HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
11 Apr 2025 04:13 PM IST
| HDFCAMC 24APR2025 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 2.94
Theta: -5.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 3987.25 | 140.3 | 68.35 | 39.31 | 534 | 9 | 185 | |||
| 9 Apr | 3799.95 | 70.2 | -25.15 | 41.52 | 96 | 9 | 177 | |||
| 8 Apr | 3847.40 | 97.85 | 14.7 | 41.96 | 139 | 20 | 169 | |||
| 7 Apr | 3732.10 | 85.5 | -25.95 | 48.71 | 209 | 77 | 149 | |||
| 4 Apr | 3906.30 | 106.75 | -80.4 | 32.69 | 265 | 30 | 74 | |||
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| 3 Apr | 4043.50 | 195.75 | -12.35 | 31.41 | 76 | -4 | 44 | |||
| 2 Apr | 4075.35 | 209.5 | 66.25 | 31.86 | 144 | 28 | 48 | |||
| 1 Apr | 3976.55 | 142.7 | -35.35 | 28.60 | 118 | 12 | 21 | |||
| 28 Mar | 4013.90 | 178.05 | -58.9 | 30.05 | 34 | 6 | 9 | |||
| 27 Mar | 4073.30 | 236.95 | -19.55 | 31.80 | 2 | 0 | 1 | |||
| 26 Mar | 4071.35 | 256.5 | 0 | 0.00 | 0 | -1 | 0 | |||
| 25 Mar | 4112.30 | 256.5 | 58.8 | 32.77 | 3 | -1 | 1 | |||
| 24 Mar | 4100.45 | 197.7 | 18.7 | 12.86 | 3 | 0 | 1 | |||
| 21 Mar | 3994.55 | 179 | -6 | 26.78 | 1 | 0 | 0 | |||
| 20 Mar | 3967.80 | 185 | 56.5 | 32.92 | 2 | 1 | 1 | |||
| 19 Mar | 3975.75 | 128.5 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 3827.60 | 128.5 | 0 | 2.03 | 0 | 0 | 0 | |||
| 17 Mar | 3746.65 | 128.5 | 0 | 3.48 | 0 | 0 | 0 | |||
| 13 Mar | 3725.10 | 128.5 | 0 | 3.87 | 0 | 0 | 0 | |||
| 5 Mar | 3864.30 | 128.5 | 0 | 0.77 | 0 | 0 | 0 | |||
| 3 Mar | 3712.65 | 128.5 | 0 | 3.30 | 0 | 0 | 0 | |||
For Hdfc Amc Limited - strike price 3950 expiring on 24APR2025
Delta for 3950 CE is 0.57
Historical price for 3950 CE is as follows
On 11 Apr HDFCAMC was trading at 3987.25. The strike last trading price was 140.3, which was 68.35 higher than the previous day. The implied volatity was 39.31, the open interest changed by 9 which increased total open position to 185
On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 70.2, which was -25.15 lower than the previous day. The implied volatity was 41.52, the open interest changed by 9 which increased total open position to 177
On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 97.85, which was 14.7 higher than the previous day. The implied volatity was 41.96, the open interest changed by 20 which increased total open position to 169
On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 85.5, which was -25.95 lower than the previous day. The implied volatity was 48.71, the open interest changed by 77 which increased total open position to 149
On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 106.75, which was -80.4 lower than the previous day. The implied volatity was 32.69, the open interest changed by 30 which increased total open position to 74
On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 195.75, which was -12.35 lower than the previous day. The implied volatity was 31.41, the open interest changed by -4 which decreased total open position to 44
On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 209.5, which was 66.25 higher than the previous day. The implied volatity was 31.86, the open interest changed by 28 which increased total open position to 48
On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 142.7, which was -35.35 lower than the previous day. The implied volatity was 28.60, the open interest changed by 12 which increased total open position to 21
On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 178.05, which was -58.9 lower than the previous day. The implied volatity was 30.05, the open interest changed by 6 which increased total open position to 9
On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 236.95, which was -19.55 lower than the previous day. The implied volatity was 31.80, the open interest changed by 0 which decreased total open position to 1
On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 256.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 256.5, which was 58.8 higher than the previous day. The implied volatity was 32.77, the open interest changed by -1 which decreased total open position to 1
On 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 197.7, which was 18.7 higher than the previous day. The implied volatity was 12.86, the open interest changed by 0 which decreased total open position to 1
On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 179, which was -6 lower than the previous day. The implied volatity was 26.78, 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 185, which was 56.5 higher than the previous day. The implied volatity was 32.92, the open interest changed by 1 which increased total open position to 1
