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[--[65.84.65.76]--]
HDFCAMC
Hdfc Amc Limited

4263.1 -6.35 (-0.15%)

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Historical option data for HDFCAMC

27 Dec 2024 04:13 PM IST
HDFCAMC 30JAN2025 4800 CE
Delta: 0.09
Vega: 2.17
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4263.10 14.5 0.90 26.48 68 15 37
26 Dec 4269.45 13.6 -161.10 25.22 44 21 21
23 Dec 4249.65 174.7 0.00 8.40 0 0 0
13 Dec 4538.85 174.7 174.70 3.06 0 0 0
25 Nov 4343.45 0 0.00 4.83 0 0 0
12 Nov 4397.50 0 0.00 3.40 0 0 0
11 Nov 4450.05 0 0.00 2.84 0 0 0
8 Nov 4484.55 0 0.00 2.42 0 0 0
7 Nov 4517.15 0 0.00 2.07 0 0 0
6 Nov 4498.45 0 2.23 0 0 0


For Hdfc Amc Limited - strike price 4800 expiring on 30JAN2025

Delta for 4800 CE is 0.09

Historical price for 4800 CE is as follows

On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 14.5, which was 0.90 higher than the previous day. The implied volatity was 26.48, the open interest changed by 15 which increased total open position to 37


On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 13.6, which was -161.10 lower than the previous day. The implied volatity was 25.22, the open interest changed by 21 which increased total open position to 21


On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 174.7, which was 0.00 lower than the previous day. The implied volatity was 8.40, 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 174.7, which was 174.70 higher than the previous day. The implied volatity was 3.06, 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 4.83, 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 3.40, 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 2.84, 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 2.42, 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 2.07, 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 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0


HDFCAMC 30JAN2025 4800 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 4263.10 540 0.00 0.00 0 3 0
26 Dec 4269.45 540 -48.90 39.04 3 1 1
23 Dec 4249.65 588.9 0.00 - 0 0 0
13 Dec 4538.85 588.9 588.90 - 0 0 0
25 Nov 4343.45 0 0.00 - 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 0 0


For Hdfc Amc Limited - strike price 4800 expiring on 30JAN2025

Delta for 4800 PE is 0.00

Historical price for 4800 PE is as follows

On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 540, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 26 Dec HDFCAMC was trading at 4269.45. The strike last trading price was 540, which was -48.90 lower than the previous day. The implied volatity was 39.04, the open interest changed by 1 which increased total open position to 1


On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 588.9, 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 588.9, which was 588.90 higher 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 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0