HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Nov 2024 04:13 PM IST
| HDFCAMC 28NOV2024 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 1.80
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4214.10 | 22.4 | 4.60 | 28.39 | 706 | 87 | 394 | |||
| 20 Nov | 4190.15 | 17.8 | 0.00 | 27.77 | 529 | 34 | 308 | |||
| 19 Nov | 4190.15 | 17.8 | -6.75 | 27.77 | 529 | 35 | 308 | |||
| 18 Nov | 4182.35 | 24.55 | -36.70 | 28.53 | 452 | 47 | 279 | |||
| 14 Nov | 4278.75 | 61.25 | -4.00 | 24.78 | 708 | 65 | 230 | |||
| 13 Nov | 4249.15 | 65.25 | -70.75 | 27.35 | 500 | 102 | 164 | |||
| 12 Nov | 4397.50 | 136 | -37.00 | 29.64 | 16 | -2 | 62 | |||
| 11 Nov | 4450.05 | 173 | -25.60 | 27.87 | 7 | -4 | 64 | |||
| 8 Nov | 4484.55 | 198.6 | -32.55 | 25.38 | 7 | 0 | 68 | |||
| 7 Nov | 4517.15 | 231.15 | 3.65 | 23.32 | 10 | 0 | 68 | |||
| 6 Nov | 4498.45 | 227.5 | 114.80 | 28.61 | 326 | -30 | 68 | |||
| 5 Nov | 4294.00 | 112.7 | -2.10 | 31.00 | 188 | 9 | 98 | |||
| 4 Nov | 4283.40 | 114.8 | -22.20 | 31.44 | 101 | 30 | 90 | |||
| 1 Nov | 4322.85 | 137 | -3.05 | 27.91 | 7 | 0 | 59 | |||
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| 31 Oct | 4299.45 | 140.05 | -42.70 | - | 89 | 54 | 62 | |||
| 30 Oct | 4384.60 | 182.75 | -22.25 | - | 8 | 1 | 8 | |||
| 29 Oct | 4419.05 | 205 | -202.40 | - | 29 | 7 | 7 | |||
| 28 Oct | 4337.50 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4342.25 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4434.45 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4499.00 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4510.85 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4602.95 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4709.75 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4728.65 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4827.90 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4555.10 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4482.05 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4449.40 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4369.80 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4189.45 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4219.45 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4225.65 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4365.00 | 407.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4420.55 | 407.4 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4350 expiring on 28NOV2024
Delta for 4350 CE is 0.24
Historical price for 4350 CE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 22.4, which was 4.60 higher than the previous day. The implied volatity was 28.39, the open interest changed by 87 which increased total open position to 394
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 27.77, the open interest changed by 34 which increased total open position to 308
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 17.8, which was -6.75 lower than the previous day. The implied volatity was 27.77, the open interest changed by 35 which increased total open position to 308
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 24.55, which was -36.70 lower than the previous day. The implied volatity was 28.53, the open interest changed by 47 which increased total open position to 279
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 61.25, which was -4.00 lower than the previous day. The implied volatity was 24.78, the open interest changed by 65 which increased total open position to 230
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 65.25, which was -70.75 lower than the previous day. The implied volatity was 27.35, the open interest changed by 102 which increased total open position to 164
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 136, which was -37.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by -2 which decreased total open position to 62
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 173, which was -25.60 lower than the previous day. The implied volatity was 27.87, the open interest changed by -4 which decreased total open position to 64
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 198.6, which was -32.55 lower than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 68
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 231.15, which was 3.65 higher than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 68
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 227.5, which was 114.80 higher than the previous day. The implied volatity was 28.61, the open interest changed by -30 which decreased total open position to 68
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 112.7, which was -2.10 lower than the previous day. The implied volatity was 31.00, the open interest changed by 9 which increased total open position to 98
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 114.8, which was -22.20 lower than the previous day. The implied volatity was 31.44, the open interest changed by 30 which increased total open position to 90
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 137, which was -3.05 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 59
On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 140.05, which was -42.70 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 182.75, which was -22.25 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 205, which was -202.40 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 18 Oct HDFCAMC was trading at 4709.75. The strike last trading price was 407.4, 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 17 Oct HDFCAMC was trading at 4728.65. The strike last trading price was 407.4, 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 407.4, 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 407.4, 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 14 Oct HDFCAMC was trading at 4482.05. The strike last trading price was 407.4, 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 407.4, 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 27 Sept HDFCAMC was trading at 4420.55. The strike last trading price was 407.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCAMC 28NOV2024 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 2.01