On 19 Mar HDFCAMC was trading at 3975.75. The strike last trading price was 128.5, 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 128.5, which was 0 lower than the previous day. The implied volatity was 2.03, 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 128.5, which was 0 lower than the previous day. The implied volatity was 3.48, 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 128.5, which was 0 lower than the previous day. The implied volatity was 3.87, 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 128.5, which was 0 lower than the previous day. The implied volatity was 0.77, 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 128.5, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 24APR2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 2.94
Theta: -3.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3987.25 | 94.45 | -119.45 | 38.61 | 514 | 94 | 153 |
| 9 Apr | 3799.95 | 214.2 | 20.25 | 41.57 | 29 | -3 | 60 |
| 8 Apr | 3847.40 | 196.9 | -87.85 | 46.31 | 109 | 4 | 64 |
| 7 Apr | 3732.10 | 277.5 | 140.35 | 49.28 | 222 | -28 | 60 |
| 4 Apr | 3906.30 | 136.35 | 50.75 | 33.57 | 354 | 11 | 88 |
| 3 Apr | 4043.50 | 82.35 | 8.6 | 36.03 | 113 | 8 | 77 |
| 2 Apr | 4075.35 | 74.55 | -30.4 | 34.32 | 164 | 41 | 70 |
| 1 Apr | 3976.55 | 103.85 | -242.65 | 32.70 | 95 | 30 | 30 |
| 28 Mar | 4013.90 | 346.5 | 0 | 2.17 | 0 | 0 | 0 |
| 27 Mar | 4073.30 | 346.5 | 0 | 3.84 | 0 | 0 | 0 |
| 26 Mar | 4071.35 | 346.5 | 0 | 3.42 | 0 | 0 | 0 |
| 25 Mar | 4112.30 | 346.5 | 0 | 4.06 | 0 | 0 | 0 |
| 24 Mar | 4100.45 | 346.5 | 0 | 4.25 | 0 | 0 | 0 |
| 21 Mar | 3994.55 | 346.5 | 0 | 2.01 | 0 | 0 | 0 |
| 20 Mar | 3967.80 | 346.5 | 0 | 1.12 | 0 | 0 | 0 |
| 19 Mar | 3975.75 | 346.5 | 0 | 1.40 | 0 | 0 | 0 |
| 18 Mar | 3827.60 | 346.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3746.65 | 346.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3725.10 | 346.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3864.30 | 346.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3712.65 | 346.5 | 0 | - | 0 | 0 | 0 |
For Hdfc Amc Limited - strike price 3950 expiring on 24APR2025
Delta for 3950 PE is -0.43
Historical price for 3950 PE is as follows
On 11 Apr HDFCAMC was trading at 3987.25. The strike last trading price was 94.45, which was -119.45 lower than the previous day. The implied volatity was 38.61, the open interest changed by 94 which increased total open position to 153
On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 214.2, which was 20.25 higher than the previous day. The implied volatity was 41.57, the open interest changed by -3 which decreased total open position to 60
On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 196.9, which was -87.85 lower than the previous day. The implied volatity was 46.31, the open interest changed by 4 which increased total open position to 64
On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 277.5, which was 140.35 higher than the previous day. The implied volatity was 49.28, the open interest changed by -28 which decreased total open position to 60
On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 136.35, which was 50.75 higher than the previous day. The implied volatity was 33.57, the open interest changed by 11 which increased total open position to 88
On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 82.35, which was 8.6 higher than the previous day. The implied volatity was 36.03, the open interest changed by 8 which increased total open position to 77
On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 74.55, which was -30.4 lower than the previous day. The implied volatity was 34.32, the open interest changed by 41 which increased total open position to 70
On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 103.85, which was -242.65 lower than the previous day. The implied volatity was 32.70, the open interest changed by 30 which increased total open position to 30
On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 346.5, which was 0 lower than the previous day. The implied volatity was 2.17, 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 346.5, which was 0 lower than the previous day. The implied volatity was 3.84, 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 346.5, which was 0 lower than the previous day. The implied volatity was 3.42, 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 346.5, which was 0 lower than the previous day. The implied volatity was 4.06, 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 346.5, which was 0 lower than the previous day. The implied volatity was 4.25, 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 346.5, which was 0 lower than the previous day. The implied volatity was 2.01, 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 346.5, which was 0 lower than the previous day. The implied volatity was 1.12, 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 346.5, which was 0 lower than the previous day. The implied volatity was 1.40, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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 346.5, 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
