 | 835 | |||||||||
| 19 Mar | 633.50 | 8.05 | -3.9 | 23.16 | 2,203 | 499 | 809 | |||||||||
| 18 Mar | 643.35 | 11.1 | -2.8 | 18.78 | 758 | 51 | 310 | |||||||||
| 17 Mar | 642.30 | 14 | 6.65 | 23.28 | 5,917 | -25 | 260 | |||||||||
| 16 Mar | 626.00 | 7.3 | -1.6 | 26.31 | 720 | 13 | 284 | |||||||||
| 13 Mar | 625.75 | 8.55 | -9.7 | 25.57 | 846 | 202 | 273 | |||||||||
| 12 Mar | 645.70 | 17.85 | -2.9 | 23.57 | 314 | 42 | 72 | |||||||||
| 11 Mar | 647.90 | 20.3 | -7.05 | 24.93 | 73 | 11 | 27 | |||||||||
| 10 Mar | 656.10 | 27.35 | 0.2 | 23.13 | 62 | 16 | 19 | |||||||||
| 9 Mar | 653.75 | 26.65 | -17.95 | 26.73 | 5 | 1 | 2 | |||||||||
| 6 Mar | 668.55 | 44.6 | -71.6 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 684.30 | 44.6 | -71.6 | 15.37 | 11 | 0 | 0 | |||||||||
| 4 Mar | 684.60 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 742.45 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 728.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 733.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 729.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 705.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 703.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 696.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 702.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 701.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 703.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 707.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 703.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 720.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 722.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 720.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 717.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 715.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 731.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 727.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 728.60 | - | - | - | 0 | 0 | 0 | |||||||||
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| 27 Jan | 720.05 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 712.10 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 725.10 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 724.35 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 732.10 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 736.80 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 732.55 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 640 expiring on 30MAR2026
Delta for 640 CE is 0.3
Historical price for 640 CE is as follows
On 20 Mar HDFCLIFE was trading at 623.65. The strike last trading price was 4.55, which was -3.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 32 which increased total open position to 835
On 19 Mar HDFCLIFE was trading at 633.50. The strike last trading price was 8.05, which was -3.9 lower than the previous day. The implied volatity was 23.16, the open interest changed by 499 which increased total open position to 809
On 18 Mar HDFCLIFE was trading at 643.35. The strike last trading price was 11.1, which was -2.8 lower than the previous day. The implied volatity was 18.78, the open interest changed by 51 which increased total open position to 310
On 17 Mar HDFCLIFE was trading at 642.30. The strike last trading price was 14, which was 6.65 higher than the previous day. The implied volatity was 23.28, the open interest changed by -25 which decreased total open position to 260
On 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 7.3, which was -1.6 lower than the previous day. The implied volatity was 26.31, the open interest changed by 13 which increased total open position to 284
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 8.55, which was -9.7 lower than the previous day. The implied volatity was 25.57, the open interest changed by 202 which increased total open position to 273
On 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 17.85, which was -2.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by 42 which increased total open position to 72
On 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 20.3, which was -7.05 lower than the previous day. The implied volatity was 24.93, the open interest changed by 11 which increased total open position to 27
On 10 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 27.35, which was 0.2 higher than the previous day. The implied volatity was 23.13, the open interest changed by 16 which increased total open position to 19
On 9 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 26.65, which was -17.95 lower than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 2
