[--[65.84.65.76]--]

HDFCLIFE

Hdfc Life Ins Co Ltd
777.5 +2.30 (0.30%)
L: 770.05 H: 779.85

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Historical option data for HDFCLIFE

12 Dec 2025 04:11 PM IST
HDFCLIFE 30-DEC-2025 790 CE
Delta: 0.41
Vega: 0.67
Theta: -0.41
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 8.9 1.45 17.52 3,796 126 1,087
11 Dec 775.20 7.9 1.35 17.75 1,824 50 954
10 Dec 771.05 6.4 0.8 17.04 2,176 -32 904
9 Dec 762.90 5.1 -1.4 18.25 1,284 93 930
8 Dec 764.05 6.25 -0.95 19.82 4,103 138 842
5 Dec 768.30 7.15 1.15 16.71 1,406 -127 688
4 Dec 760.80 6.8 2.65 18.34 978 -144 814
3 Dec 751.95 4.2 -2.1 18.10 1,277 160 958
2 Dec 759.00 6.45 -1.65 18.28 640 73 799
1 Dec 766.75 8.2 -0.4 18.19 1,130 82 727
28 Nov 764.30 8.75 -3.85 16.84 1,205 68 654
27 Nov 777.80 12.55 -3.75 16.03 1,615 211 580
26 Nov 787.55 16 6.6 13.77 2,919 211 376
25 Nov 766.55 9.4 1.05 16.85 160 23 165
24 Nov 761.65 8.1 -2 16.86 139 75 142
21 Nov 764.00 10.1 -0.9 17.84 46 13 63
20 Nov 762.20 11.3 0.95 17.97 91 41 46
19 Nov 761.10 10.35 -1.45 17.96 1 0 4
18 Nov 761.80 11.8 -3.05 19.55 2 1 4
17 Nov 770.25 14.85 -2.55 19.31 5 0 3
14 Nov 773.70 17.4 -0.8 18.92 3 0 0
13 Nov 782.20 18.2 0 - 0 0 0
12 Nov 783.10 18.2 0 - 0 0 0
11 Nov 763.90 18.2 0 1.65 0 0 0
10 Nov 750.70 18.2 0 2.92 0 0 0
6 Nov 736.05 18.2 0 3.92 0 0 0
4 Nov 742.45 18.2 0 3.32 0 0 0
3 Nov 736.00 18.2 0 3.80 0 0 0
31 Oct 731.85 18.2 0 - 0 0 0
30 Oct 746.60 18.2 0 2.88 0 0 0
29 Oct 761.30 18.2 0 1.63 0 0 0


For Hdfc Life Ins Co Ltd - strike price 790 expiring on 30DEC2025

Delta for 790 CE is 0.41

Historical price for 790 CE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 8.9, which was 1.45 higher than the previous day. The implied volatity was 17.52, the open interest changed by 126 which increased total open position to 1087


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 7.9, which was 1.35 higher than the previous day. The implied volatity was 17.75, the open interest changed by 50 which increased total open position to 954


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 6.4, which was 0.8 higher than the previous day. The implied volatity was 17.04, the open interest changed by -32 which decreased total open position to 904


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 5.1, which was -1.4 lower than the previous day. The implied volatity was 18.25, the open interest changed by 93 which increased total open position to 930


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 6.25, which was -0.95 lower than the previous day. The implied volatity was 19.82, the open interest changed by 138 which increased total open position to 842


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 7.15, which was 1.15 higher than the previous day. The implied volatity was 16.71, the open interest changed by -127 which decreased total open position to 688


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 6.8, which was 2.65 higher than the previous day. The implied volatity was 18.34, the open interest changed by -144 which decreased total open position to 814


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 4.2, which was -2.1 lower than the previous day. The implied volatity was 18.10, the open interest changed by 160 which increased total open position to 958


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 6.45, which was -1.65 lower than the previous day. The implied volatity was 18.28, the open interest changed by 73 which increased total open position to 799


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 8.2, which was -0.4 lower than the previous day. The implied volatity was 18.19, the open interest changed by 82 which increased total open position to 727


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 8.75, which was -3.85 lower than the previous day. The implied volatity was 16.84, the open interest changed by 68 which increased total open position to 654


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 12.55, which was -3.75 lower than the previous day. The implied volatity was 16.03, the open interest changed by 211 which increased total open position to 580


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 16, which was 6.6 higher than the previous day. The implied volatity was 13.77, the open interest changed by 211 which increased total open position to 376


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 9.4, which was 1.05 higher than the previous day. The implied volatity was 16.85, the open interest changed by 23 which increased total open position to 165


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 8.1, which was -2 lower than the previous day. The implied volatity was 16.86, the open interest changed by 75 which increased total open position to 142


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 10.1, which was -0.9 lower than the previous day. The implied volatity was 17.84, the open interest changed by 13 which increased total open position to 63


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 11.3, which was 0.95 higher than the previous day. The implied volatity was 17.97, the open interest changed by 41 which increased total open position to 46


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 10.35, which was -1.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 4


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 11.8, which was -3.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 4


On 17 Nov HDFCLIFE was trading at 770.25. The strike last trading price was 14.85, which was -2.55 lower than the previous day. The implied volatity was 19.31, the open interest changed by 0 which decreased total open position to 3


