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) 1.306

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
0	0	114.5000	73.77	0.801	440.0000	-0.045	31.83	1.2500	0	0
0	0	105.2500	69.88	0.786	450.0000	-0.064	31.48	1.8500	0	0
0	0	96.2000	66.25	0.769	460.0000	-0.087	31.05	2.6500	0	0
0	0	87.4500	62.98	0.749	470.0000	-0.117	30.69	3.7500	0	0
0	0	58.3500	—		475.0000	-0.152	33.07	5.6000	0	0
0	0	79.0000	60.02	0.726	480.0000	-0.173	33.24	6.6500	0	9900
0	0	50.6500	—		485.0000	-0.195	33.26	7.7500	0	0
0	0	70.9000	57.35	0.700	490.0000	-0.189	28.71	6.3500	16500	58300
0	0	43.4500	18.91	0.875	495.0000	-0.244	33.57	10.5000	0	0
0	0	63.2500	55.04	0.670	500.0000	-0.234	27.33	7.9500	24200	88000
0	0	36.9000	21.72	0.780	505.0000	-0.297	33.92	13.8500	0	0
0	0	56.0500	53.03	0.637	510.0000	-0.302	28.53	11.7500	0	0
0	0	30.9500	23.32	0.693	515.0000	-0.353	34.34	17.8500	0	0
2200	0	20.0000	12.33	0.753	520.0000	-0.357	25.82	13.4000	0	41800
0	0	25.7000	24.46	0.609	525.0000	-0.410	34.82	22.5000	0	0
13200	4400	27.0000	29.53	0.565	530.0000	-0.432	26.15	17.9500	1100	2200
0	0	21.1000	25.3	0.530	535.0000	-0.465	35.38	27.8000	0	0
0	0	37.3500	48.34	0.522	540.0000	-0.508	25.67	22.6000	0	0
0	0	17.1000	25.91	0.456	545.0000	-0.519	35.99	33.7000	0	0
0	0	32.1500	47.16	0.480	550.0000	-0.540	37.86	38.1000	0	1100
0	0	13.7000	26.39	0.387	555.0000	-0.569	36.77	40.2500	0	0
77000	77000	12.5500	27.05	0.357	560.0000	-0.676	22.56	32.5500	-2200	3300
0	0	10.8500	26.79	0.324	565.0000	-0.614	37.61	47.3000	0	0
26400	25300	8.4000	25.19	0.279	570.0000	-0.869	13.9	35.0500	0	1100
0	0	19.7000	44.57	0.354	580.0000	-0.909	15.06	44.4000	0	0
0	0	16.5000	43.92	0.314	590.0000		—	51.0500	0	0
39600	27500	3.9000	26.68	0.147	600.0000	-0.850	27.03	67.0000	1100	1100