HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
02 Mar 2026 04:11 PM IST
| HDFCLIFE 30-MAR-2026 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.72
Theta: -0.31
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 707.30 | 8.25 | -3.15 | 19.15 | 752 | 58 | 321 | |||||||||
| 27 Feb | 715.30 | 11.95 | -8.05 | 18.19 | 810 | 118 | 264 | |||||||||
| 26 Feb | 734.00 | 19.95 | -0.75 | 17.01 | 246 | 30 | 147 | |||||||||
| 25 Feb | 735.25 | 20.7 | -0.35 | 14.6 | 51 | 0 | 117 | |||||||||
| 24 Feb | 734.75 | 23.15 | -3.95 | 14.7 | 117 | 12 | 115 | |||||||||
| 23 Feb | 742.45 | 26.3 | 7.85 | 15.61 | 208 | -3 | 103 | |||||||||
| 20 Feb | 728.65 | 18.4 | -2.45 | 15.3 | 210 | 7 | 106 | |||||||||
| 19 Feb | 733.15 | 21.5 | 2.45 | 15.43 | 489 | 44 | 98 | |||||||||
| 18 Feb | 729.60 | 19.35 | 9.35 | 15.87 | 154 | 29 | 53 | |||||||||
| 17 Feb | 705.80 | 10 | -1.15 | 17.95 | 14 | 3 | 23 | |||||||||
|
|
||||||||||||||||
| 16 Feb | 703.90 | 11.15 | 2.15 | 18.53 | 8 | 2 | 20 | |||||||||
| 13 Feb | 696.80 | 9 | 0 | 18.79 | 1 | 0 | 17 | |||||||||
| 12 Feb | 702.70 | 9 | -0.6 | 16.27 | 17 | 3 | 13 | |||||||||
| 11 Feb | 701.10 | 9.6 | -2.4 | - | 0 | 0 | 10 | |||||||||
| 10 Feb | 703.95 | 9.6 | -2.4 | 16.12 | 2 | 0 | 12 | |||||||||
| 9 Feb | 707.90 | 12 | -3.85 | 16.98 | 7 | 5 | 10 | |||||||||
| 6 Feb | 703.50 | 15.85 | -5.15 | 21.53 | 1 | 0 | 5 | |||||||||
| 5 Feb | 720.70 | 21 | 2.3 | 19.43 | 1 | 0 | 5 | |||||||||
| 4 Feb | 722.50 | 18.7 | -2.65 | 16.01 | 3 | -2 | 5 | |||||||||
| 3 Feb | 720.15 | 21.35 | -8 | 18.75 | 4 | 2 | 7 | |||||||||
| 2 Feb | 717.50 | 29.35 | 1.2 | - | 0 | 0 | 5 | |||||||||
| 1 Feb | 715.30 | 29.35 | 1.2 | - | 0 | 0 | 5 | |||||||||
| 30 Jan | 731.00 | 29.35 | 1.2 | 19.99 | 6 | 3 | 3 | |||||||||
| 29 Jan | 727.10 | 28.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 728.60 | 28.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 30MAR2026
Delta for 730 CE is 0.34
Historical price for 730 CE is as follows
On 2 Mar HDFCLIFE was trading at 707.30. The strike last trading price was 8.25, which was -3.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by 58 which increased total open position to 321
On 27 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 11.95, which was -8.05 lower than the previous day. The implied volatity was 18.19, the open interest changed by 118 which increased total open position to 264
On 26 Feb HDFCLIFE was trading at 734.00. The strike last trading price was 19.95, which was -0.75 lower than the previous day. The implied volatity was 17.01, the open interest changed by 30 which increased total open position to 147
On 25 Feb HDFCLIFE was trading at 735.25. The strike last trading price was 20.7, which was -0.35 lower than the previous day. The implied volatity was 14.6, the open interest changed by 0 which decreased total open position to 117
On 24 Feb HDFCLIFE was trading at 734.75. The strike last trading price was 23.15, which was -3.95 lower than the previous day. The implied volatity was 14.7, the open interest changed by 12 which increased total open position to 115
On 23 Feb HDFCLIFE was trading at 742.45. The strike last trading price was 26.3, which was 7.85 higher than the previous day. The implied volatity was 15.61, the open interest changed by -3 which decreased total open position to 103
On 20 Feb HDFCLIFE was trading at 728.65. The strike last trading price was 18.4, which was -2.45 lower than the previous day. The implied volatity was 15.3, the open interest changed by 7 which increased total open position to 106
On 19 Feb HDFCLIFE was trading at 733.15. The strike last trading price was 21.5, which was 2.45 higher than the previous day. The implied volatity was 15.43, the open interest changed by 44 which increased total open position to 98
On 18 Feb HDFCLIFE was trading at 729.60. The strike last trading price was 19.35, which was 9.35 higher than the previous day. The implied volatity was 15.87, the open interest changed by 29 which increased total open position to 53
On 17 Feb HDFCLIFE was trading at 705.80. The strike last trading price was 10, which was -1.15 lower than the previous day. The implied volatity was 17.95, the open interest changed by 3 which increased total open position to 23
