HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Nov 2024 04:13 PM IST
| HDFCAMC 28NOV2024 4150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 2.12
Theta: -5.43
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4214.10 | 115.2 | 23.10 | 31.00 | 488 | 22 | 100 | |||
| 20 Nov | 4190.15 | 92.1 | 0.00 | 29.70 | 431 | 31 | 76 | |||
| 19 Nov | 4190.15 | 92.1 | -14.05 | 29.70 | 431 | 29 | 76 | |||
| 18 Nov | 4182.35 | 106.15 | -68.75 | 30.75 | 232 | 38 | 46 | |||
| 14 Nov | 4278.75 | 174.9 | -151.00 | 23.60 | 22 | 5 | 8 | |||
| 13 Nov | 4249.15 | 325.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 4397.50 | 325.9 | -79.55 | 48.32 | 1 | 0 | 2 | |||
| 11 Nov | 4450.05 | 405.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4484.55 | 405.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4517.15 | 405.45 | 141.60 | 22.73 | 1 | 0 | 2 | |||
| 6 Nov | 4498.45 | 263.85 | 20.30 | - | 1 | 0 | 3 | |||
| 5 Nov | 4294.00 | 243.55 | 33.40 | 36.59 | 3 | 1 | 2 | |||
| 4 Nov | 4283.40 | 210.15 | -327.15 | 28.24 | 1 | 0 | 0 | |||
| 1 Nov | 4322.85 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 4299.45 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Oct | 4384.60 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 4419.05 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 4337.50 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4342.25 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4434.45 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4827.90 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4449.40 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4369.80 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4189.45 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4219.45 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4225.65 | 537.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4365.00 | 537.3 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4150 expiring on 28NOV2024
Delta for 4150 CE is 0.67
Historical price for 4150 CE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 115.2, which was 23.10 higher than the previous day. The implied volatity was 31.00, the open interest changed by 22 which increased total open position to 100
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 92.1, which was 0.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 31 which increased total open position to 76
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 92.1, which was -14.05 lower than the previous day. The implied volatity was 29.70, the open interest changed by 29 which increased total open position to 76
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 106.15, which was -68.75 lower than the previous day. The implied volatity was 30.75, the open interest changed by 38 which increased total open position to 46
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 174.9, which was -151.00 lower than the previous day. The implied volatity was 23.60, the open interest changed by 5 which increased total open position to 8
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 325.9, 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 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 325.9, which was -79.55 lower than the previous day. The implied volatity was 48.32, the open interest changed by 0 which decreased total open position to 2
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 405.45, 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 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 405.45, 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 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 405.45, which was 141.60 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 2
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 263.85, which was 20.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 243.55, which was 33.40 higher than the previous day. The implied volatity was 36.59, the open interest changed by 1 which increased total open position to 2
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 210.15, which was -327.15 lower than the previous day. The implied volatity was 28.24, 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 537.3, 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 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 537.3, 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 Oct HDFCAMC was trading at 4384.60. The strike last trading price was 537.3, 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 537.3, 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 28 Oct HDFCAMC was trading at 4337.50. The strike last trading price was 537.3, 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 Oct HDFCAMC was trading at 4342.25. The strike last trading price was 537.3, 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 Oct HDFCAMC was trading at 4434.45. The strike last trading price was 537.3, 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 Oct HDFCAMC was trading at 4827.90. The strike last trading price was 537.3, 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 537.3, 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 Oct HDFCAMC was trading at 4369.80. The strike last trading price was 537.3, 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 537.3, 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 537.3, 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 537.3, 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 1 Oct HDFCAMC was trading at 4365.00. The strike last trading price was 537.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCAMC 28NOV2024 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 2.14
Theta: -4.67
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4214.10 | 45 | -25.00 | 33.23 | 1,570 | 46 | 439 |
