CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 3600 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.77
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4100.90 | 526.05 | 41.05 | 49.45 | 11 | -11 | 57 | |||||||||
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| 14 Sept | 3858.80 | 275 | -8.2 | - | 1 | 1 | 65 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.95
Historical price for 3600 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 526.05, which was 41.05 higher than the previous day. The implied volatity was 49.45, the open interest changed by -11 which decreased total open position to 57
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 275, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
| CAMS 30SEP2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.44
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 3 | -1.7 | 40.84 | 321 | -43 | 238 |
| 14 Sept | 3858.80 | 15.95 | -5.2 | 30.15 | 295 | 4 | 354 |
For Computer Age Mngt Ser Ltd - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.03
Historical price for 3600 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 3, which was -1.7 lower than the previous day. The implied volatity was 40.84, the open interest changed by -43 which decreased total open position to 238
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 15.95, which was -5.2 lower than the previous day. The implied volatity was 30.15, the open interest changed by 4 which increased total open position to 354
