HDFCLIFE
Hdfc Life Ins Co Ltd
Historical option data for HDFCLIFE
12 Dec 2025 04:11 PM IST
| HDFCLIFE 30-DEC-2025 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.06
Theta: -0.05
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 777.50 | 0.2 | 0.05 | 27.60 | 38 | -13 | 50 | |||||||||
| 11 Dec | 775.20 | 0.15 | -0.05 | 26.67 | 41 | -4 | 63 | |||||||||
| 10 Dec | 771.05 | 0.2 | 0 | 27.99 | 17 | -1 | 68 | |||||||||
| 9 Dec | 762.90 | 0.2 | -0.15 | 28.91 | 77 | -23 | 74 | |||||||||
| 8 Dec | 764.05 | 0.3 | -0.05 | 29.59 | 7 | -3 | 97 | |||||||||
| 5 Dec | 768.30 | 0.35 | 0.1 | 27.02 | 1 | 0 | 100 | |||||||||
| 1 Dec | 766.75 | 0.25 | -0.05 | 24.51 | 22 | 0 | 100 | |||||||||
| 28 Nov | 764.30 | 0.3 | 0.1 | 23.36 | 11 | 2 | 98 | |||||||||
| 27 Nov | 777.80 | 0.2 | -0.15 | 20.18 | 137 | 28 | 95 | |||||||||
| 26 Nov | 787.55 | 0.35 | -0.05 | 19.55 | 95 | 60 | 67 | |||||||||
|
|
||||||||||||||||
| 24 Nov | 761.65 | 0.4 | -0.1 | 23.80 | 5 | 4 | 6 | |||||||||
| 21 Nov | 764.00 | 0.5 | -5.4 | 23.16 | 2 | 1 | 1 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 900 expiring on 30DEC2025
Delta for 900 CE is 0.01
Historical price for 900 CE is as follows
On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 27.60, the open interest changed by -13 which decreased total open position to 50
On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by -4 which decreased total open position to 63
On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.99, the open interest changed by -1 which decreased total open position to 68
On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 28.91, the open interest changed by -23 which decreased total open position to 74
On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 29.59, the open interest changed by -3 which decreased total open position to 97
On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 100
On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 100
On 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 23.36, the open interest changed by 2 which increased total open position to 98
On 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 20.18, the open interest changed by 28 which increased total open position to 95
On 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 19.55, the open interest changed by 60 which increased total open position to 67
On 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 23.80, the open interest changed by 4 which increased total open position to 6
On 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 0.5, which was -5.4 lower than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 1
| HDFCLIFE 30DEC2025 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 777.50 | 117.85 | -29.9 | - | 0 | 0 | 5 |
| 11 Dec | 775.20 | 117.85 | -29.9 | - | 0 | 0 | 5 |
| 10 Dec | 771.05 | 117.85 | -29.9 | - | 0 | 0 | 5 |
| 9 Dec | 762.90 | 117.85 | -29.9 | - | 0 | 1 | 0 |
| 8 Dec | 764.05 | 117.85 | -29.9 | - | 5 | 1 | 5 |
| 5 Dec | 768.30 | 147.75 | 11.95 | - | 0 | 4 | 0 |
| 1 Dec | 766.75 | 135.8 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 764.30 | 135.8 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 777.80 | 135.8 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 787.55 | 135.8 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 761.65 | 135.8 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 764.00 | 135.8 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 900 expiring on 30DEC2025
Delta for 900 PE is -
Historical price for 900 PE is as follows
On 12 Dec HDFCLIFE was trading at 777.50. The strike last trading price was 117.85, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec HDFCLIFE was trading at 775.20. The strike last trading price was 117.85, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec HDFCLIFE was trading at 771.05. The strike last trading price was 117.85, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec HDFCLIFE was trading at 762.90. The strike last trading price was 117.85, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec HDFCLIFE was trading at 764.05. The strike last trading price was 117.85, which was -29.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 5 Dec HDFCLIFE was trading at 768.30. The strike last trading price was 147.75, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 1 Dec HDFCLIFE was trading at 766.75. The strike last trading price was 135.8, 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 28 Nov HDFCLIFE was trading at 764.30. The strike last trading price was 135.8, 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 27 Nov HDFCLIFE was trading at 777.80. The strike last trading price was 135.8, 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 26 Nov HDFCLIFE was trading at 787.55. The strike last trading price was 135.8, 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 24 Nov HDFCLIFE was trading at 761.65. The strike last trading price was 135.8, 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 21 Nov HDFCLIFE was trading at 764.00. The strike last trading price was 135.8, 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































































































































































































































