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HDFCAMC
Hdfc Amc Limited

4214.1 23.96 (0.57%)

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Historical option data for HDFCAMC

21 Nov 2024 04:13 PM IST
HDFCAMC 28NOV2024 4000 CE
Delta: 0.81
Vega: 1.57
Theta: -6.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4214.10 253.05 49.25 46.09 11 -6 32
20 Nov 4190.15 203.8 0.00 34.39 7 1 38
19 Nov 4190.15 203.8 -6.20 34.39 7 1 38
18 Nov 4182.35 210 -100.75 30.59 8 -2 37
14 Nov 4278.75 310.75 34.25 28.81 2 0 39
13 Nov 4249.15 276.5 -136.50 - 4 -1 36
12 Nov 4397.50 413 -77.00 34.01 10 -1 44
11 Nov 4450.05 490 -65.00 44.94 2 0 45
8 Nov 4484.55 555 17.00 55.40 2 0 47
7 Nov 4517.15 538 10.00 - 94 -34 67
6 Nov 4498.45 528 152.00 32.42 51 -3 102
5 Nov 4294.00 376 0.00 0.00 0 0 0
4 Nov 4283.40 376 0.00 0.00 0 0 0
1 Nov 4322.85 376 21.00 26.23 1 0 105
31 Oct 4299.45 355 -120.00 - 88 86 106
30 Oct 4384.60 475 0.00 - 0 19 0
29 Oct 4419.05 475 86.00 - 23 20 21
28 Oct 4337.50 389 -31.00 - 3 1 1
25 Oct 4342.25 420 -270.00 - 1 0 0
16 Oct 4827.90 690 33.90 - 1 0 1
11 Oct 4449.40 656.1 0.00 - 0 0 1
8 Oct 4189.45 656.1 0.00 - 0 0 0
7 Oct 4132.80 656.1 0.00 - 0 0 1
4 Oct 4219.45 656.1 0.00 - 0 0 0
3 Oct 4225.65 656.1 0.00 - 0 0 0
30 Sept 4299.30 656.1 0.00 - 0 0 1
25 Sept 4471.20 656.1 656.10 - 1 0 0
24 Sept 4479.15 0 0.00 - 0 0 0
23 Sept 4412.80 0 0.00 - 0 0 0
20 Sept 4378.30 0 0.00 - 0 0 0
19 Sept 4389.80 0 0.00 - 0 0 0
18 Sept 4432.25 0 0.00 - 0 0 0
17 Sept 4421.90 0 0.00 - 0 0 0
16 Sept 4433.00 0 0.00 - 0 0 0
13 Sept 4422.40 0 0.00 - 0 0 0
12 Sept 4386.30 0 0.00 - 0 0 0
11 Sept 4401.85 0 0.00 - 0 0 0
10 Sept 4375.70 0 0.00 - 0 0 0
9 Sept 4401.40 0 0.00 - 0 0 0
6 Sept 4418.00 0 0.00 - 0 0 0
3 Sept 4459.85 0 0.00 - 0 0 0
2 Sept 4403.30 0 - 0 0 0


For Hdfc Amc Limited - strike price 4000 expiring on 28NOV2024

Delta for 4000 CE is 0.81

Historical price for 4000 CE is as follows

On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 253.05, which was 49.25 higher than the previous day. The implied volatity was 46.09, the open interest changed by -6 which decreased total open position to 32


On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 203.8, which was 0.00 lower than the previous day. The implied volatity was 34.39, the open interest changed by 1 which increased total open position to 38


On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 203.8, which was -6.20 lower than the previous day. The implied volatity was 34.39, the open interest changed by 1 which increased total open position to 38


On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 210, which was -100.75 lower than the previous day. The implied volatity was 30.59, the open interest changed by -2 which decreased total open position to 37


On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 310.75, which was 34.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by 0 which decreased total open position to 39


On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 276.5, which was -136.50 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36


On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 413, which was -77.00 lower than the previous day. The implied volatity was 34.01, the open interest changed by -1 which decreased total open position to 44


On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 490, which was -65.00 lower than the previous day. The implied volatity was 44.94, the open interest changed by 0 which decreased total open position to 45


On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 555, which was 17.00 higher than the previous day. The implied volatity was 55.40, the open interest changed by 0 which decreased total open position to 47


