HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
20 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 1.75
Theta: -3.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4262.80 | 17.5 | -70.00 | 21.23 | 871 | -10 | 192 | |||
| 19 Dec | 4394.20 | 87.5 | 8.75 | 22.41 | 708 | 37 | 202 | |||
| 18 Dec | 4368.15 | 78.75 | -35.50 | 24.45 | 222 | 4 | 161 | |||
| 17 Dec | 4415.00 | 114.25 | -71.25 | 28.84 | 47 | -11 | 160 | |||
| 16 Dec | 4516.75 | 185.5 | 11.30 | 24.88 | 12 | 5 | 171 | |||
| 13 Dec | 4538.85 | 174.2 | -45.15 | - | 23 | -1 | 166 | |||
| 12 Dec | 4542.60 | 219.35 | -8.15 | 12.03 | 11 | -5 | 167 | |||
| 11 Dec | 4543.85 | 227.5 | 66.50 | 19.97 | 25 | -5 | 171 | |||
| 10 Dec | 4456.50 | 161 | -15.75 | 22.04 | 268 | 15 | 175 | |||
| 9 Dec | 4469.15 | 176.75 | 58.25 | 26.02 | 543 | -29 | 160 | |||
| 6 Dec | 4363.90 | 118.5 | -2.80 | 25.19 | 713 | -12 | 189 | |||
| 5 Dec | 4357.00 | 121.3 | 1.30 | 24.35 | 810 | -73 | 203 | |||
| 4 Dec | 4362.60 | 120 | 44.65 | 24.27 | 2,885 | 179 | 266 | |||
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| 3 Dec | 4258.30 | 75.35 | -7.65 | 24.23 | 64 | 12 | 87 | |||
| 2 Dec | 4250.05 | 83 | 13.75 | 25.38 | 183 | 28 | 74 | |||
| 29 Nov | 4204.25 | 69.25 | -9.40 | 24.98 | 65 | 28 | 46 | |||
| 28 Nov | 4209.75 | 78.65 | -17.00 | 21.15 | 26 | 12 | 17 | |||
| 27 Nov | 4241.90 | 95.65 | -4.35 | 26.29 | 9 | 2 | 6 | |||
| 26 Nov | 4238.45 | 100 | -48.05 | 27.56 | 2 | 0 | 3 | |||
| 25 Nov | 4343.45 | 148.05 | 68.05 | 26.47 | 3 | 1 | 2 | |||
| 22 Nov | 4223.25 | 80 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 80 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 4190.15 | 80 | 0.00 | 25.22 | 1 | 1 | 0 | |||
| 19 Nov | 4190.15 | 80 | -175.80 | 25.22 | 1 | 0 | 0 | |||
| 18 Nov | 4182.35 | 255.8 | 0.00 | 2.26 | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 255.8 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 255.8 | 0.00 | 0.67 | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 255.8 | 255.80 | 0.13 | 0 | 0 | 0 | |||
| 1 Nov | 4322.85 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4350 expiring on 26DEC2024
Delta for 4350 CE is 0.25
Historical price for 4350 CE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 17.5, which was -70.00 lower than the previous day. The implied volatity was 21.23, the open interest changed by -10 which decreased total open position to 192
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 87.5, which was 8.75 higher than the previous day. The implied volatity was 22.41, the open interest changed by 37 which increased total open position to 202
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 78.75, which was -35.50 lower than the previous day. The implied volatity was 24.45, the open interest changed by 4 which increased total open position to 161
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 114.25, which was -71.25 lower than the previous day. The implied volatity was 28.84, the open interest changed by -11 which decreased total open position to 160
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 185.5, which was 11.30 higher than the previous day. The implied volatity was 24.88, the open interest changed by 5 which increased total open position to 171
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 174.2, which was -45.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 166
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 219.35, which was -8.15 lower than the previous day. The implied volatity was 12.03, the open interest changed by -5 which decreased total open position to 167
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 227.5, which was 66.50 higher than the previous day. The implied volatity was 19.97, the open interest changed by -5 which decreased total open position to 171
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 161, which was -15.75 lower than the previous day. The implied volatity was 22.04, the open interest changed by 15 which increased total open position to 175
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 176.75, which was 58.25 higher than the previous day. The implied volatity was 26.02, the open interest changed by -29 which decreased total open position to 160
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 118.5, which was -2.80 lower than the previous day. The implied volatity was 25.19, the open interest changed by -12 which decreased total open position to 189
On 5 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 121.3, which was 1.30 higher than the previous day. The implied volatity was 24.35, the open interest changed by -73 which decreased total open position to 203
On 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 120, which was 44.65 higher than the previous day. The implied volatity was 24.27, the open interest changed by 179 which increased total open position to 266
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 75.35, which was -7.65 lower than the previous day. The implied volatity was 24.23, the open interest changed by 12 which increased total open position to 87
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 83, which was 13.75 higher than the previous day. The implied volatity was 25.38, the open interest changed by 28 which increased total open position to 74
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 69.25, which was -9.40 lower than the previous day. The implied volatity was 24.98, the open interest changed by 28 which increased total open position to 46
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 78.65, which was -17.00 lower than the previous day. The implied volatity was 21.15, the open interest changed by 12 which increased total open position to 17
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 95.65, which was -4.35 lower than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 6
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 100, which was -48.05 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 3
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 148.05, which was 68.05 higher than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 2
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 80, 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 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 80, 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 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 80, which was 0.00 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 0
