HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
24 Dec 2025 04:11 PM IST
| HDFCLIFE 27-JAN-2026 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.92
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 755.35 | 17.9 | -5.1 | 17.90 | 213 | 63 | 185 | |||||||||
| 23 Dec | 763.95 | 22.6 | -0.4 | 18.14 | 63 | 18 | 122 | |||||||||
| 22 Dec | 761.80 | 23 | -3.15 | 19.48 | 26 | 6 | 103 | |||||||||
| 19 Dec | 766.45 | 26.15 | 4.85 | 18.25 | 142 | 72 | 98 | |||||||||
| 18 Dec | 757.00 | 21.3 | 0.2 | 18.07 | 22 | 8 | 25 | |||||||||
| 17 Dec | 753.50 | 21.1 | -16.1 | 20.26 | 23 | 16 | 17 | |||||||||
| 16 Dec | 764.35 | 37.2 | -0.45 | 29.98 | 1 | 0 | 0 | |||||||||
| 15 Dec | 772.70 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Dec | 777.50 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 775.20 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 771.05 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 762.90 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 764.05 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 768.30 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 760.80 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 751.95 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 759.00 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 766.75 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 764.30 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 777.80 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 787.55 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 761.65 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 761.10 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 761.80 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 770.25 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 782.20 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 763.90 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 750.70 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 749.25 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 736.00 | 37.65 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 30 Oct | 746.60 | 37.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 760 expiring on 27JAN2026
Delta for 760 CE is 0.54
Historical price for 760 CE is as follows
On 24 Dec HDFCLIFE was trading at 755.35. The strike last trading price was 17.9, which was -5.1 lower than the previous day. The implied volatity was 17.90, the open interest changed by 63 which increased total open position to 185
On 23 Dec HDFCLIFE was trading at 763.95. The strike last trading price was 22.6, which was -0.4 lower than the previous day. The implied volatity was 18.14, the open interest changed by 18 which increased total open position to 122
On 22 Dec HDFCLIFE was trading at 761.80. The strike last trading price was 23, which was -3.15 lower than the previous day. The implied volatity was 19.48, the open interest changed by 6 which increased total open position to 103
On 19 Dec HDFCLIFE was trading at 766.45. The strike last trading price was 26.15, which was 4.85 higher than the previous day. The implied volatity was 18.25, the open interest changed by 72 which increased total open position to 98
On 18 Dec HDFCLIFE was trading at 757.00. The strike last trading price was 21.3, which was 0.2 higher than the previous day. The implied volatity was 18.07, the open interest changed by 8 which increased total open position to 25
On 17 Dec HDFCLIFE was trading at 753.50. The strike last trading price was 21.1, which was -16.1 lower than the previous day. The implied volatity was 20.26, the open interest changed by 16 which increased total open position to 17
On 16 Dec HDFCLIFE was trading at 764.35. The strike last trading price was 37.2, which was -0.45 lower than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 0
On 15 Dec HDFCLIFE was trading at 772.70. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 37.65, 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 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 37.65, 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 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 37.65, 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 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 37.65, 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 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 37.65, 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 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 770.25. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 37.65, 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 11 Nov HDFCLIFE was trading at 763.90. The strike last trading price was 37.65, 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 10 Nov HDFCLIFE was trading at 750.70. The strike last trading price was 37.65, 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 Nov HDFCLIFE was trading at 749.25. The strike last trading price was 37.65, 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 3 Nov HDFCLIFE was trading at 736.00. The strike last trading price was 37.65, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 30 Oct HDFCLIFE was trading at 746.60. The strike last trading price was 37.65, 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 27JAN2026 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.92
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 755.35 | 16.15 | 2.55 | 19.09 | 149 | 68 | 206 |
| 23 Dec | 763.95 | 13.7 | -0.95 | 19.63 | 60 | 2 | 141 |
| 22 Dec | 761.80 | 14.45 | -0.05 | 19.38 | 62 | 16 | 139 |
| 19 Dec | 766.45 | 13.8 | -3.35 | 20.39 | 41 | 10 | 123 |
| 18 Dec | 757.00 | 17.15 | -2.85 | 20.18 | 65 | 31 | 113 |
| 17 Dec | 753.50 | 20 | 4.8 | 20.60 | 35 | 13 | 82 |
| 16 Dec | 764.35 | 15.6 | 3.6 | 20.59 | 30 | 8 | 68 |
| 15 Dec | 772.70 | 12 | 0.75 | 19.97 | 12 | 7 | 61 |
| 12 Dec | 777.50 | 11.05 | -2.85 | 20.74 | 12 | 7 | 53 |
| 11 Dec | 775.20 | 13.9 | 0.5 | 22.11 | 5 | 2 | 47 |
| 10 Dec | 771.05 | 13.4 | -6.3 | 20.16 | 25 | 13 | 44 |
| 9 Dec | 762.90 | 19.7 | 3.1 | 23.21 | 6 | 4 | 30 |
| 8 Dec | 764.05 | 16.6 | 2.6 | 20.03 | 18 | 3 | 25 |
| 5 Dec | 768.30 | 14 | -8.8 | 19.03 | 6 | 0 | 22 |
| 4 Dec | 760.80 | 22.8 | 2.8 | - | 0 | 4 | 0 |
| 3 Dec | 751.95 | 22.8 | 2.8 | 21.14 | 16 | 3 | 21 |
