HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
05 Dec 2025 02:46 PM IST
| HDFCLIFE 30-DEC-2025 770 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.79
Theta: -0.37
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.79
Theta: -0.20
Gamma: 0.01
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| 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































































































































































































































