HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 30SEP2025 5500 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5856.50 | 382 | 1 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 5798.50 | 332.7 | -36.6 | 21.11 | 6 | -1 | 373 | |||||||||
| 17 Aug | 5491.00 | 187.7 | -26.3 | 20.14 | 9 | 7 | 8 | |||||||||
For Hdfc Amc Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.00
Historical price for 5500 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 382, which was 1 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 332.7, which was -36.6 lower than the previous day. The implied volatity was 21.11, the open interest changed by -1 which decreased total open position to 373
On 17 Aug HDFCAMC was trading at 5491.00. The strike last trading price was 187.7, which was -26.3 lower than the previous day. The implied volatity was 20.14, the open interest changed by 7 which increased total open position to 8
| HDFCAMC 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 1.31
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 8 | -1.6 | 26.76 | 189 | 67 | 621 |
| 14 Sept | 5798.50 | 22.25 | -3.1 | 23.99 | 661 | 151 | 999 |
| 17 Aug | 5491.00 | 181.7 | 6.7 | 26.77 | 4 | 3 | 5 |
For Hdfc Amc Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.07
Historical price for 5500 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 8, which was -1.6 lower than the previous day. The implied volatity was 26.76, the open interest changed by 67 which increased total open position to 621
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 22.25, which was -3.1 lower than the previous day. The implied volatity was 23.99, the open interest changed by 151 which increased total open position to 999
On 17 Aug HDFCAMC was trading at 5491.00. The strike last trading price was 181.7, which was 6.7 higher than the previous day. The implied volatity was 26.77, the open interest changed by 3 which increased total open position to 5
