Historical option data for HDFCAMC
05 Jun 2026 11:56 AM IST
| HDFCAMC 30-Jun-2026 (25d) 2546 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.03
Theta: -1.67
Gamma: 0.00195
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 2485.40 | 57 | 1 (1.79%) | 30.46 | 268 | 279 | 279 | |||||||||
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 CE is 0.41
Historical price for 2546 CE is as follows
On 5 Jun HDFCAMC was trading at 2485.40. The strike last trading price was 57, which was 1 higher than the previous day. The implied volatity was 30.46, the open interest changed by 279 which increased total open position to 279
| HDFCAMC 30-Jun-2026 (25d) 2546 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.03
Theta: -1.01
Gamma: 0.00232
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 2485.40 | 96.25 | -13.25 (-12.10%) | 25.22 | 24 | 302 | 302 |
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 PE is -0.61
Historical price for 2546 PE is as follows
On 5 Jun HDFCAMC was trading at 2485.40. The strike last trading price was 96.25, which was -13.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by 302 which increased total open position to 302