| 2 Dec | 759.00 | 20 | 2.3 | 21.53 | 2 | -1 | 17 |
| 1 Dec | 766.75 | 17.7 | -0.2 | 21.14 | 1 | 0 | 17 |
| 28 Nov | 764.30 | 18.2 | 5.55 | 21.94 | 7 | 6 | 16 |
| 27 Nov | 777.80 | 12.65 | 0.45 | 20.05 | 4 | -2 | 9 |
| 26 Nov | 787.55 | 12.2 | -26.95 | 22.20 | 12 | 3 | 3 |
| 24 Nov | 761.65 | 39.15 | 0 | 1.44 | 0 | 0 | 0 |
| 19 Nov | 761.10 | 39.15 | 0 | 1.47 | 0 | 0 | 0 |
| 18 Nov | 761.80 | 39.15 | 0 | 1.52 | 0 | 0 | 0 |
| 17 Nov | 770.25 | 39.15 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 782.20 | 39.15 | 0 | 3.02 | 0 | 0 | 0 |
| 11 Nov | 763.90 | 39.15 | 0 | 1.67 | 0 | 0 | 0 |
| 10 Nov | 750.70 | 39.15 | 0 | 0.56 | 0 | 0 | 0 |
| 7 Nov | 749.25 | 39.15 | 0 | 0.53 | 0 | 0 | 0 |
| 3 Nov | 736.00 | 39.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 746.60 | 39.15 | 0 | 0.43 | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 760 expiring on 27JAN2026
Delta for 760 PE is -0.46
Historical price for 760 PE is as follows
On 24 Dec HDFCLIFE was trading at 755.35. The strike last trading price was 16.15, which was 2.55 higher than the previous day. The implied volatity was 19.09, the open interest changed by 68 which increased total open position to 206
On 23 Dec HDFCLIFE was trading at 763.95. The strike last trading price was 13.7, which was -0.95 lower than the previous day. The implied volatity was 19.63, the open interest changed by 2 which increased total open position to 141
On 22 Dec HDFCLIFE was trading at 761.80. The strike last trading price was 14.45, which was -0.05 lower than the previous day. The implied volatity was 19.38, the open interest changed by 16 which increased total open position to 139
On 19 Dec HDFCLIFE was trading at 766.45. The strike last trading price was 13.8, which was -3.35 lower than the previous day. The implied volatity was 20.39, the open interest changed by 10 which increased total open position to 123
On 18 Dec HDFCLIFE was trading at 757.00. The strike last trading price was 17.15, which was -2.85 lower than the previous day. The implied volatity was 20.18, the open interest changed by 31 which increased total open position to 113
On 17 Dec HDFCLIFE was trading at 753.50. The strike last trading price was 20, which was 4.8 higher than the previous day. The implied volatity was 20.60, the open interest changed by 13 which increased total open position to 82
On 16 Dec HDFCLIFE was trading at 764.35. The strike last trading price was 15.6, which was 3.6 higher than the previous day. The implied volatity was 20.59, the open interest changed by 8 which increased total open position to 68
On 15 Dec HDFCLIFE was trading at 772.70. The strike last trading price was 12, which was 0.75 higher than the previous day. The implied volatity was 19.97, the open interest changed by 7 which increased total open position to 61
On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 11.05, which was -2.85 lower than the previous day. The implied volatity was 20.74, the open interest changed by 7 which increased total open position to 53
On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 13.9, which was 0.5 higher than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 47
On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 13.4, which was -6.3 lower than the previous day. The implied volatity was 20.16, the open interest changed by 13 which increased total open position to 44
On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 19.7, which was 3.1 higher than the previous day. The implied volatity was 23.21, the open interest changed by 4 which increased total open position to 30
On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 16.6, which was 2.6 higher than the previous day. The implied volatity was 20.03, the open interest changed by 3 which increased total open position to 25
On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 14, which was -8.8 lower than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 22
On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 22.8, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 22.8, which was 2.8 higher than the previous day. The implied volatity was 21.14, the open interest changed by 3 which increased total open position to 21
On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 20, which was 2.3 higher than the previous day. The implied volatity was 21.53, the open interest changed by -1 which decreased total open position to 17
On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 17.7, which was -0.2 lower than the previous day. The implied volatity was 21.14, the open interest changed by 0 which decreased total open position to 17
On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 18.2, which was 5.55 higher than the previous day. The implied volatity was 21.94, the open interest changed by 6 which increased total open position to 16
On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 12.65, which was 0.45 higher than the previous day. The implied volatity was 20.05, the open interest changed by -2 which decreased total open position to 9
On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 12.2, which was -26.95 lower than the previous day. The implied volatity was 22.20, the open interest changed by 3 which increased total open position to 3
On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 17 Nov HDFCLIFE was trading at 770.25. The strike last trading price was 39.15, 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 13 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 11 Nov HDFCLIFE was trading at 763.90. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 10 Nov HDFCLIFE was trading at 750.70. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HDFCLIFE was trading at 749.25. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0
On 3 Nov HDFCLIFE was trading at 736.00. The strike last trading price was 39.15, 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 30 Oct HDFCLIFE was trading at 746.60. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0































































































































































































































