HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
29 Jan 2026 04:11 PM IST
| HDFCLIFE 24-FEB-2026 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.77
Theta: -0.4
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 727.10 | 16.15 | -0.6 | 20.47 | 1,319 | 68 | 437 | |||||||||
| 28 Jan | 728.60 | 17 | 1.25 | 18.72 | 1,136 | 1 | 369 | |||||||||
| 27 Jan | 720.05 | 15.8 | 4.15 | 19.37 | 628 | 20 | 366 | |||||||||
| 23 Jan | 712.10 | 12.2 | -6.4 | 20.37 | 495 | 85 | 348 | |||||||||
| 22 Jan | 725.10 | 18.3 | -1 | 20.54 | 518 | 209 | 259 | |||||||||
| 21 Jan | 724.35 | 18.5 | -3.1 | 21.15 | 122 | 29 | 49 | |||||||||
| 20 Jan | 732.10 | 21.45 | -3.55 | 17.02 | 13 | 5 | 20 | |||||||||
| 19 Jan | 736.80 | 25 | 0.7 | 18.58 | 5 | 1 | 15 | |||||||||
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| 16 Jan | 732.55 | 24.5 | -15.1 | 19.31 | 42 | 15 | 15 | |||||||||
| 14 Jan | 743.20 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 748.50 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 754.65 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 749.90 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 758.15 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 772.35 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 777.85 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 759.30 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 754.85 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 750.10 | 39.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 749.85 | 39.6 | - | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 24FEB2026
Delta for 730 CE is 0.52
Historical price for 730 CE is as follows
On 29 Jan HDFCLIFE was trading at 727.10. The strike last trading price was 16.15, which was -0.6 lower than the previous day. The implied volatity was 20.47, the open interest changed by 68 which increased total open position to 437
On 28 Jan HDFCLIFE was trading at 728.60. The strike last trading price was 17, which was 1.25 higher than the previous day. The implied volatity was 18.72, the open interest changed by 1 which increased total open position to 369
On 27 Jan HDFCLIFE was trading at 720.05. The strike last trading price was 15.8, which was 4.15 higher than the previous day. The implied volatity was 19.37, the open interest changed by 20 which increased total open position to 366
On 23 Jan HDFCLIFE was trading at 712.10. The strike last trading price was 12.2, which was -6.4 lower than the previous day. The implied volatity was 20.37, the open interest changed by 85 which increased total open position to 348
On 22 Jan HDFCLIFE was trading at 725.10. The strike last trading price was 18.3, which was -1 lower than the previous day. The implied volatity was 20.54, the open interest changed by 209 which increased total open position to 259
On 21 Jan HDFCLIFE was trading at 724.35. The strike last trading price was 18.5, which was -3.1 lower than the previous day. The implied volatity was 21.15, the open interest changed by 29 which increased total open position to 49
On 20 Jan HDFCLIFE was trading at 732.10. The strike last trading price was 21.45, which was -3.55 lower than the previous day. The implied volatity was 17.02, the open interest changed by 5 which increased total open position to 20
On 19 Jan HDFCLIFE was trading at 736.80. The strike last trading price was 25, which was 0.7 higher than the previous day. The implied volatity was 18.58, the open interest changed by 1 which increased total open position to 15
On 16 Jan HDFCLIFE was trading at 732.55. The strike last trading price was 24.5, which was -15.1 lower than the previous day. The implied volatity was 19.31, the open interest changed by 15 which increased total open position to 15
On 14 Jan HDFCLIFE was trading at 743.20. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 748.50. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 754.65. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 749.90. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 758.15. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 772.35. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 777.85. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 759.30. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 754.85. The strike last trading price was 39.6, 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 Jan HDFCLIFE was trading at 750.10. The strike last trading price was 39.6, 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 31 Dec HDFCLIFE was trading at 749.85. The strike last trading price was 39.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCLIFE 24FEB2026 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.77