| 20 Nov | 4190.15 | 70 | 0.00 | 32.00 | 1,419 | -152 | 402 |
| 19 Nov | 4190.15 | 70 | 2.00 | 32.00 | 1,419 | -143 | 402 |
| 18 Nov | 4182.35 | 68 | 22.00 | 31.57 | 3,328 | 517 | 557 |
| 14 Nov | 4278.75 | 46 | -5.35 | 31.71 | 44 | 10 | 41 |
| 13 Nov | 4249.15 | 51.35 | 24.65 | 31.23 | 92 | -6 | 32 |
| 12 Nov | 4397.50 | 26.7 | 9.20 | 30.78 | 92 | 9 | 57 |
| 11 Nov | 4450.05 | 17.5 | -1.50 | 29.85 | 9 | -1 | 48 |
| 8 Nov | 4484.55 | 19 | 0.65 | 30.43 | 28 | -7 | 45 |
| 7 Nov | 4517.15 | 18.35 | -5.65 | 32.04 | 139 | -22 | 51 |
| 6 Nov | 4498.45 | 24 | -49.65 | 32.21 | 171 | 17 | 74 |
| 5 Nov | 4294.00 | 73.65 | -7.30 | 32.68 | 136 | 22 | 59 |
| 4 Nov | 4283.40 | 80.95 | -26.85 | 33.40 | 69 | 36 | 36 |
| 1 Nov | 4322.85 | 107.8 | 0.00 | 4.75 | 0 | 0 | 0 |
| 31 Oct | 4299.45 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 4384.60 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 4419.05 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 4337.50 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4342.25 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4434.45 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4827.90 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4449.40 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4369.80 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4189.45 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4219.45 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4225.65 | 107.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4365.00 | 107.8 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4150 expiring on 28NOV2024
Delta for 4150 PE is -0.34
Historical price for 4150 PE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 45, which was -25.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by 46 which increased total open position to 439
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was 32.00, the open interest changed by -152 which decreased total open position to 402
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 70, which was 2.00 higher than the previous day. The implied volatity was 32.00, the open interest changed by -143 which decreased total open position to 402
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 68, which was 22.00 higher than the previous day. The implied volatity was 31.57, the open interest changed by 517 which increased total open position to 557
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 46, which was -5.35 lower than the previous day. The implied volatity was 31.71, the open interest changed by 10 which increased total open position to 41
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 51.35, which was 24.65 higher than the previous day. The implied volatity was 31.23, the open interest changed by -6 which decreased total open position to 32
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 26.7, which was 9.20 higher than the previous day. The implied volatity was 30.78, the open interest changed by 9 which increased total open position to 57
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 17.5, which was -1.50 lower than the previous day. The implied volatity was 29.85, the open interest changed by -1 which decreased total open position to 48
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 19, which was 0.65 higher than the previous day. The implied volatity was 30.43, the open interest changed by -7 which decreased total open position to 45
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 18.35, which was -5.65 lower than the previous day. The implied volatity was 32.04, the open interest changed by -22 which decreased total open position to 51
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 24, which was -49.65 lower than the previous day. The implied volatity was 32.21, the open interest changed by 17 which increased total open position to 74
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 73.65, which was -7.30 lower than the previous day. The implied volatity was 32.68, the open interest changed by 22 which increased total open position to 59
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 80.95, which was -26.85 lower than the previous day. The implied volatity was 33.40, the open interest changed by 36 which increased total open position to 36
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 107.8, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by 0 which decreased total open position to 0
On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 107.8, 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 Oct HDFCAMC was trading at 4384.60. The strike last trading price was 107.8, 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 107.8, 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 28 Oct HDFCAMC was trading at 4337.50. The strike last trading price was 107.8, 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 Oct HDFCAMC was trading at 4342.25. The strike last trading price was 107.8, 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 Oct HDFCAMC was trading at 4434.45. The strike last trading price was 107.8, 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 Oct HDFCAMC was trading at 4827.90. The strike last trading price was 107.8, 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 107.8, 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 Oct HDFCAMC was trading at 4369.80. The strike last trading price was 107.8, 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 107.8, 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 107.8, 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 107.8, 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 1 Oct HDFCAMC was trading at 4365.00. The strike last trading price was 107.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
