HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
27 Dec 2024 04:13 PM IST
| HDFCAMC 30JAN2025 4100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 4.14
Theta: -2.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4263.10 | 248 | -14.15 | 24.64 | 269 | -50 | 110 | |||
| 26 Dec | 4269.45 | 262.15 | -22.85 | 25.68 | 210 | 158 | 160 | |||
| 24 Dec | 4216.60 | 285 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 4249.65 | 285 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 20 Dec | 4262.80 | 285 | -186.85 | 28.53 | 2 | 0 | 0 | |||
| 19 Dec | 4394.20 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 4368.15 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 4415.00 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4456.50 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4204.25 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4209.75 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4241.90 | 471.85 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4238.45 | 471.85 | 471.85 | - | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4223.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 4190.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4397.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4450.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4484.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4517.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4498.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4283.40 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4100 expiring on 30JAN2025
Delta for 4100 CE is 0.75
Historical price for 4100 CE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 248, which was -14.15 lower than the previous day. The implied volatity was 24.64, the open interest changed by -50 which decreased total open position to 110
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 262.15, which was -22.85 lower than the previous day. The implied volatity was 25.68, the open interest changed by 158 which increased total open position to 160
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 285, 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 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 285, 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 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 285, which was -186.85 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 0
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 471.85, 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 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 471.85, 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 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 471.85, 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 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 471.85, 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 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 471.85, 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 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 471.85, 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 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 471.85, 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 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 471.85, which was 471.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov HDFCAMC was trading at 4343.45. 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 0 which decreased total open position to 0
On 22 Nov HDFCAMC was trading at 4223.25. 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 0 which decreased total open position to 0
On 21 Nov HDFCAMC was trading at 4214.10. 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 0 which decreased total open position to 0
On 20 Nov HDFCAMC was trading at 4190.15. 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 0 which decreased total open position to 0
On 19 Nov HDFCAMC was trading at 4190.15. 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 0 which decreased total open position to 0
On 18 Nov HDFCAMC was trading at 4182.35. 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 0 which decreased total open position to 0
On 14 Nov HDFCAMC was trading at 4278.75. 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 0 which decreased total open position to 0
On 13 Nov HDFCAMC was trading at 4249.15. 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 0 which decreased total open position to 0
On 12 Nov HDFCAMC was trading at 4397.50. 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 0 which decreased total open position to 0
On 11 Nov HDFCAMC was trading at 4450.05. 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 0 which decreased total open position to 0
On 8 Nov HDFCAMC was trading at 4484.55. 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 0 which decreased total open position to 0
On 7 Nov HDFCAMC was trading at 4517.15. 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 0 which decreased total open position to 0
On 6 Nov HDFCAMC was trading at 4498.45. 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 0 which decreased total open position to 0
On 5 Nov HDFCAMC was trading at 4294.00. 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 0 which decreased total open position to 0
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 0, 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 30JAN2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 4.33
Theta: -1.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4263.10 | 64 | 1.95 | 27.95 | 229 | 58 | 162 |
| 26 Dec | 4269.45 | 62.05 | -7.95 | 27.79 | 153 | 70 | 103 |
| 24 Dec | 4216.60 | 70 | 8.20 | 25.95 | 20 | 8 | 31 |
| 23 Dec | 4249.65 | 61.8 | -3.20 | 25.46 | 3 | 1 | 23 |
| 20 Dec | 4262.80 | 65 | 16.50 | 26.38 | 7 | 4 | 20 |
| 19 Dec | 4394.20 | 48.5 | 7.50 | 28.96 | 21 | 13 | 16 |
| 18 Dec | 4368.15 | 41 | 4.00 | 25.89 | 1 | 0 | 2 |
| 17 Dec | 4415.00 | 37 | -6.05 | 26.18 | 2 | 0 | 1 |
| 10 Dec | 4456.50 | 43.05 | -155.60 | 28.24 | 2 | 1 | 1 |
| 29 Nov | 4204.25 | 198.65 | 0.00 | 2.77 | 0 | 0 | 0 |
| 28 Nov | 4209.75 | 198.65 | 0.00 | 3.64 | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 198.65 | 0.00 | 3.32 | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 198.65 | 0.00 | 3.17 | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 198.65 | 0.00 | 4.32 | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 198.65 | 198.65 | 2.89 | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 0 | 0.00 | 2.82 | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 0 | 0.00 | 2.33 | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 0 | 0.00 | 2.33 | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 0 | 0.00 | 2.26 | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 0 | 0.00 | 3.32 | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 0 | 0.00 | 3.03 | 0 | 0 | 0 |
| 12 Nov | 4397.50 | 0 | 0.00 | 4.86 | 0 | 0 | 0 |
| 11 Nov | 4450.05 | 0 | 0.00 | 5.35 | 0 | 0 | 0 |
| 8 Nov | 4484.55 | 0 | 0.00 | 5.73 | 0 | 0 | 0 |
| 7 Nov | 4517.15 | 0 | 0.00 | 5.99 | 0 | 0 | 0 |
| 6 Nov | 4498.45 | 0 | 0.00 | 5.81 | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 0 | 0.00 | 3.64 | 0 | 0 | 0 |
| 4 Nov | 4283.40 | 0 | 3.38 | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4100 expiring on 30JAN2025
Delta for 4100 PE is -0.27
Historical price for 4100 PE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 64, which was 1.95 higher than the previous day. The implied volatity was 27.95, the open interest changed by 58 which increased total open position to 162
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 62.05, which was -7.95 lower than the previous day. The implied volatity was 27.79, the open interest changed by 70 which increased total open position to 103
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 70, which was 8.20 higher than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 31
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 61.8, which was -3.20 lower than the previous day. The implied volatity was 25.46, the open interest changed by 1 which increased total open position to 23
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 65, which was 16.50 higher than the previous day. The implied volatity was 26.38, the open interest changed by 4 which increased total open position to 20
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 48.5, which was 7.50 higher than the previous day. The implied volatity was 28.96, the open interest changed by 13 which increased total open position to 16
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 41, which was 4.00 higher than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 2
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 37, which was -6.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 1
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 43.05, which was -155.60 lower than the previous day. The implied volatity was 28.24, the open interest changed by 1 which increased total open position to 1
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 198.65, which was 0.00 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 198.65, which was 0.00 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 198.65, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 198.65, which was 0.00 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 198.65, which was 0.00 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 198.65, which was 198.65 higher than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 0, which was lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
