HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
27 Dec 2024 04:13 PM IST
| HDFCAMC 30JAN2025 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 4.88
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4263.10 | 183 | -8.60 | 24.87 | 79 | 24 | 51 | |||
| 26 Dec | 4269.45 | 191.6 | 11.60 | 24.81 | 127 | 18 | 29 | |||
| 24 Dec | 4216.60 | 180 | -5.00 | 27.36 | 9 | 5 | 9 | |||
| 23 Dec | 4249.65 | 185 | -65.55 | 24.98 | 5 | 1 | 4 | |||
| 20 Dec | 4262.80 | 250.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 19 Dec | 4394.20 | 250.55 | -79.95 | 12.86 | 1 | 0 | 2 | |||
| 18 Dec | 4368.15 | 330.5 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 17 Dec | 4415.00 | 330.5 | -66.75 | 29.37 | 8 | -3 | 3 | |||
| 16 Dec | 4516.75 | 397.25 | -18.30 | 23.48 | 6 | 0 | 0 | |||
| 12 Dec | 4542.60 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4543.85 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4456.50 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 4469.15 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4363.90 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 4357.00 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 4362.60 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 4258.30 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 4250.05 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 4204.25 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 4209.75 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 4241.90 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 4238.45 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4223.25 | 415.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 415.55 | 415.55 | - | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 4200 expiring on 30JAN2025
Delta for 4200 CE is 0.64
Historical price for 4200 CE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 183, which was -8.60 lower than the previous day. The implied volatity was 24.87, the open interest changed by 24 which increased total open position to 51
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 191.6, which was 11.60 higher than the previous day. The implied volatity was 24.81, the open interest changed by 18 which increased total open position to 29
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 180, which was -5.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by 5 which increased total open position to 9
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 185, which was -65.55 lower than the previous day. The implied volatity was 24.98, the open interest changed by 1 which increased total open position to 4
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 250.55, 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 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 250.55, which was -79.95 lower than the previous day. The implied volatity was 12.86, the open interest changed by 0 which decreased total open position to 2
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 330.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 330.5, which was -66.75 lower than the previous day. The implied volatity was 29.37, the open interest changed by -3 which decreased total open position to 3
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 397.25, which was -18.30 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 0
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 415.55, 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 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 415.55, 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 415.55, 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 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 415.55, 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 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 415.55, 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 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 415.55, 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 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 415.55, 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 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 415.55, 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 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 415.55, 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 415.55, 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 415.55, 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 415.55, 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 415.55, 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 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 415.55, 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 415.55, 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 415.55, which was 415.55 higher 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 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 4.92
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4263.10 | 94.85 | 2.85 | 27.07 | 316 | 114 | 487 |
| 26 Dec | 4269.45 | 92 | -14.25 | 26.94 | 544 | 220 | 374 |
| 24 Dec | 4216.60 | 106.25 | 8.70 | 25.57 | 151 | 54 | 154 |
| 23 Dec | 4249.65 | 97.55 | -5.45 | 25.53 | 87 | 16 | 100 |
| 20 Dec | 4262.80 | 103 | 43.00 | 27.03 | 14 | 6 | 83 |
| 19 Dec | 4394.20 | 60 | -5.00 | 26.42 | 60 | 7 | 77 |
| 18 Dec | 4368.15 | 65 | 15.95 | 25.69 | 14 | 10 | 68 |
| 17 Dec | 4415.00 | 49.05 | 14.05 | 23.76 | 10 | 7 | 58 |
| 16 Dec | 4516.75 | 35 | -7.30 | 24.93 | 49 | 24 | 48 |
| 12 Dec | 4542.60 | 42.3 | 0.30 | 27.64 | 8 | 4 | 25 |
| 11 Dec | 4543.85 | 42 | -18.00 | 27.07 | 14 | 7 | 20 |
| 10 Dec | 4456.50 | 60 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 4469.15 | 60 | -25.05 | 27.09 | 1 | 0 | 13 |
| 6 Dec | 4363.90 | 85.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 4357.00 | 85.05 | -0.70 | 26.48 | 2 | 0 | 13 |
| 4 Dec | 4362.60 | 85.75 | -45.00 | 26.08 | 3 | 0 | 12 |
| 3 Dec | 4258.30 | 130.75 | -6.00 | 28.00 | 10 | 0 | 2 |
| 2 Dec | 4250.05 | 136.75 | -7.25 | 28.77 | 1 | 0 | 1 |
| 29 Nov | 4204.25 | 144 | -96.55 | 26.45 | 1 | 0 | 0 |
