HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Nov 2024 04:13 PM IST
| HDFCAMC 28NOV2024 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.09
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 4214.10 | 8.95 | 1.45 | 29.84 | 336 | 16 | 239 | |||
| 20 Nov | 4190.15 | 7.5 | 0.00 | 29.07 | 583 | -34 | 228 | |||
| 19 Nov | 4190.15 | 7.5 | -3.55 | 29.07 | 583 | -29 | 228 | |||
| 18 Nov | 4182.35 | 11.05 | -19.15 | 29.48 | 1,082 | 68 | 256 | |||
| 14 Nov | 4278.75 | 30.2 | -3.40 | 24.81 | 356 | 31 | 189 | |||
| 13 Nov | 4249.15 | 33.6 | -51.90 | 26.87 | 568 | 24 | 157 | |||
| 12 Nov | 4397.50 | 85.5 | -25.50 | 29.21 | 437 | 55 | 137 | |||
| 11 Nov | 4450.05 | 111 | -14.00 | 26.90 | 341 | 21 | 81 | |||
| 8 Nov | 4484.55 | 125 | -39.30 | 22.97 | 81 | -4 | 59 | |||
| 7 Nov | 4517.15 | 164.3 | 4.35 | 24.50 | 342 | 12 | 63 | |||
| 6 Nov | 4498.45 | 159.95 | 87.15 | 27.64 | 464 | -17 | 51 | |||
| 5 Nov | 4294.00 | 72.8 | -6.75 | 30.37 | 77 | 6 | 68 | |||
| 4 Nov | 4283.40 | 79.55 | -19.45 | 31.88 | 90 | 8 | 64 | |||
| 1 Nov | 4322.85 | 99 | 0.55 | 29.16 | 11 | -1 | 56 | |||
| 31 Oct | 4299.45 | 98.45 | -32.95 | - | 76 | 11 | 56 | |||
| 30 Oct | 4384.60 | 131.4 | -25.60 | - | 117 | 20 | 46 | |||
| 29 Oct | 4419.05 | 157 | -193.80 | - | 31 | 25 | 25 | |||
| 28 Oct | 4337.50 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 4342.25 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 4434.45 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4499.00 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4510.85 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4602.95 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4709.75 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Oct | 4728.65 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4827.90 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4555.10 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4369.80 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4219.45 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4225.65 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4365.00 | 350.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 4420.55 | 350.8 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4450 expiring on 28NOV2024
Delta for 4450 CE is 0.11
Historical price for 4450 CE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 8.95, which was 1.45 higher than the previous day. The implied volatity was 29.84, the open interest changed by 16 which increased total open position to 239
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 7.5, which was 0.00 lower than the previous day. The implied volatity was 29.07, the open interest changed by -34 which decreased total open position to 228
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 7.5, which was -3.55 lower than the previous day. The implied volatity was 29.07, the open interest changed by -29 which decreased total open position to 228
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 11.05, which was -19.15 lower than the previous day. The implied volatity was 29.48, the open interest changed by 68 which increased total open position to 256
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 30.2, which was -3.40 lower than the previous day. The implied volatity was 24.81, the open interest changed by 31 which increased total open position to 189
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 33.6, which was -51.90 lower than the previous day. The implied volatity was 26.87, the open interest changed by 24 which increased total open position to 157
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 85.5, which was -25.50 lower than the previous day. The implied volatity was 29.21, the open interest changed by 55 which increased total open position to 137
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 111, which was -14.00 lower than the previous day. The implied volatity was 26.90, the open interest changed by 21 which increased total open position to 81
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 125, which was -39.30 lower than the previous day. The implied volatity was 22.97, the open interest changed by -4 which decreased total open position to 59
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 164.3, which was 4.35 higher than the previous day. The implied volatity was 24.50, the open interest changed by 12 which increased total open position to 63
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 159.95, which was 87.15 higher than the previous day. The implied volatity was 27.64, the open interest changed by -17 which decreased total open position to 51
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 72.8, which was -6.75 lower than the previous day. The implied volatity was 30.37, the open interest changed by 6 which increased total open position to 68
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 79.55, which was -19.45 lower than the previous day. The implied volatity was 31.88, the open interest changed by 8 which increased total open position to 64
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 99, which was 0.55 higher than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 56
