[--[65.84.65.76]--]

HDFCLIFE

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

Back to Option Chain


Historical option data for HDFCLIFE

12 Dec 2025 04:11 PM IST
HDFCLIFE 30-DEC-2025 850 CE
Delta: 0.05
Vega: 0.17
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 0.75 0.15 22.40 340 -21 816
11 Dec 775.20 0.7 0.05 22.13 52 18 837
10 Dec 771.05 0.65 0.1 22.25 142 -2 819
9 Dec 762.90 0.5 -0.25 22.72 121 6 822
8 Dec 764.05 0.75 0.15 23.86 312 16 817
5 Dec 768.30 0.55 -0.15 19.56 145 49 801
4 Dec 760.80 0.7 0.25 21.30 96 3 752
3 Dec 751.95 0.45 -0.15 21.60 84 -6 749
2 Dec 759.00 0.55 -0.3 20.24 115 -26 755
1 Dec 766.75 0.85 -0.1 20.37 52 2 781
28 Nov 764.30 0.9 -0.35 19.01 705 436 779
27 Nov 777.80 1.25 -0.75 17.67 303 129 343
26 Nov 787.55 2 0.7 16.99 317 115 210
25 Nov 766.55 1.35 0.1 20.01 77 11 95
24 Nov 761.65 1.2 -0.5 19.97 153 81 85
21 Nov 764.00 1.7 -4.05 - 0 4 0
20 Nov 762.20 1.7 -4.05 19.63 8 4 4
19 Nov 761.10 5.75 0 7.85 0 0 0
18 Nov 761.80 5.75 0 7.71 0 0 0
14 Nov 773.70 5.75 0 6.20 0 0 0
13 Nov 782.20 5.75 0 5.30 0 0 0
12 Nov 783.10 0 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 850 expiring on 30DEC2025

Delta for 850 CE is 0.05

Historical price for 850 CE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 22.40, the open interest changed by -21 which decreased total open position to 816


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 22.13, the open interest changed by 18 which increased total open position to 837


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 22.25, the open interest changed by -2 which decreased total open position to 819


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 22.72, the open interest changed by 6 which increased total open position to 822


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 23.86, the open interest changed by 16 which increased total open position to 817


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 19.56, the open interest changed by 49 which increased total open position to 801


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 21.30, the open interest changed by 3 which increased total open position to 752


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by -6 which decreased total open position to 749


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 20.24, the open interest changed by -26 which decreased total open position to 755


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by 2 which increased total open position to 781


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 19.01, the open interest changed by 436 which increased total open position to 779


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 17.67, the open interest changed by 129 which increased total open position to 343


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 2, which was 0.7 higher than the previous day. The implied volatity was 16.99, the open interest changed by 115 which increased total open position to 210


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 20.01, the open interest changed by 11 which increased total open position to 95


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 1.2, which was -0.5 lower than the previous day. The implied volatity was 19.97, the open interest changed by 81 which increased total open position to 85


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 1.7, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 1.7, which was -4.05 lower than the previous day. The implied volatity was 19.63, the open interest changed by 4 which increased total open position to 4


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 7.85, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 7.71, 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 5.75, which was 0 lower than the previous day. The implied volatity was 6.20, 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 5.75, which was 0 lower than the previous day. The implied volatity was 5.30, 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 0, 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 850 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 79.2 -10.8 - 0 0 8
11 Dec 775.20 79.2 -10.8 - 0 0 8
10 Dec 771.05 79.2 -10.8 36.26 7 3 7
9 Dec 762.90 90 9 44.04 3 0 1
8 Dec 764.05 81 -18.85 - 0 0 1
5 Dec 768.30 81 -18.85 - 0 0 0
4 Dec 760.80 81 -18.85 - 0 0 0
3 Dec 751.95 81 -18.85 - 0 0 0
2 Dec 759.00 81 -18.85 - 0 0 0
1 Dec 766.75 81 -18.85 - 0 0 0
28 Nov 764.30 81 -18.85 - 0 0 0
27 Nov 777.80 81 -18.85 - 0 0 0
26 Nov 787.55 81 -18.85 - 0 0 0
25 Nov 766.55 81 -18.85 - 0 0 0
24 Nov 761.65 81 -18.85 - 0 1 0
21 Nov 764.00 81 -18.85 23.18 1 0 0
20 Nov 762.20 99.85 0 - 0 0 0
19 Nov 761.10 99.85 0 - 0 0 0
18 Nov 761.80 99.85 0 - 0 0 0
14 Nov 773.70 99.85 0 - 0 0 0
13 Nov 782.20 99.85 0 - 0 0 0
12 Nov 783.10 0 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 850 expiring on 30DEC2025

Delta for 850 PE is -

Historical price for 850 PE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 79.2, which was -10.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 79.2, which was -10.8 lower than the previous day. The implied volatity was -, 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 79.2, which was -10.8 lower than the previous day. The implied volatity was 36.26, the open interest changed by 3 which increased total open position to 7


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 90, which was 9 higher than the previous day. The implied volatity was 44.04, the open interest changed by 0 which decreased total open position to 1


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 81, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 81, which was -18.85 lower than the previous day. The implied volatity was -, 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 81, which was -18.85 lower than the previous day. The implied volatity was -, 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 81, which was -18.85 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 81, which was -18.85 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 81, which was -18.85 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 81, which was -18.85 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 81, which was -18.85 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 81, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 81, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 81, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 81, which was -18.85 lower than the previous day. The implied volatity was 23.18, 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 99.85, 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 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 99.85, 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 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 99.85, 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 99.85, 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 99.85, 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 0, 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