[--[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 860 CE
Delta: 0.03
Vega: 0.13
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 0.5 0.05 22.73 83 0 877
11 Dec 775.20 0.45 0 22.66 81 -1 877
10 Dec 771.05 0.4 -0.05 22.57 85 -29 879
9 Dec 762.90 0.45 -0.05 24.45 7 0 909
8 Dec 764.05 0.5 0.1 24.11 73 -24 909
5 Dec 768.30 0.4 -0.15 20.40 96 26 933
4 Dec 760.80 0.5 0.25 21.96 225 -47 904
3 Dec 751.95 0.25 -0.2 21.45 26 -2 952
2 Dec 759.00 0.45 -0.1 21.36 25 -3 954
1 Dec 766.75 0.55 -0.05 20.62 44 -5 954
28 Nov 764.30 0.6 -0.15 19.36 185 25 959
27 Nov 777.80 0.7 -0.65 17.45 570 437 934
26 Nov 787.55 1.3 -0.15 17.22 666 470 497
25 Nov 766.55 1.45 0.3 22.22 1 0 26
24 Nov 761.65 1.15 -0.2 21.71 14 5 24
21 Nov 764.00 1.35 0.05 20.87 1 0 19
20 Nov 762.20 1.3 -0.05 20.21 15 5 18
19 Nov 761.10 1.35 -2 20.76 7 6 12
18 Nov 761.80 3.1 -0.85 - 0 0 0
14 Nov 773.70 3.1 -0.85 - 0 5 0
13 Nov 782.20 3.1 -0.85 18.84 7 5 6
12 Nov 783.10 3.95 -7.3 20.80 1 0 0
6 Oct 763.05 0 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 860 expiring on 30DEC2025

Delta for 860 CE is 0.03

Historical price for 860 CE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 877


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 22.66, the open interest changed by -1 which decreased total open position to 877


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by -29 which decreased total open position to 879


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 909


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 24.11, the open interest changed by -24 which decreased total open position to 909


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by 26 which increased total open position to 933


On 4 Dec HDFCLIFE was trading at 760.80. The strike last trading price was 0.5, which was 0.25 higher than the previous day. The implied volatity was 21.96, the open interest changed by -47 which decreased total open position to 904


On 3 Dec HDFCLIFE was trading at 751.95. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 21.45, the open interest changed by -2 which decreased total open position to 952


On 2 Dec HDFCLIFE was trading at 759.00. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 21.36, the open interest changed by -3 which decreased total open position to 954


On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by -5 which decreased total open position to 954


On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 19.36, the open interest changed by 25 which increased total open position to 959


On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 17.45, the open interest changed by 437 which increased total open position to 934


On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 17.22, the open interest changed by 470 which increased total open position to 497


On 25 Nov HDFCLIFE was trading at 766.55. The strike last trading price was 1.45, which was 0.3 higher than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 26


On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 21.71, the open interest changed by 5 which increased total open position to 24


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 19


On 20 Nov HDFCLIFE was trading at 762.20. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 20.21, the open interest changed by 5 which increased total open position to 18


On 19 Nov HDFCLIFE was trading at 761.10. The strike last trading price was 1.35, which was -2 lower than the previous day. The implied volatity was 20.76, the open interest changed by 6 which increased total open position to 12


On 18 Nov HDFCLIFE was trading at 761.80. The strike last trading price was 3.1, which was -0.85 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 3.1, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 13 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 18.84, the open interest changed by 5 which increased total open position to 6


On 12 Nov HDFCLIFE was trading at 783.10. The strike last trading price was 3.95, which was -7.3 lower than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 0


On 6 Oct HDFCLIFE was trading at 763.05. 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 860 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 777.50 81.5 -20.25 - 0 0 4
11 Dec 775.20 81.5 -20.25 - 0 0 4
10 Dec 771.05 81.5 -20.25 - 0 0 4
9 Dec 762.90 81.5 -20.25 - 0 0 0
8 Dec 764.05 81.5 -20.25 - 0 0 4
5 Dec 768.30 81.5 -20.25 - 0 0 0
4 Dec 760.80 81.5 -20.25 - 0 0 0
3 Dec 751.95 81.5 -20.25 - 0 0 0
2 Dec 759.00 81.5 -20.25 - 0 0 0
1 Dec 766.75 81.5 -20.25 - 0 0 0
28 Nov 764.30 81.5 -20.25 - 0 0 0
27 Nov 777.80 81.5 -20.25 - 0 0 0
26 Nov 787.55 81.5 -20.25 - 0 0 0
25 Nov 766.55 81.5 -20.25 - 0 0 0
24 Nov 761.65 81.5 -20.25 - 0 0 0
21 Nov 764.00 81.5 -20.25 - 0 0 0
20 Nov 762.20 81.5 -20.25 - 0 0 0
19 Nov 761.10 81.5 -20.25 - 0 0 0
18 Nov 761.80 81.5 -20.25 - 0 0 0
14 Nov 773.70 81.5 -20.25 23.96 4 2 2
13 Nov 782.20 101.75 0 - 0 0 0
12 Nov 783.10 101.75 0 - 0 0 0
6 Oct 763.05 0 0 - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 860 expiring on 30DEC2025

Delta for 860 PE is -

Historical price for 860 PE is as follows

On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 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 81.5, which was -20.25 lower than the previous day. The implied volatity was 23.96, the open interest changed by 2 which increased total open position to 2


On 13 Nov HDFCLIFE was trading at 782.20. The strike last trading price was 101.75, 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 101.75, 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 Oct HDFCLIFE was trading at 763.05. 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