[--[65.84.65.76]--]

HDFCAMC

Hdfc Amc Limited
2558.9 +7.40 (0.29%)
L: 2510 H: 2565

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Historical option data for HDFCAMC

09 Dec 2025 04:12 PM IST
HDFCAMC 30-DEC-2025 2640 CE
Delta: 0.29
Vega: 2.09
Theta: -1.25
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2558.90 22.95 -1.25 21.16 46 5 136
8 Dec 2551.50 24.2 -6.6 20.33 68 4 131
5 Dec 2577.50 31.75 -10.25 18.53 52 10 127
4 Dec 2596.00 42 -2.55 19.01 83 -6 117
3 Dec 2596.20 46.35 -3.1 18.97 98 0 124
2 Dec 2599.00 49.3 -88.7 20.35 293 125 125
1 Dec 2648.80 138 0 - 0 0 0
28 Nov 2673.00 138 0 - 0 0 0
27 Nov 2680.00 138 0 - 0 0 0


For Hdfc Amc Limited - strike price 2640 expiring on 30DEC2025

Delta for 2640 CE is 0.29

Historical price for 2640 CE is as follows

On 9 Dec HDFCAMC was trading at 2558.90. The strike last trading price was 22.95, which was -1.25 lower than the previous day. The implied volatity was 21.16, the open interest changed by 5 which increased total open position to 136


On 8 Dec HDFCAMC was trading at 2551.50. The strike last trading price was 24.2, which was -6.6 lower than the previous day. The implied volatity was 20.33, the open interest changed by 4 which increased total open position to 131


On 5 Dec HDFCAMC was trading at 2577.50. The strike last trading price was 31.75, which was -10.25 lower than the previous day. The implied volatity was 18.53, the open interest changed by 10 which increased total open position to 127


On 4 Dec HDFCAMC was trading at 2596.00. The strike last trading price was 42, which was -2.55 lower than the previous day. The implied volatity was 19.01, the open interest changed by -6 which decreased total open position to 117


On 3 Dec HDFCAMC was trading at 2596.20. The strike last trading price was 46.35, which was -3.1 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 124


On 2 Dec HDFCAMC was trading at 2599.00. The strike last trading price was 49.3, which was -88.7 lower than the previous day. The implied volatity was 20.35, the open interest changed by 125 which increased total open position to 125


On 1 Dec HDFCAMC was trading at 2648.80. The strike last trading price was 138, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov HDFCAMC was trading at 2673.00. The strike last trading price was 138, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HDFCAMC was trading at 2680.00. The strike last trading price was 138, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HDFCAMC 30DEC2025 2640 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 2558.90 72.8 5.2 - 0 0 0
8 Dec 2551.50 72.8 5.2 - 0 0 138
5 Dec 2577.50 72.8 5.2 17.82 6 1 135
4 Dec 2596.00 67.6 -5.05 19.87 13 2 135
3 Dec 2596.20 68.75 -3.5 21.38 193 113 132
2 Dec 2599.00 70.85 19.1 20.34 33 8 19
1 Dec 2648.80 51.75 -32.3 21.32 13 5 5
28 Nov 2673.00 84.05 0 2.07 0 0 0
27 Nov 2680.00 84.05 0 2.19 0 0 0


For Hdfc Amc Limited - strike price 2640 expiring on 30DEC2025

Delta for 2640 PE is -

Historical price for 2640 PE is as follows

On 9 Dec HDFCAMC was trading at 2558.90. The strike last trading price was 72.8, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec HDFCAMC was trading at 2551.50. The strike last trading price was 72.8, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 138


On 5 Dec HDFCAMC was trading at 2577.50. The strike last trading price was 72.8, which was 5.2 higher than the previous day. The implied volatity was 17.82, the open interest changed by 1 which increased total open position to 135


On 4 Dec HDFCAMC was trading at 2596.00. The strike last trading price was 67.6, which was -5.05 lower than the previous day. The implied volatity was 19.87, the open interest changed by 2 which increased total open position to 135


On 3 Dec HDFCAMC was trading at 2596.20. The strike last trading price was 68.75, which was -3.5 lower than the previous day. The implied volatity was 21.38, the open interest changed by 113 which increased total open position to 132


On 2 Dec HDFCAMC was trading at 2599.00. The strike last trading price was 70.85, which was 19.1 higher than the previous day. The implied volatity was 20.34, the open interest changed by 8 which increased total open position to 19


On 1 Dec HDFCAMC was trading at 2648.80. The strike last trading price was 51.75, which was -32.3 lower than the previous day. The implied volatity was 21.32, the open interest changed by 5 which increased total open position to 5


On 28 Nov HDFCAMC was trading at 2673.00. The strike last trading price was 84.05, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HDFCAMC was trading at 2680.00. The strike last trading price was 84.05, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0