CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 4300 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.75
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4100.90 | 14.65 | -3.6 | 24.52 | 2,483 | -28 | 541 | |||||||||
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| 14 Sept | 3858.80 | 107.8 | 0 | 11.40 | 0 | 0 | 0 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 CE is 0.16
Historical price for 4300 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 14.65, which was -3.6 lower than the previous day. The implied volatity was 24.52, the open interest changed by -28 which decreased total open position to 541
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 107.8, which was 0 lower than the previous day. The implied volatity was 11.40, the open interest changed by 0 which decreased total open position to 0
| CAMS 30SEP2025 4300 PE | |||||||
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Delta: -0.79
Vega: 2.05
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 204.3 | -25.95 | 29.55 | 1 | 0 | 71 |
| 14 Sept | 3858.80 | 429.8 | -195.2 | 36.17 | 26 | 22 | 47 |
For Computer Age Mngt Ser Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 PE is -0.79
Historical price for 4300 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 204.3, which was -25.95 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 71
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 429.8, which was -195.2 lower than the previous day. The implied volatity was 36.17, the open interest changed by 22 which increased total open position to 47
