HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
30 Jan 2025 04:13 PM IST
| HDFCAMC 27FEB2025 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 3.87
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Jan | 3769.35 | 80 | 0 | 33.97 | 12 | 4 | 31 | |||
| 29 Jan | 3785.70 | 80 | 2 | 30.79 | 14 | 9 | 26 | |||
| 28 Jan | 3688.65 | 78 | -92 | 40.15 | 15 | 5 | 9 | |||
| 27 Jan | 3714.20 | 170 | 0 | 0.00 | 0 | 1 | 0 | |||
| 24 Jan | 3877.80 | 170 | -45 | 39.23 | 3 | 1 | 4 | |||
| 23 Jan | 4001.70 | 215 | 37.40 | 34.86 | 3 | 0 | 3 | |||
| 22 Jan | 3951.10 | 177.6 | -299.60 | 30.25 | 7 | 2 | 2 | |||
| 21 Jan | 4029.70 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 4040.40 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 4030.85 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 4090.70 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 4047.50 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 3865.05 | 477.2 | 0.00 | 0.11 | 0 | 0 | 0 | |||
| 13 Jan | 3834.55 | 477.2 | 0.00 | 0.96 | 0 | 0 | 0 | |||
| 10 Jan | 3844.80 | 477.2 | 0.00 | 0.96 | 0 | 0 | 0 | |||
| 1 Jan | 4162.55 | 477.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Dec | 4199.05 | 477.2 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 3950 expiring on 27FEB2025
Delta for 3950 CE is 0.35
Historical price for 3950 CE is as follows
On 30 Jan HDFCAMC was trading at 3769.35. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 33.97, the open interest changed by 4 which increased total open position to 31
On 29 Jan HDFCAMC was trading at 3785.70. The strike last trading price was 80, which was 2 higher than the previous day. The implied volatity was 30.79, the open interest changed by 9 which increased total open position to 26
On 28 Jan HDFCAMC was trading at 3688.65. The strike last trading price was 78, which was -92 lower than the previous day. The implied volatity was 40.15, the open interest changed by 5 which increased total open position to 9
On 27 Jan HDFCAMC was trading at 3714.20. The strike last trading price was 170, 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 24 Jan HDFCAMC was trading at 3877.80. The strike last trading price was 170, which was -45 lower than the previous day. The implied volatity was 39.23, the open interest changed by 1 which increased total open position to 4
On 23 Jan HDFCAMC was trading at 4001.70. The strike last trading price was 215, which was 37.40 higher than the previous day. The implied volatity was 34.86, the open interest changed by 0 which decreased total open position to 3
On 22 Jan HDFCAMC was trading at 3951.10. The strike last trading price was 177.6, which was -299.60 lower than the previous day. The implied volatity was 30.25, the open interest changed by 2 which increased total open position to 2
On 21 Jan HDFCAMC was trading at 4029.70. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan HDFCAMC was trading at 4040.40. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan HDFCAMC was trading at 4030.85. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan HDFCAMC was trading at 4090.70. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan HDFCAMC was trading at 4047.50. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan HDFCAMC was trading at 3865.05. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 13 Jan HDFCAMC was trading at 3834.55. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 10 Jan HDFCAMC was trading at 3844.80. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 1 Jan HDFCAMC was trading at 4162.55. The strike last trading price was 477.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec HDFCAMC was trading at 4199.05. The strike last trading price was 477.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 27FEB2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Jan | 3769.35 | 193.1 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 3785.70 | 193.1 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 3688.65 | 193.1 | 24.05 | - | 1 | 0 | 3 |
| 27 Jan | 3714.20 | 169.05 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 3877.80 | 169.05 | 21.55 | 31.51 | 2 | 1 | 4 |
| 23 Jan | 4001.70 | 147.5 | -9.15 | 38.51 | 1 | 0 | 2 |
| 22 Jan | 3951.10 | 156.65 | 48.65 | 36.96 | 2 | -1 | 3 |
| 21 Jan | 4029.70 | 108 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Jan | 4040.40 | 108 | -20.80 | 31.96 | 1 | 0 | 3 |
| 17 Jan | 4030.85 | 128.8 | -0.25 | 34.70 | 2 | 0 | 2 |
| 16 Jan | 4090.70 | 129.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 4047.50 | 129.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 3865.05 | 129.05 | -48.70 | 24.33 | 1 | 0 | 2 |
| 13 Jan | 3834.55 | 177.75 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Jan | 3844.80 | 177.75 | 69.55 | 27.33 | 2 | 0 | 0 |
| 1 Jan | 4162.55 | 108.2 | 0.00 | 4.52 | 0 | 0 | 0 |
| 31 Dec | 4199.05 | 108.2 | 4.97 | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 3950 expiring on 27FEB2025
Delta for 3950 PE is 0.00
Historical price for 3950 PE is as follows
On 30 Jan HDFCAMC was trading at 3769.35. The strike last trading price was 193.1, 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 29 Jan HDFCAMC was trading at 3785.70. The strike last trading price was 193.1, 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 28 Jan HDFCAMC was trading at 3688.65. The strike last trading price was 193.1, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Jan HDFCAMC was trading at 3714.20. The strike last trading price was 169.05, 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 Jan HDFCAMC was trading at 3877.80. The strike last trading price was 169.05, which was 21.55 higher than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 4
On 23 Jan HDFCAMC was trading at 4001.70. The strike last trading price was 147.5, which was -9.15 lower than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 2
On 22 Jan HDFCAMC was trading at 3951.10. The strike last trading price was 156.65, which was 48.65 higher than the previous day. The implied volatity was 36.96, the open interest changed by -1 which decreased total open position to 3
On 21 Jan HDFCAMC was trading at 4029.70. The strike last trading price was 108, which was 0.00 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 20 Jan HDFCAMC was trading at 4040.40. The strike last trading price was 108, which was -20.80 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 3
On 17 Jan HDFCAMC was trading at 4030.85. The strike last trading price was 128.8, which was -0.25 lower than the previous day. The implied volatity was 34.70, the open interest changed by 0 which decreased total open position to 2
On 16 Jan HDFCAMC was trading at 4090.70. The strike last trading price was 129.05, which was 0.00 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 15 Jan HDFCAMC was trading at 4047.50. The strike last trading price was 129.05, which was 0.00 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 14 Jan HDFCAMC was trading at 3865.05. The strike last trading price was 129.05, which was -48.70 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 2
On 13 Jan HDFCAMC was trading at 3834.55. The strike last trading price was 177.75, which was 0.00 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 10 Jan HDFCAMC was trading at 3844.80. The strike last trading price was 177.75, which was 69.55 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 0
On 1 Jan HDFCAMC was trading at 4162.55. The strike last trading price was 108.2, which was 0.00 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 31 Dec HDFCAMC was trading at 4199.05. The strike last trading price was 108.2, which was lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0
