HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
27 Dec 2024 04:13 PM IST
| HDFCAMC 30JAN2025 4850 CE | ||||||||||
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Delta: 0.08
Vega: 1.96
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 4263.10 | 12.75 | -11.25 | 27.43 | 37 | 5 | 7 | |||
| 23 Dec | 4249.65 | 24 | -30.00 | 30.73 | 1 | 0 | 1 | |||
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| 13 Dec | 4538.85 | 54 | 21.50 | 2 | 1 | 1 | ||||
For Hdfc Amc Limited - strike price 4850 expiring on 30JAN2025
Delta for 4850 CE is 0.08
Historical price for 4850 CE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 12.75, which was -11.25 lower than the previous day. The implied volatity was 27.43, the open interest changed by 5 which increased total open position to 7
On 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 24, which was -30.00 lower than the previous day. The implied volatity was 30.73, the open interest changed by 0 which decreased total open position to 1
On 13 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 54, which was lower than the previous day. The implied volatity was 21.50, the open interest changed by 1 which increased total open position to 1
| HDFCAMC 30JAN2025 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 4263.10 | 661.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Dec | 4249.65 | 661.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 4538.85 | 661.8 | - | 0 | 0 | 0 | |
For Hdfc Amc Limited - strike price 4850 expiring on 30JAN2025
Delta for 4850 PE is -
Historical price for 4850 PE is as follows
On 27 Dec HDFCAMC was trading at 4263.10. The strike last trading price was 661.8, 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 23 Dec HDFCAMC was trading at 4249.65. The strike last trading price was 661.8, 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 Dec HDFCAMC was trading at 4538.85. The strike last trading price was 661.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
