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HDFCAMC
Hdfc Amc Limited

3799.95 -36.40 (-0.95%)

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Historical option data for HDFCAMC

09 Apr 2025 04:13 PM IST
HDFCAMC 24APR2025 4050 CE
Delta: 0.24
Vega: 2.40
Theta: -3.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3799.95 43.4 -19.4 41.30 82 11 171
8 Apr 3847.40 62.8 7.45 41.25 202 14 161
7 Apr 3732.10 55.4 -17.1 47.31 202 -7 148
4 Apr 3906.30 69.25 -64.45 32.96 326 44 157
3 Apr 4043.50 140.8 -4.6 32.35 1,112 1 112
2 Apr 4075.35 142.5 47.1 30.04 373 68 108
1 Apr 3976.55 96.5 -25.9 29.31 269 11 41
28 Mar 4013.90 119.7 -50.3 28.75 97 20 30
27 Mar 4073.30 170 0.8 30.31 9 1 11
26 Mar 4071.35 169.2 -20.7 31.67 8 0 10
25 Mar 4112.30 189.9 13.95 31.54 3 0 9
24 Mar 4100.45 175.95 43.2 26.35 27 6 10
21 Mar 3994.55 133 21 28.01 7 3 4
20 Mar 3967.80 112 12.2 27.66 4 1 1
19 Mar 3975.75 99.8 0 0.78 0 0 0
18 Mar 3827.60 99.8 0 3.57 0 0 0
17 Mar 3746.65 99.8 0 5.40 0 0 0
13 Mar 3725.10 99.8 0 5.67 0 0 0
5 Mar 3864.30 99.8 0 2.49 0 0 0


For Hdfc Amc Limited - strike price 4050 expiring on 24APR2025

Delta for 4050 CE is 0.24

Historical price for 4050 CE is as follows

On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 43.4, which was -19.4 lower than the previous day. The implied volatity was 41.30, the open interest changed by 11 which increased total open position to 171


On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 62.8, which was 7.45 higher than the previous day. The implied volatity was 41.25, the open interest changed by 14 which increased total open position to 161


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 55.4, which was -17.1 lower than the previous day. The implied volatity was 47.31, the open interest changed by -7 which decreased total open position to 148


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 69.25, which was -64.45 lower than the previous day. The implied volatity was 32.96, the open interest changed by 44 which increased total open position to 157


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 140.8, which was -4.6 lower than the previous day. The implied volatity was 32.35, the open interest changed by 1 which increased total open position to 112


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 142.5, which was 47.1 higher than the previous day. The implied volatity was 30.04, the open interest changed by 68 which increased total open position to 108


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 96.5, which was -25.9 lower than the previous day. The implied volatity was 29.31, the open interest changed by 11 which increased total open position to 41


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 119.7, which was -50.3 lower than the previous day. The implied volatity was 28.75, the open interest changed by 20 which increased total open position to 30


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 170, which was 0.8 higher than the previous day. The implied volatity was 30.31, the open interest changed by 1 which increased total open position to 11


On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 169.2, which was -20.7 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 10


On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 189.9, which was 13.95 higher than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 9


On 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 175.95, which was 43.2 higher than the previous day. The implied volatity was 26.35, the open interest changed by 6 which increased total open position to 10


On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 133, which was 21 higher than the previous day. The implied volatity was 28.01, the open interest changed by 3 which increased total open position to 4


On 20 Mar HDFCAMC was trading at 3967.80. The strike last trading price was 112, which was 12.2 higher than the previous day. The implied volatity was 27.66, 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 99.8, which was 0 lower than the previous day. The implied volatity was 0.78, 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 99.8, which was 0 lower than the previous day. The implied volatity was 3.57, 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 99.8, which was 0 lower than the previous day. The implied volatity was 5.40, 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 99.8, which was 0 lower than the previous day. The implied volatity was 5.67, 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 99.8, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0


HDFCAMC 24APR2025 4050 PE
Delta: -0.80
Vega: 2.14
Theta: -1.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3799.95 272.1 10.35 34.83 9 -3 93
8 Apr 3847.40 261.4 -96.35 46.01 52 8 97
7 Apr 3732.10 353.6 155.15 52.96 57 -19 86
4 Apr 3906.30 198.45 70.25 33.94 229 3 105
3 Apr 4043.50 122.35 8.95 35.42 344 22 100
2 Apr 4075.35 117.7 -39.3 35.00 199 34 78
1 Apr 3976.55 157 23.8 33.33 237 13 43
28 Mar 4013.90 135.85 28.25 29.90 120 21 30
27 Mar 4073.30 107.15 -8.1 30.56 18 2 7
26 Mar 4071.35 115.35 -301.35 30.38 7 6 6
25 Mar 4112.30 416.7 0 1.83 0 0 0
24 Mar 4100.45 416.7 0 2.07 0 0 0
21 Mar 3994.55 416.7 0 - 0 0 0
20 Mar 3967.80 416.7 0 - 0 0 0
19 Mar 3975.75 416.7 0 - 0 0 0
18 Mar 3827.60 416.7 0 - 0 0 0
17 Mar 3746.65 416.7 0 - 0 0 0
13 Mar 3725.10 416.7 0 - 0 0 0
5 Mar 3864.30 416.7 0 - 0 0 0


For Hdfc Amc Limited - strike price 4050 expiring on 24APR2025

Delta for 4050 PE is -0.80

Historical price for 4050 PE is as follows

On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 272.1, which was 10.35 higher than the previous day. The implied volatity was 34.83, the open interest changed by -3 which decreased total open position to 93


On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 261.4, which was -96.35 lower than the previous day. The implied volatity was 46.01, the open interest changed by 8 which increased total open position to 97


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 353.6, which was 155.15 higher than the previous day. The implied volatity was 52.96, the open interest changed by -19 which decreased total open position to 86


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 198.45, which was 70.25 higher than the previous day. The implied volatity was 33.94, the open interest changed by 3 which increased total open position to 105


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 122.35, which was 8.95 higher than the previous day. The implied volatity was 35.42, the open interest changed by 22 which increased total open position to 100


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 117.7, which was -39.3 lower than the previous day. The implied volatity was 35.00, the open interest changed by 34 which increased total open position to 78


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 157, which was 23.8 higher than the previous day. The implied volatity was 33.33, the open interest changed by 13 which increased total open position to 43


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 135.85, which was 28.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by 21 which increased total open position to 30


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 107.15, which was -8.1 lower than the previous day. The implied volatity was 30.56, the open interest changed by 2 which increased total open position to 7


On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 115.35, which was -301.35 lower than the previous day. The implied volatity was 30.38, the open interest changed by 6 which increased total open position to 6


On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 416.7, which was 0 lower than the previous day. The implied volatity was 1.83, 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 416.7, which was 0 lower than the previous day. The implied volatity was 2.07, 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 416.7, 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 416.7, 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 416.7, 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 416.7, 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 416.7, 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 416.7, 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 416.7, 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