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Historical option data for HDFCLIFE

26 May 2026 04:10 PM IST
HDFCLIFE 30-Jun-2026 (34d) 620 CE
Delta: 0.55
Vega: 0.01
Theta: -0.26
Gamma: 0.01017
Date Close Ltp Change IV Volume OI Chg OI
26 May 618.85 17.15 -0.7 (-3.92%) 20.2 1,609 63 799
25 May 620.00 17.95 0.4 (2.28%) 20.82 1,089 162 731
22 May 616.60 17.75 0.2 (1.14%) 22.21 1,103 97 569
21 May 614.35 17.35 2.95 (20.49%) 22.01 1,432 245 477
20 May 605.10 14.8 -2.35 (-13.70%) 23.88 91 26 232
19 May 610.40 16.9 1.9 (12.67%) 24.57 122 20 204
18 May 604.95 15.3 -1.7 (-10.00%) 24.18 71 -3 183
15 May 608.70 17.15 -2.8 (-14.04%) 23.51 108 61 187
14 May 612.55 19.5 2.95 (17.82%) 24.16 76 35 125
13 May 602.80 16.5 -0.35 (-2.08%) 0 73 26 90
12 May 601.80 17.25 -6.7 (-27.97%) 0 34 20 63
11 May 622.70 23.95 -4.05 (-14.46%) 0 1 0 43
8 May 621.70 28 -1.4 (-4.76%) 24.98 5 3 43
7 May 625.40 29.4 5.9 (25.11%) 23.29 48 39 39
6 May 606.35 0 0 - 0 0 0
5 May 594.10 0 0 - 0 0 0
4 May 588.35 0 0 - 0 0 0
30 Apr 586.90 0 0 - 0 0 0
28 Apr 590.15 - - - 0 0 0
27 Apr 597.30 0 0 - 0 0 0
24 Apr 588.20 0 0 - 0 0 0
23 Apr 598.65 0 0 - 0 0 0
22 Apr 604.05 0 0 - 0 0 0
21 Apr 614.20 0 0 - 0 0 0
20 Apr 609.75 0 0 - 0 0 0
17 Apr 616.45 0 0 - 0 0 0
13 Apr 619.10 - - - 0 0 0
10 Apr 599.35 0 0 (0.00%) 1 0 0 0
9 Apr 591.20 0 0 (0.00%) 1.55 0 0 0
8 Apr 598.30 0 0 (0.00%) 0.49 0 0 0
7 Apr 581.70 0 0 (0.00%) 2.62 0 0 0
6 Apr 580.40 0 0 (0.00%) 2.65 0 0 0
2 Apr 566.10 0 0 (0.00%) - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 30JUN2026

Delta for 620 CE is 0.55

Historical price for 620 CE is as follows

On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 17.15, which was -0.7 lower than the previous day. The implied volatity was 20.2, the open interest changed by 63 which increased total open position to 799


On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 17.95, which was 0.4 higher than the previous day. The implied volatity was 20.82, the open interest changed by 162 which increased total open position to 731


On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 17.75, which was 0.2 higher than the previous day. The implied volatity was 22.21, the open interest changed by 97 which increased total open position to 569


On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 17.35, which was 2.95 higher than the previous day. The implied volatity was 22.01, the open interest changed by 245 which increased total open position to 477


On 20 May HDFCLIFE was trading at 605.10. The strike last trading price was 14.8, which was -2.35 lower than the previous day. The implied volatity was 23.88, the open interest changed by 26 which increased total open position to 232


On 19 May HDFCLIFE was trading at 610.40. The strike last trading price was 16.9, which was 1.9 higher than the previous day. The implied volatity was 24.57, the open interest changed by 20 which increased total open position to 204


On 18 May HDFCLIFE was trading at 604.95. The strike last trading price was 15.3, which was -1.7 lower than the previous day. The implied volatity was 24.18, the open interest changed by -3 which decreased total open position to 183


On 15 May HDFCLIFE was trading at 608.70. The strike last trading price was 17.15, which was -2.8 lower than the previous day. The implied volatity was 23.51, the open interest changed by 61 which increased total open position to 187


