`
[--[65.84.65.76]--]
HDFCAMC
Hdfc Amc Limited

3799.95 -36.40 (-0.95%)

Back to Option Chain


Historical option data for HDFCAMC

09 Apr 2025 04:13 PM IST
HDFCAMC 24APR2025 3750 CE
Delta: 0.58
Vega: 3.00
Theta: -4.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3799.95 159 -39.8 42.56 76 -10 117
8 Apr 3847.40 202.9 33.3 43.81 316 -17 127
7 Apr 3732.10 171.25 -57.55 50.77 550 107 145
4 Apr 3906.30 226.15 -53.85 33.92 46 26 35
3 Apr 4043.50 280 0 0.00 0 0 0
2 Apr 4075.35 280 0 0.00 0 9 0
1 Apr 3976.55 280 75.05 28.42 10 8 8
28 Mar 4013.90 204.95 0 - 0 0 0
27 Mar 4073.30 204.95 0 - 0 0 0
26 Mar 4071.35 204.95 0 - 0 0 0
25 Mar 4112.30 204.95 0 - 0 0 0
24 Mar 4100.45 204.95 0 - 0 0 0
21 Mar 3994.55 204.95 0 - 0 0 0
20 Mar 3967.80 204.95 0 - 0 0 0
19 Mar 3975.75 204.95 0 - 0 0 0
18 Mar 3827.60 204.95 0 - 0 0 0
17 Mar 3746.65 204.95 0 - 0 0 0
13 Mar 3725.10 204.95 0 - 0 0 0
5 Mar 3864.30 204.95 0 - 0 0 0
4 Mar 3695.00 204.95 0 0.15 0 0 0
3 Mar 3712.65 204.95 0 - 0 0 0
28 Feb 3628.30 204.95 0 1.39 0 0 0


For Hdfc Amc Limited - strike price 3750 expiring on 24APR2025

Delta for 3750 CE is 0.58

Historical price for 3750 CE is as follows

On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 159, which was -39.8 lower than the previous day. The implied volatity was 42.56, the open interest changed by -10 which decreased total open position to 117


On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 202.9, which was 33.3 higher than the previous day. The implied volatity was 43.81, the open interest changed by -17 which decreased total open position to 127


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 171.25, which was -57.55 lower than the previous day. The implied volatity was 50.77, the open interest changed by 107 which increased total open position to 145


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 226.15, which was -53.85 lower than the previous day. The implied volatity was 33.92, the open interest changed by 26 which increased total open position to 35


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 280, 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 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 280, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 280, which was 75.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 8 which increased total open position to 8


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, 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 204.95, which was 0 lower than the previous day. The implied volatity was 0.15, 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 204.95, 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 204.95, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


HDFCAMC 24APR2025 3750 PE
Delta: -0.42
Vega: 3.00
Theta: -3.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3799.95 106.5 8.35 43.51 107 14 141
8 Apr 3847.40 100.5 -72.2 47.59 152 1 128
7 Apr 3732.10 165.6 107.75 53.82 474 43 126
4 Apr 3906.30 58.5 24.85 35.51 126 25 81
3 Apr 4043.50 33.65 4.4 37.90 19 -1 59
2 Apr 4075.35 30 -11.25 36.44 85 -1 61
1 Apr 3976.55 40.9 8.4 33.78 86 30 64
28 Mar 4013.90 32.5 -11.5 30.50 92 33 34
27 Mar 4073.30 44 0 0.00 0 0 0
26 Mar 4071.35 44 0 0.00 0 0 0
25 Mar 4112.30 44 0 0.00 0 0 0
24 Mar 4100.45 44 0 0.00 0 1 0
21 Mar 3994.55 44 -181.15 30.81 1 0 0
20 Mar 3967.80 225.15 0 5.30 0 0 0
19 Mar 3975.75 225.15 0 5.56 0 0 0
18 Mar 3827.60 225.15 0 2.62 0 0 0
17 Mar 3746.65 225.15 0 0.89 0 0 0
13 Mar 3725.10 225.15 0 0.14 0 0 0
5 Mar 3864.30 225.15 0 2.99 0 0 0
4 Mar 3695.00 225.15 0 - 0 0 0
3 Mar 3712.65 225.15 0 0.35 0 0 0
28 Feb 3628.30 225.15 0 - 0 0 0


For Hdfc Amc Limited - strike price 3750 expiring on 24APR2025

Delta for 3750 PE is -0.42

Historical price for 3750 PE is as follows

On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 106.5, which was 8.35 higher than the previous day. The implied volatity was 43.51, the open interest changed by 14 which increased total open position to 141


On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 100.5, which was -72.2 lower than the previous day. The implied volatity was 47.59, the open interest changed by 1 which increased total open position to 128


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 165.6, which was 107.75 higher than the previous day. The implied volatity was 53.82, the open interest changed by 43 which increased total open position to 126


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 58.5, which was 24.85 higher than the previous day. The implied volatity was 35.51, the open interest changed by 25 which increased total open position to 81


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 33.65, which was 4.4 higher than the previous day. The implied volatity was 37.90, the open interest changed by -1 which decreased total open position to 59


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 30, which was -11.25 lower than the previous day. The implied volatity was 36.44, the open interest changed by -1 which decreased total open position to 61


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 40.9, which was 8.4 higher than the previous day. The implied volatity was 33.78, the open interest changed by 30 which increased total open position to 64


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 32.5, which was -11.5 lower than the previous day. The implied volatity was 30.50, the open interest changed by 33 which increased total open position to 34


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 44, 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 44, 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 44, 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 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 44, which was -181.15 lower than the previous day. The implied volatity was 30.81, 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 225.15, which was 0 lower than the previous day. The implied volatity was 5.30, 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 225.15, which was 0 lower than the previous day. The implied volatity was 5.56, 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 225.15, which was 0 lower than the previous day. The implied volatity was 2.62, 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 225.15, which was 0 lower than the previous day. The implied volatity was 0.89, 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 225.15, which was 0 lower than the previous day. The implied volatity was 0.14, 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 225.15, which was 0 lower than the previous day. The implied volatity was 2.99, 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 225.15, 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 225.15, which was 0 lower than the previous day. The implied volatity was 0.35, 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 225.15, 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