HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
27 Dec 2024 04:13 PM IST
| HDFCAMC 30JAN2025 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 4.40
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4263.10 | 54 | -0.50 | 24.46 | 1,146 | -113 | 425 | |||
| 26 Dec | 4269.45 | 54.5 | 8.75 | 23.51 | 923 | 358 | 538 | |||
| 24 Dec | 4216.60 | 45.75 | -10.25 | 23.67 | 163 | 50 | 179 | |||
| 23 Dec | 4249.65 | 56 | -9.55 | 24.10 | 96 | 18 | 128 | |||
| 20 Dec | 4262.80 | 65.55 | -52.20 | 23.90 | 116 | 30 | 109 | |||
| 19 Dec | 4394.20 | 117.75 | 7.80 | 23.58 | 96 | 35 | 78 | |||
| 18 Dec | 4368.15 | 109.95 | -19.90 | 24.08 | 40 | 23 | 42 | |||
| 17 Dec | 4415.00 | 129.85 | -42.05 | 24.63 | 24 | 16 | 20 | |||
| 16 Dec | 4516.75 | 171.9 | -103.45 | 22.21 | 5 | 2 | 2 | |||
| 13 Dec | 4538.85 | 275.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 4542.60 | 275.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 4543.85 | 275.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 4456.50 | 275.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 4363.90 | 275.35 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 28 Nov | 4209.75 | 275.35 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 27 Nov | 4241.90 | 275.35 | 0.00 | 2.53 | 0 | 0 | 0 | |||
| 26 Nov | 4238.45 | 275.35 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 275.35 | 0.00 | 1.02 | 0 | 0 | 0 | |||
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| 22 Nov | 4223.25 | 275.35 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 275.35 | 275.35 | 2.87 | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 0 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 19 Nov | 4190.15 | 0 | 0.00 | 3.19 | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 0 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 0 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 0 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 12 Nov | 4397.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4450.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4484.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4517.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4498.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4294.00 | 0 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 4 Nov | 4283.40 | 0 | 1.42 | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4500 expiring on 30JAN2025
Delta for 4500 CE is 0.28
Historical price for 4500 CE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 54, which was -0.50 lower than the previous day. The implied volatity was 24.46, the open interest changed by -113 which decreased total open position to 425
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 54.5, which was 8.75 higher than the previous day. The implied volatity was 23.51, the open interest changed by 358 which increased total open position to 538
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 45.75, which was -10.25 lower than the previous day. The implied volatity was 23.67, the open interest changed by 50 which increased total open position to 179
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 56, which was -9.55 lower than the previous day. The implied volatity was 24.10, the open interest changed by 18 which increased total open position to 128
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 65.55, which was -52.20 lower than the previous day. The implied volatity was 23.90, the open interest changed by 30 which increased total open position to 109
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 117.75, which was 7.80 higher than the previous day. The implied volatity was 23.58, the open interest changed by 35 which increased total open position to 78
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 109.95, which was -19.90 lower than the previous day. The implied volatity was 24.08, the open interest changed by 23 which increased total open position to 42
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 129.85, which was -42.05 lower than the previous day. The implied volatity was 24.63, the open interest changed by 16 which increased total open position to 20
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 171.9, which was -103.45 lower than the previous day. The implied volatity was 22.21, the open interest changed by 2 which increased total open position to 2
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 275.35, 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 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 275.35, 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 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 275.35, 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 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 275.35, 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 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 275.35, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 275.35, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 275.35, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 275.35, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 275.35, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 275.35, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 275.35, which was 275.35 higher than the previous day. The implied volatity was 2.87, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 0, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 0, 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 0, 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 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 0, 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 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 0, 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 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 30JAN2025 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 4.26
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4263.10 | 243.75 | -0.25 | 22.49 | 10 | 2 | 58 |
| 26 Dec | 4269.45 | 244 | -40.60 | 24.04 | 20 | 11 | 56 |
| 24 Dec | 4216.60 | 284.6 | 18.40 | 25.11 | 11 | 8 | 44 |
| 23 Dec | 4249.65 | 266.2 | 58.20 | 24.87 | 15 | 0 | 35 |
| 20 Dec | 4262.80 | 208 | 28.00 | 14.52 | 11 | -1 | 29 |
| 19 Dec | 4394.20 | 180 | -5.40 | 25.72 | 4 | 2 | 30 |
| 18 Dec | 4368.15 | 185.4 | 15.40 | 23.77 | 9 | 8 | 27 |
| 17 Dec | 4415.00 | 170 | 42.15 | 23.98 | 25 | 5 | 18 |
| 16 Dec | 4516.75 | 127.85 | -4.15 | 24.98 | 14 | 8 | 14 |
| 13 Dec | 4538.85 | 132 | 0.00 | 27.19 | 4 | 2 | 4 |
| 12 Dec | 4542.60 | 132 | -262.95 | 27.10 | 2 | 1 | 1 |
| 11 Dec | 4543.85 | 394.95 | 0.00 | 1.78 | 0 | 0 | 0 |
| 10 Dec | 4456.50 | 394.95 | 0.00 | 0.38 | 0 | 0 | 0 |
| 6 Dec | 4363.90 | 394.95 | 394.95 | - | 0 | 0 | 0 |
| 28 Nov | 4209.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4397.50 | 0 | 0.00 | 0.03 | 0 | 0 | 0 |
| 11 Nov | 4450.05 | 0 | 0.00 | 0.67 | 0 | 0 | 0 |
| 8 Nov | 4484.55 | 0 | 0.00 | 1.17 | 0 | 0 | 0 |
| 7 Nov | 4517.15 | 0 | 0.00 | 1.51 | 0 | 0 | 0 |
| 6 Nov | 4498.45 | 0 | 0.00 | 1.32 | 0 | 0 | 0 |
| 5 Nov | 4294.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 4283.40 | 0 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4500 expiring on 30JAN2025
Delta for 4500 PE is -0.74
Historical price for 4500 PE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 243.75, which was -0.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 58
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 244, which was -40.60 lower than the previous day. The implied volatity was 24.04, the open interest changed by 11 which increased total open position to 56
On 24 Dec HDFCAMC was trading at 4216.60. The strike last trading price was 284.6, which was 18.40 higher than the previous day. The implied volatity was 25.11, the open interest changed by 8 which increased total open position to 44
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 266.2, which was 58.20 higher than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 35
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 208, which was 28.00 higher than the previous day. The implied volatity was 14.52, the open interest changed by -1 which decreased total open position to 29
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 180, which was -5.40 lower than the previous day. The implied volatity was 25.72, the open interest changed by 2 which increased total open position to 30
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 185.4, which was 15.40 higher than the previous day. The implied volatity was 23.77, the open interest changed by 8 which increased total open position to 27
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 170, which was 42.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by 5 which increased total open position to 18
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 127.85, which was -4.15 lower than the previous day. The implied volatity was 24.98, the open interest changed by 8 which increased total open position to 14
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 132, which was 0.00 lower than the previous day. The implied volatity was 27.19, the open interest changed by 2 which increased total open position to 4
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 132, which was -262.95 lower than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 1
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 394.95, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 394.95, which was 0.00 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 394.95, which was 394.95 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 0, 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 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 0, 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 Nov HDFCAMC was trading at 4283.40. 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