Theta: -4.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4214.10 | 163.9 | -19.55 | 37.17 | 14 | -6 | 150 |
| 20 Nov | 4190.15 | 183.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 183.45 | 0.00 | 0.00 | 0 | -4 | 0 |
| 18 Nov | 4182.35 | 183.45 | 56.90 | 28.44 | 28 | -4 | 156 |
| 14 Nov | 4278.75 | 126.55 | -12.60 | 29.78 | 299 | 32 | 161 |
| 13 Nov | 4249.15 | 139.15 | 61.80 | 29.38 | 294 | -26 | 129 |
| 12 Nov | 4397.50 | 77.35 | 19.90 | 27.85 | 141 | 16 | 156 |
| 11 Nov | 4450.05 | 57.45 | 4.75 | 27.88 | 76 | -1 | 140 |
| 8 Nov | 4484.55 | 52.7 | 3.80 | 27.57 | 34 | -8 | 141 |
| 7 Nov | 4517.15 | 48.9 | -12.80 | 29.48 | 133 | 20 | 150 |
| 6 Nov | 4498.45 | 61.7 | -94.05 | 30.04 | 166 | 14 | 129 |
| 5 Nov | 4294.00 | 155.75 | -8.45 | 30.81 | 41 | 6 | 115 |
| 4 Nov | 4283.40 | 164.2 | 9.20 | 31.41 | 48 | 4 | 109 |
| 1 Nov | 4322.85 | 155 | -13.90 | 34.47 | 1 | 0 | 104 |
| 31 Oct | 4299.45 | 168.9 | 51.05 | - | 289 | 87 | 104 |
| 30 Oct | 4384.60 | 117.85 | 13.55 | - | 9 | 7 | 16 |
| 29 Oct | 4419.05 | 104.3 | -71.05 | - | 13 | 10 | 10 |
| 28 Oct | 4337.50 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4342.25 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4434.45 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4499.00 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4510.85 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4602.95 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4709.75 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4728.65 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4827.90 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4555.10 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 4482.05 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4449.40 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4369.80 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4189.45 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4219.45 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4225.65 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4365.00 | 175.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 4420.55 | 175.35 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4350 expiring on 28NOV2024
Delta for 4350 PE is -0.71
Historical price for 4350 PE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 163.9, which was -19.55 lower than the previous day. The implied volatity was 37.17, the open interest changed by -6 which decreased total open position to 150
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 183.45, 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 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 183.45, 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 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 183.45, which was 56.90 higher than the previous day. The implied volatity was 28.44, the open interest changed by -4 which decreased total open position to 156
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 126.55, which was -12.60 lower than the previous day. The implied volatity was 29.78, the open interest changed by 32 which increased total open position to 161
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 139.15, which was 61.80 higher than the previous day. The implied volatity was 29.38, the open interest changed by -26 which decreased total open position to 129
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 77.35, which was 19.90 higher than the previous day. The implied volatity was 27.85, the open interest changed by 16 which increased total open position to 156
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 57.45, which was 4.75 higher than the previous day. The implied volatity was 27.88, the open interest changed by -1 which decreased total open position to 140
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 52.7, which was 3.80 higher than the previous day. The implied volatity was 27.57, the open interest changed by -8 which decreased total open position to 141
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 48.9, which was -12.80 lower than the previous day. The implied volatity was 29.48, the open interest changed by 20 which increased total open position to 150
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 61.7, which was -94.05 lower than the previous day. The implied volatity was 30.04, the open interest changed by 14 which increased total open position to 129
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 155.75, which was -8.45 lower than the previous day. The implied volatity was 30.81, the open interest changed by 6 which increased total open position to 115
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 164.2, which was 9.20 higher than the previous day. The implied volatity was 31.41, the open interest changed by 4 which increased total open position to 109
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 155, which was -13.90 lower than the previous day. The implied volatity was 34.47, the open interest changed by 0 which decreased total open position to 104
On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 168.9, which was 51.05 higher 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 117.85, which was 13.55 higher 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 104.3, which was -71.05 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 18 Oct HDFCAMC was trading at 4709.75. The strike last trading price was 175.35, 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 17 Oct HDFCAMC was trading at 4728.65. The strike last trading price was 175.35, 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 175.35, 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 175.35, 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 14 Oct HDFCAMC was trading at 4482.05. The strike last trading price was 175.35, 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 175.35, 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 27 Sept HDFCAMC was trading at 4420.55. The strike last trading price was 175.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
