HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
17 Aug 2025 12:58 AM IST
| HDFCAMC 30SEP2025 5400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.70
Vega: 6.82
Theta: -2.15
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 0.70
Historical price for 5400 CE is as follows
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: -0.35
Vega: 7.30
Theta: -1.27
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.35
Historical price for 5400 PE is as follows
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