On 6 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 44.6, which was -71.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 44.6, which was -71.6 lower than the previous day. The implied volatity was 15.37, 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 116.2, 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 23 Feb HDFCLIFE was trading at 742.45. 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 20 Feb HDFCLIFE was trading at 728.65. 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 19 Feb HDFCLIFE was trading at 733.15. 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 18 Feb HDFCLIFE was trading at 729.60. 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 17 Feb HDFCLIFE was trading at 705.80. 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 16 Feb HDFCLIFE was trading at 703.90. 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 13 Feb HDFCLIFE was trading at 696.80. 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 12 Feb HDFCLIFE was trading at 702.70. 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 11 Feb HDFCLIFE was trading at 701.10. 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 10 Feb HDFCLIFE was trading at 703.95. 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 9 Feb HDFCLIFE was trading at 707.90. 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 6 Feb HDFCLIFE was trading at 703.50. 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 5 Feb HDFCLIFE was trading at 720.70. 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 4 Feb HDFCLIFE was trading at 722.50. 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 3 Feb HDFCLIFE was trading at 720.15. 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 2 Feb HDFCLIFE was trading at 717.50. 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 Feb HDFCLIFE was trading at 715.30. 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 30 Jan HDFCLIFE was trading at 731.00. 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 29 Jan HDFCLIFE was trading at 727.10. 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 28 Jan HDFCLIFE was trading at 728.60. 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 27 Jan HDFCLIFE was trading at 720.05. The strike last trading price was 116.2, 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 23 Jan HDFCLIFE was trading at 712.10. The strike last trading price was 116.2, 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 22 Jan HDFCLIFE was trading at 725.10. The strike last trading price was 116.2, 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 21 Jan HDFCLIFE was trading at 724.35. The strike last trading price was 116.2, 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 20 Jan HDFCLIFE was trading at 732.10. The strike last trading price was 116.2, 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 19 Jan HDFCLIFE was trading at 736.80. The strike last trading price was 116.2, 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 Jan HDFCLIFE was trading at 732.55. The strike last trading price was 116.2, 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 30MAR2026 640 PE | |||||||
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Delta: -0.68
Vega: 0.37
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 623.65 | 19.3 | 4.4 | 26.8 | 463 | -50 | 236 |
| 19 Mar | 633.50 | 14.2 | 5.55 | 26.67 | 614 | -91 | 286 |
| 18 Mar | 643.35 | 9.25 | -1 | 24.49 | 598 | 38 | 381 |
| 17 Mar | 642.30 | 10.3 | -9.45 | 26.39 | 425 | 95 | 343 |
| 16 Mar | 626.00 | 19.6 | -0.9 | 23.51 | 178 | 16 | 309 |
| 13 Mar | 625.75 | 21.15 | 9.25 | 25.92 | 399 | -59 | 294 |
| 12 Mar | 645.70 | 11.95 | 0.4 | 27.63 | 577 | 124 | 356 |
| 11 Mar | 647.90 | 11.85 | 3.75 | 28.25 | 283 | 7 | 230 |
| 10 Mar | 656.10 | 7.75 | -3.15 | 27.02 | 268 | -24 | 224 |
| 9 Mar | 653.75 | 11.1 | 5 | 30.02 | 521 | 43 | 242 |
| 6 Mar | 668.55 | 5.95 | 2.65 | 26.75 | 341 | -17 | 200 |
| 5 Mar | 684.30 | 3.15 | -1.05 | 26.59 | 751 | -60 | 217 |
| 4 Mar | 684.60 | 4.55 | 3.5 | 28.39 | 710 | 277 | 278 |
| 23 Feb | 742.45 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 728.65 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 733.15 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 729.60 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 705.80 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 703.90 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 696.80 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 702.70 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 701.10 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 703.95 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 707.90 | - | - | - | 0 | 0 | 0 |
| 6 Feb | 703.50 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 720.70 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 722.50 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 720.15 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 717.50 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 715.30 | - | - | - | 0 | 0 | 0 |
| 30 Jan | 731.00 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 727.10 | - | - | - | 0 | 0 | 0 |
| 28 Jan | 728.60 | - | - | - | 0 | 0 | 0 |
| 27 Jan | 720.05 | 3.7 | 0 | 8.01 | 0 | 0 | 0 |
| 23 Jan | 712.10 | 3.7 | 0 | 7.8 | 0 | 0 | 0 |
| 22 Jan | 725.10 | 3.7 | 0 | 8.73 | 0 | 0 | 0 |
| 21 Jan | 724.35 | 3.7 | 0 | 8.51 | 0 | 0 | 0 |
| 20 Jan | 732.10 | 3.7 | 0 | 9.19 | 0 | 0 | 0 |
| 19 Jan | 736.80 | 3.7 | 0 | 9.44 | 0 | 0 | 0 |
| 16 Jan | 732.55 | 3.7 | 0 | 9.1 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 640 expiring on 30MAR2026
Delta for 640 PE is -0.68
Historical price for 640 PE is as follows
On 20 Mar HDFCLIFE was trading at 623.65. The strike last trading price was 19.3, which was 4.4 higher than the previous day. The implied volatity was 26.8, the open interest changed by -50 which decreased total open position to 236
On 19 Mar HDFCLIFE was trading at 633.50. The strike last trading price was 14.2, which was 5.55 higher than the previous day. The implied volatity was 26.67, the open interest changed by -91 which decreased total open position to 286