On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 538, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 67


On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 528, which was 152.00 higher than the previous day. The implied volatity was 32.42, the open interest changed by -3 which decreased total open position to 102


On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 376, 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 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 376, 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 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 376, which was 21.00 higher than the previous day. The implied volatity was 26.23, the open interest changed by 0 which decreased total open position to 105


On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 355, which was -120.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct HDFCAMC was trading at 4384.60. The strike last trading price was 475, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct HDFCAMC was trading at 4419.05. The strike last trading price was 475, which was 86.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct HDFCAMC was trading at 4337.50. The strike last trading price was 389, which was -31.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct HDFCAMC was trading at 4342.25. The strike last trading price was 420, which was -270.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct HDFCAMC was trading at 4827.90. The strike last trading price was 690, which was 33.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct HDFCAMC was trading at 4449.40. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct HDFCAMC was trading at 4189.45. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct HDFCAMC was trading at 4132.80. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct HDFCAMC was trading at 4219.45. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct HDFCAMC was trading at 4225.65. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept HDFCAMC was trading at 4299.30. The strike last trading price was 656.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept HDFCAMC was trading at 4471.20. The strike last trading price was 656.1, which was 656.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept HDFCAMC was trading at 4479.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept HDFCAMC was trading at 4412.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept HDFCAMC was trading at 4378.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept HDFCAMC was trading at 4389.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept HDFCAMC was trading at 4432.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept HDFCAMC was trading at 4421.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept HDFCAMC was trading at 4433.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept HDFCAMC was trading at 4422.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept HDFCAMC was trading at 4386.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept HDFCAMC was trading at 4401.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept HDFCAMC was trading at 4375.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept HDFCAMC was trading at 4401.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept HDFCAMC was trading at 4418.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept HDFCAMC was trading at 4459.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept HDFCAMC was trading at 4403.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HDFCAMC 28NOV2024 4000 PE
Delta: -0.14
Vega: 1.27
Theta: -3.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 4214.10 15.05 -10.30 36.77 697 -2 510
20 Nov 4190.15 25.35 0.00 33.95 381 -11 513
19 Nov 4190.15 25.35 -2.65 33.95 381 -10 513
18 Nov 4182.35 28 10.40 34.86 791 56 528
14 Nov 4278.75 17.6 -2.35 33.05 690 31 472
13 Nov 4249.15 19.95 9.00 31.90 864 2 441
12 Nov 4397.50 10.95 1.70 33.06 319 17 436
11 Nov 4450.05 9.25 0.20 34.22 162 21 421
8 Nov 4484.55 9.05 0.55 33.23 207 44 400
7 Nov 4517.15 8.5 -3.45 34.22 163 4 355
6 Nov 4498.45 11.95 -25.65 34.62 723 12 356
5 Nov 4294.00 37.6 -4.70 33.94 599 38 339
4 Nov 4283.40 42.3 -2.20 34.46 396 51 302
1 Nov 4322.85 44.5 -1.35 37.00 32 0 251
31 Oct 4299.45 45.85 19.85 - 340 100 250
30 Oct 4384.60 26 3.10 - 104 46 146
29 Oct 4419.05 22.9 -12.95 - 193 40 99
28 Oct 4337.50 35.85 -4.45 - 117 57 59
25 Oct 4342.25 40.3 -89.85 - 3 2 2
16 Oct 4827.90 130.15 0.00 - 0 0 0
11 Oct 4449.40 130.15 0.00 - 0 0 0
8 Oct 4189.45 130.15 0.00 - 0 0 0
7 Oct 4132.80 130.15 0.00 - 0 0 0
4 Oct 4219.45 130.15 0.00 - 0 0 0
3 Oct 4225.65 130.15 0.00 - 0 0 0
30 Sept 4299.30 130.15 130.15 - 0 0 0
25 Sept 4471.20 0 0.00 - 0 0 0
24 Sept 4479.15 0 0.00 - 0 0 0
23 Sept 4412.80 0 0.00 - 0 0 0
20 Sept 4378.30 0 0.00 - 0 0 0
19 Sept 4389.80 0 0.00 - 0 0 0
18 Sept 4432.25 0 0.00 - 0 0 0
17 Sept 4421.90 0 0.00 - 0 0 0
16 Sept 4433.00 0 0.00 - 0 0 0
13 Sept 4422.40 0 0.00 - 0 0 0
12 Sept 4386.30 0 0.00 - 0 0 0
11 Sept 4401.85 0 0.00 - 0 0 0
10 Sept 4375.70 0 0.00 - 0 0 0
9 Sept 4401.40 0 0.00 - 0 0 0
6 Sept 4418.00 0 0.00 - 0 0 0
3 Sept 4459.85 0 0.00 - 0 0 0
2 Sept 4403.30 0 - 0 0 0


