CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 3700 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.47
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4100.90 | 420.85 | 40.85 | 33.18 | 4 | -2 | 228 | |||||||||
| 14 Sept | 3858.80 | 189 | -7.25 | 16.38 | 20 | -8 | 229 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.97
Historical price for 3700 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 420.85, which was 40.85 higher than the previous day. The implied volatity was 33.18, the open interest changed by -2 which decreased total open position to 228
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 189, which was -7.25 lower than the previous day. The implied volatity was 16.38, the open interest changed by -8 which decreased total open position to 229
| CAMS 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.71
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 5.45 | -1.7 | 37.81 | 639 | 37 | 695 |
| 14 Sept | 3858.80 | 30.75 | -7.4 | 28.65 | 395 | -41 | 500 |
For Computer Age Mngt Ser Ltd - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.05
Historical price for 3700 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 5.45, which was -1.7 lower than the previous day. The implied volatity was 37.81, the open interest changed by 37 which increased total open position to 695
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 30.75, which was -7.4 lower than the previous day. The implied volatity was 28.65, the open interest changed by -41 which decreased total open position to 500
