Historical option data for HDFCAMC
05 Jun 2026 04:10 PM IST
| HDFCAMC 30-Jun-2026 (24d) 2606 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.02
Theta: -1.46
Gamma: 0.00191
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 2495.90 | 37.5 | -0.5 (-1.32%) | 28.39 | 150 | 194 | 194 | |||||||||
For Hdfc Amc Limited - strike price 2606 expiring on 30JUN2026
Delta for 2606 CE is 0.32
Historical price for 2606 CE is as follows
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 37.5, which was -0.5 lower than the previous day. The implied volatity was 28.39, the open interest changed by 194 which increased total open position to 194
| HDFCAMC 30-Jun-2026 (24d) 2606 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.02
Theta: -1.02
Gamma: 0.00196
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 2495.90 | 131.45 | -12.85 (-8.91%) | 27.58 | 38 | 106 | 106 |
For Hdfc Amc Limited - strike price 2606 expiring on 30JUN2026
Delta for 2606 PE is -0.68
Historical price for 2606 PE is as follows
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 131.45, which was -12.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by 106 which increased total open position to 106