On 16 Feb HDFCLIFE was trading at 703.90. The strike last trading price was 11.15, which was 2.15 higher than the previous day. The implied volatity was 18.53, the open interest changed by 2 which increased total open position to 20
On 13 Feb HDFCLIFE was trading at 696.80. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 18.79, the open interest changed by 0 which decreased total open position to 17
On 12 Feb HDFCLIFE was trading at 702.70. The strike last trading price was 9, which was -0.6 lower than the previous day. The implied volatity was 16.27, the open interest changed by 3 which increased total open position to 13
On 11 Feb HDFCLIFE was trading at 701.10. The strike last trading price was 9.6, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Feb HDFCLIFE was trading at 703.95. The strike last trading price was 9.6, which was -2.4 lower than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 12
On 9 Feb HDFCLIFE was trading at 707.90. The strike last trading price was 12, which was -3.85 lower than the previous day. The implied volatity was 16.98, the open interest changed by 5 which increased total open position to 10
On 6 Feb HDFCLIFE was trading at 703.50. The strike last trading price was 15.85, which was -5.15 lower than the previous day. The implied volatity was 21.53, the open interest changed by 0 which decreased total open position to 5
On 5 Feb HDFCLIFE was trading at 720.70. The strike last trading price was 21, which was 2.3 higher than the previous day. The implied volatity was 19.43, the open interest changed by 0 which decreased total open position to 5
On 4 Feb HDFCLIFE was trading at 722.50. The strike last trading price was 18.7, which was -2.65 lower than the previous day. The implied volatity was 16.01, the open interest changed by -2 which decreased total open position to 5
On 3 Feb HDFCLIFE was trading at 720.15. The strike last trading price was 21.35, which was -8 lower than the previous day. The implied volatity was 18.75, the open interest changed by 2 which increased total open position to 7
On 2 Feb HDFCLIFE was trading at 717.50. The strike last trading price was 29.35, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 29.35, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Jan HDFCLIFE was trading at 731.00. The strike last trading price was 29.35, which was 1.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by 3 which increased total open position to 3
On 29 Jan HDFCLIFE was trading at 727.10. The strike last trading price was 28.15, 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 28 Jan HDFCLIFE was trading at 728.60. The strike last trading price was 28.15, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.73
Theta: -0.15
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 707.30 | 26.85 | 5.75 | 21.8 | 48 | -8 | 183 |
| 27 Feb | 715.30 | 19.7 | 7.95 | 19 | 685 | -108 | 192 |
| 26 Feb | 734.00 | 11.5 | -0.7 | 18.42 | 545 | 90 | 295 |
| 25 Feb | 735.25 | 11.9 | -0.95 | 20.41 | 272 | 30 | 203 |
| 24 Feb | 734.75 | 10.8 | 0.3 | 20.16 | 274 | 2 | 179 |
| 23 Feb | 742.45 | 10.7 | -3.95 | 21.03 | 244 | 26 | 178 |
| 20 Feb | 728.65 | 14.4 | 1.45 | 19.18 | 317 | 40 | 156 |
| 19 Feb | 733.15 | 12.75 | -3.45 | 19.13 | 241 | 66 | 116 |
| 18 Feb | 729.60 | 16 | -11.8 | 20.44 | 36 | 17 | 50 |
| 17 Feb | 705.80 | 27.8 | 9.55 | 19.03 | 29 | 27 | 33 |
| 16 Feb | 703.90 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 13 Feb | 696.80 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 12 Feb | 702.70 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 11 Feb | 701.10 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 10 Feb | 703.95 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 9 Feb | 707.90 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 6 Feb | 703.50 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 5 Feb | 720.70 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 4 Feb | 722.50 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 3 Feb | 720.15 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 2 Feb | 717.50 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 1 Feb | 715.30 | 18.25 | -12.2 | - | 0 | 0 | 6 |
