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HDFCAMC
Hdfc Amc Limited

3987.25 187.30 (4.93%)

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Historical option data for HDFCAMC

11 Apr 2025 04:13 PM IST
HDFCAMC 24APR2025 4400 CE
Delta: 0.11
Vega: 1.46
Theta: -2.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3987.25 16.85 8.75 41.38 781 -16 232
9 Apr 3799.95 7.95 -5.45 44.04 160 23 218
8 Apr 3847.40 14.1 2.1 44.41 109 -20 194
7 Apr 3732.10 12 -0.4 47.82 575 9 215
4 Apr 3906.30 11.4 -17.35 34.28 275 -19 207
3 Apr 4043.50 30 -0.95 32.86 101 19 226
2 Apr 4075.35 31.75 14.25 31.79 254 18 207
1 Apr 3976.55 17 -7.45 30.55 433 70 188
28 Mar 4013.90 23.15 -14 28.95 428 37 118
27 Mar 4073.30 35.05 -6.65 28.01 63 9 83
26 Mar 4071.35 40.5 -9.5 30.18 84 6 74
25 Mar 4112.30 50.8 3.3 30.48 59 17 63
24 Mar 4100.45 48.4 16.9 28.56 48 23 47
21 Mar 3994.55 31.5 -0.5 28.41 37 20 24
20 Mar 3967.80 32 -59.15 30.25 5 2 2
7 Feb 3922.35 0 0 5.21 0 0 0
6 Feb 3935.65 0 0 4.71 0 0 0
5 Feb 3992.85 0 0 3.89 0 0 0
1 Feb 3908.10 0 0 4.58 0 0 0


For Hdfc Amc Limited - strike price 4400 expiring on 24APR2025

Delta for 4400 CE is 0.11

Historical price for 4400 CE is as follows

On 11 Apr HDFCAMC was trading at 3987.25. The strike last trading price was 16.85, which was 8.75 higher than the previous day. The implied volatity was 41.38, the open interest changed by -16 which decreased total open position to 232


On 9 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 7.95, which was -5.45 lower than the previous day. The implied volatity was 44.04, the open interest changed by 23 which increased total open position to 218


On 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 14.1, which was 2.1 higher than the previous day. The implied volatity was 44.41, the open interest changed by -20 which decreased total open position to 194


On 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 12, which was -0.4 lower than the previous day. The implied volatity was 47.82, the open interest changed by 9 which increased total open position to 215


On 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 11.4, which was -17.35 lower than the previous day. The implied volatity was 34.28, the open interest changed by -19 which decreased total open position to 207


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 30, which was -0.95 lower than the previous day. The implied volatity was 32.86, the open interest changed by 19 which increased total open position to 226


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 31.75, which was 14.25 higher than the previous day. The implied volatity was 31.79, the open interest changed by 18 which increased total open position to 207


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 17, which was -7.45 lower than the previous day. The implied volatity was 30.55, the open interest changed by 70 which increased total open position to 188


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 23.15, which was -14 lower than the previous day. The implied volatity was 28.95, the open interest changed by 37 which increased total open position to 118


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 35.05, which was -6.65 lower than the previous day. The implied volatity was 28.01, the open interest changed by 9 which increased total open position to 83


On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 40.5, which was -9.5 lower than the previous day. The implied volatity was 30.18, the open interest changed by 6 which increased total open position to 74


On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 50.8, which was 3.3 higher than the previous day. The implied volatity was 30.48, the open interest changed by 17 which increased total open position to 63


On 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 48.4, which was 16.9 higher than the previous day. The implied volatity was 28.56, the open interest changed by 23 which increased total open position to 47


On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 31.5, which was -0.5 lower than the previous day. The implied volatity was 28.41, the open interest changed by 20 which increased total open position to 24


On 20 Mar HDFCAMC was trading at 3967.80. The strike last trading price was 32, which was -59.15 lower than the previous day. The implied volatity was 30.25, the open interest changed by 2 which increased total open position to 2


On 7 Feb HDFCAMC was trading at 3922.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0


