HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
16 Mar 2026 04:11 PM IST
| HDFCLIFE 30-MAR-2026 670 CE | ||||||||||||||||
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Delta: 0.1
Vega: 0.22
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 626.00 | 1.55 | -0.7 | 26.57 | 417 | -59 | 476 | |||||||||
| 13 Mar | 625.75 | 2.1 | -3.75 | 25.75 | 695 | 55 | 530 | |||||||||
| 12 Mar | 645.70 | 5.8 | -1.65 | 24.22 | 673 | 70 | 470 | |||||||||
| 11 Mar | 647.90 | 6.95 | -3.85 | 24.59 | 692 | 105 | 401 | |||||||||
| 10 Mar | 656.10 | 10.95 | -0.3 | 23.78 | 841 | 60 | 294 | |||||||||
| 9 Mar | 653.75 | 11.25 | -6.2 | 26.49 | 505 | -20 | 232 | |||||||||
| 6 Mar | 668.55 | 17.35 | -7.8 | 22.85 | 536 | 166 | 254 | |||||||||
| 5 Mar | 684.30 | 25.45 | -39.95 | 17.56 | 297 | 90 | 90 | |||||||||
| 4 Mar | 684.60 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 707.30 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 715.30 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 734.00 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 735.25 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 24 Feb | 734.75 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 742.45 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 728.65 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 733.15 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 729.60 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 705.80 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 703.90 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 696.80 | 65.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 670 expiring on 30MAR2026
Delta for 670 CE is 0.1
Historical price for 670 CE is as follows
On 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 26.57, the open interest changed by -59 which decreased total open position to 476
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 2.1, which was -3.75 lower than the previous day. The implied volatity was 25.75, the open interest changed by 55 which increased total open position to 530
On 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 5.8, which was -1.65 lower than the previous day. The implied volatity was 24.22, the open interest changed by 70 which increased total open position to 470
On 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 6.95, which was -3.85 lower than the previous day. The implied volatity was 24.59, the open interest changed by 105 which increased total open position to 401
On 10 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 10.95, which was -0.3 lower than the previous day. The implied volatity was 23.78, the open interest changed by 60 which increased total open position to 294
On 9 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 11.25, which was -6.2 lower than the previous day. The implied volatity was 26.49, the open interest changed by -20 which decreased total open position to 232
On 6 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 17.35, which was -7.8 lower than the previous day. The implied volatity was 22.85, the open interest changed by 166 which increased total open position to 254
On 5 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 25.45, which was -39.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by 90 which increased total open position to 90
On 4 Mar HDFCLIFE was trading at 684.60. The strike last trading price was 65.4, 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 Mar HDFCLIFE was trading at 707.30. The strike last trading price was 65.4, 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 27 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 65.4, 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 26 Feb HDFCLIFE was trading at 734.00. The strike last trading price was 65.4, 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 25 Feb HDFCLIFE was trading at 735.25. The strike last trading price was 65.4, 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 24 Feb HDFCLIFE was trading at 734.75. The strike last trading price was 65.4, 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 65.4, 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 Feb HDFCLIFE was trading at 728.65. The strike last trading price was 65.4, 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 Feb HDFCLIFE was trading at 733.15. The strike last trading price was 65.4, 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 Feb HDFCLIFE was trading at 729.60. The strike last trading price was 65.4, 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 17 Feb HDFCLIFE was trading at 705.80. The strike last trading price was 65.4, 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 Feb HDFCLIFE was trading at 703.90. The strike last trading price was 65.4, 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 13 Feb HDFCLIFE was trading at 696.80. The strike last trading price was 65.4, 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 670 PE | |||||||
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Delta: -0.9
Vega: 0.21
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 626.00 | 41.6 | -2.95 | 24.01 | 20 | 2 | 255 |
| 13 Mar | 625.75 | 44.5 | 15.35 | 26.15 | 68 | -15 | 252 |
| 12 Mar | 645.70 | 29.35 | 1.05 | 27.96 | 33 | -2 | 268 |
