[--[65.84.65.76]--]

HDFCLIFE

Hdfc Life Ins Co Ltd
754.85 +4.75 (0.63%)
L: 749.05 H: 758.35

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Historical option data for HDFCLIFE

02 Jan 2026 04:11 PM IST
HDFCLIFE 27-JAN-2026 770 CE
Delta: 0.38
Vega: 0.75
Theta: -0.35
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 754.85 9.35 0.8 18.16 995 98 1,461
1 Jan 750.10 8.25 -1.1 17.41 862 438 1,365
31 Dec 749.85 9 0.15 18.26 1,417 665 883
30 Dec 743.00 9 -0.6 19.71 407 43 217
29 Dec 746.45 9.45 -1.45 19.59 246 35 168
26 Dec 748.45 10.65 -3.3 19.25 133 44 134
24 Dec 755.35 13.7 -4.2 18.39 106 20 90
23 Dec 763.95 17.5 0.1 18.39 81 32 69
22 Dec 761.80 17.4 -1.7 18.98 40 22 37
19 Dec 766.45 19.35 4.7 17.08 18 0 14
18 Dec 757.00 14.65 -1.75 16.36 2 0 15
17 Dec 753.50 16.65 -6.3 20.35 9 3 15
16 Dec 764.35 22.95 0.05 21.16 11 1 12
15 Dec 772.70 22.9 -5.1 15.41 14 4 11
12 Dec 777.50 28 4.2 - 0 0 7
11 Dec 775.20 28 4.2 17.92 2 0 8
10 Dec 771.05 23.8 -1.2 - 0 0 8
9 Dec 762.90 23.8 -1.2 - 0 3 0
8 Dec 764.05 23.8 -1.2 19.88 5 2 7
5 Dec 768.30 25 7.1 16.82 2 0 6
4 Dec 760.80 17.9 -16.85 - 0 6 0
3 Dec 751.95 17.9 -16.85 17.84 10 5 5
2 Dec 759.00 34.75 0 - 0 0 0
1 Dec 766.75 34.75 0 - 0 0 0
28 Nov 764.30 34.75 0 - 0 0 0
27 Nov 777.80 34.75 0 - 0 0 0
26 Nov 787.55 34.75 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 770 expiring on 27JAN2026

Delta for 770 CE is 0.38

Historical price for 770 CE is as follows

On 2 Jan HDFCLIFE was trading at 754.85. The strike last trading price was 9.35, which was 0.8 higher than the previous day. The implied volatity was 18.16, the open interest changed by 98 which increased total open position to 1461


On 1 Jan HDFCLIFE was trading at 750.10. The strike last trading price was 8.25, which was -1.1 lower than the previous day. The implied volatity was 17.41, the open interest changed by 438 which increased total open position to 1365


On 31 Dec HDFCLIFE was trading at 749.85. The strike last trading price was 9, which was 0.15 higher than the previous day. The implied volatity was 18.26, the open interest changed by 665 which increased total open position to 883


On 30 Dec HDFCLIFE was trading at 743.00. The strike last trading price was 9, which was -0.6 lower than the previous day. The implied volatity was 19.71, the open interest changed by 43 which increased total open position to 217


On 29 Dec HDFCLIFE was trading at 746.45. The strike last trading price was 9.45, which was -1.45 lower than the previous day. The implied volatity was 19.59, the open interest changed by 35 which increased total open position to 168


On 26 Dec HDFCLIFE was trading at 748.45. The strike last trading price was 10.65, which was -3.3 lower than the previous day. The implied volatity was 19.25, the open interest changed by 44 which increased total open position to 134


On 24 Dec HDFCLIFE was trading at 755.35. The strike last trading price was 13.7, which was -4.2 lower than the previous day. The implied volatity was 18.39, the open interest changed by 20 which increased total open position to 90


On 23 Dec HDFCLIFE was trading at 763.95. The strike last trading price was 17.5, which was 0.1 higher than the previous day. The implied volatity was 18.39, the open interest changed by 32 which increased total open position to 69


On 22 Dec HDFCLIFE was trading at 761.80. The strike last trading price was 17.4, which was -1.7 lower than the previous day. The implied volatity was 18.98, the open interest changed by 22 which increased total open position to 37


On 19 Dec HDFCLIFE was trading at 766.45. The strike last trading price was 19.35, which was 4.7 higher than the previous day. The implied volatity was 17.08, the open interest changed by 0 which decreased total open position to 14


On 18 Dec HDFCLIFE was trading at 757.00. The strike last trading price was 14.65, which was -1.75 lower than the previous day. The implied volatity was 16.36, the open interest changed by 0 which decreased total open position to 15


On 17 Dec HDFCLIFE was trading at 753.50. The strike last trading price was 16.65, which was -6.3 lower than the previous day. The implied volatity was 20.35, the open interest changed by 3 which increased total open position to 15


On 16 Dec HDFCLIFE was trading at 764.35. The strike last trading price was 22.95, which was 0.05 higher than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 12


On 15 Dec HDFCLIFE was trading at 772.70. The strike last trading price was 22.9, which was -5.1 lower than the previous day. The implied volatity was 15.41, the open interest changed by 4 which increased total open position to 11


On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 28, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 28, which was 4.2 higher than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 8


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 23.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 23.8, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 23.8, which was -1.2 lower than the previous day. The implied volatity was 19.88, the open interest changed by 2 which increased total open position to 7


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 25, which was 7.1 higher than the previous day. The implied volatity was 16.82, the open interest changed by 0 which decreased total open position to 6


