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) —

Max Pain 440.0000

Open Interest by Strike (Max Pain: 440.0000)

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	93.4500	—		440.0000	-0.084	31.98	3.4500	0	0
0	0	76.7000	—		460.0000	-0.138	32.28	6.4000	0	0
0	0	68.8500	—		470.0000	-0.172	32.48	8.4500	0	0
0	0	61.4500	18.98	0.904	480.0000	-0.208	32.66	10.9000	0	0
0	0	54.5000	21.49	0.834	490.0000	-0.247	32.79	13.7500	0	0
0	0	48.0500	23.03	0.769	500.0000	-0.289	33.03	17.1500	0	0
0	0	42.0500	24.04	0.706	510.0000	-0.333	33.31	21.0500	0	0
0	0	36.6000	24.84	0.645	520.0000	-0.378	33.6	25.4500	0	0
0	0	31.6500	25.46	0.585	530.0000	-0.422	33.92	30.3500	0	0
0	0	27.2000	25.96	0.526	540.0000	-0.466	34.29	35.7500	0	0
0	0	23.2000	26.33	0.470	550.0000	-0.508	34.67	41.6000	0	0
0	0	19.7000	26.68	0.418	560.0000	-0.548	35.14	47.9500	0	0
0	0	16.6000	26.95	0.368	570.0000	-0.586	35.63	54.7000	0	0
0	0	13.9500	27.22	0.322	580.0000	-0.621	36.24	61.9000	0	0
0	0	9.6500	27.62	0.241	600.0000	-0.682	37.58	77.3000	0	0