HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
20 Dec 2024 04:13 PM IST
| HDFCAMC 26DEC2024 4550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.61
Theta: -1.63
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4262.80 | 3.9 | -14.95 | 30.62 | 1,733 | -15 | 458 | |||
| 19 Dec | 4394.20 | 18.85 | 2.40 | 27.31 | 975 | -19 | 462 | |||
| 18 Dec | 4368.15 | 16.45 | -11.95 | 27.18 | 763 | -114 | 482 | |||
| 17 Dec | 4415.00 | 28.4 | -36.30 | 28.06 | 772 | 21 | 602 | |||
| 16 Dec | 4516.75 | 64.7 | -7.50 | 26.61 | 1,712 | 135 | 599 | |||
| 13 Dec | 4538.85 | 72.2 | -15.80 | 22.01 | 1,736 | -42 | 465 | |||
| 12 Dec | 4542.60 | 88 | -6.25 | 21.95 | 2,367 | 276 | 508 | |||
| 11 Dec | 4543.85 | 94.25 | 35.35 | 23.19 | 1,536 | 95 | 242 | |||
| 10 Dec | 4456.50 | 58.9 | -13.10 | 23.91 | 537 | -38 | 152 | |||
| 9 Dec | 4469.15 | 72 | 30.65 | 26.59 | 814 | 93 | 189 | |||
| 6 Dec | 4363.90 | 41.35 | -2.20 | 25.19 | 75 | 2 | 95 | |||
| 5 Dec | 4357.00 | 43.55 | 0.00 | 24.69 | 98 | 27 | 93 | |||
| 4 Dec | 4362.60 | 43.55 | 15.85 | 24.58 | 277 | 19 | 67 | |||
| 3 Dec | 4258.30 | 27.7 | -2.05 | 25.93 | 20 | 6 | 47 | |||
| 2 Dec | 4250.05 | 29.75 | 4.00 | 25.98 | 84 | 27 | 40 | |||
| 29 Nov | 4204.25 | 25.75 | -11.25 | 25.96 | 13 | 11 | 12 | |||
| 28 Nov | 4209.75 | 37 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 4241.90 | 37 | -137.75 | 26.09 | 1 | 0 | 0 | |||
| 26 Nov | 4238.45 | 174.75 | 0.00 | 5.48 | 0 | 0 | 0 | |||
| 25 Nov | 4343.45 | 174.75 | 0.00 | 3.41 | 0 | 0 | 0 | |||
| 22 Nov | 4223.25 | 174.75 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 21 Nov | 4214.10 | 174.75 | 0.00 | 5.50 | 0 | 0 | 0 | |||
| 20 Nov | 4190.15 | 174.75 | 0.00 | 5.68 | 0 | 0 | 0 | |||
| 19 Nov | 4190.15 | 174.75 | 0.00 | 5.68 | 0 | 0 | 0 | |||
| 18 Nov | 4182.35 | 174.75 | 0.00 | 5.73 | 0 | 0 | 0 | |||
| 14 Nov | 4278.75 | 174.75 | 0.00 | 3.74 | 0 | 0 | 0 | |||
| 13 Nov | 4249.15 | 174.75 | 0.00 | 3.87 | 0 | 0 | 0 | |||
| 12 Nov | 4397.50 | 174.75 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 11 Nov | 4450.05 | 174.75 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 7 Nov | 4517.15 | 174.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4498.45 | 174.75 | 174.75 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 1 Nov | 4322.85 | 0 | 2.49 | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4550 expiring on 26DEC2024
Delta for 4550 CE is 0.06
Historical price for 4550 CE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 3.9, which was -14.95 lower than the previous day. The implied volatity was 30.62, the open interest changed by -15 which decreased total open position to 458
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 18.85, which was 2.40 higher than the previous day. The implied volatity was 27.31, the open interest changed by -19 which decreased total open position to 462
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 16.45, which was -11.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by -114 which decreased total open position to 482
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 28.4, which was -36.30 lower than the previous day. The implied volatity was 28.06, the open interest changed by 21 which increased total open position to 602
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 64.7, which was -7.50 lower than the previous day. The implied volatity was 26.61, the open interest changed by 135 which increased total open position to 599
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 72.2, which was -15.80 lower than the previous day. The implied volatity was 22.01, the open interest changed by -42 which decreased total open position to 465
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 88, which was -6.25 lower than the previous day. The implied volatity was 21.95, the open interest changed by 276 which increased total open position to 508
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 94.25, which was 35.35 higher than the previous day. The implied volatity was 23.19, the open interest changed by 95 which increased total open position to 242
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 58.9, which was -13.10 lower than the previous day. The implied volatity was 23.91, the open interest changed by -38 which decreased total open position to 152
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 72, which was 30.65 higher than the previous day. The implied volatity was 26.59, the open interest changed by 93 which increased total open position to 189
On 6 Dec HDFCAMC was trading at 4363.90. The strike last trading price was 41.35, which was -2.20 lower than the previous day. The implied volatity was 25.19, the open interest changed by 2 which increased total open position to 95
On 5 Dec HDFCAMC was trading at 4357.00. The strike last trading price was 43.55, which was 0.00 lower than the previous day. The implied volatity was 24.69, the open interest changed by 27 which increased total open position to 93
On 4 Dec HDFCAMC was trading at 4362.60. The strike last trading price was 43.55, which was 15.85 higher than the previous day. The implied volatity was 24.58, the open interest changed by 19 which increased total open position to 67
On 3 Dec HDFCAMC was trading at 4258.30. The strike last trading price was 27.7, which was -2.05 lower than the previous day. The implied volatity was 25.93, the open interest changed by 6 which increased total open position to 47
On 2 Dec HDFCAMC was trading at 4250.05. The strike last trading price was 29.75, which was 4.00 higher than the previous day. The implied volatity was 25.98, the open interest changed by 27 which increased total open position to 40