On 14 May HDFCLIFE was trading at 612.55. The strike last trading price was 19.5, which was 2.95 higher than the previous day. The implied volatity was 24.16, the open interest changed by 35 which increased total open position to 125


On 13 May HDFCLIFE was trading at 602.80. The strike last trading price was 16.5, which was -0.35 lower than the previous day. The implied volatity was 0, the open interest changed by 26 which increased total open position to 90


On 12 May HDFCLIFE was trading at 601.80. The strike last trading price was 17.25, which was -6.7 lower than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 63


On 11 May HDFCLIFE was trading at 622.70. The strike last trading price was 23.95, which was -4.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 43


On 8 May HDFCLIFE was trading at 621.70. The strike last trading price was 28, which was -1.4 lower than the previous day. The implied volatity was 24.98, the open interest changed by 3 which increased total open position to 43


On 7 May HDFCLIFE was trading at 625.40. The strike last trading price was 29.4, which was 5.9 higher than the previous day. The implied volatity was 23.29, the open interest changed by 39 which increased total open position to 39


On 6 May HDFCLIFE was trading at 606.35. 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 5 May HDFCLIFE was trading at 594.10. 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


On 4 May HDFCLIFE was trading at 588.35. 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 30 Apr HDFCLIFE was trading at 586.90. 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 28 Apr HDFCLIFE was trading at 590.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr HDFCLIFE was trading at 597.30. 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 24 Apr HDFCLIFE was trading at 588.20. 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


On 23 Apr HDFCLIFE was trading at 598.65. 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 22 Apr HDFCLIFE was trading at 604.05. 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


On 21 Apr HDFCLIFE was trading at 614.20. 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


On 20 Apr HDFCLIFE was trading at 609.75. 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 Apr HDFCLIFE was trading at 616.45. 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 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr HDFCLIFE was trading at 599.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1, the open interest changed by 0 which decreased total open position to 0


On 9 Apr HDFCLIFE was trading at 591.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0


On 8 Apr HDFCLIFE was trading at 598.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 7 Apr HDFCLIFE was trading at 581.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0


On 6 Apr HDFCLIFE was trading at 580.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 2 Apr HDFCLIFE was trading at 566.10. 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 30-Jun-2026 (34d) 620 PE
Delta: -0.46
Vega: 0.01
Theta: -0.19
Gamma: 0.00901
Date Close Ltp Change IV Volume OI Chg OI
26 May 618.85 16.3 -0.05 (-0.31%) 22.88 408 22 389
25 May 620.00 16.25 -2.75 (-14.47%) 22.79 307 2 369
22 May 616.60 18.65 -2.35 (-11.19%) 22.91 246 130 366
21 May 614.35 21.05 -1.95 (-8.48%) 25.08 152 91 235
20 May 605.10 22.8 -0.9 (-3.80%) 23.54 43 29 143
19 May 610.40 23.65 -3.35 (-12.41%) 23.65 16 9 112
18 May 604.95 27 1.65 (6.51%) 24.43 1 0 103
15 May 608.70 25.35 -3 (-10.58%) 24.72 23 12 102
14 May 612.55 28.35 0 (0.00%) 0 0 0 90
13 May 602.80 28.35 0.7 (2.53%) 0 2 0 90
12 May 601.80 27.65 8.85 (47.07%) 0 8 6 89
11 May 622.70 18.8 -0.3 (-1.57%) 0 17 0 70
8 May 621.70 19.1 1.45 (8.22%) 24.7 13 6 67
7 May 625.40 17.4 -24.4 (-58.37%) 24.42 76 61 61
6 May 606.35 0 0 - 0 0 0
5 May 594.10 0 0 - 0 0 0
4 May 588.35 0 0 - 0 0 0
30 Apr 586.90 0 0 - 0 0 0
28 Apr 590.15 - - - 0 0 0
27 Apr 597.30 0 0 - 0 0 0
24 Apr 588.20 0 0 - 0 0 0
23 Apr 598.65 0 0 - 0 0 0
22 Apr 604.05 0 0 - 0 0 0
21 Apr 614.20 0 0 - 0 0 0
20 Apr 609.75 0 0 - 0 0 0
17 Apr 616.45 0 0 - 0 0 0
13 Apr 619.10 - - - 0 0 0
10 Apr 599.35 0 0 (0.00%) - 0 0 0
9 Apr 591.20 0 0 (0.00%) - 0 0 0
8 Apr 598.30 0 0 (0.00%) - 0 0 0
7 Apr 581.70 0 0 (0.00%) - 0 0 0
6 Apr 580.40 0 0 (0.00%) - 0 0 0
2 Apr 566.10 0 0 (0.00%) - 0 0 0


