HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
03 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 3.99
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4258.30 | 149.9 | -8.10 | 24.05 | 419 | 73 | 304 | |||
| 2 Dec | 4250.05 | 158 | 19.00 | 25.33 | 750 | 36 | 231 | |||
| 29 Nov | 4204.25 | 139 | -9.00 | 25.92 | 381 | 97 | 190 | |||
| 28 Nov | 4209.75 | 148 | -22.00 | 18.81 | 196 | 3 | 96 | |||
| 27 Nov | 4241.90 | 170 | -3.00 | 26.34 | 123 | 46 | 92 | |||
| 26 Nov | 4238.45 | 173 | -64.00 | 27.83 | 39 | 21 | 45 | |||
| 25 Nov | 4343.45 | 237 | 68.00 | 26.15 | 60 | 3 | 23 | |||
| 22 Nov | 4223.25 | 169 | 4.00 | 26.49 | 57 | 21 | 41 | |||
| 21 Nov | 4214.10 | 165 | -400.65 | 26.01 | 22 | 18 | 18 | |||
| 20 Nov | 4190.15 | 565.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 4190.15 | 565.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 565.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 565.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 565.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 565.65 | 565.65 | - | 0 | 0 | 0 | |||
| 1 Nov | 4322.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4434.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4499.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 4510.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4555.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4449.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4410.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4219.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4365.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4299.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4200 expiring on 26DEC2024
Delta for 4200 CE is 0.64
Historical price for 4200 CE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 149.9, which was -8.10 lower than the previous day. The implied volatity was 24.05, the open interest changed by 73 which increased total open position to 304
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 158, which was 19.00 higher than the previous day. The implied volatity was 25.33, the open interest changed by 36 which increased total open position to 231
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 139, which was -9.00 lower than the previous day. The implied volatity was 25.92, the open interest changed by 97 which increased total open position to 190
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 148, which was -22.00 lower than the previous day. The implied volatity was 18.81, the open interest changed by 3 which increased total open position to 96
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 170, which was -3.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by 46 which increased total open position to 92
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 173, which was -64.00 lower than the previous day. The implied volatity was 27.83, the open interest changed by 21 which increased total open position to 45
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 237, which was 68.00 higher than the previous day. The implied volatity was 26.15, the open interest changed by 3 which increased total open position to 23
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 169, which was 4.00 higher than the previous day. The implied volatity was 26.49, the open interest changed by 21 which increased total open position to 41
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 165, which was -400.65 lower than the previous day. The implied volatity was 26.01, the open interest changed by 18 which increased total open position to 18
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 565.65, 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 565.65, 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 565.65, 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 565.65, 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 565.65, 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 565.65, which was 565.65 higher than the previous day. The implied volatity was -, 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 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 24 Oct HDFCAMC was trading at 4434.45. 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 which decreased total open position to
On 23 Oct HDFCAMC was trading at 4499.00. 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 22 Oct HDFCAMC was trading at 4510.85. 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 21 Oct HDFCAMC was trading at 4602.95. 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 15 Oct HDFCAMC was trading at 4555.10. 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 which decreased total open position to
On 11 Oct HDFCAMC was trading at 4449.40. 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 10 Oct HDFCAMC was trading at 4410.45. 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 which decreased total open position to
On 4 Oct HDFCAMC was trading at 4219.45. 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 which decreased total open position to
On 1 Oct HDFCAMC was trading at 4365.00. 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 30 Sept HDFCAMC was trading at 4299.30. 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 26DEC2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 4.01
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4258.30 | 70.25 | -8.75 | 25.49 | 634 | 119 | 578 |
| 2 Dec | 4250.05 | 79 | -18.00 | 27.20 | 869 | 107 | 459 |
| 29 Nov | 4204.25 | 97 | -2.70 | 25.52 | 421 | 8 | 354 |
