HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
20 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.05
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4262.80 | 7.75 | -31.55 | 26.12 | 1,399 | 0 | 282 | |||
| 19 Dec | 4394.20 | 39.3 | 2.35 | 23.79 | 730 | -21 | 284 | |||
| 18 Dec | 4368.15 | 36.95 | -22.05 | 25.46 | 561 | 46 | 305 | |||
| 17 Dec | 4415.00 | 59 | -59.15 | 27.48 | 533 | 133 | 260 | |||
| 16 Dec | 4516.75 | 118.15 | -11.30 | 26.90 | 98 | 3 | 127 | |||
| 13 Dec | 4538.85 | 129.45 | -16.45 | 21.69 | 353 | 22 | 125 | |||
| 12 Dec | 4542.60 | 145.9 | -6.80 | 20.25 | 84 | -3 | 103 | |||
| 11 Dec | 4543.85 | 152.7 | 48.85 | 22.10 | 479 | -115 | 107 | |||
| 10 Dec | 4456.50 | 103.85 | -10.20 | 23.84 | 872 | 52 | 224 | |||
| 9 Dec | 4469.15 | 114.05 | 35.75 | 25.64 | 1,916 | -10 | 172 | |||
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| 6 Dec | 4363.90 | 78.3 | 3.40 | 26.59 | 406 | 10 | 183 | |||
| 5 Dec | 4357.00 | 74.9 | -0.30 | 24.44 | 314 | 38 | 174 | |||
| 4 Dec | 4362.60 | 75.2 | 30.00 | 24.53 | 554 | 105 | 135 | |||
| 3 Dec | 4258.30 | 45.2 | -7.00 | 24.77 | 24 | 3 | 30 | |||
| 2 Dec | 4250.05 | 52.2 | 8.45 | 26.02 | 60 | 16 | 26 | |||
| 29 Nov | 4204.25 | 43.75 | -5.00 | 25.69 | 16 | 4 | 9 | |||
| 28 Nov | 4209.75 | 48.75 | -163.65 | 22.13 | 10 | 6 | 6 | |||
| 27 Nov | 4241.90 | 212.4 | 0.00 | 3.53 | 0 | 0 | 0 | |||
| 26 Nov | 4238.45 | 212.4 | 0.00 | 3.69 | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 212.4 | 0.00 | 1.30 | 0 | 0 | 0 | |||
| 22 Nov | 4223.25 | 212.4 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 212.4 | 0.00 | 3.89 | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 212.4 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 19 Nov | 4190.15 | 212.4 | 0.00 | 4.36 | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 212.4 | 0.00 | 4.10 | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 212.4 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 212.4 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 11 Nov | 4450.05 | 212.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 212.4 | 212.40 | 1.72 | 0 | 0 | 0 | |||
| 1 Nov | 4322.85 | 0 | 0.99 | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4450 expiring on 26DEC2024
Delta for 4450 CE is 0.11
Historical price for 4450 CE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 7.75, which was -31.55 lower than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 282
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 39.3, which was 2.35 higher than the previous day. The implied volatity was 23.79, the open interest changed by -21 which decreased total open position to 284
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 36.95, which was -22.05 lower than the previous day. The implied volatity was 25.46, the open interest changed by 46 which increased total open position to 305
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 59, which was -59.15 lower than the previous day. The implied volatity was 27.48, the open interest changed by 133 which increased total open position to 260
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 118.15, which was -11.30 lower than the previous day. The implied volatity was 26.90, the open interest changed by 3 which increased total open position to 127
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 129.45, which was -16.45 lower than the previous day. The implied volatity was 21.69, the open interest changed by 22 which increased total open position to 125
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 145.9, which was -6.80 lower than the previous day. The implied volatity was 20.25, the open interest changed by -3 which decreased total open position to 103
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 152.7, which was 48.85 higher than the previous day. The implied volatity was 22.10, the open interest changed by -115 which decreased total open position to 107
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 103.85, which was -10.20 lower than the previous day. The implied volatity was 23.84, the open interest changed by 52 which increased total open position to 224
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 114.05, which was 35.75 higher than the previous day. The implied volatity was 25.64, the open interest changed by -10 which decreased total open position to 172
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 78.3, which was 3.40 higher than the previous day. The implied volatity was 26.59, the open interest changed by 10 which increased total open position to 183
On 5 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 74.9, which was -0.30 lower than the previous day. The implied volatity was 24.44, the open interest changed by 38 which increased total open position to 174
On 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 75.2, which was 30.00 higher than the previous day. The implied volatity was 24.53, the open interest changed by 105 which increased total open position to 135
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 45.2, which was -7.00 lower than the previous day. The implied volatity was 24.77, the open interest changed by 3 which increased total open position to 30
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 52.2, which was 8.45 higher than the previous day. The implied volatity was 26.02, the open interest changed by 16 which increased total open position to 26
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 43.75, which was -5.00 lower than the previous day. The implied volatity was 25.69, the open interest changed by 4 which increased total open position to 9
