HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
24 Apr 2026 01:34 PM IST
| HDFCLIFE 28-Apr-2026 (4d) 645 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0
Theta: -0.18
Gamma: 0.00223
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 590.20 | 0.25 | -0.15000000000000002 | 40.84 | 19 | -2 | 473 | |||||||||
| 23 Apr | 598.65 | 0.4 | -0.29999999999999993 | 35.56 | 385 | -123 | 485 | |||||||||
| 22 Apr | 604.05 | 0.7 | -0.9000000000000001 | 31.53 | 383 | -11 | 607 | |||||||||
| 21 Apr | 614.20 | 1.65 | 0.19999999999999996 | 29.27 | 939 | -8 | 628 | |||||||||
| 20 Apr | 609.75 | 1.35 | -1.4 | 29.47 | 615 | 78 | 646 | |||||||||
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| 17 Apr | 616.45 | 2.45 | -6.55 | 25.45 | 1,947 | 228 | 572 | |||||||||
| 16 Apr | 631.50 | 8.9 | -3.549999999999999 | 31.25 | 2,163 | 220 | 348 | |||||||||
| 15 Apr | 640.45 | 13 | 6.4 | 30.2 | 524 | 99 | 125 | |||||||||
| 13 Apr | 619.10 | 6.75 | 3.7 | 29.6 | 88 | 26 | 26 | |||||||||
| 10 Apr | 604.15 | 0 | 0 | 8.73 | 0 | 0 | 0 | |||||||||
| 9 Apr | 591.20 | 3.05 | 0 | 9.57 | 0 | 0 | 0 | |||||||||
| 8 Apr | 598.30 | 3.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 581.70 | 3.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 580.40 | 3.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 566.10 | 3.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 572.95 | 3.05 | 0 | 11.15 | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 645 expiring on 28APR2026
Delta for 645 CE is 0.03
Historical price for 645 CE is as follows
On 24 Apr HDFCLIFE was trading at 590.20. The strike last trading price was 0.25, which was -0.15000000000000002 lower than the previous day. The implied volatity was 40.84, the open interest changed by -2 which decreased total open position to 473
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 0.4, which was -0.29999999999999993 lower than the previous day. The implied volatity was 35.56, the open interest changed by -123 which decreased total open position to 485
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 0.7, which was -0.9000000000000001 lower than the previous day. The implied volatity was 31.53, the open interest changed by -11 which decreased total open position to 607
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 1.65, which was 0.19999999999999996 higher than the previous day. The implied volatity was 29.27, the open interest changed by -8 which decreased total open position to 628
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 1.35, which was -1.4 lower than the previous day. The implied volatity was 29.47, the open interest changed by 78 which increased total open position to 646
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 2.45, which was -6.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 228 which increased total open position to 572
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 8.9, which was -3.549999999999999 lower than the previous day. The implied volatity was 31.25, the open interest changed by 220 which increased total open position to 348
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 13, which was 6.4 higher than the previous day. The implied volatity was 30.2, the open interest changed by 99 which increased total open position to 125
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 6.75, which was 3.7 higher than the previous day. The implied volatity was 29.6, the open interest changed by 26 which increased total open position to 26
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 8.73, 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 3.05, which was 0 lower than the previous day. The implied volatity was 9.57, 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 3.05, 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 3.05, 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 3.05, 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 3.05, 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 3.05, which was 0 lower than the previous day. The implied volatity was 11.15, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 28-Apr-2026 (4d) 645 PE | |||||||
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Delta: -0.9
Vega: 0
Theta: -0.37
Gamma: 0.00612
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 590.20 | 40 | 40 | 38.49 | 0 | 0 | 100 |
| 23 Apr | 598.65 | 40 | -0.04999999999999716 | 38.49 | 16 | -2 | 103 |
| 22 Apr | 604.05 | 40.05 | 9.549999999999997 | 31.54 | 23 | -14 | 103 |
| 21 Apr | 614.20 | 30.5 | 30.5 | - | 0 | 0 | 117 |
| 20 Apr | 609.75 | 30.5 | 30.5 | - | 0 | 0 | 117 |
| 17 Apr | 616.45 | 30.5 | 9.3 | 29.86 | 39 | -6 | 116 |
| 16 Apr | 631.50 | 21.4 | 4.799999999999997 | 29.54 | 924 | 75 | 121 |
| 15 Apr | 640.45 | 16.3 | -16.7 | 29.37 | 126 | 45 | 46 |
| 13 Apr | 619.10 | 33 | -20.85 | 38.89 | 1 | 0 | 0 |
| 10 Apr | 604.15 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 591.20 | 53.85 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 598.30 | 53.85 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 581.70 | 53.85 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 580.40 | 53.85 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 566.10 | 53.85 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 572.95 | 53.85 | 0 | 0 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 645 expiring on 28APR2026
Delta for 645 PE is -0.9
Historical price for 645 PE is as follows
On 24 Apr HDFCLIFE was trading at 590.20. The strike last trading price was 40, which was 40 higher than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 100
On 23 Apr HDFCLIFE was trading at 598.65. The strike last trading price was 40, which was -0.04999999999999716 lower than the previous day. The implied volatity was 38.49, the open interest changed by -2 which decreased total open position to 103
On 22 Apr HDFCLIFE was trading at 604.05. The strike last trading price was 40.05, which was 9.549999999999997 higher than the previous day. The implied volatity was 31.54, the open interest changed by -14 which decreased total open position to 103
On 21 Apr HDFCLIFE was trading at 614.20. The strike last trading price was 30.5, which was 30.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 20 Apr HDFCLIFE was trading at 609.75. The strike last trading price was 30.5, which was 30.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 117
On 17 Apr HDFCLIFE was trading at 616.45. The strike last trading price was 30.5, which was 9.3 higher than the previous day. The implied volatity was 29.86, the open interest changed by -6 which decreased total open position to 116
On 16 Apr HDFCLIFE was trading at 631.50. The strike last trading price was 21.4, which was 4.799999999999997 higher than the previous day. The implied volatity was 29.54, the open interest changed by 75 which increased total open position to 121
On 15 Apr HDFCLIFE was trading at 640.45. The strike last trading price was 16.3, which was -16.7 lower than the previous day. The implied volatity was 29.37, the open interest changed by 45 which increased total open position to 46
On 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was 33, which was -20.85 lower than the previous day. The implied volatity was 38.89, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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 53.85, 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
