Historical option data for HDFCAMC
18 Jun 2026 04:10 PM IST
| HDFCAMC 30-Jun-2026 (11d) 2626 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.01
Theta: -1.41
Gamma: 0.00209
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 2728.20 | 121.9 | 14.9 (13.93%) | 24.64 | 14 | -7 | 168 | |||||||||
| 17 Jun | 2711.10 | 106.25 | 31.25 (41.67%) | 24.25 | 85 | -2 | 177 | |||||||||
| 16 Jun | 2658.60 | 73.95 | 12.95 (21.23%) | 26.32 | 344 | -119 | 179 | |||||||||
| 15 Jun | 2622.90 | 59.6 | 47.6 (396.67%) | 28.29 | 861 | 139 | 301 | |||||||||
| 12 Jun | 2455.90 | 12 | 4 (50.00%) | 27.79 | 48 | 4 | 163 | |||||||||
| 11 Jun | 2389.80 | 8.55 | -6.45 (-43.00%) | 31 | 29 | -12 | 163 | |||||||||
| 10 Jun | 2447.80 | 15.45 | -11.55 (-42.78%) | 29.44 | 84 | 22 | 175 | |||||||||
| 9 Jun | 2503.30 | 27.95 | 4.95 (21.52%) | 28.97 | 17 | 2 | 153 | |||||||||
| 8 Jun | 2453.00 | 21.55 | -15.45 (-41.76%) | 32.43 | 7 | 151 | 151 | |||||||||
For Hdfc Amc Limited - strike price 2626 expiring on 30JUN2026
Delta for 2626 CE is 0.82
Historical price for 2626 CE is as follows
On 18 Jun HDFCAMC was trading at 2728.20. The strike last trading price was 121.9, which was 14.9 higher than the previous day. The implied volatity was 24.64, the open interest changed by -7 which decreased total open position to 168
On 17 Jun HDFCAMC was trading at 2711.10. The strike last trading price was 106.25, which was 31.25 higher than the previous day. The implied volatity was 24.25, the open interest changed by -2 which decreased total open position to 177
On 16 Jun HDFCAMC was trading at 2658.60. The strike last trading price was 73.95, which was 12.95 higher than the previous day. The implied volatity was 26.32, the open interest changed by -119 which decreased total open position to 179
On 15 Jun HDFCAMC was trading at 2622.90. The strike last trading price was 59.6, which was 47.6 higher than the previous day. The implied volatity was 28.29, the open interest changed by 139 which increased total open position to 301
On 12 Jun HDFCAMC was trading at 2455.90. The strike last trading price was 12, which was 4 higher than the previous day. The implied volatity was 27.79, the open interest changed by 4 which increased total open position to 163
On 11 Jun HDFCAMC was trading at 2389.80. The strike last trading price was 8.55, which was -6.45 lower than the previous day. The implied volatity was 31, the open interest changed by -12 which decreased total open position to 163
On 10 Jun HDFCAMC was trading at 2447.80. The strike last trading price was 15.45, which was -11.55 lower than the previous day. The implied volatity was 29.44, the open interest changed by 22 which increased total open position to 175
On 9 Jun HDFCAMC was trading at 2503.30. The strike last trading price was 27.95, which was 4.95 higher than the previous day. The implied volatity was 28.97, the open interest changed by 2 which increased total open position to 153
On 8 Jun HDFCAMC was trading at 2453.00. The strike last trading price was 21.55, which was -15.45 lower than the previous day. The implied volatity was 32.43, the open interest changed by 151 which increased total open position to 151
| HDFCAMC 30-Jun-2026 (11d) 2626 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.2
Vega: 0.01
Theta: -1.21
Gamma: 0.00208
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 2728.20 | 14.8 | -6 (-28.85%) | 26.46 | 26 | 2 | 128 |
| 17 Jun | 2711.10 | 20.9 | -18.55 (-47.02%) | 26.84 | 138 | 6 | 126 |
| 16 Jun | 2658.60 | 40.5 | -19.45 (-32.44%) | 27.49 | 197 | 26 | 120 |
| 15 Jun | 2622.90 | 62.4 | -151.85 (-70.88%) | 28.45 | 277 | 93 | 93 |
| 12 Jun | 2455.90 | 0 | 0 | - | 0 | 69 | 69 |
| 11 Jun | 2389.80 | 0 | 0 | - | 0 | 69 | 69 |
| 10 Jun | 2447.80 | 0 | 0 | - | 0 | 69 | 69 |
| 9 Jun | 2503.30 | 0 | 0 | - | 0 | 69 | 69 |
| 8 Jun | 2453.00 | 0 | 0 | - | 0 | 69 | 69 |
For Hdfc Amc Limited - strike price 2626 expiring on 30JUN2026
Delta for 2626 PE is -0.2
Historical price for 2626 PE is as follows
On 18 Jun HDFCAMC was trading at 2728.20. The strike last trading price was 14.8, which was -6 lower than the previous day. The implied volatity was 26.46, the open interest changed by 2 which increased total open position to 128
On 17 Jun HDFCAMC was trading at 2711.10. The strike last trading price was 20.9, which was -18.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by 6 which increased total open position to 126
On 16 Jun HDFCAMC was trading at 2658.60. The strike last trading price was 40.5, which was -19.45 lower than the previous day. The implied volatity was 27.49, the open interest changed by 26 which increased total open position to 120
On 15 Jun HDFCAMC was trading at 2622.90. The strike last trading price was 62.4, which was -151.85 lower than the previous day. The implied volatity was 28.45, the open interest changed by 93 which increased total open position to 93
On 12 Jun HDFCAMC was trading at 2455.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 69
On 11 Jun HDFCAMC was trading at 2389.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 69
On 10 Jun HDFCAMC was trading at 2447.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 69
On 9 Jun HDFCAMC was trading at 2503.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 69
On 8 Jun HDFCAMC was trading at 2453.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 69 which increased total open position to 69
