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HDFCAMC
Hdfc Amc Limited

3836.35 104.25 (2.79%)

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Historical option data for HDFCAMC

08 Apr 2025 05:53 PM IST
HDFCAMC 24APR2025 3650 CE
Delta: 0.74
Vega: 2.59
Theta: -4.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 3847.40 271.2 46.7 44.61 34 8 64
7 Apr 3732.10 225.5 -124.65 50.87 167 51 53
4 Apr 3906.30 350.15 96.45 52.06 2 0 0
3 Apr 4043.50 253.7 0 - 0 0 0
2 Apr 4075.35 253.7 0 - 0 0 0
1 Apr 3976.55 253.7 0 - 0 0 0
28 Mar 4013.90 253.7 0 - 0 0 0
27 Mar 4073.30 253.7 0 - 0 0 0
26 Mar 4071.35 253.7 0 - 0 0 0
25 Mar 4112.30 253.7 0 - 0 0 0
24 Mar 4100.45 253.7 0 - 0 0 0
21 Mar 3994.55 253.7 0 - 0 0 0
20 Mar 3967.80 253.7 0 - 0 0 0
19 Mar 3975.75 253.7 0 - 0 0 0
18 Mar 3827.60 253.7 0 - 0 0 0
17 Mar 3746.65 253.7 0 - 0 0 0
13 Mar 3725.10 253.7 0 - 0 0 0
5 Mar 3864.30 253.7 0 - 0 0 0
4 Mar 3695.00 253.7 0 - 0 0 0
3 Mar 3712.65 253.7 0 - 0 0 0
28 Feb 3628.30 253.7 0 - 0 0 0


For Hdfc Amc Limited - strike price 3650 expiring on 24APR2025

Delta for 3650 CE is 0.74

Historical price for 3650 CE is as follows

On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 271.2, which was 46.7 higher than the previous day. The implied volatity was 44.61, the open interest changed by 8 which increased total open position to 64


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 225.5, which was -124.65 lower than the previous day. The implied volatity was 50.87, the open interest changed by 51 which increased total open position to 53


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 350.15, which was 96.45 higher than the previous day. The implied volatity was 52.06, the open interest changed by 0 which decreased total open position to 0


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 253.7, 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 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 253.7, 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 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 253.7, 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 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 253.7, 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 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 253.7, 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 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 253.7, 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 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 253.7, 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 20 Mar HDFCAMC was trading at 3967.80. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 3975.75. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 3827.60. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 3746.65. The strike last trading price was 253.7, 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 13 Mar HDFCAMC was trading at 3725.10. The strike last trading price was 253.7, 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 5 Mar HDFCAMC was trading at 3864.30. The strike last trading price was 253.7, 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 4 Mar HDFCAMC was trading at 3695.00. The strike last trading price was 253.7, 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 Mar HDFCAMC was trading at 3712.65. The strike last trading price was 253.7, 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 Feb HDFCAMC was trading at 3628.30. The strike last trading price was 253.7, 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 24APR2025 3650 PE
Delta: -0.27
Vega: 2.66
Theta: -3.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 3847.40 66.95 -62.85 48.08 90 10 64
7 Apr 3732.10 126.95 91.95 56.24 168 23 55
4 Apr 3906.30 34.35 15 35.98 54 10 35
3 Apr 4043.50 19.35 -0.95 38.37 16 -1 24
2 Apr 4075.35 20.3 -3.7 38.83 49 2 23
1 Apr 3976.55 24 3.25 34.58 65 8 19
28 Mar 4013.90 21.35 -0.3 32.61 22 9 11
27 Mar 4073.30 21.65 0 0.00 0 0 0
26 Mar 4071.35 21.65 0 0.00 0 0 0
25 Mar 4112.30 21.65 0 0.00 0 2 0
24 Mar 4100.45 21.65 -153.35 35.69 2 0 0
21 Mar 3994.55 175 0 8.24 0 0 0
20 Mar 3967.80 175 0 7.34 0 0 0
19 Mar 3975.75 175 0 7.60 0 0 0
18 Mar 3827.60 175 0 4.68 0 0 0
17 Mar 3746.65 175 0 2.96 0 0 0
13 Mar 3725.10 175 0 2.44 0 0 0
5 Mar 3864.30 175 0 4.81 0 0 0
4 Mar 3695.00 175 0 1.58 0 0 0
3 Mar 3712.65 175 0 2.22 0 0 0
28 Feb 3628.30 175 0 0.50 0 0 0


For Hdfc Amc Limited - strike price 3650 expiring on 24APR2025

Delta for 3650 PE is -0.27

Historical price for 3650 PE is as follows

On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 66.95, which was -62.85 lower than the previous day. The implied volatity was 48.08, the open interest changed by 10 which increased total open position to 64


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 126.95, which was 91.95 higher than the previous day. The implied volatity was 56.24, the open interest changed by 23 which increased total open position to 55


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 34.35, which was 15 higher than the previous day. The implied volatity was 35.98, the open interest changed by 10 which increased total open position to 35


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 19.35, which was -0.95 lower than the previous day. The implied volatity was 38.37, the open interest changed by -1 which decreased total open position to 24


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 20.3, which was -3.7 lower than the previous day. The implied volatity was 38.83, the open interest changed by 2 which increased total open position to 23


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 24, which was 3.25 higher than the previous day. The implied volatity was 34.58, the open interest changed by 8 which increased total open position to 19


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 21.35, which was -0.3 lower than the previous day. The implied volatity was 32.61, the open interest changed by 9 which increased total open position to 11


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 21.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 21.65, which was -153.35 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 0


On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0


On 20 Mar HDFCAMC was trading at 3967.80. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0


On 19 Mar HDFCAMC was trading at 3975.75. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0


On 18 Mar HDFCAMC was trading at 3827.60. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 17 Mar HDFCAMC was trading at 3746.65. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 13 Mar HDFCAMC was trading at 3725.10. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 5 Mar HDFCAMC was trading at 3864.30. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0


On 4 Mar HDFCAMC was trading at 3695.00. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0


On 3 Mar HDFCAMC was trading at 3712.65. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0


On 28 Feb HDFCAMC was trading at 3628.30. The strike last trading price was 175, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0