HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
12 Dec 2025 04:11 PM IST
| HDFCLIFE 30-DEC-2025 860 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.13
Theta: -0.09
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