| 30 Jan | 731.00 | 18.25 | -12.2 | 20.18 | 9 | 5 | 5 |
| 29 Jan | 727.10 | 30.45 | 0 | 0.81 | 0 | 0 | 0 |
| 28 Jan | 728.60 | 30.45 | 0 | 1.23 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 730 expiring on 30MAR2026
Delta for 730 PE is -0.64
Historical price for 730 PE is as follows
On 2 Mar HDFCLIFE was trading at 707.30. The strike last trading price was 26.85, which was 5.75 higher than the previous day. The implied volatity was 21.8, the open interest changed by -8 which decreased total open position to 183
On 27 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 19.7, which was 7.95 higher than the previous day. The implied volatity was 19, the open interest changed by -108 which decreased total open position to 192
On 26 Feb HDFCLIFE was trading at 734.00. The strike last trading price was 11.5, which was -0.7 lower than the previous day. The implied volatity was 18.42, the open interest changed by 90 which increased total open position to 295
On 25 Feb HDFCLIFE was trading at 735.25. The strike last trading price was 11.9, which was -0.95 lower than the previous day. The implied volatity was 20.41, the open interest changed by 30 which increased total open position to 203
On 24 Feb HDFCLIFE was trading at 734.75. The strike last trading price was 10.8, which was 0.3 higher than the previous day. The implied volatity was 20.16, the open interest changed by 2 which increased total open position to 179
On 23 Feb HDFCLIFE was trading at 742.45. The strike last trading price was 10.7, which was -3.95 lower than the previous day. The implied volatity was 21.03, the open interest changed by 26 which increased total open position to 178
On 20 Feb HDFCLIFE was trading at 728.65. The strike last trading price was 14.4, which was 1.45 higher than the previous day. The implied volatity was 19.18, the open interest changed by 40 which increased total open position to 156
On 19 Feb HDFCLIFE was trading at 733.15. The strike last trading price was 12.75, which was -3.45 lower than the previous day. The implied volatity was 19.13, the open interest changed by 66 which increased total open position to 116
On 18 Feb HDFCLIFE was trading at 729.60. The strike last trading price was 16, which was -11.8 lower than the previous day. The implied volatity was 20.44, the open interest changed by 17 which increased total open position to 50
On 17 Feb HDFCLIFE was trading at 705.80. The strike last trading price was 27.8, which was 9.55 higher than the previous day. The implied volatity was 19.03, the open interest changed by 27 which increased total open position to 33
On 16 Feb HDFCLIFE was trading at 703.90. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb HDFCLIFE was trading at 696.80. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb HDFCLIFE was trading at 702.70. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb HDFCLIFE was trading at 701.10. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb HDFCLIFE was trading at 703.95. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb HDFCLIFE was trading at 707.90. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb HDFCLIFE was trading at 703.50. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb HDFCLIFE was trading at 720.70. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Feb HDFCLIFE was trading at 722.50. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb HDFCLIFE was trading at 720.15. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Feb HDFCLIFE was trading at 717.50. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 1 Feb HDFCLIFE was trading at 715.30. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 30 Jan HDFCLIFE was trading at 731.00. The strike last trading price was 18.25, which was -12.2 lower than the previous day. The implied volatity was 20.18, the open interest changed by 5 which increased total open position to 5
On 29 Jan HDFCLIFE was trading at 727.10. The strike last trading price was 30.45, which was 0 lower than the previous day. The implied volatity was 0.81, 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 30.45, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
