HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Nov 2024 04:13 PM IST
HDFCAMC 28NOV2024 4550 CE | ||||||||||
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Delta: 0.05
Vega: 0.62
Theta: -1.48
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 4214.10 | 4 | 0.15 | 32.33 | 123 | -15 | 254 | |||
20 Nov | 4190.15 | 3.85 | 0.00 | 31.73 | 269 | -49 | 269 | |||
19 Nov | 4190.15 | 3.85 | -1.60 | 31.73 | 269 | -49 | 269 | |||
18 Nov | 4182.35 | 5.45 | -10.15 | 31.38 | 490 | 20 | 318 | |||
14 Nov | 4278.75 | 15.6 | -3.10 | 26.20 | 531 | 54 | 298 | |||
13 Nov | 4249.15 | 18.7 | -29.40 | 28.22 | 643 | 3 | 245 | |||
12 Nov | 4397.50 | 48.1 | -19.00 | 28.40 | 901 | 81 | 247 | |||
11 Nov | 4450.05 | 67.1 | -10.90 | 26.80 | 280 | 7 | 166 | |||
8 Nov | 4484.55 | 78 | -27.00 | 23.55 | 600 | -17 | 158 | |||
7 Nov | 4517.15 | 105 | -2.40 | 23.85 | 601 | 11 | 180 | |||
6 Nov | 4498.45 | 107.4 | 60.80 | 27.34 | 440 | 138 | 170 | |||
5 Nov | 4294.00 | 46.6 | -4.40 | 30.54 | 71 | 7 | 29 | |||
4 Nov | 4283.40 | 51 | -11.70 | 31.57 | 54 | 13 | 25 | |||
1 Nov | 4322.85 | 62.7 | -6.30 | 28.40 | 2 | 0 | 12 | |||
31 Oct | 4299.45 | 69 | -31.95 | - | 31 | 7 | 12 | |||
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30 Oct | 4384.60 | 100.95 | 0.00 | - | 0 | 4 | 0 | |||
29 Oct | 4419.05 | 100.95 | -26.05 | - | 6 | 4 | 5 | |||
28 Oct | 4337.50 | 127 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 4342.25 | 127 | 0.00 | - | 0 | 1 | 0 | |||
24 Oct | 4434.45 | 127 | -172.80 | - | 1 | 0 | 0 | |||
23 Oct | 4499.00 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
22 Oct | 4510.85 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
21 Oct | 4602.95 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 4709.75 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
17 Oct | 4728.65 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
16 Oct | 4827.90 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 4555.10 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 4369.80 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 4365.00 | 299.8 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 4420.55 | 299.8 | - | 0 | 0 | 0 |
For Hdfc Amc Limited - strike price 4550 expiring on 28NOV2024
Delta for 4550 CE is 0.05
Historical price for 4550 CE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 32.33, the open interest changed by -15 which decreased total open position to 254
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 31.73, the open interest changed by -49 which decreased total open position to 269
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 3.85, which was -1.60 lower than the previous day. The implied volatity was 31.73, the open interest changed by -49 which decreased total open position to 269
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 5.45, which was -10.15 lower than the previous day. The implied volatity was 31.38, the open interest changed by 20 which increased total open position to 318
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 15.6, which was -3.10 lower than the previous day. The implied volatity was 26.20, the open interest changed by 54 which increased total open position to 298
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 18.7, which was -29.40 lower than the previous day. The implied volatity was 28.22, the open interest changed by 3 which increased total open position to 245
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 48.1, which was -19.00 lower than the previous day. The implied volatity was 28.40, the open interest changed by 81 which increased total open position to 247
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 67.1, which was -10.90 lower than the previous day. The implied volatity was 26.80, the open interest changed by 7 which increased total open position to 166
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 78, which was -27.00 lower than the previous day. The implied volatity was 23.55, the open interest changed by -17 which decreased total open position to 158
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 105, which was -2.40 lower than the previous day. The implied volatity was 23.85, the open interest changed by 11 which increased total open position to 180
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 107.4, which was 60.80 higher than the previous day. The implied volatity was 27.34, the open interest changed by 138 which increased total open position to 170
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 46.6, which was -4.40 lower than the previous day. The implied volatity was 30.54, the open interest changed by 7 which increased total open position to 29
On 4 Nov HDFCAMC was trading at 4283.40. The strike last trading price was 51, which was -11.70 lower than the previous day. The implied volatity was 31.57, the open interest changed by 13 which increased total open position to 25
On 1 Nov HDFCAMC was trading at 4322.85. The strike last trading price was 62.7, which was -6.30 lower than the previous day. The implied volatity was 28.40, the open interest changed by 0 which decreased total open position to 12