| 28 Nov | 4209.75 | 240.55 | 0.00 | 2.16 | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 240.55 | 0.00 | 1.85 | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 240.55 | 0.00 | 1.69 | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 240.55 | 0.00 | 3.17 | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 240.55 | 240.55 | 1.45 | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 0 | 0.00 | 1.39 | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 0 | 0.00 | 0.90 | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 0 | 0.00 | 0.90 | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 0 | 0.00 | 0.84 | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 0 | 0.00 | 2.18 | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 0 | 0.00 | 1.68 | 0 | 0 | 0 |
| 12 Nov | 4397.50 | 0 | 0.00 | 3.66 | 0 | 0 | 0 |
| 11 Nov | 4450.05 | 0 | 0.00 | 4.16 | 0 | 0 | 0 |
| 8 Nov | 4484.55 | 0 | 0.00 | 4.58 | 0 | 0 | 0 |
| 7 Nov | 4517.15 | 0 | 0.00 | 4.85 | 0 | 0 | 0 |
| 6 Nov | 4498.45 | 0 | 0.00 | 4.67 | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 0 | 0.00 | 2.60 | 0 | 0 | 0 |
| 4 Nov | 4283.40 | 0 | 2.33 | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4200 expiring on 30JAN2025
Delta for 4200 PE is -0.37
Historical price for 4200 PE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 94.85, which was 2.85 higher than the previous day. The implied volatity was 27.07, the open interest changed by 114 which increased total open position to 487
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 92, which was -14.25 lower than the previous day. The implied volatity was 26.94, the open interest changed by 220 which increased total open position to 374
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 106.25, which was 8.70 higher than the previous day. The implied volatity was 25.57, the open interest changed by 54 which increased total open position to 154
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 97.55, which was -5.45 lower than the previous day. The implied volatity was 25.53, the open interest changed by 16 which increased total open position to 100
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 103, which was 43.00 higher than the previous day. The implied volatity was 27.03, the open interest changed by 6 which increased total open position to 83
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 60, which was -5.00 lower than the previous day. The implied volatity was 26.42, the open interest changed by 7 which increased total open position to 77
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 65, which was 15.95 higher than the previous day. The implied volatity was 25.69, the open interest changed by 10 which increased total open position to 68
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 49.05, which was 14.05 higher than the previous day. The implied volatity was 23.76, the open interest changed by 7 which increased total open position to 58
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 35, which was -7.30 lower than the previous day. The implied volatity was 24.93, the open interest changed by 24 which increased total open position to 48
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 42.3, which was 0.30 higher than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 25
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 42, which was -18.00 lower than the previous day. The implied volatity was 27.07, the open interest changed by 7 which increased total open position to 20
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 60, 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 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 60, which was -25.05 lower than the previous day. The implied volatity was 27.09, the open interest changed by 0 which decreased total open position to 13
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 85.05, 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 5 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 85.05, which was -0.70 lower than the previous day. The implied volatity was 26.48, the open interest changed by 0 which decreased total open position to 13
On 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 85.75, which was -45.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 0 which decreased total open position to 12
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 130.75, which was -6.00 lower than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 2
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 136.75, which was -7.25 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 1
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 144, which was -96.55 lower than the previous day. The implied volatity was 26.45, 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 240.55, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 240.55, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 240.55, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 240.55, 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 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 240.55, which was 240.55 higher than the previous day. The implied volatity was 1.45, 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 1.39, 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 0.90, 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 0.90, 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 0.84, 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 2.18, 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 1.68, 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 3.66, 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 4.16, 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 4.58, 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 4.85, 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 4.67, 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 2.60, 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 2.33, the open interest changed by 0 which decreased total open position to 0