| 28 Nov | 4209.75 | 99.7 | 5.70 | 31.13 | 358 | 118 | 346 |
| 27 Nov | 4241.90 | 94 | -23.00 | 27.70 | 165 | 16 | 228 |
| 26 Nov | 4238.45 | 117 | 51.35 | 31.31 | 214 | 38 | 208 |
| 25 Nov | 4343.45 | 65.65 | -49.80 | 27.60 | 148 | 108 | 170 |
| 22 Nov | 4223.25 | 115.45 | -7.55 | 28.03 | 95 | 44 | 106 |
| 21 Nov | 4214.10 | 123 | -4.55 | 28.96 | 36 | 16 | 60 |
| 20 Nov | 4190.15 | 127.55 | 0.00 | 25.08 | 19 | 12 | 41 |
| 19 Nov | 4190.15 | 127.55 | -15.00 | 25.08 | 19 | 9 | 41 |
| 18 Nov | 4182.35 | 142.55 | 25.95 | 28.63 | 47 | 22 | 30 |
| 14 Nov | 4278.75 | 116.6 | -3.40 | 30.66 | 5 | 0 | 3 |
| 13 Nov | 4249.15 | 120 | -42.35 | 29.71 | 3 | 1 | 1 |
| 5 Nov | 4294.00 | 162.35 | 0.00 | 2.31 | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 162.35 | 0.00 | 3.09 | 0 | 0 | 0 |
| 24 Oct | 4434.45 | 162.35 | 162.35 | - | 0 | 0 | 0 |
| 23 Oct | 4499.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4510.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4555.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4449.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4410.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4219.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4365.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4299.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4200 expiring on 26DEC2024
Delta for 4200 PE is -0.36
Historical price for 4200 PE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 70.25, which was -8.75 lower than the previous day. The implied volatity was 25.49, the open interest changed by 119 which increased total open position to 578
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 79, which was -18.00 lower than the previous day. The implied volatity was 27.20, the open interest changed by 107 which increased total open position to 459
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 97, which was -2.70 lower than the previous day. The implied volatity was 25.52, the open interest changed by 8 which increased total open position to 354
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 99.7, which was 5.70 higher than the previous day. The implied volatity was 31.13, the open interest changed by 118 which increased total open position to 346
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 94, which was -23.00 lower than the previous day. The implied volatity was 27.70, the open interest changed by 16 which increased total open position to 228
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 117, which was 51.35 higher than the previous day. The implied volatity was 31.31, the open interest changed by 38 which increased total open position to 208
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 65.65, which was -49.80 lower than the previous day. The implied volatity was 27.60, the open interest changed by 108 which increased total open position to 170
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 115.45, which was -7.55 lower than the previous day. The implied volatity was 28.03, the open interest changed by 44 which increased total open position to 106
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 123, which was -4.55 lower than the previous day. The implied volatity was 28.96, the open interest changed by 16 which increased total open position to 60
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 127.55, which was 0.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 12 which increased total open position to 41
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 127.55, which was -15.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 9 which increased total open position to 41
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 142.55, which was 25.95 higher than the previous day. The implied volatity was 28.63, the open interest changed by 22 which increased total open position to 30
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 116.6, which was -3.40 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 3
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 120, which was -42.35 lower than the previous day. The implied volatity was 29.71, the open interest changed by 1 which increased total open position to 1
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 162.35, which was 0.00 lower than the previous day. The implied volatity was 2.31, 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 162.35, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 24 Oct HDFCAMC was trading at 4434.45. The strike last trading price was 162.35, which was 162.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HDFCAMC was trading at 4499.00. 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 22 Oct HDFCAMC was trading at 4510.85. 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 21 Oct HDFCAMC was trading at 4602.95. 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 15 Oct HDFCAMC was trading at 4555.10. 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 which decreased total open position to
On 11 Oct HDFCAMC was trading at 4449.40. 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 10 Oct HDFCAMC was trading at 4410.45. 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 which decreased total open position to
On 4 Oct HDFCAMC was trading at 4219.45. 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 which decreased total open position to
On 1 Oct HDFCAMC was trading at 4365.00. 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 30 Sept HDFCAMC was trading at 4299.30. 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
