HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
03 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 4.21
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4258.30 | 122 | -8.00 | 24.29 | 350 | 34 | 186 | |||
| 2 Dec | 4250.05 | 130 | 16.85 | 25.47 | 751 | 33 | 155 | |||
| 29 Nov | 4204.25 | 113.15 | -6.20 | 25.77 | 197 | 65 | 124 | |||
| 28 Nov | 4209.75 | 119.35 | -21.65 | 19.35 | 103 | 44 | 58 | |||
| 27 Nov | 4241.90 | 141 | -164.20 | 26.06 | 34 | 15 | 15 | |||
| 26 Nov | 4238.45 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 4223.25 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 305.2 | 0.00 | 0.57 | 0 | 0 | 0 | |||
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| 19 Nov | 4190.15 | 305.2 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 305.2 | 0.00 | 0.55 | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 305.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 305.2 | 305.20 | - | 0 | 0 | 0 | |||
| 1 Nov | 4322.85 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4250 expiring on 26DEC2024
Delta for 4250 CE is 0.57
Historical price for 4250 CE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 122, which was -8.00 lower than the previous day. The implied volatity was 24.29, the open interest changed by 34 which increased total open position to 186
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 130, which was 16.85 higher than the previous day. The implied volatity was 25.47, the open interest changed by 33 which increased total open position to 155
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 113.15, which was -6.20 lower than the previous day. The implied volatity was 25.77, the open interest changed by 65 which increased total open position to 124
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 119.35, which was -21.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 44 which increased total open position to 58
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 141, which was -164.20 lower than the previous day. The implied volatity was 26.06, the open interest changed by 15 which increased total open position to 15
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 305.2, 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 305.2, 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 305.2, 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 305.2, 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 305.2, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 305.2, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 305.2, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 305.2, 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 305.2, 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 305.2, which was 305.20 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 26DEC2024 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 4.21
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4258.30 | 89.3 | -10.60 | 25.01 | 139 | 57 | 258 |
| 2 Dec | 4250.05 | 99.9 | -20.90 | 27.09 | 294 | 42 | 202 |
| 29 Nov | 4204.25 | 120.8 | -3.90 | 25.38 | 177 | 64 | 160 |
| 28 Nov | 4209.75 | 124.7 | 24.00 | 31.89 | 142 | 90 | 97 |
| 27 Nov | 4241.90 | 100.7 | -26.50 | 24.43 | 17 | 2 | 8 |
| 26 Nov | 4238.45 | 127.2 | 40.20 | 28.62 | 6 | 1 | 5 |
| 25 Nov | 4343.45 | 87 | -121.55 | 28.54 | 10 | 4 | 4 |
| 22 Nov | 4223.25 | 208.55 | 0.00 | 0.23 | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 208.55 | 0.00 | 0.18 | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 208.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 208.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 208.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 208.55 | 0.00 | 1.54 | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 208.55 | 0.00 | 1.19 | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 208.55 | 208.55 | 1.48 | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 0 | 2.17 | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4250 expiring on 26DEC2024
Delta for 4250 PE is -0.43
Historical price for 4250 PE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 89.3, which was -10.60 lower than the previous day. The implied volatity was 25.01, the open interest changed by 57 which increased total open position to 258
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 99.9, which was -20.90 lower than the previous day. The implied volatity was 27.09, the open interest changed by 42 which increased total open position to 202
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 120.8, which was -3.90 lower than the previous day. The implied volatity was 25.38, the open interest changed by 64 which increased total open position to 160
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 124.7, which was 24.00 higher than the previous day. The implied volatity was 31.89, the open interest changed by 90 which increased total open position to 97
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 100.7, which was -26.50 lower than the previous day. The implied volatity was 24.43, the open interest changed by 2 which increased total open position to 8
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 127.2, which was 40.20 higher than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 5
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 87, which was -121.55 lower than the previous day. The implied volatity was 28.54, the open interest changed by 4 which increased total open position to 4
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 208.55, which was 0.00 lower than the previous day. The implied volatity was 0.23, 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 208.55, which was 0.00 lower than the previous day. The implied volatity was 0.18, 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 208.55, 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 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 208.55, 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 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 208.55, 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 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 208.55, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 208.55, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 208.55, which was 208.55 higher than the previous day. The implied volatity was 1.48, 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 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
