HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
03 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 3.26
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4258.30 | 35.5 | -3.30 | 25.37 | 576 | 138 | 791 | |||
| 2 Dec | 4250.05 | 38.8 | 4.90 | 25.73 | 952 | 46 | 654 | |||
| 29 Nov | 4204.25 | 33.9 | -3.20 | 25.87 | 362 | 93 | 606 | |||
| 28 Nov | 4209.75 | 37.1 | -12.20 | 22.35 | 502 | 159 | 482 | |||
| 27 Nov | 4241.90 | 49.3 | -2.40 | 26.45 | 209 | 81 | 323 | |||
| 26 Nov | 4238.45 | 51.7 | -31.30 | 27.26 | 131 | 42 | 239 | |||
| 25 Nov | 4343.45 | 83 | 30.60 | 26.29 | 169 | 59 | 195 | |||
| 22 Nov | 4223.25 | 52.4 | -2.00 | 26.62 | 82 | 38 | 174 | |||
| 21 Nov | 4214.10 | 54.4 | 5.05 | 26.82 | 24 | 4 | 134 | |||
| 20 Nov | 4190.15 | 49.35 | 0.00 | 27.68 | 68 | 21 | 130 | |||
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| 19 Nov | 4190.15 | 49.35 | -1.40 | 27.68 | 68 | 21 | 130 | |||
| 18 Nov | 4182.35 | 50.75 | -33.65 | 26.94 | 53 | 17 | 104 | |||
| 14 Nov | 4278.75 | 84.4 | 4.40 | 25.83 | 64 | 3 | 88 | |||
| 13 Nov | 4249.15 | 80 | -62.15 | 25.88 | 50 | 29 | 85 | |||
| 12 Nov | 4397.50 | 142.15 | -31.45 | 28.10 | 67 | 47 | 55 | |||
| 11 Nov | 4450.05 | 173.6 | -16.40 | 27.85 | 2 | -1 | 9 | |||
| 8 Nov | 4484.55 | 190 | -10.00 | 26.36 | 3 | -1 | 10 | |||
| 7 Nov | 4517.15 | 200 | 0.60 | 23.25 | 5 | 4 | 10 | |||
| 6 Nov | 4498.45 | 199.4 | -194.00 | 25.76 | 7 | 5 | 5 | |||
| 5 Nov | 4294.00 | 393.4 | 0.00 | 2.52 | 0 | 0 | 0 | |||
| 1 Nov | 4322.85 | 393.4 | 0.00 | 1.70 | 0 | 0 | 0 | |||
| 24 Oct | 4434.45 | 393.4 | 393.40 | - | 0 | 0 | 0 | |||
| 23 Oct | 4499.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4510.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4602.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4709.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4728.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4827.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4555.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4449.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4410.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4219.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 4365.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 4299.30 | 0 | - | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is 0.23
Historical price for 4500 CE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 35.5, which was -3.30 lower than the previous day. The implied volatity was 25.37, the open interest changed by 138 which increased total open position to 791
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 38.8, which was 4.90 higher than the previous day. The implied volatity was 25.73, the open interest changed by 46 which increased total open position to 654
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 33.9, which was -3.20 lower than the previous day. The implied volatity was 25.87, the open interest changed by 93 which increased total open position to 606
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 37.1, which was -12.20 lower than the previous day. The implied volatity was 22.35, the open interest changed by 159 which increased total open position to 482
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 49.3, which was -2.40 lower than the previous day. The implied volatity was 26.45, the open interest changed by 81 which increased total open position to 323
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 51.7, which was -31.30 lower than the previous day. The implied volatity was 27.26, the open interest changed by 42 which increased total open position to 239
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 83, which was 30.60 higher than the previous day. The implied volatity was 26.29, the open interest changed by 59 which increased total open position to 195
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 52.4, which was -2.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by 38 which increased total open position to 174
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 54.4, which was 5.05 higher than the previous day. The implied volatity was 26.82, the open interest changed by 4 which increased total open position to 134
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 49.35, which was 0.00 lower than the previous day. The implied volatity was 27.68, the open interest changed by 21 which increased total open position to 130
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 49.35, which was -1.40 lower than the previous day. The implied volatity was 27.68, the open interest changed by 21 which increased total open position to 130
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 50.75, which was -33.65 lower than the previous day. The implied volatity was 26.94, the open interest changed by 17 which increased total open position to 104
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 84.4, which was 4.40 higher than the previous day. The implied volatity was 25.83, the open interest changed by 3 which increased total open position to 88
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 80, which was -62.15 lower than the previous day. The implied volatity was 25.88, the open interest changed by 29 which increased total open position to 85
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 142.15, which was -31.45 lower than the previous day. The implied volatity was 28.10, the open interest changed by 47 which increased total open position to 55
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 173.6, which was -16.40 lower than the previous day. The implied volatity was 27.85, the open interest changed by -1 which decreased total open position to 9
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 190, which was -10.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by -1 which decreased total open position to 10
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 200, which was 0.60 higher than the previous day. The implied volatity was 23.25, the open interest changed by 4 which increased total open position to 10
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 199.4, which was -194.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 5 which increased total open position to 5
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 393.4, which was 0.00 lower than the previous day. The implied volatity was 2.52, 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 393.4, which was 0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 24 Oct HDFCAMC was trading at 4434.45. The strike last trading price was 393.4, which was 393.40 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 10 Oct HDFCAMC was trading at 4410.45. 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 which decreased total open position to
On 4 Oct HDFCAMC was trading at 4219.45. 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 which decreased total open position to
On 1 Oct HDFCAMC was trading at 4365.00. 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 which decreased total open position to