For Hdfc Amc Limited - strike price 4000 expiring on 28NOV2024

Delta for 4000 PE is -0.14

Historical price for 4000 PE is as follows

On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 15.05, which was -10.30 lower than the previous day. The implied volatity was 36.77, the open interest changed by -2 which decreased total open position to 510


On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 25.35, which was 0.00 lower than the previous day. The implied volatity was 33.95, the open interest changed by -11 which decreased total open position to 513


On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 25.35, which was -2.65 lower than the previous day. The implied volatity was 33.95, the open interest changed by -10 which decreased total open position to 513


On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 28, which was 10.40 higher than the previous day. The implied volatity was 34.86, the open interest changed by 56 which increased total open position to 528


On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 17.6, which was -2.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by 31 which increased total open position to 472


On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 19.95, which was 9.00 higher than the previous day. The implied volatity was 31.90, the open interest changed by 2 which increased total open position to 441


On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 10.95, which was 1.70 higher than the previous day. The implied volatity was 33.06, the open interest changed by 17 which increased total open position to 436


On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 9.25, which was 0.20 higher than the previous day. The implied volatity was 34.22, the open interest changed by 21 which increased total open position to 421


On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 9.05, which was 0.55 higher than the previous day. The implied volatity was 33.23, the open interest changed by 44 which increased total open position to 400


On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 8.5, which was -3.45 lower than the previous day. The implied volatity was 34.22, the open interest changed by 4 which increased total open position to 355


On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 11.95, which was -25.65 lower than the previous day. The implied volatity was 34.62, the open interest changed by 12 which increased total open position to 356


On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 37.6, which was -4.70 lower than the previous day. The implied volatity was 33.94, the open interest changed by 38 which increased total open position to 339


On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 42.3, which was -2.20 lower than the previous day. The implied volatity was 34.46, the open interest changed by 51 which increased total open position to 302


On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 44.5, which was -1.35 lower than the previous day. The implied volatity was 37.00, the open interest changed by 0 which decreased total open position to 251


On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 45.85, which was 19.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct HDFCAMC was trading at 4384.60. The strike last trading price was 26, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct HDFCAMC was trading at 4419.05. The strike last trading price was 22.9, which was -12.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct HDFCAMC was trading at 4337.50. The strike last trading price was 35.85, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct HDFCAMC was trading at 4342.25. The strike last trading price was 40.3, which was -89.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct HDFCAMC was trading at 4827.90. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct HDFCAMC was trading at 4449.40. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct HDFCAMC was trading at 4189.45. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct HDFCAMC was trading at 4132.80. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct HDFCAMC was trading at 4219.45. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct HDFCAMC was trading at 4225.65. The strike last trading price was 130.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept HDFCAMC was trading at 4299.30. The strike last trading price was 130.15, which was 130.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept HDFCAMC was trading at 4471.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept HDFCAMC was trading at 4479.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept HDFCAMC was trading at 4412.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept HDFCAMC was trading at 4378.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept HDFCAMC was trading at 4389.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept HDFCAMC was trading at 4432.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept HDFCAMC was trading at 4421.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept HDFCAMC was trading at 4433.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept HDFCAMC was trading at 4422.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept HDFCAMC was trading at 4386.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept HDFCAMC was trading at 4401.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept HDFCAMC was trading at 4375.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept HDFCAMC was trading at 4401.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept HDFCAMC was trading at 4418.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept HDFCAMC was trading at 4459.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept HDFCAMC was trading at 4403.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to