Historical option data for HDFCLIFE
23 Jun 2026 02:32 PM IST
| HDFCLIFE 28-Jul-2026 (35d) 585 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.01
Theta: -0.27
Gamma: 0.00815
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 600.80 | 26.65 | 12.65 (90.36%) | 24.46 | 2 | -1 | 1 | |||||||||
| 22 Jun | 597.15 | 14 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 19 Jun | 591.85 | 14 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 18 Jun | 591.30 | 14 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 17 Jun | 581.80 | 14 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 16 Jun | 574.40 | 14 | 0 (0.00%) | 17.3 | 2 | 0 | 2 | |||||||||
| 15 Jun | 581.20 | 14 | -38 (-73.08%) | 17.3 | 2 | 2 | 2 | |||||||||
For Hdfc Life Ins Co Ltd - strike price 585 expiring on 28JUL2026
Delta for 585 CE is 0.65
Historical price for 585 CE is as follows
On 23 Jun HDFCLIFE was trading at 600.80. The strike last trading price was 26.65, which was 12.65 higher than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 1
On 22 Jun HDFCLIFE was trading at 597.15. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun HDFCLIFE was trading at 591.85. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun HDFCLIFE was trading at 591.30. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun HDFCLIFE was trading at 581.80. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun HDFCLIFE was trading at 574.40. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 17.3, the open interest changed by 0 which decreased total open position to 2
On 15 Jun HDFCLIFE was trading at 581.20. The strike last trading price was 14, which was -38 lower than the previous day. The implied volatity was 17.3, the open interest changed by 2 which increased total open position to 2
| HDFCLIFE 28-Jul-2026 (35d) 585 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.01
Theta: -0.16
Gamma: 0.0082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 600.80 | 9.2 | -2.7 (-22.69%) | 23.19 | 2 | 2 | 2 |
| 22 Jun | 597.15 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 591.85 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 591.30 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 581.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 574.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 581.20 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Life Ins Co Ltd - strike price 585 expiring on 28JUL2026
Delta for 585 PE is -0.32
Historical price for 585 PE is as follows
On 23 Jun HDFCLIFE was trading at 600.80. The strike last trading price was 9.2, which was -2.7 lower than the previous day. The implied volatity was 23.19, the open interest changed by 2 which increased total open position to 2
On 22 Jun HDFCLIFE was trading at 597.15. 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
On 19 Jun HDFCLIFE was trading at 591.85. 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
On 18 Jun HDFCLIFE was trading at 591.30. 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
On 17 Jun HDFCLIFE was trading at 581.80. 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
On 16 Jun HDFCLIFE was trading at 574.40. 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
On 15 Jun HDFCLIFE was trading at 581.20. 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
