[--[65.84.65.76]--]

HDFCLIFE

Hdfc Life Ins Co Ltd
769.05 +8.25 (1.08%)
L: 755.2 H: 772

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Historical option data for HDFCLIFE

05 Dec 2025 02:46 PM IST
HDFCLIFE 30-DEC-2025 770 CE
Delta: 0.57
Vega: 0.79
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 769.90 15.7 3.25 16.05 1,951 -71 893
4 Dec 760.80 13.3 4.75 17.19 1,765 -116 965
3 Dec 751.95 8.65 -3.9 16.85 1,546 156 1,073
2 Dec 759.00 12.8 -2.75 17.54 1,383 94 914
1 Dec 766.75 15.35 -0.65 17.21 1,606 216 824
28 Nov 764.30 16.45 -6.6 15.94 1,473 232 609
27 Nov 777.80 22.95 -5.1 15.66 214 19 378
26 Nov 787.55 28.05 10.55 11.97 1,046 -161 359
25 Nov 766.55 17 1.4 16.40 1,085 196 513
24 Nov 761.65 15.6 -2 16.65 379 104 321
21 Nov 764.00 17.4 -1.15 17.01 498 109 220
20 Nov 762.20 19.3 1.75 17.41 179 10 107
19 Nov 761.10 17.4 -2.15 16.99 112 39 96
18 Nov 761.80 19.05 -5.1 18.79 57 27 56
17 Nov 770.25 23.8 -1.2 19.04 24 11 28
14 Nov 773.70 25 -6.1 16.97 3 0 14
13 Nov 782.20 31.1 -3.4 15.73 6 -5 14
12 Nov 783.10 34.5 11.5 18.87 38 14 26
11 Nov 763.90 23 -2.3 18.51 12 11 11
10 Nov 750.70 25.3 0 1.06 0 0 0
7 Nov 749.25 25.3 0 1.05 0 0 0
6 Nov 736.05 25.3 0 2.10 0 0 0
4 Nov 742.45 25.3 0 1.63 0 0 0
3 Nov 736.00 25.3 0 2.03 0 0 0
31 Oct 731.85 25.3 0 - 0 0 0
30 Oct 746.60 25.3 0 1.22 0 0 0
29 Oct 761.30 25.3 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 770 expiring on 30DEC2025

Delta for 770 CE is 0.57

Historical price for 770 CE is as follows

On 5 Dec HDFCLIFE was trading at 769.90. The strike last trading price was 15.7, which was 3.25 higher than the previous day. The implied volatity was 16.05, the open interest changed by -71 which decreased total open position to 893


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 13.3, which was 4.75 higher than the previous day. The implied volatity was 17.19, the open interest changed by -116 which decreased total open position to 965


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 8.65, which was -3.9 lower than the previous day. The implied volatity was 16.85, the open interest changed by 156 which increased total open position to 1073


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 12.8, which was -2.75 lower than the previous day. The implied volatity was 17.54, the open interest changed by 94 which increased total open position to 914


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 15.35, which was -0.65 lower than the previous day. The implied volatity was 17.21, the open interest changed by 216 which increased total open position to 824


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 16.45, which was -6.6 lower than the previous day. The implied volatity was 15.94, the open interest changed by 232 which increased total open position to 609


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 22.95, which was -5.1 lower than the previous day. The implied volatity was 15.66, the open interest changed by 19 which increased total open position to 378


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 28.05, which was 10.55 higher than the previous day. The implied volatity was 11.97, the open interest changed by -161 which decreased total open position to 359


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 17, which was 1.4 higher than the previous day. The implied volatity was 16.40, the open interest changed by 196 which increased total open position to 513


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 15.6, which was -2 lower than the previous day. The implied volatity was 16.65, the open interest changed by 104 which increased total open position to 321


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 17.4, which was -1.15 lower than the previous day. The implied volatity was 17.01, the open interest changed by 109 which increased total open position to 220


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 19.3, which was 1.75 higher than the previous day. The implied volatity was 17.41, the open interest changed by 10 which increased total open position to 107


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 17.4, which was -2.15 lower than the previous day. The implied volatity was 16.99, the open interest changed by 39 which increased total open position to 96


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 19.05, which was -5.1 lower than the previous day. The implied volatity was 18.79, the open interest changed by 27 which increased total open position to 56


On 17 Nov HDFCLIFE was trading at 770.25. The strike last trading price was 23.8, which was -1.2 lower than the previous day. The implied volatity was 19.04, the open interest changed by 11 which increased total open position to 28


On 14 Nov HDFCLIFE was trading at 773.70. The strike last trading price was 25, which was -6.1 lower than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 14


On 13 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 31.1, which was -3.4 lower than the previous day. The implied volatity was 15.73, the open interest changed by -5 which decreased total open position to 14


On 12 Nov HDFCLIFE was trading at 783.10. The strike last trading price was 34.5, which was 11.5 higher than the previous day. The implied volatity was 18.87, the open interest changed by 14 which increased total open position to 26


On 11 Nov HDFCLIFE was trading at 763.90. The strike last trading price was 23, which was -2.3 lower than the previous day. The implied volatity was 18.51, the open interest changed by 11 which increased total open position to 11


On 10 Nov HDFCLIFE was trading at 750.70. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1.06, 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 25.3, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HDFCLIFE was trading at 736.05. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HDFCLIFE was trading at 742.45. The strike last trading price was 25.3, which was 0 lower than the previous day. The implied volatity was 1.63, 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 25.3, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 31 Oct HDFCLIFE was trading at 731.85. The strike last trading price was 25.3, 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 25.3, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0