On 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 69, which was -31.95 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 100.95, 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 29 Oct HDFCAMC was trading at 4419.05. The strike last trading price was 100.95, which was -26.05 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 127, 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 127, 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 127, which was -172.80 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, 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 299.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
HDFCAMC 28NOV2024 4550 PE | |||||||
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Delta: -0.84
Vega: 1.41
Theta: -4.11
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 4214.10 | 348.4 | -0.05 | 51.49 | 2 | 0 | 41 |
20 Nov | 4190.15 | 348.45 | 0.00 | - | 1 | 0 | 41 |
19 Nov | 4190.15 | 348.45 | -1.80 | - | 1 | 0 | 41 |
18 Nov | 4182.35 | 350.25 | 70.25 | - | 1 | 0 | 40 |
14 Nov | 4278.75 | 280 | 0.00 | 0.00 | 0 | -2 | 0 |
13 Nov | 4249.15 | 280 | 88.55 | 25.61 | 3 | -1 | 41 |
12 Nov | 4397.50 | 191.45 | 58.45 | 27.30 | 57 | -2 | 41 |
11 Nov | 4450.05 | 133 | 0.00 | 0.00 | 0 | 15 | 0 |
8 Nov | 4484.55 | 133 | 9.90 | 25.89 | 118 | 17 | 45 |
7 Nov | 4517.15 | 123.1 | -16.35 | 28.83 | 81 | 12 | 29 |
6 Nov | 4498.45 | 139.45 | -125.85 | 28.34 | 36 | 16 | 16 |
5 Nov | 4294.00 | 265.3 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 4283.40 | 265.3 | 0.00 | - | 0 | 0 | 0 |
1 Nov | 4322.85 | 265.3 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 4299.45 | 265.3 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 4384.60 | 265.3 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 4419.05 | 265.3 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 4337.50 | 265.3 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 4342.25 | 265.3 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 4434.45 | 265.3 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 4499.00 | 265.3 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 4510.85 | 265.3 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 4602.95 | 265.3 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 4709.75 | 265.3 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 4728.65 | 265.3 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 4827.90 | 265.3 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 4555.10 | 265.3 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 4369.80 | 265.3 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 4365.00 | 265.3 | 0.00 | - | 0 | 0 | 0 |
27 Sept | 4420.55 | 265.3 | - | 0 | 0 | 0 |
For Hdfc Amc Limited - strike price 4550 expiring on 28NOV2024
Delta for 4550 PE is -0.84
Historical price for 4550 PE is as follows
On 21 Nov HDFCAMC was trading at 4214.10. The strike last trading price was 348.4, which was -0.05 lower than the previous day. The implied volatity was 51.49, the open interest changed by 0 which decreased total open position to 41
On 20 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 348.45, 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 41
On 19 Nov HDFCAMC was trading at 4190.15. The strike last trading price was 348.45, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 18 Nov HDFCAMC was trading at 4182.35. The strike last trading price was 350.25, which was 70.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 14 Nov HDFCAMC was trading at 4278.75. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov HDFCAMC was trading at 4249.15. The strike last trading price was 280, which was 88.55 higher than the previous day. The implied volatity was 25.61, the open interest changed by -1 which decreased total open position to 41
On 12 Nov HDFCAMC was trading at 4397.50. The strike last trading price was 191.45, which was 58.45 higher than the previous day. The implied volatity was 27.30, the open interest changed by -2 which decreased total open position to 41
On 11 Nov HDFCAMC was trading at 4450.05. The strike last trading price was 133, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 8 Nov HDFCAMC was trading at 4484.55. The strike last trading price was 133, which was 9.90 higher than the previous day. The implied volatity was 25.89, the open interest changed by 17 which increased total open position to 45
On 7 Nov HDFCAMC was trading at 4517.15. The strike last trading price was 123.1, which was -16.35 lower than the previous day. The implied volatity was 28.83, the open interest changed by 12 which increased total open position to 29
On 6 Nov HDFCAMC was trading at 4498.45. The strike last trading price was 139.45, which was -125.85 lower than the previous day. The implied volatity was 28.34, the open interest changed by 16 which increased total open position to 16
On 5 Nov HDFCAMC was trading at 4294.00. The strike last trading price was 265.3, 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 265.3, 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 265.3, 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 31 Oct HDFCAMC was trading at 4299.45. The strike last trading price was 265.3, 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 265.3, 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 29 Oct HDFCAMC was trading at 4419.05. The strike last trading price was 265.3, 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 28 Oct HDFCAMC was trading at 4337.50. The strike last trading price was 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, 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 265.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to