On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 98.45, which was -32.95 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 131.4, which was -25.60 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 157, which was -193.80 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, 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 350.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCAMC 28NOV2024 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.67
Theta: -4.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 4214.10 | 254.1 | 5.70 | 44.42 | 3 | 0 | 47 |
| 20 Nov | 4190.15 | 248.4 | 0.00 | - | 4 | -4 | 50 |
| 19 Nov | 4190.15 | 248.4 | 44.70 | - | 4 | -1 | 50 |
| 18 Nov | 4182.35 | 203.7 | 0.00 | 0.00 | 0 | 2 | 0 |
| 14 Nov | 4278.75 | 203.7 | -22.05 | 33.62 | 6 | 1 | 50 |
| 13 Nov | 4249.15 | 225.75 | 100.65 | 35.59 | 58 | -4 | 46 |
| 12 Nov | 4397.50 | 125.1 | 35.20 | 27.08 | 668 | -2 | 49 |
| 11 Nov | 4450.05 | 89.9 | 2.40 | 25.58 | 71 | -1 | 53 |
| 8 Nov | 4484.55 | 87.5 | 8.50 | 27.06 | 174 | 19 | 55 |
| 7 Nov | 4517.15 | 79 | -16.00 | 28.89 | 343 | 20 | 37 |
| 6 Nov | 4498.45 | 95 | -158.95 | 29.24 | 53 | 14 | 17 |
| 5 Nov | 4294.00 | 253.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 4283.40 | 253.95 | 95.00 | 38.08 | 1 | 0 | 2 |
| 1 Nov | 4322.85 | 158.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 4299.45 | 158.95 | 0.00 | - | 0 | -1 | 0 |
| 30 Oct | 4384.60 | 158.95 | 12.15 | - | 3 | 0 | 3 |
| 29 Oct | 4419.05 | 146.8 | -70.75 | - | 3 | 2 | 2 |
| 28 Oct | 4337.50 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 4342.25 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4434.45 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4499.00 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4510.85 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4602.95 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4709.75 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4728.65 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4827.90 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4555.10 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 4369.80 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4219.45 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4225.65 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4365.00 | 217.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 4420.55 | 217.55 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4450 expiring on 28NOV2024
Delta for 4450 PE is -0.79
Historical price for 4450 PE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 254.1, which was 5.70 higher than the previous day. The implied volatity was 44.42, the open interest changed by 0 which decreased total open position to 47
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 248.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 50
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 248.4, which was 44.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 50
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 203.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 203.7, which was -22.05 lower than the previous day. The implied volatity was 33.62, the open interest changed by 1 which increased total open position to 50
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 225.75, which was 100.65 higher than the previous day. The implied volatity was 35.59, the open interest changed by -4 which decreased total open position to 46
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 125.1, which was 35.20 higher than the previous day. The implied volatity was 27.08, the open interest changed by -2 which decreased total open position to 49
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 89.9, which was 2.40 higher than the previous day. The implied volatity was 25.58, the open interest changed by -1 which decreased total open position to 53
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 87.5, which was 8.50 higher than the previous day. The implied volatity was 27.06, the open interest changed by 19 which increased total open position to 55
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 79, which was -16.00 lower than the previous day. The implied volatity was 28.89, the open interest changed by 20 which increased total open position to 37
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 95, which was -158.95 lower than the previous day. The implied volatity was 29.24, the open interest changed by 14 which increased total open position to 17
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 253.95, 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 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 253.95, which was 95.00 higher than the previous day. The implied volatity was 38.08, the open interest changed by 0 which decreased total open position to 2
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 158.95, 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 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 158.95, 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 30 Oct HDFCAMC was trading at 4384.60. The strike last trading price was 158.95, which was 12.15 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 146.8, which was -70.75 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, 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 217.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