On 14 Nov HDFCLIFE was trading at 773.70. The strike last trading price was 17.4, which was -0.8 lower than the previous day. The implied volatity was 18.92, 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 18.2, 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 Nov HDFCLIFE was trading at 783.10. The strike last trading price was 18.2, 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 18.2, which was 0 lower than the previous day. The implied volatity was 1.65, 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 18.2, which was 0 lower than the previous day. The implied volatity was 2.92, 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 18.2, which was 0 lower than the previous day. The implied volatity was 3.92, 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 18.2, which was 0 lower than the previous day. The implied volatity was 3.32, 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 18.2, which was 0 lower than the previous day. The implied volatity was 3.80, 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 18.2, 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 18.2, which was 0 lower than the previous day. The implied volatity was 2.88, 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 18.2, 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


HDFCLIFE 30DEC2025 790 PE
Delta: -0.57
Vega: 0.68
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 17.55 -3.85 19.72 132 8 258
11 Dec 775.20 21.35 -2.6 21.52 76 14 249
10 Dec 771.05 24.2 -6.05 21.72 38 1 235
9 Dec 762.90 31.1 2.1 23.60 19 -5 235
8 Dec 764.05 29.15 4.5 19.74 247 8 242
5 Dec 768.30 24.9 -5.1 19.60 36 -8 235
4 Dec 760.80 28.35 -11.75 18.77 19 -8 243
3 Dec 751.95 40.1 7.2 24.31 14 -2 254
2 Dec 759.00 32.1 3.85 20.62 32 1 258
1 Dec 766.75 28.25 -0.85 19.85 152 2 259
28 Nov 764.30 28.95 9.35 21.85 94 18 256
27 Nov 777.80 19.6 3.15 18.03 521 50 239
26 Nov 787.55 16.3 -13.65 19.71 404 181 190
25 Nov 766.55 29.95 -0.55 21.36 3 1 8
24 Nov 761.65 30.5 -2.65 18.57 4 1 7
21 Nov 764.00 33.15 -19.75 - 0 0 0
20 Nov 762.20 33.15 -19.75 - 0 6 0
19 Nov 761.10 33.15 -19.75 21.33 6 5 5
18 Nov 761.80 52.9 0 - 0 0 0
17 Nov 770.25 52.9 0 - 0 0 0
14 Nov 773.70 52.9 0 - 0 0 0
13 Nov 782.20 52.9 0 0.38 0 0 0
12 Nov 783.10 52.9 0 0.39 0 0 0
11 Nov 763.90 52.9 0 - 0 0 0
10 Nov 750.70 52.9 0 - 0 0 0
6 Nov 736.05 52.9 0 - 0 0 0
4 Nov 742.45 52.9 0 - 0 0 0
3 Nov 736.00 52.9 0 - 0 0 0
31 Oct 731.85 52.9 0 - 0 0 0
30 Oct 746.60 52.9 0 - 0 0 0
29 Oct 761.30 52.9 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 790 expiring on 30DEC2025

Delta for 790 PE is -0.57

Historical price for 790 PE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 17.55, which was -3.85 lower than the previous day. The implied volatity was 19.72, the open interest changed by 8 which increased total open position to 258


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 21.35, which was -2.6 lower than the previous day. The implied volatity was 21.52, the open interest changed by 14 which increased total open position to 249


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 24.2, which was -6.05 lower than the previous day. The implied volatity was 21.72, the open interest changed by 1 which increased total open position to 235


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 31.1, which was 2.1 higher than the previous day. The implied volatity was 23.60, the open interest changed by -5 which decreased total open position to 235


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 29.15, which was 4.5 higher than the previous day. The implied volatity was 19.74, the open interest changed by 8 which increased total open position to 242


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 24.9, which was -5.1 lower than the previous day. The implied volatity was 19.60, the open interest changed by -8 which decreased total open position to 235


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 28.35, which was -11.75 lower than the previous day. The implied volatity was 18.77, the open interest changed by -8 which decreased total open position to 243


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 40.1, which was 7.2 higher than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 254


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 32.1, which was 3.85 higher than the previous day. The implied volatity was 20.62, the open interest changed by 1 which increased total open position to 258


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 28.25, which was -0.85 lower than the previous day. The implied volatity was 19.85, the open interest changed by 2 which increased total open position to 259


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 28.95, which was 9.35 higher than the previous day. The implied volatity was 21.85, the open interest changed by 18 which increased total open position to 256


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 19.6, which was 3.15 higher than the previous day. The implied volatity was 18.03, the open interest changed by 50 which increased total open position to 239


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 16.3, which was -13.65 lower than the previous day. The implied volatity was 19.71, the open interest changed by 181 which increased total open position to 190


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 29.95, which was -0.55 lower than the previous day. The implied volatity was 21.36, the open interest changed by 1 which increased total open position to 8


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 30.5, which was -2.65 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1 which increased total open position to 7


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 33.15, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 33.15, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 33.15, which was -19.75 lower than the previous day. The implied volatity was 21.33, the open interest changed by 5 which increased total open position to 5


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 52.9, 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 52.9, 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 14 Nov HDFCLIFE was trading at 773.70. The strike last trading price was 52.9, 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 52.9, 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 12 Nov HDFCLIFE was trading at 783.10. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 0.39, 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 52.9, 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 52.9, 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 52.9, 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 52.9, 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 52.9, 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 52.9, 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 52.9, 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 52.9, 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