CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
CAMS 30SEP2025 3900 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.98
Theta: -1.96
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 4100.90 | 223.85 | 16.7 | 21.91 | 223 | -110 | 529 | |||||||||
14 Sept | 3858.80 | 74.95 | -2 | 24.08 | 1,009 | 74 | 1,346 |
For Computer Age Mngt Ser Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.93
Historical price for 3900 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 223.85, which was 16.7 higher than the previous day. The implied volatity was 21.91, the open interest changed by -110 which decreased total open position to 529
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 74.95, which was -2 lower than the previous day. The implied volatity was 24.08, the open interest changed by 74 which increased total open position to 1346
CAMS 30SEP2025 3900 PE | |||||||
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Delta: -0.14
Vega: 1.60
Theta: -2.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 4100.90 | 16.05 | -6.2 | 30.21 | 1,090 | 51 | 564 |
14 Sept | 3858.80 | 100.9 | -10.05 | 27.04 | 257 | 23 | 353 |
For Computer Age Mngt Ser Ltd - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.14
Historical price for 3900 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 16.05, which was -6.2 lower than the previous day. The implied volatity was 30.21, the open interest changed by 51 which increased total open position to 564
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 100.9, which was -10.05 lower than the previous day. The implied volatity was 27.04, the open interest changed by 23 which increased total open position to 353