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 727.10 | 16.95 | 0.9 | 22.39 | 1,077 | 62 | 439 |
| 28 Jan | 728.60 | 15.8 | -4.7 | 22.65 | 425 | 56 | 376 |
| 27 Jan | 720.05 | 20.95 | -6.35 | 26.53 | 132 | 46 | 320 |
| 23 Jan | 712.10 | 27.15 | 8.35 | 24.77 | 192 | 10 | 274 |
| 22 Jan | 725.10 | 19.1 | 0.1 | 22.53 | 375 | 213 | 263 |
| 21 Jan | 724.35 | 18.7 | 5.6 | 21.22 | 74 | 19 | 48 |
| 20 Jan | 732.10 | 13.4 | 0.9 | 20.43 | 7 | 3 | 30 |
| 19 Jan | 736.80 | 12.5 | -3.55 | 20.49 | 2 | 0 | 27 |
| 16 Jan | 732.55 | 16.05 | 4 | 22.35 | 53 | 16 | 27 |
| 14 Jan | 743.20 | 12.05 | 0 | 21.73 | 1 | 0 | 11 |
| 13 Jan | 748.50 | 12.05 | 3.1 | 23.67 | 5 | 4 | 11 |
| 12 Jan | 754.65 | 8.95 | -2.55 | 21.4 | 13 | -2 | 7 |
| 9 Jan | 749.90 | 11.5 | 0 | 22.37 | 1 | 0 | 9 |
| 8 Jan | 758.15 | 11.5 | -8.35 | - | 0 | 0 | 9 |
| 7 Jan | 772.35 | 11.5 | -8.35 | - | 0 | 0 | 9 |
| 6 Jan | 777.85 | 11.5 | -8.35 | - | 0 | 0 | 9 |
| 5 Jan | 759.30 | 11.5 | -8.35 | - | 0 | 0 | 9 |
| 2 Jan | 754.85 | 11.5 | -8.35 | - | 0 | 0 | 9 |
| 1 Jan | 750.10 | 11.5 | -8.35 | 21.34 | 9 | 0 | 0 |
| 31 Dec | 749.85 | 19.85 | - | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 24FEB2026
Delta for 730 PE is -0.48
Historical price for 730 PE is as follows
On 29 Jan HDFCLIFE was trading at 727.10. The strike last trading price was 16.95, which was 0.9 higher than the previous day. The implied volatity was 22.39, the open interest changed by 62 which increased total open position to 439
On 28 Jan HDFCLIFE was trading at 728.60. The strike last trading price was 15.8, which was -4.7 lower than the previous day. The implied volatity was 22.65, the open interest changed by 56 which increased total open position to 376
On 27 Jan HDFCLIFE was trading at 720.05. The strike last trading price was 20.95, which was -6.35 lower than the previous day. The implied volatity was 26.53, the open interest changed by 46 which increased total open position to 320
On 23 Jan HDFCLIFE was trading at 712.10. The strike last trading price was 27.15, which was 8.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by 10 which increased total open position to 274
On 22 Jan HDFCLIFE was trading at 725.10. The strike last trading price was 19.1, which was 0.1 higher than the previous day. The implied volatity was 22.53, the open interest changed by 213 which increased total open position to 263
On 21 Jan HDFCLIFE was trading at 724.35. The strike last trading price was 18.7, which was 5.6 higher than the previous day. The implied volatity was 21.22, the open interest changed by 19 which increased total open position to 48
On 20 Jan HDFCLIFE was trading at 732.10. The strike last trading price was 13.4, which was 0.9 higher than the previous day. The implied volatity was 20.43, the open interest changed by 3 which increased total open position to 30
On 19 Jan HDFCLIFE was trading at 736.80. The strike last trading price was 12.5, which was -3.55 lower than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 27
On 16 Jan HDFCLIFE was trading at 732.55. The strike last trading price was 16.05, which was 4 higher than the previous day. The implied volatity was 22.35, the open interest changed by 16 which increased total open position to 27
On 14 Jan HDFCLIFE was trading at 743.20. The strike last trading price was 12.05, which was 0 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 11
On 13 Jan HDFCLIFE was trading at 748.50. The strike last trading price was 12.05, which was 3.1 higher than the previous day. The implied volatity was 23.67, the open interest changed by 4 which increased total open position to 11
On 12 Jan HDFCLIFE was trading at 754.65. The strike last trading price was 8.95, which was -2.55 lower than the previous day. The implied volatity was 21.4, the open interest changed by -2 which decreased total open position to 7
On 9 Jan HDFCLIFE was trading at 749.90. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 9
On 8 Jan HDFCLIFE was trading at 758.15. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 7 Jan HDFCLIFE was trading at 772.35. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Jan HDFCLIFE was trading at 777.85. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Jan HDFCLIFE was trading at 759.30. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Jan HDFCLIFE was trading at 754.85. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 1 Jan HDFCLIFE was trading at 750.10. The strike last trading price was 11.5, which was -8.35 lower than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 0
On 31 Dec HDFCLIFE was trading at 749.85. The strike last trading price was 19.85, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































