CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
21 Sep 2025 04:14 PM IST
| CAMS 30SEP2025 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.10
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4100.90 | 7.3 | -2.3 | 27.09 | 1,566 | -47 | 571 | |||||||||
| 14 Sept | 3858.80 | 3.55 | -0.6 | 30.45 | 151 | -1 | 204 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 CE is 0.08
Historical price for 4400 CE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 7.3, which was -2.3 lower than the previous day. The implied volatity was 27.09, the open interest changed by -47 which decreased total open position to 571
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 3.55, which was -0.6 lower than the previous day. The implied volatity was 30.45, the open interest changed by -1 which decreased total open position to 204
| CAMS 30SEP2025 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 1.64
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4100.90 | 298.3 | -40.75 | 35.18 | 22 | 4 | 167 |
| 14 Sept | 3858.80 | 600 | 0 | 0.00 | 0 | 0 | 0 |
For Computer Age Mngt Ser Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 PE is -0.85
Historical price for 4400 PE is as follows
On 21 Sept CAMS was trading at 4100.90. The strike last trading price was 298.3, which was -40.75 lower than the previous day. The implied volatity was 35.18, the open interest changed by 4 which increased total open position to 167
On 14 Sept CAMS was trading at 3858.80. The strike last trading price was 600, 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
