CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 2.82
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4100.90 | 72.8 | 0.1 | 22.08 | 9,856 | -389 | 880 | |||||||||
| 14 Sept | 3858.80 | 19.4 | -1.05 | 25.06 | 379 | 67 | 688 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 CE is 0.56
Historical price for 4100 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 72.8, which was 0.1 higher than the previous day. The implied volatity was 22.08, the open interest changed by -389 which decreased total open position to 880
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 19.4, which was -1.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 67 which increased total open position to 688
| CAMS 30SEP2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 2.82
Theta: -2.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 67.15 | -19.35 | 26.94 | 2,492 | 229 | 488 |
| 14 Sept | 3858.80 | 251 | -5.75 | 31.95 | 2 | 0 | 38 |
For Computer Age Mngt Ser Ltd - strike price 4100 expiring on 30SEP2025
Delta for 4100 PE is -0.45
Historical price for 4100 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 67.15, which was -19.35 lower than the previous day. The implied volatity was 26.94, the open interest changed by 229 which increased total open position to 488
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 251, which was -5.75 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 38
