CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
CAMS 28OCT2025 4000 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.70
Vega: 4.70
Theta: -2.17
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 4100.90 | 215.1 | 2.2 | 24.07 | 99 | -31 | 89 | |||||||||
|
||||||||||||||||
14 Sept | 3858.80 | 96 | -14.05 | 24.25 | 2 | 2 | 4 | |||||||||
17 Aug | 3868.60 | 253.4 | 0 | 0.84 | 0 | 0 | 0 |
For Computer Age Mngt Ser Ltd - strike price 4000 expiring on 28OCT2025
Delta for 4000 CE is 0.70
Historical price for 4000 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 215.1, which was 2.2 higher than the previous day. The implied volatity was 24.07, the open interest changed by -31 which decreased total open position to 89
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 96, which was -14.05 lower than the previous day. The implied volatity was 24.25, the open interest changed by 2 which increased total open position to 4
On 17 Aug CAMS was trading at 3868.60. The strike last trading price was 253.4, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
CAMS 28OCT2025 4000 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.33
Vega: 4.84
Theta: -1.36
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 4100.90 | 85.05 | -22.1 | 28.15 | 115 | 33 | 84 |
14 Sept | 3858.80 | 457.55 | 0 | - | 0 | 0 | 0 |
17 Aug | 3868.60 | 0 | 0 | - | 0 | 0 | 0 |
For Computer Age Mngt Ser Ltd - strike price 4000 expiring on 28OCT2025
Delta for 4000 PE is -0.33
Historical price for 4000 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 85.05, which was -22.1 lower than the previous day. The implied volatity was 28.15, the open interest changed by 33 which increased total open position to 84
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 457.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug CAMS was trading at 3868.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0