On 30 Sept HDFCAMC was trading at 4299.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HDFCAMC 26DEC2024 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 3.31
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4258.30 | 250.4 | -7.35 | 26.03 | 7 | 2 | 99 |
| 2 Dec | 4250.05 | 257.75 | -35.30 | 27.92 | 53 | 24 | 97 |
| 29 Nov | 4204.25 | 293.05 | 5.45 | 26.34 | 23 | 14 | 73 |
| 28 Nov | 4209.75 | 287.6 | 17.60 | 35.75 | 9 | 0 | 58 |
| 27 Nov | 4241.90 | 270 | -9.20 | 27.77 | 12 | 10 | 57 |
| 26 Nov | 4238.45 | 279.2 | 51.20 | 27.84 | 8 | 6 | 46 |
| 25 Nov | 4343.45 | 228 | -71.20 | 31.47 | 65 | -21 | 39 |
| 22 Nov | 4223.25 | 299.2 | -65.25 | 28.62 | 11 | 8 | 68 |
| 21 Nov | 4214.10 | 364.45 | 29.85 | 41.90 | 12 | 1 | 60 |
| 20 Nov | 4190.15 | 334.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 334.6 | 0.00 | 0.00 | 0 | 46 | 0 |
| 18 Nov | 4182.35 | 334.6 | 34.60 | 29.13 | 58 | 46 | 59 |
| 14 Nov | 4278.75 | 300 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 4249.15 | 300 | 107.70 | 32.80 | 8 | 1 | 13 |
| 12 Nov | 4397.50 | 192.3 | 24.70 | 26.00 | 4 | 1 | 12 |
| 11 Nov | 4450.05 | 167.6 | 12.50 | 26.97 | 3 | 0 | 12 |
| 8 Nov | 4484.55 | 155.1 | 3.90 | 26.93 | 2 | 1 | 12 |
| 7 Nov | 4517.15 | 151.2 | 0.00 | 0.00 | 0 | 11 | 0 |
| 6 Nov | 4498.45 | 151.2 | -133.50 | 26.98 | 14 | 11 | 11 |
| 5 Nov | 4294.00 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 4434.45 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4499.00 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4510.85 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 4602.95 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 4709.75 | 284.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 4728.65 | 284.7 | 284.70 | - | 0 | 0 | 0 |
| 16 Oct | 4827.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4555.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 4449.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 4410.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4219.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 4365.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 4299.30 | 0 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -0.76
Historical price for 4500 PE is as follows
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 250.4, which was -7.35 lower than the previous day. The implied volatity was 26.03, the open interest changed by 2 which increased total open position to 99
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 257.75, which was -35.30 lower than the previous day. The implied volatity was 27.92, the open interest changed by 24 which increased total open position to 97
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 293.05, which was 5.45 higher than the previous day. The implied volatity was 26.34, the open interest changed by 14 which increased total open position to 73
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 287.6, which was 17.60 higher than the previous day. The implied volatity was 35.75, the open interest changed by 0 which decreased total open position to 58
On 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 270, which was -9.20 lower than the previous day. The implied volatity was 27.77, the open interest changed by 10 which increased total open position to 57
On 26 Nov HDFCAMC was trading at 4238.45. The strike last trading price was 279.2, which was 51.20 higher than the previous day. The implied volatity was 27.84, the open interest changed by 6 which increased total open position to 46
On 25 Nov HDFCAMC was trading at 4343.45. The strike last trading price was 228, which was -71.20 lower than the previous day. The implied volatity was 31.47, the open interest changed by -21 which decreased total open position to 39
On 22 Nov HDFCAMC was trading at 4223.25. The strike last trading price was 299.2, which was -65.25 lower than the previous day. The implied volatity was 28.62, the open interest changed by 8 which increased total open position to 68
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 364.45, which was 29.85 higher than the previous day. The implied volatity was 41.90, the open interest changed by 1 which increased total open position to 60
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 334.6, 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 334.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 334.6, which was 34.60 higher than the previous day. The implied volatity was 29.13, the open interest changed by 46 which increased total open position to 59
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 300, 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 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 300, which was 107.70 higher than the previous day. The implied volatity was 32.80, the open interest changed by 1 which increased total open position to 13
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 192.3, which was 24.70 higher than the previous day. The implied volatity was 26.00, the open interest changed by 1 which increased total open position to 12
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 167.6, which was 12.50 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 12
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 155.1, which was 3.90 higher than the previous day. The implied volatity was 26.93, the open interest changed by 1 which increased total open position to 12
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 151.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 151.2, which was -133.50 lower than the previous day. The implied volatity was 26.98, the open interest changed by 11 which increased total open position to 11
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 284.7, 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 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 284.7, 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 24 Oct HDFCAMC was trading at 4434.45. The strike last trading price was 284.7, 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 284.7, 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 284.7, 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 284.7, 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 284.7, 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 284.7, which was 284.70 higher 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 0, 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 0, 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 0, 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 10 Oct HDFCAMC was trading at 4410.45. 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 which decreased total open position to
On 4 Oct HDFCAMC was trading at 4219.45. 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 which decreased total open position to
On 1 Oct HDFCAMC was trading at 4365.00. 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 which decreased total open position to
On 30 Sept HDFCAMC was trading at 4299.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
