HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 30SEP2025 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 1.92
Theta: -4.99
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5856.50 | 515 | 73.55 | 42.34 | 2 | -2 | 114 | |||||||||
| 14 Sept | 5798.50 | 448 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 5491.00 | 217 | -23 | 15.96 | 1 | 1 | 8 | |||||||||
For Hdfc Amc Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.89
Historical price for 5400 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 515, which was 73.55 higher than the previous day. The implied volatity was 42.34, the open interest changed by -2 which decreased total open position to 114
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 448, 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
On 17 Aug HDFCAMC was trading at 5491.00. The strike last trading price was 217, which was -23 lower than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 8
| HDFCAMC 30SEP2025 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.96
Theta: -1.23
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 5.7 | -1.25 | 30.03 | 149 | 46 | 348 |
| 14 Sept | 5798.50 | 14.4 | -1.55 | 25.82 | 435 | -228 | 335 |
| 17 Aug | 5491.00 | 114.5 | -10.75 | 23.51 | 6 | 2 | 21 |
For Hdfc Amc Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.04
Historical price for 5400 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 5.7, which was -1.25 lower than the previous day. The implied volatity was 30.03, the open interest changed by 46 which increased total open position to 348
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 14.4, which was -1.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by -228 which decreased total open position to 335
On 17 Aug HDFCAMC was trading at 5491.00. The strike last trading price was 114.5, which was -10.75 lower than the previous day. The implied volatity was 23.51, the open interest changed by 2 which increased total open position to 21