On 29 Nov HDFCAMC was trading at 4204.25. The strike last trading price was 25.75, which was -11.25 lower than the previous day. The implied volatity was 25.96, the open interest changed by 11 which increased total open position to 12
On 28 Nov HDFCAMC was trading at 4209.75. The strike last trading price was 37, 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 27 Nov HDFCAMC was trading at 4241.90. The strike last trading price was 37, which was -137.75 lower than the previous day. The implied volatity was 26.09, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.50, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 3.74, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 3.87, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 174.75, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 174.75, 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 174.75, which was 174.75 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 2.49, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 26DEC2024 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 1.51
Theta: -5.96
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4262.80 | 310.5 | 106.05 | 55.41 | 11 | -5 | 142 |
| 19 Dec | 4394.20 | 204.45 | 6.45 | 48.65 | 3 | 0 | 147 |
| 18 Dec | 4368.15 | 198 | 48.65 | 33.48 | 6 | -2 | 147 |
| 17 Dec | 4415.00 | 149.35 | 64.50 | 20.16 | 251 | -26 | 149 |
| 16 Dec | 4516.75 | 84.85 | 0.75 | 22.76 | 714 | 64 | 173 |
| 13 Dec | 4538.85 | 84.1 | 1.85 | 23.79 | 225 | 0 | 107 |
| 12 Dec | 4542.60 | 82.25 | -2.80 | 25.82 | 323 | 50 | 107 |
| 11 Dec | 4543.85 | 85.05 | -61.40 | 25.60 | 127 | 46 | 59 |
| 10 Dec | 4456.50 | 146.45 | -228.35 | 28.67 | 15 | 14 | 14 |
| 9 Dec | 4469.15 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 4363.90 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 4357.00 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 4362.60 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 4258.30 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 4250.05 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 4204.25 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 4209.75 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 4241.90 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 4238.45 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 4343.45 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 4223.25 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 4214.10 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 4190.15 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 4190.15 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 4182.35 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 4278.75 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 4249.15 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 4397.50 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 4450.05 | 374.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 4517.15 | 374.8 | 0.00 | 0.22 | 0 | 0 | 0 |
| 6 Nov | 4498.45 | 374.8 | 374.80 | 0.21 | 0 | 0 | 0 |
| 1 Nov | 4322.85 | 0 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4550 expiring on 26DEC2024
Delta for 4550 PE is -0.80
Historical price for 4550 PE is as follows
On 20 Dec HDFCAMC was trading at 4262.80. The strike last trading price was 310.5, which was 106.05 higher than the previous day. The implied volatity was 55.41, the open interest changed by -5 which decreased total open position to 142
On 19 Dec HDFCAMC was trading at 4394.20. The strike last trading price was 204.45, which was 6.45 higher than the previous day. The implied volatity was 48.65, the open interest changed by 0 which decreased total open position to 147
On 18 Dec HDFCAMC was trading at 4368.15. The strike last trading price was 198, which was 48.65 higher than the previous day. The implied volatity was 33.48, the open interest changed by -2 which decreased total open position to 147
On 17 Dec HDFCAMC was trading at 4415.00. The strike last trading price was 149.35, which was 64.50 higher than the previous day. The implied volatity was 20.16, the open interest changed by -26 which decreased total open position to 149
On 16 Dec HDFCAMC was trading at 4516.75. The strike last trading price was 84.85, which was 0.75 higher than the previous day. The implied volatity was 22.76, the open interest changed by 64 which increased total open position to 173
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 84.1, which was 1.85 higher than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 107
On 12 Dec HDFCAMC was trading at 4542.60. The strike last trading price was 82.25, which was -2.80 lower than the previous day. The implied volatity was 25.82, the open interest changed by 50 which increased total open position to 107
On 11 Dec HDFCAMC was trading at 4543.85. The strike last trading price was 85.05, which was -61.40 lower than the previous day. The implied volatity was 25.60, the open interest changed by 46 which increased total open position to 59
On 10 Dec HDFCAMC was trading at 4456.50. The strike last trading price was 146.45, which was -228.35 lower than the previous day. The implied volatity was 28.67, the open interest changed by 14 which increased total open position to 14
On 9 Dec HDFCAMC was trading at 4469.15. The strike last trading price was 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, 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 374.8, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 374.8, which was 374.80 higher than the previous day. The implied volatity was 0.21, 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