On 29 Oct HDFCLIFE was trading at 761.30. The strike last trading price was 25.3, 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 30DEC2025 770 PE
Delta: -0.43
Vega: 0.79
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 769.90 12.25 -4.65 18.41 411 19 644
4 Dec 760.80 16.25 -8 19.12 171 -17 625
3 Dec 751.95 23.8 4.95 20.77 226 -7 642
2 Dec 759.00 18.5 2.55 19.43 214 9 652
1 Dec 766.75 16.15 -0.4 19.42 579 9 639
28 Nov 764.30 16.1 5.95 19.91 1,235 212 634
27 Nov 777.80 10.4 2.1 18.08 436 36 422
26 Nov 787.55 8.2 -8.1 19.13 705 103 387
25 Nov 766.55 16.05 -4 18.52 279 134 285
24 Nov 761.65 20.25 0.9 20.90 103 43 149
21 Nov 764.00 19.35 0 19.96 72 1 107
20 Nov 762.20 18.8 -2.2 20.29 35 11 106
19 Nov 761.10 21 -0.1 20.73 43 15 96
18 Nov 761.80 21.35 5.05 20.45 41 20 80
17 Nov 770.25 16.05 -0.45 18.62 12 3 59
14 Nov 773.70 16.5 3.4 20.24 14 1 55
13 Nov 782.20 13.1 -0.25 19.95 8 1 53
12 Nov 783.10 13.35 -9.65 20.64 20 14 52
11 Nov 763.90 23 -1.65 22.67 11 8 36
10 Nov 750.70 24.65 -15.6 17.52 29 25 25
7 Nov 749.25 40.25 0 - 0 0 0
6 Nov 736.05 40.25 0 - 0 0 0
4 Nov 742.45 40.25 0 - 0 0 0
3 Nov 736.00 40.25 0 - 0 0 0
31 Oct 731.85 40.25 0 - 0 0 0
30 Oct 746.60 40.25 0 - 0 0 0
29 Oct 761.30 40.25 0 0.38 0 0 0


For Hdfc Life Ins Co Ltd - strike price 770 expiring on 30DEC2025

Delta for 770 PE is -0.43

Historical price for 770 PE is as follows

On 5 Dec HDFCLIFE was trading at 769.90. The strike last trading price was 12.25, which was -4.65 lower than the previous day. The implied volatity was 18.41, the open interest changed by 19 which increased total open position to 644


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 16.25, which was -8 lower than the previous day. The implied volatity was 19.12, the open interest changed by -17 which decreased total open position to 625


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 23.8, which was 4.95 higher than the previous day. The implied volatity was 20.77, the open interest changed by -7 which decreased total open position to 642


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 18.5, which was 2.55 higher than the previous day. The implied volatity was 19.43, the open interest changed by 9 which increased total open position to 652


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 16.15, which was -0.4 lower than the previous day. The implied volatity was 19.42, the open interest changed by 9 which increased total open position to 639


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 16.1, which was 5.95 higher than the previous day. The implied volatity was 19.91, the open interest changed by 212 which increased total open position to 634


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 10.4, which was 2.1 higher than the previous day. The implied volatity was 18.08, the open interest changed by 36 which increased total open position to 422


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 8.2, which was -8.1 lower than the previous day. The implied volatity was 19.13, the open interest changed by 103 which increased total open position to 387


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 16.05, which was -4 lower than the previous day. The implied volatity was 18.52, the open interest changed by 134 which increased total open position to 285


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 20.25, which was 0.9 higher than the previous day. The implied volatity was 20.90, the open interest changed by 43 which increased total open position to 149


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 19.35, which was 0 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 107


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 18.8, which was -2.2 lower than the previous day. The implied volatity was 20.29, the open interest changed by 11 which increased total open position to 106


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 21, which was -0.1 lower than the previous day. The implied volatity was 20.73, the open interest changed by 15 which increased total open position to 96


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 21.35, which was 5.05 higher than the previous day. The implied volatity was 20.45, the open interest changed by 20 which increased total open position to 80


On 17 Nov HDFCLIFE was trading at 770.25. The strike last trading price was 16.05, which was -0.45 lower than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 59


On 14 Nov HDFCLIFE was trading at 773.70. The strike last trading price was 16.5, which was 3.4 higher than the previous day. The implied volatity was 20.24, the open interest changed by 1 which increased total open position to 55


On 13 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 13.1, which was -0.25 lower than the previous day. The implied volatity was 19.95, the open interest changed by 1 which increased total open position to 53


On 12 Nov HDFCLIFE was trading at 783.10. The strike last trading price was 13.35, which was -9.65 lower than the previous day. The implied volatity was 20.64, the open interest changed by 14 which increased total open position to 52


On 11 Nov HDFCLIFE was trading at 763.90. The strike last trading price was 23, which was -1.65 lower than the previous day. The implied volatity was 22.67, the open interest changed by 8 which increased total open position to 36


On 10 Nov HDFCLIFE was trading at 750.70. The strike last trading price was 24.65, which was -15.6 lower than the previous day. The implied volatity was 17.52, the open interest changed by 25 which increased total open position to 25


On 7 Nov HDFCLIFE was trading at 749.25. The strike last trading price was 40.25, 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 Nov HDFCLIFE was trading at 736.05. The strike last trading price was 40.25, 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 Nov HDFCLIFE was trading at 742.45. The strike last trading price was 40.25, 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 40.25, 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 Oct HDFCLIFE was trading at 731.85. The strike last trading price was 40.25, 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 40.25, 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 29 Oct HDFCLIFE was trading at 761.30. The strike last trading price was 40.25, 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