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 48.75, which was -163.65 lower than the previous day. The implied volatity was 22.13, the open interest changed by 6 which increased total open position to 6
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 212.4, which was 0.00 lower than the previous day. The implied volatity was 3.53, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 1.30, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 212.4, which was 0.00 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 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 212.4, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 212.4, which was 0.00 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 212.4, 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 212.4, which was 212.40 higher than the previous day. The implied volatity was 1.72, 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 0.99, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 26DEC2024 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 1.02
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4262.80 | 186 | 95.80 | 25.65 | 153 | -9 | 255 |
| 19 Dec | 4394.20 | 90.2 | -23.85 | 27.35 | 58 | -13 | 271 |
| 18 Dec | 4368.15 | 114.05 | 31.55 | 28.31 | 197 | -1 | 288 |
| 17 Dec | 4415.00 | 82.5 | 43.00 | 22.47 | 1,416 | 72 | 289 |
| 16 Dec | 4516.75 | 39.5 | -1.10 | 23.12 | 461 | 122 | 216 |
| 13 Dec | 4538.85 | 40.6 | -1.95 | 23.35 | 509 | -20 | 97 |
| 12 Dec | 4542.60 | 42.55 | -1.90 | 25.59 | 442 | -18 | 117 |
| 11 Dec | 4543.85 | 44.45 | -46.85 | 25.23 | 392 | 41 | 136 |
| 10 Dec | 4456.50 | 91.3 | -1.70 | 28.35 | 167 | 21 | 95 |
| 9 Dec | 4469.15 | 93 | -220.50 | 28.10 | 281 | 74 | 74 |
| 6 Dec | 4363.90 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4357.00 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4362.60 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4258.30 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4250.05 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4204.25 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4209.75 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 313.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4450.05 | 313.5 | 0.00 | 0.92 | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 313.5 | 313.50 | - | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 0 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4450 expiring on 26DEC2024
Delta for 4450 PE is -0.89
Historical price for 4450 PE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 186, which was 95.80 higher than the previous day. The implied volatity was 25.65, the open interest changed by -9 which decreased total open position to 255
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 90.2, which was -23.85 lower than the previous day. The implied volatity was 27.35, the open interest changed by -13 which decreased total open position to 271
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 114.05, which was 31.55 higher than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 288
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 82.5, which was 43.00 higher than the previous day. The implied volatity was 22.47, the open interest changed by 72 which increased total open position to 289
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 39.5, which was -1.10 lower than the previous day. The implied volatity was 23.12, the open interest changed by 122 which increased total open position to 216
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 40.6, which was -1.95 lower than the previous day. The implied volatity was 23.35, the open interest changed by -20 which decreased total open position to 97
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 42.55, which was -1.90 lower than the previous day. The implied volatity was 25.59, the open interest changed by -18 which decreased total open position to 117
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 44.45, which was -46.85 lower than the previous day. The implied volatity was 25.23, the open interest changed by 41 which increased total open position to 136
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 91.3, which was -1.70 lower than the previous day. The implied volatity was 28.35, the open interest changed by 21 which increased total open position to 95
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 93, which was -220.50 lower than the previous day. The implied volatity was 28.10, the open interest changed by 74 which increased total open position to 74
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 313.5, 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 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 313.5, 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 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 313.5, 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 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 313.5, 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 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 313.5, 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 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 313.5, 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 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 313.5, 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 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 313.5, which was 0.00 lower than the previous day. The implied volatity was 0.92, 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 313.5, which was 313.50 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