For Hdfc Life Ins Co Ltd - strike price 620 expiring on 30JUN2026

Delta for 620 PE is -0.46

Historical price for 620 PE is as follows

On 26 May HDFCLIFE was trading at 618.85. The strike last trading price was 16.3, which was -0.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by 22 which increased total open position to 389


On 25 May HDFCLIFE was trading at 620.00. The strike last trading price was 16.25, which was -2.75 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 369


On 22 May HDFCLIFE was trading at 616.60. The strike last trading price was 18.65, which was -2.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by 130 which increased total open position to 366


On 21 May HDFCLIFE was trading at 614.35. The strike last trading price was 21.05, which was -1.95 lower than the previous day. The implied volatity was 25.08, the open interest changed by 91 which increased total open position to 235


On 20 May HDFCLIFE was trading at 605.10. The strike last trading price was 22.8, which was -0.9 lower than the previous day. The implied volatity was 23.54, the open interest changed by 29 which increased total open position to 143


On 19 May HDFCLIFE was trading at 610.40. The strike last trading price was 23.65, which was -3.35 lower than the previous day. The implied volatity was 23.65, the open interest changed by 9 which increased total open position to 112


On 18 May HDFCLIFE was trading at 604.95. The strike last trading price was 27, which was 1.65 higher than the previous day. The implied volatity was 24.43, the open interest changed by 0 which decreased total open position to 103


On 15 May HDFCLIFE was trading at 608.70. The strike last trading price was 25.35, which was -3 lower than the previous day. The implied volatity was 24.72, the open interest changed by 12 which increased total open position to 102


On 14 May HDFCLIFE was trading at 612.55. The strike last trading price was 28.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 90


On 13 May HDFCLIFE was trading at 602.80. The strike last trading price was 28.35, which was 0.7 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 90


On 12 May HDFCLIFE was trading at 601.80. The strike last trading price was 27.65, which was 8.85 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 89


On 11 May HDFCLIFE was trading at 622.70. The strike last trading price was 18.8, which was -0.3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 70


On 8 May HDFCLIFE was trading at 621.70. The strike last trading price was 19.1, which was 1.45 higher than the previous day. The implied volatity was 24.7, the open interest changed by 6 which increased total open position to 67


On 7 May HDFCLIFE was trading at 625.40. The strike last trading price was 17.4, which was -24.4 lower than the previous day. The implied volatity was 24.42, the open interest changed by 61 which increased total open position to 61


On 6 May HDFCLIFE was trading at 606.35. 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 5 May HDFCLIFE was trading at 594.10. 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


On 4 May HDFCLIFE was trading at 588.35. 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 30 Apr HDFCLIFE was trading at 586.90. 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 28 Apr HDFCLIFE was trading at 590.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Apr HDFCLIFE was trading at 597.30. 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 24 Apr HDFCLIFE was trading at 588.20. 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


On 23 Apr HDFCLIFE was trading at 598.65. 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 22 Apr HDFCLIFE was trading at 604.05. 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


On 21 Apr HDFCLIFE was trading at 614.20. 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


On 20 Apr HDFCLIFE was trading at 609.75. 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 Apr HDFCLIFE was trading at 616.45. 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 13 Apr HDFCLIFE was trading at 619.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr HDFCLIFE was trading at 599.35. 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 9 Apr HDFCLIFE was trading at 591.20. 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


On 8 Apr HDFCLIFE was trading at 598.30. 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 7 Apr HDFCLIFE was trading at 581.70. 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 6 Apr HDFCLIFE was trading at 580.40. 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 2 Apr HDFCLIFE was trading at 566.10. 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