Historical option data for HDFCAMC
29 Jun 2026 10:50 AM IST
| HDFCAMC 28-Jul-2026 (27d) 2680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.03
Theta: -1.64
Gamma: 0.00181
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 2677.80 | 91.2 | 8.2 (9.88%) | 28.94 | 31 | 8 | 23 | |||||||||
| 25 Jun | 2649.70 | 83.5 | 3.5 (4.38%) | 28.27 | 39 | 7 | 15 | |||||||||
| 24 Jun | 2625.10 | 80.1 | -9.9 (-11.00%) | 30.74 | 3 | 0 | 5 | |||||||||
| 23 Jun | 2680.00 | 90.1 | 0.1 (0.11%) | - | 14 | 0 | 5 | |||||||||
| 22 Jun | 2689.90 | 90.1 | 0.1 (0.11%) | - | 14 | 0 | 5 | |||||||||
| 19 Jun | 2719.00 | 90.1 | 0.1 (0.11%) | - | 14 | 0 | 5 | |||||||||
| 18 Jun | 2728.20 | 90.1 | 0.1 (0.11%) | - | 14 | 0 | 5 | |||||||||
| 17 Jun | 2711.10 | 90.1 | 0.1 (0.11%) | - | 14 | 0 | 5 | |||||||||
| 16 Jun | 2658.60 | 90.1 | 0.1 (0.11%) | 30.66 | 14 | 0 | 5 | |||||||||
| 15 Jun | 2622.90 | 90.1 | 9.1 (11.23%) | 30.66 | 14 | 5 | 5 | |||||||||
| 3 Jun | 2510.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 2583.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 2604.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Hdfc Amc Limited - strike price 2680 expiring on 28JUL2026
Delta for 2680 CE is 0.53
Historical price for 2680 CE is as follows
On 29 Jun HDFCAMC was trading at 2677.80. The strike last trading price was 91.2, which was 8.2 higher than the previous day. The implied volatity was 28.94, the open interest changed by 8 which increased total open position to 23
On 25 Jun HDFCAMC was trading at 2649.70. The strike last trading price was 83.5, which was 3.5 higher than the previous day. The implied volatity was 28.27, the open interest changed by 7 which increased total open position to 15
On 24 Jun HDFCAMC was trading at 2625.10. The strike last trading price was 80.1, which was -9.9 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 5
On 23 Jun HDFCAMC was trading at 2680.00. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Jun HDFCAMC was trading at 2689.90. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun HDFCAMC was trading at 2719.00. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun HDFCAMC was trading at 2728.20. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Jun HDFCAMC was trading at 2711.10. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jun HDFCAMC was trading at 2658.60. The strike last trading price was 90.1, which was 0.1 higher than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 5
On 15 Jun HDFCAMC was trading at 2622.90. The strike last trading price was 90.1, which was 9.1 higher than the previous day. The implied volatity was 30.66, the open interest changed by 5 which increased total open position to 5
On 3 Jun HDFCAMC was trading at 2510.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jun HDFCAMC was trading at 2583.50. The strike last trading price was 0, 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 1 Jun HDFCAMC was trading at 2604.70. The strike last trading price was 0, 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 28-Jul-2026 (27d) 2680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.03
Theta: -1.26
Gamma: 0.00178
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 2677.80 | 85.6 | -15.3 (-15.16%) | 29.37 | 9 | 6 | 9 |
| 25 Jun | 2649.70 | 100 | 8 (8.70%) | 28.91 | 8 | 2 | 3 |
| 24 Jun | 2625.10 | 92 | -150.15 (-62.01%) | 21.41 | 1 | 0 | 0 |
| 23 Jun | 2680.00 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 2689.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 2719.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 2728.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 2711.10 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 2658.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 2622.90 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 2510.00 | 175 | 41 (30.60%) | 28.27 | 1 | -1 | 0 |
| 2 Jun | 2583.50 | 175 | 41 (30.60%) | 28.27 | 1 | -1 | 0 |
| 1 Jun | 2604.70 | 133.65 | -21.7 (-13.97%) | 25.5 | 3 | 2 | 2 |
For Hdfc Amc Limited - strike price 2680 expiring on 28JUL2026
Delta for 2680 PE is -0.47
Historical price for 2680 PE is as follows
On 29 Jun HDFCAMC was trading at 2677.80. The strike last trading price was 85.6, which was -15.3 lower than the previous day. The implied volatity was 29.37, the open interest changed by 6 which increased total open position to 9
On 25 Jun HDFCAMC was trading at 2649.70. The strike last trading price was 100, which was 8 higher than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 3
On 24 Jun HDFCAMC was trading at 2625.10. The strike last trading price was 92, which was -150.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 0
On 23 Jun HDFCAMC was trading at 2680.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jun HDFCAMC was trading at 2689.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun HDFCAMC was trading at 2719.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun HDFCAMC was trading at 2728.20. The strike last trading price was 0, 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 17 Jun HDFCAMC was trading at 2711.10. The strike last trading price was 0, 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 16 Jun HDFCAMC was trading at 2658.60. The strike last trading price was 0, 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 15 Jun HDFCAMC was trading at 2622.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun HDFCAMC was trading at 2510.00. The strike last trading price was 175, which was 41 higher than the previous day. The implied volatity was 28.27, the open interest changed by -1 which decreased total open position to 0
On 2 Jun HDFCAMC was trading at 2583.50. The strike last trading price was 175, which was 41 higher than the previous day. The implied volatity was 28.27, the open interest changed by -1 which decreased total open position to 0
On 1 Jun HDFCAMC was trading at 2604.70. The strike last trading price was 133.65, which was -21.7 lower than the previous day. The implied volatity was 25.5, the open interest changed by 2 which increased total open position to 2
