CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 4200 CE | ||||||||||||||||
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Delta: 0.32
Vega: 2.55
Theta: -3.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4100.90 | 33.2 | -3.75 | 22.88 | 6,599 | 21 | 967 | |||||||||
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| 14 Sept | 3858.80 | 10.05 | -1.05 | 26.45 | 347 | -20 | 581 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.32
Historical price for 4200 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 33.2, which was -3.75 lower than the previous day. The implied volatity was 22.88, the open interest changed by 21 which increased total open position to 967
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 10.05, which was -1.05 lower than the previous day. The implied volatity was 26.45, the open interest changed by -20 which decreased total open position to 581
| CAMS 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 2.65
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 126.1 | -25.15 | 27.70 | 480 | 92 | 249 |
| 14 Sept | 3858.80 | 307.05 | 0 | 0.00 | 0 | 0 | 0 |
For Computer Age Mngt Ser Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -0.65
Historical price for 4200 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 126.1, which was -25.15 lower than the previous day. The implied volatity was 27.70, the open interest changed by 92 which increased total open position to 249
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 307.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
