HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
27 Dec 2024 04:13 PM IST
| HDFCAMC 30JAN2025 4750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 2.57
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 4263.10 | 19.35 | -83.10 | 26.62 | 72 | 31 | 31 | |||
| 26 Dec | 4269.45 | 102.45 | 0.00 | 7.76 | 0 | 0 | 0 | |||
| 23 Dec | 4249.65 | 102.45 | 0.00 | 7.55 | 0 | 0 | 0 | |||
| 13 Dec | 4538.85 | 102.45 | 2.33 | 0 | 0 | 0 | ||||
For Hdfc Amc Limited - strike price 4750 expiring on 30JAN2025
Delta for 4750 CE is 0.12
Historical price for 4750 CE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 19.35, which was -83.10 lower than the previous day. The implied volatity was 26.62, the open interest changed by 31 which increased total open position to 31
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 102.45, which was 0.00 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 102.45, which was 0.00 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 102.45, which was lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 30JAN2025 4750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 2.08
Theta: 0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4263.10 | 458 | -125.20 | 23.48 | 3 | 0 | 0 |
| 26 Dec | 4269.45 | 583.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 4249.65 | 583.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4538.85 | 583.2 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4750 expiring on 30JAN2025
Delta for 4750 PE is -0.91
Historical price for 4750 PE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 458, which was -125.20 lower than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 0
On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 583.2, 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 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 583.2, 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 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 583.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