On 18 Mar HDFCLIFE was trading at 643.35. The strike last trading price was 9.25, which was -1 lower than the previous day. The implied volatity was 24.49, the open interest changed by 38 which increased total open position to 381
On 17 Mar HDFCLIFE was trading at 642.30. The strike last trading price was 10.3, which was -9.45 lower than the previous day. The implied volatity was 26.39, the open interest changed by 95 which increased total open position to 343
On 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 19.6, which was -0.9 lower than the previous day. The implied volatity was 23.51, the open interest changed by 16 which increased total open position to 309
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 21.15, which was 9.25 higher than the previous day. The implied volatity was 25.92, the open interest changed by -59 which decreased total open position to 294
On 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 11.95, which was 0.4 higher than the previous day. The implied volatity was 27.63, the open interest changed by 124 which increased total open position to 356
On 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 11.85, which was 3.75 higher than the previous day. The implied volatity was 28.25, the open interest changed by 7 which increased total open position to 230
On 10 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 7.75, which was -3.15 lower than the previous day. The implied volatity was 27.02, the open interest changed by -24 which decreased total open position to 224
On 9 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 11.1, which was 5 higher than the previous day. The implied volatity was 30.02, the open interest changed by 43 which increased total open position to 242
On 6 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 5.95, which was 2.65 higher than the previous day. The implied volatity was 26.75, the open interest changed by -17 which decreased total open position to 200
On 5 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by -60 which decreased total open position to 217
On 4 Mar HDFCLIFE was trading at 684.60. The strike last trading price was 4.55, which was 3.5 higher than the previous day. The implied volatity was 28.39, the open interest changed by 277 which increased total open position to 278
On 23 Feb HDFCLIFE was trading at 742.45. 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 20 Feb HDFCLIFE was trading at 728.65. 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 19 Feb HDFCLIFE was trading at 733.15. 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 18 Feb HDFCLIFE was trading at 729.60. 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 17 Feb HDFCLIFE was trading at 705.80. 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 16 Feb HDFCLIFE was trading at 703.90. 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 13 Feb HDFCLIFE was trading at 696.80. 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 12 Feb HDFCLIFE was trading at 702.70. 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 11 Feb HDFCLIFE was trading at 701.10. 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 10 Feb HDFCLIFE was trading at 703.95. 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 9 Feb HDFCLIFE was trading at 707.90. 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 6 Feb HDFCLIFE was trading at 703.50. 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 5 Feb HDFCLIFE was trading at 720.70. 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 4 Feb HDFCLIFE was trading at 722.50. 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 3 Feb HDFCLIFE was trading at 720.15. 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 2 Feb HDFCLIFE was trading at 717.50. 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 Feb HDFCLIFE was trading at 715.30. 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 30 Jan HDFCLIFE was trading at 731.00. 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 29 Jan HDFCLIFE was trading at 727.10. 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 28 Jan HDFCLIFE was trading at 728.60. 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 27 Jan HDFCLIFE was trading at 720.05. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 0
On 23 Jan HDFCLIFE was trading at 712.10. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.8, the open interest changed by 0 which decreased total open position to 0
On 22 Jan HDFCLIFE was trading at 725.10. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.73, the open interest changed by 0 which decreased total open position to 0
On 21 Jan HDFCLIFE was trading at 724.35. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0
On 20 Jan HDFCLIFE was trading at 732.10. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 9.19, the open interest changed by 0 which decreased total open position to 0
On 19 Jan HDFCLIFE was trading at 736.80. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 9.44, the open interest changed by 0 which decreased total open position to 0
On 16 Jan HDFCLIFE was trading at 732.55. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 9.1, the open interest changed by 0 which decreased total open position to 0