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 80, which was -175.80 lower than the previous day. The implied volatity was 25.22, 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 255.8, 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 255.8, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 255.8, which was 0.00 lower than the previous day. The implied volatity was 0.67, 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 255.8, which was 255.80 higher than the previous day. The implied volatity was 0.13, 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 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 2.01
Theta: -4.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4262.80 | 119.95 | 84.05 | 33.57 | 925 | -1 | 205 |
| 19 Dec | 4394.20 | 35.9 | -16.40 | 24.96 | 467 | 37 | 211 |
| 18 Dec | 4368.15 | 52.3 | 14.85 | 25.67 | 311 | 55 | 174 |
| 17 Dec | 4415.00 | 37.45 | 21.25 | 23.37 | 211 | 14 | 120 |
| 16 Dec | 4516.75 | 16.2 | -2.85 | 24.17 | 214 | -5 | 106 |
| 13 Dec | 4538.85 | 19.05 | -2.65 | 24.55 | 137 | -23 | 112 |
| 12 Dec | 4542.60 | 21.7 | -2.30 | 26.74 | 112 | 2 | 135 |
| 11 Dec | 4543.85 | 24 | -27.45 | 26.75 | 200 | 35 | 133 |
| 10 Dec | 4456.50 | 51.45 | -1.90 | 28.15 | 318 | 10 | 100 |
| 9 Dec | 4469.15 | 53.35 | -28.95 | 27.99 | 665 | -3 | 91 |
| 6 Dec | 4363.90 | 82.3 | -11.25 | 23.96 | 141 | 43 | 93 |
| 5 Dec | 4357.00 | 93.55 | -5.75 | 26.83 | 194 | -26 | 49 |
| 4 Dec | 4362.60 | 99.3 | -40.50 | 26.98 | 306 | 74 | 76 |
| 3 Dec | 4258.30 | 139.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 4250.05 | 139.8 | -40.00 | 24.10 | 1 | 0 | 1 |
| 29 Nov | 4204.25 | 179.8 | -78.20 | 25.42 | 1 | 0 | 0 |
| 28 Nov | 4209.75 | 258 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 258 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 258 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 258 | 0.00 | 0.66 | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 258 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 258 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 258 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 258 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 258 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 258 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 258 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 258 | 258.00 | - | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 0 | 0.63 | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4350 expiring on 26DEC2024
Delta for 4350 PE is -0.66
Historical price for 4350 PE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 119.95, which was 84.05 higher than the previous day. The implied volatity was 33.57, the open interest changed by -1 which decreased total open position to 205
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 35.9, which was -16.40 lower than the previous day. The implied volatity was 24.96, the open interest changed by 37 which increased total open position to 211
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 52.3, which was 14.85 higher than the previous day. The implied volatity was 25.67, the open interest changed by 55 which increased total open position to 174
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 37.45, which was 21.25 higher than the previous day. The implied volatity was 23.37, the open interest changed by 14 which increased total open position to 120
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 16.2, which was -2.85 lower than the previous day. The implied volatity was 24.17, the open interest changed by -5 which decreased total open position to 106
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 19.05, which was -2.65 lower than the previous day. The implied volatity was 24.55, the open interest changed by -23 which decreased total open position to 112
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 21.7, which was -2.30 lower than the previous day. The implied volatity was 26.74, the open interest changed by 2 which increased total open position to 135
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 24, which was -27.45 lower than the previous day. The implied volatity was 26.75, the open interest changed by 35 which increased total open position to 133
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 51.45, which was -1.90 lower than the previous day. The implied volatity was 28.15, the open interest changed by 10 which increased total open position to 100
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 53.35, which was -28.95 lower than the previous day. The implied volatity was 27.99, the open interest changed by -3 which decreased total open position to 91
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 82.3, which was -11.25 lower than the previous day. The implied volatity was 23.96, the open interest changed by 43 which increased total open position to 93
On 5 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 93.55, which was -5.75 lower than the previous day. The implied volatity was 26.83, the open interest changed by -26 which decreased total open position to 49
On 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 99.3, which was -40.50 lower than the previous day. The implied volatity was 26.98, the open interest changed by 74 which increased total open position to 76
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 139.8, 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 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 139.8, which was -40.00 lower than the previous day. The implied volatity was 24.10, 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 179.8, which was -78.20 lower than the previous day. The implied volatity was 25.42, 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 258, 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 258, 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 258, 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 258, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 258, 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 258, 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 258, 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 258, 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 258, 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 258, 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 258, 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 258, which was 258.00 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 0.63, the open interest changed by 0 which decreased total open position to 0