| 11 Mar | 647.90 | 28.9 | 7.3 | 29.16 | 44 | -10 | 270 |
| 10 Mar | 656.10 | 20.45 | -3.75 | 25.87 | 78 | -25 | 281 |
| 9 Mar | 653.75 | 25.55 | 9.3 | 29.61 | 192 | -48 | 307 |
| 6 Mar | 668.55 | 15.6 | 6.2 | 25.26 | 1,061 | -47 | 356 |
| 5 Mar | 684.30 | 9.05 | -2.15 | 24.82 | 2,122 | 226 | 403 |
| 4 Mar | 684.60 | 11.65 | 8 | 26.81 | 413 | 4 | 172 |
| 2 Mar | 707.30 | 3.6 | 1.15 | 22.63 | 168 | 64 | 168 |
| 27 Feb | 715.30 | 2.15 | 0.8 | 20.93 | 120 | 65 | 103 |
| 26 Feb | 734.00 | 1.35 | -0.3 | 22.29 | 14 | 7 | 37 |
| 25 Feb | 735.25 | 1.7 | -0.3 | 24.1 | 11 | 6 | 30 |
| 24 Feb | 734.75 | 2 | 0.45 | 25.46 | 5 | 0 | 24 |
| 23 Feb | 742.45 | 1.55 | -0.4 | 24.21 | 23 | 11 | 24 |
| 20 Feb | 728.65 | 1.95 | -0.25 | 21.87 | 20 | 9 | 12 |
| 19 Feb | 733.15 | 2.2 | -0.1 | 23.3 | 4 | 2 | 3 |
| 18 Feb | 729.60 | 2.3 | -6 | 22.22 | 14 | 2 | 2 |
| 17 Feb | 705.80 | 8.3 | 0 | 5.1 | 0 | 0 | 0 |
| 16 Feb | 703.90 | 8.3 | 0 | 5.17 | 0 | 0 | 0 |
| 13 Feb | 696.80 | 8.3 | 0 | 4.09 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 670 expiring on 30MAR2026
Delta for 670 PE is -0.9
Historical price for 670 PE is as follows
On 16 Mar HDFCLIFE was trading at 626.00. The strike last trading price was 41.6, which was -2.95 lower than the previous day. The implied volatity was 24.01, the open interest changed by 2 which increased total open position to 255
On 13 Mar HDFCLIFE was trading at 625.75. The strike last trading price was 44.5, which was 15.35 higher than the previous day. The implied volatity was 26.15, the open interest changed by -15 which decreased total open position to 252
On 12 Mar HDFCLIFE was trading at 645.70. The strike last trading price was 29.35, which was 1.05 higher than the previous day. The implied volatity was 27.96, the open interest changed by -2 which decreased total open position to 268
On 11 Mar HDFCLIFE was trading at 647.90. The strike last trading price was 28.9, which was 7.3 higher than the previous day. The implied volatity was 29.16, the open interest changed by -10 which decreased total open position to 270
On 10 Mar HDFCLIFE was trading at 656.10. The strike last trading price was 20.45, which was -3.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by -25 which decreased total open position to 281
On 9 Mar HDFCLIFE was trading at 653.75. The strike last trading price was 25.55, which was 9.3 higher than the previous day. The implied volatity was 29.61, the open interest changed by -48 which decreased total open position to 307
On 6 Mar HDFCLIFE was trading at 668.55. The strike last trading price was 15.6, which was 6.2 higher than the previous day. The implied volatity was 25.26, the open interest changed by -47 which decreased total open position to 356
On 5 Mar HDFCLIFE was trading at 684.30. The strike last trading price was 9.05, which was -2.15 lower than the previous day. The implied volatity was 24.82, the open interest changed by 226 which increased total open position to 403
On 4 Mar HDFCLIFE was trading at 684.60. The strike last trading price was 11.65, which was 8 higher than the previous day. The implied volatity was 26.81, the open interest changed by 4 which increased total open position to 172
On 2 Mar HDFCLIFE was trading at 707.30. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 22.63, the open interest changed by 64 which increased total open position to 168
On 27 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 2.15, which was 0.8 higher than the previous day. The implied volatity was 20.93, the open interest changed by 65 which increased total open position to 103
On 26 Feb HDFCLIFE was trading at 734.00. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 22.29, the open interest changed by 7 which increased total open position to 37
On 25 Feb HDFCLIFE was trading at 735.25. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 24.1, the open interest changed by 6 which increased total open position to 30
On 24 Feb HDFCLIFE was trading at 734.75. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 24
On 23 Feb HDFCLIFE was trading at 742.45. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 24.21, the open interest changed by 11 which increased total open position to 24
On 20 Feb HDFCLIFE was trading at 728.65. The strike last trading price was 1.95, which was -0.25 lower than the previous day. The implied volatity was 21.87, the open interest changed by 9 which increased total open position to 12
On 19 Feb HDFCLIFE was trading at 733.15. The strike last trading price was 2.2, which was -0.1 lower than the previous day. The implied volatity was 23.3, the open interest changed by 2 which increased total open position to 3
On 18 Feb HDFCLIFE was trading at 729.60. The strike last trading price was 2.3, which was -6 lower than the previous day. The implied volatity was 22.22, the open interest changed by 2 which increased total open position to 2
On 17 Feb HDFCLIFE was trading at 705.80. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 5.1, 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 8.3, which was 0 lower than the previous day. The implied volatity was 5.17, 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 8.3, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
