Historical option data for HDFCAMC
05 Jun 2026 11:53 AM IST
| HDFCAMC 30-Jun-2026 (25d) 2546 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.03
Theta: -1.67
Gamma: 0.00197
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 2483.70 | 57.45 | 1.45 (2.59%) | 30.23 | 267 | 280 | 280 | |||||||||
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 CE is 0.42
Historical price for 2546 CE is as follows
On 5 Jun HDFCAMC was trading at 2483.70. The strike last trading price was 57.45, which was 1.45 higher than the previous day. The implied volatity was 30.23, the open interest changed by 280 which increased total open position to 280
| HDFCAMC 30-Jun-2026 (25d) 2546 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.6
Vega: 0.03
Theta: -1.05
Gamma: 0.00227
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 2483.70 | 96.25 | -13.25 (-12.10%) | 25.82 | 24 | 302 | 302 |
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 PE is -0.6
Historical price for 2546 PE is as follows
On 5 Jun HDFCAMC was trading at 2483.70. The strike last trading price was 96.25, which was -13.25 lower than the previous day. The implied volatity was 25.82, the open interest changed by 302 which increased total open position to 302
