CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 4000 CE | ||||||||||||||||
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Delta: 0.79
Vega: 2.03
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4100.90 | 136.8 | 6.95 | 21.12 | 2,442 | -472 | 595 | |||||||||
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| 14 Sept | 3858.80 | 39 | -2.45 | 24.30 | 771 | 82 | 909 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.79
Historical price for 4000 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 136.8, which was 6.95 higher than the previous day. The implied volatity was 21.12, the open interest changed by -472 which decreased total open position to 595
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 39, which was -2.45 lower than the previous day. The implied volatity was 24.30, the open interest changed by 82 which increased total open position to 909
| CAMS 30SEP2025 4000 PE | |||||||
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Delta: -0.26
Vega: 2.32
Theta: -2.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 31.9 | -12.3 | 27.46 | 2,242 | 40 | 729 |
| 14 Sept | 3858.80 | 172.85 | -6 | 30.31 | 28 | 10 | 146 |
For Computer Age Mngt Ser Ltd - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.26
Historical price for 4000 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 31.9, which was -12.3 lower than the previous day. The implied volatity was 27.46, the open interest changed by 40 which increased total open position to 729
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 172.85, which was -6 lower than the previous day. The implied volatity was 30.31, the open interest changed by 10 which increased total open position to 146
