HDFC Life Insurance Company Limited

Financial Services · Insurance

NSE: HDFCLIFE BSE: 540777

₹531.00

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +6.25

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	531.4000	+11.95	40893600	-391600	Short Covering
Oct. 29, 2026	532.9000	-3.55	1100	0	—
Nov. 23, 2026	533.9500	+12.30	4560600	-1100	Short Covering
Dec. 29, 2026	537.2500	+12.25	64900	14300	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	542.0000	542.0000	534.0500	537.2500	64900	14300
Oct. 5, 2026	Nov. 23, 2026	541.0500	541.5000	530.7000	533.9500	4560600	-1100
Oct. 5, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	532.9000	1100	0
Oct. 5, 2026	Oct. 27, 2026	539.8000	540.6000	527.6000	531.4000	40893600	-391600
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	536.4500	1100	0
Sept. 30, 2026	Dec. 29, 2026	523.2000	526.3000	521.8500	525.0000	26400	26400
Sept. 30, 2026	Nov. 23, 2026	525.0000	525.4500	519.0000	521.6500	4647500	37400
Sept. 30, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	523.5000	1100	0
Sept. 30, 2026	Oct. 27, 2026	520.1000	523.1000	515.7000	519.4500	41445800	499400
Sept. 29, 2026	Nov. 23, 2026	530.0000	530.0000	524.0000	526.6000	4610100	136400

Options Chain

As of Oct. 5, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.825

Max Pain 530.0000

Open Interest by Strike (Max Pain: 530.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
					420.0000	-0.023	50.45	0.6000	4400	31900
0	0	126.3000	149.5	0.760	440.0000	-0.024	40.69	0.5000	11000	11000
1100	0	80.2500	—		450.0000	-0.034	38.87	0.7000	1100	367400
					455.0000	-0.037	37.23	0.7500	-6600	40700
0	0	107.7000	134.65	0.730	460.0000	-0.046	36.79	0.9500	-1100	172700
					465.0000	-0.054	35.68	1.1000	-7700	72600
6600	0	64.0000	32.91	0.946	470.0000	-0.067	35.33	1.4000	663300	876700
2200	0	57.0000	—		475.0000	-0.083	35.13	1.8000	-13200	124300
2200	0	47.0000	—		480.0000	-0.096	33.86	2.0500	-19800	223300
0	0	70.5000	85.2	0.712	485.0000	-0.122	34.39	2.8000	-33000	113300
1100	0	40.0000	—		490.0000	-0.145	33.83	3.4000	114400	354200
2200	0	33.7000	—		495.0000	-0.172	33.54	4.2000	22000	157300
272800	1100	35.0000	23.21	0.877	500.0000	-0.199	32.58	4.9000	-75900	2647700
13200	0	37.1000	39.46	0.729	505.0000	-0.233	32.2	5.9500	16500	192500
64900	-3300	27.3500	24.61	0.779	510.0000	-0.269	31.53	7.0500	-7700	427900
71500	4400	24.0500	25.43	0.722	515.0000	-0.313	31.57	8.6500	-37400	237600
763400	38500	21.1500	26.38	0.663	520.0000	-0.358	31.44	10.4000	29700	788700
235400	-1100	18.2000	26.56	0.607	525.0000	-0.405	31.45	12.4500	-36300	226600
1829300	-47300	15.4000	26.47	0.550	530.0000	-0.453	31.28	14.6500	-26400	840400
504900	46200	12.9500	26.51	0.493	535.0000	-0.502	31.32	17.2000	17600	531300
1239700	596200	10.8000	26.57	0.436	540.0000	-0.549	31.47	20.0500	17600	601700
185900	-39600	8.8500	26.49	0.381	545.0000	-0.566	40.89	27.8500	0	36300
1312300	77000	7.4000	26.91	0.332	550.0000	-0.639	31.93	26.5000	-12100	234300
141900	-8800	5.9500	26.83	0.283	555.0000	-0.755	22.7	25.8500	0	47300
2274800	23100	4.8000	26.94	0.240	560.0000	-0.713	33.06	34.0500	-19800	203500
189200	22000	3.9000	27.21	0.203	565.0000	-0.633	57.56	49.1500	0	20900
433400	22000	3.1000	27.31	0.168	570.0000	-0.764	35.59	42.7500	1100	113300
97900	8800	2.5500	27.77	0.142	575.0000	-0.742	43.73	50.0000	0	5500
466400	46200	2.0500	28.05	0.118	580.0000	-0.803	38.04	51.7500	-9900	112200
89100	-9900	1.7000	28.57	0.099	585.0000		—	50.9500	0	4400
383900	-22000	1.4000	29.04	0.083	590.0000	-0.746	56.42	67.0000	0	19800
37400	7700	1.1000	29.18	0.068	595.0000		—	34.5000	0	1100
1524600	202400	0.9000	29.6	0.056	600.0000		—	63.6000	0	257400
11000	0	1.6500	35.65	0.081	605.0000	-0.859	45.39	75.5000	0	1100
115500	-5500	0.7500	31.66	0.045	610.0000	-0.864	47.28	80.4500	0	38500
20900	0	0.9000	34.37	0.050	615.0000
94600	19800	0.5000	32.3	0.031	620.0000	-0.862	53.24	91.0000	-1100	66000
5500	0	0.5000	33.7	0.030	625.0000
50600	-7700	0.4000	33.85	0.025	630.0000	-0.776	79.23	108.5000	0	20900
79200	-2200	0.3000	34.96	0.019	640.0000		—	105.5000	0	14300
84700	-1100	0.3500	38.29	0.020	650.0000	-0.923	54.15	118.6000	-1100	165000