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	-6.10	40893600	-391600	Long Unwinding
Oct. 29, 2026	532.9000	-3.55	1100	0	—
Nov. 23, 2026	533.9500	-5.75	4560600	-1100	Long Unwinding
Dec. 29, 2026	537.2500	-5.45	64900	14300	Short 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	Dec. 29, 2026	534.0000	542.7000	532.2500	542.7000	50600	24200
Oct. 1, 2026	Nov. 23, 2026	523.7000	540.0500	523.7000	539.7000	4561700	-85800
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	536.4500	1100	0
Oct. 1, 2026	Oct. 27, 2026	520.4500	538.5000	519.7500	537.5000	41285200	-160600
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

Options Chain

As of Oct. 1, 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) 0.843

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	-0.014	41.84	0.3000	0	27500
0	0	126.3000	137.03	0.761	440.0000	-0.038	42.11	0.9500	0	0
1100	1100	80.2500	—		450.0000	-0.037	36.79	0.8000	-20900	366300
					455.0000	-0.044	36.0	0.9500	16500	47300
0	0	107.7000	123.4	0.731	460.0000	-0.053	35.37	1.1500	5500	173800
					465.0000	-0.057	33.6	1.2000	7700	80300
6600	0	64.0000	27.85	0.960	470.0000	-0.071	33.45	1.5500	5500	213400
2200	1100	57.0000	—		475.0000	-0.084	32.7	1.8500	-14300	137500
2200	0	47.0000	—		480.0000	-0.099	31.93	2.2000	11000	243100
0	0	70.5000	77.89	0.714	485.0000	-0.115	30.92	2.5500	-22000	146300
1100	0	40.0000	—		490.0000	-0.136	30.2	3.0500	-30800	239800
2200	0	33.7000	—		495.0000	-0.160	29.5	3.6500	18700	135300
271700	-25300	41.0500	36.56	0.763	500.0000	-0.190	29.03	4.4500	157300	2723600
13200	2200	37.1000	35.72	0.735	505.0000	-0.220	28.21	5.2500	27500	176000
68200	-11000	33.0500	34.4	0.705	510.0000	-0.257	27.63	6.3000	29700	435600
67100	-18700	29.8500	34.5	0.667	515.0000	-0.297	26.89	7.4500	55000	275000
724900	-171600	25.9000	32.82	0.633	520.0000	-0.342	26.07	8.7500	-11000	759000
236500	-143000	22.5000	31.87	0.593	525.0000	-0.392	25.5	10.4000	106700	262900
1876600	56100	19.6000	31.46	0.549	530.0000	-0.446	24.93	12.3000	499400	866800
458700	125400	16.6500	30.59	0.504	535.0000	-0.503	24.24	14.4000	431200	513700
643500	-145200	14.1000	30.02	0.457	540.0000	-0.562	23.58	16.8000	15400	584100
225500	-14300	11.8000	29.49	0.410	545.0000	-0.562	38.07	27.8500	0	36300
1235300	-304700	9.8000	29.08	0.363	550.0000	-0.682	22.52	22.6500	-2200	246400
150700	3300	8.1500	28.9	0.319	555.0000	-0.743	21.6	25.8500	0	47300
2251700	29700	6.7000	28.7	0.277	560.0000	-0.805	20.35	29.2500	-1100	223300
167200	-5500	5.4500	28.51	0.238	565.0000	-0.629	53.49	49.1500	0	20900
411400	-11000	4.5000	28.61	0.205	570.0000	-0.898	19.07	37.4500	-1100	112200
89100	48400	3.6500	28.58	0.174	575.0000	-0.735	40.96	50.0000	0	5500
420200	57200	3.0000	28.75	0.148	580.0000		—	45.8000	-20900	122100
99000	-22000	2.4000	28.73	0.123	585.0000		—	50.9500	0	4400
405900	-83600	2.0500	29.27	0.106	590.0000	-0.740	52.67	67.0000	0	19800
29700	18700	1.7000	29.57	0.090	595.0000		—	34.5000	0	1100
1322200	265100	1.3500	29.58	0.074	600.0000		—	63.6000	5500	257400
11000	0	1.6500	32.64	0.081	605.0000	-0.850	43.01	75.5000	0	1100
121000	0	0.9500	30.37	0.054	610.0000	-0.855	44.79	80.4500	0	38500
20900	0	0.9000	31.48	0.050	615.0000
74800	-4400	0.7000	31.38	0.040	620.0000	-0.804	59.99	94.5000	0	67100
5500	-2200	0.5000	30.88	0.030	625.0000
58300	-16500	0.5500	32.66	0.031	630.0000	-0.772	73.82	108.5000	0	20900
81400	-46200	0.4000	33.45	0.023	640.0000		—	105.5000	0	14300
85800	-17600	0.3500	35.1	0.020	650.0000		—	111.8000	-1100	166100