On 6 Feb HDFCAMC was trading at 3935.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0


On 5 Feb HDFCAMC was trading at 3992.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 1 Feb HDFCAMC was trading at 3908.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


HDFCAMC 24APR2025 4400 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3987.25 460.5 0 0.00 0 0 0
9 Apr 3799.95 460.5 0 0.00 0 0 0
8 Apr 3847.40 460.5 0 0.00 0 0 0
7 Apr 3732.10 460.5 0 0.00 0 0 0
4 Apr 3906.30 460.5 85.35 - 3 0 49
3 Apr 4043.50 375.05 -37.8 42.50 10 2 45
2 Apr 4075.35 412.85 -37.1 55.65 6 2 43
1 Apr 3976.55 449.95 61.9 46.39 30 13 41
28 Mar 4013.90 387.45 88.45 31.14 24 10 28
27 Mar 4073.30 299 0 0.00 0 -2 0
26 Mar 4071.35 299 -11 - 9 1 21
25 Mar 4112.30 310 0 0.00 0 5 0
24 Mar 4100.45 310 -75.4 30.34 10 6 21
21 Mar 3994.55 385.4 -28.6 28.32 2 0 14
20 Mar 3967.80 413.95 33.95 24.68 13 4 5
7 Feb 3922.35 0 0 - 0 0 0
6 Feb 3935.65 0 0 - 0 0 0
5 Feb 3992.85 0 0 - 0 0 0
1 Feb 3908.10 0 0 - 0 0 0


For Hdfc Amc Limited - strike price 4400 expiring on 24APR2025

Delta for 4400 PE is 0.00

Historical price for 4400 PE is as follows

On 11 Apr HDFCAMC was trading at 3987.25. The strike last trading price was 460.5, which was 0 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 Apr HDFCAMC was trading at 3799.95. The strike last trading price was 460.5, which was 0 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 8 Apr HDFCAMC was trading at 3847.40. The strike last trading price was 460.5, which was 0 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 7 Apr HDFCAMC was trading at 3732.10. The strike last trading price was 460.5, which was 0 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 4 Apr HDFCAMC was trading at 3906.30. The strike last trading price was 460.5, which was 85.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 3 Apr HDFCAMC was trading at 4043.50. The strike last trading price was 375.05, which was -37.8 lower than the previous day. The implied volatity was 42.50, the open interest changed by 2 which increased total open position to 45


On 2 Apr HDFCAMC was trading at 4075.35. The strike last trading price was 412.85, which was -37.1 lower than the previous day. The implied volatity was 55.65, the open interest changed by 2 which increased total open position to 43


On 1 Apr HDFCAMC was trading at 3976.55. The strike last trading price was 449.95, which was 61.9 higher than the previous day. The implied volatity was 46.39, the open interest changed by 13 which increased total open position to 41


On 28 Mar HDFCAMC was trading at 4013.90. The strike last trading price was 387.45, which was 88.45 higher than the previous day. The implied volatity was 31.14, the open interest changed by 10 which increased total open position to 28


On 27 Mar HDFCAMC was trading at 4073.30. The strike last trading price was 299, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 26 Mar HDFCAMC was trading at 4071.35. The strike last trading price was 299, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21


On 25 Mar HDFCAMC was trading at 4112.30. The strike last trading price was 310, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 24 Mar HDFCAMC was trading at 4100.45. The strike last trading price was 310, which was -75.4 lower than the previous day. The implied volatity was 30.34, the open interest changed by 6 which increased total open position to 21


On 21 Mar HDFCAMC was trading at 3994.55. The strike last trading price was 385.4, which was -28.6 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 14


On 20 Mar HDFCAMC was trading at 3967.80. The strike last trading price was 413.95, which was 33.95 higher than the previous day. The implied volatity was 24.68, the open interest changed by 4 which increased total open position to 5


On 7 Feb HDFCAMC was trading at 3922.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb HDFCAMC was trading at 3935.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb HDFCAMC was trading at 3992.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb HDFCAMC was trading at 3908.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0