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 17.9, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 17.9, which was -16.85 lower than the previous day. The implied volatity was 17.84, the open interest changed by 5 which increased total open position to 5


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 34.75, 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 34.75, 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 34.75, 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 34.75, 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 34.75, 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 770 PE
Delta: -0.60
Vega: 0.76
Theta: -0.18
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 754.85 22.7 -2.05 20.55 27 -11 99
1 Jan 750.10 24.6 0.55 20.93 43 -30 110
31 Dec 749.85 24.05 -3.45 19.52 25 4 140
30 Dec 743.00 26.4 -1.75 18.96 38 22 136
29 Dec 746.45 28.15 0.65 21.56 36 -2 92
26 Dec 748.45 27.5 5.55 21.23 38 16 94
24 Dec 755.35 22.25 3.85 20.02 48 21 79
23 Dec 763.95 18.8 -1 20.14 46 29 57
22 Dec 761.80 19.8 1.3 19.99 17 5 28
19 Dec 766.45 18.45 -4.55 20.69 14 8 23
18 Dec 757.00 23 5.5 - 0 0 15
17 Dec 753.50 23 5.5 18.30 2 1 14
16 Dec 764.35 17.5 0.2 17.74 12 11 12
15 Dec 772.70 17.3 -6.1 21.72 1 0 1
12 Dec 777.50 23.4 -6.75 - 0 0 1
11 Dec 775.20 23.4 -6.75 - 0 0 1
10 Dec 771.05 23.4 -6.75 25.83 1 0 0
9 Dec 762.90 30.15 0 0.38 0 0 0
8 Dec 764.05 30.15 0 0.34 0 0 0
5 Dec 768.30 30.15 0 0.97 0 0 0
4 Dec 760.80 30.15 0 0.46 0 0 0
3 Dec 751.95 30.15 0 - 0 0 0
2 Dec 759.00 30.15 0 0.30 0 0 0
1 Dec 766.75 30.15 0 0.72 0 0 0
28 Nov 764.30 30.15 0 0.98 0 0 0
27 Nov 777.80 30.15 0 1.90 0 0 0
26 Nov 787.55 30.15 0 2.75 0 0 0


For Hdfc Life Ins Co Ltd - strike price 770 expiring on 27JAN2026

Delta for 770 PE is -0.60

Historical price for 770 PE is as follows

On 2 Jan HDFCLIFE was trading at 754.85. The strike last trading price was 22.7, which was -2.05 lower than the previous day. The implied volatity was 20.55, the open interest changed by -11 which decreased total open position to 99


On 1 Jan HDFCLIFE was trading at 750.10. The strike last trading price was 24.6, which was 0.55 higher than the previous day. The implied volatity was 20.93, the open interest changed by -30 which decreased total open position to 110


On 31 Dec HDFCLIFE was trading at 749.85. The strike last trading price was 24.05, which was -3.45 lower than the previous day. The implied volatity was 19.52, the open interest changed by 4 which increased total open position to 140


On 30 Dec HDFCLIFE was trading at 743.00. The strike last trading price was 26.4, which was -1.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 22 which increased total open position to 136


On 29 Dec HDFCLIFE was trading at 746.45. The strike last trading price was 28.15, which was 0.65 higher than the previous day. The implied volatity was 21.56, the open interest changed by -2 which decreased total open position to 92


On 26 Dec HDFCLIFE was trading at 748.45. The strike last trading price was 27.5, which was 5.55 higher than the previous day. The implied volatity was 21.23, the open interest changed by 16 which increased total open position to 94


On 24 Dec HDFCLIFE was trading at 755.35. The strike last trading price was 22.25, which was 3.85 higher than the previous day. The implied volatity was 20.02, the open interest changed by 21 which increased total open position to 79


On 23 Dec HDFCLIFE was trading at 763.95. The strike last trading price was 18.8, which was -1 lower than the previous day. The implied volatity was 20.14, the open interest changed by 29 which increased total open position to 57


On 22 Dec HDFCLIFE was trading at 761.80. The strike last trading price was 19.8, which was 1.3 higher than the previous day. The implied volatity was 19.99, the open interest changed by 5 which increased total open position to 28


On 19 Dec HDFCLIFE was trading at 766.45. The strike last trading price was 18.45, which was -4.55 lower than the previous day. The implied volatity was 20.69, the open interest changed by 8 which increased total open position to 23


On 18 Dec HDFCLIFE was trading at 757.00. The strike last trading price was 23, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 17 Dec HDFCLIFE was trading at 753.50. The strike last trading price was 23, which was 5.5 higher than the previous day. The implied volatity was 18.30, the open interest changed by 1 which increased total open position to 14


On 16 Dec HDFCLIFE was trading at 764.35. The strike last trading price was 17.5, which was 0.2 higher than the previous day. The implied volatity was 17.74, the open interest changed by 11 which increased total open position to 12


On 15 Dec HDFCLIFE was trading at 772.70. The strike last trading price was 17.3, which was -6.1 lower than the previous day. The implied volatity was 21.72, the open interest changed by 0 which decreased total open position to 1


On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 23.4, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 23.4, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 23.4, which was -6.75 lower than the previous day. The implied volatity was 25.83, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.38, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.34, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.97, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.46, 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 30.15, 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 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was 0.30, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.72, 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 30.15, which was 0 lower than the previous day. The implied volatity was 0.98, 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 30.15, which was 0 lower than the previous day. The implied volatity was 1.90, 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 30.15, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0