HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
02 Jan 2026 04:11 PM IST
| HDFCLIFE 27-JAN-2026 770 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.75
Theta: -0.35
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.76
Theta: -0.18
Gamma: 0.01
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| 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































































































































































































































