HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
12 Dec 2025 04:11 PM IST
| HDFCLIFE 30-DEC-2025 790 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.67
Theta: -0.41
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.57
Vega: 0.68
Theta: -0.24
Gamma: 0.01
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| 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































































































































































































































