HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 30SEP2025 5700 CE | ||||||||||||||||
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Delta: 0.91
Vega: 1.61
Theta: -2.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 5856.50 | 198 | -4.75 | 14.21 | 69 | -18 | 317 | |||||||||
| 14 Sept | 5798.50 | 179.85 | -16.55 | 21.72 | 173 | -30 | 438 | |||||||||
For Hdfc Amc Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.91
Historical price for 5700 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 198, which was -4.75 lower than the previous day. The implied volatity was 14.21, the open interest changed by -18 which decreased total open position to 317
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 179.85, which was -16.55 lower than the previous day. The implied volatity was 21.72, the open interest changed by -30 which decreased total open position to 438
| HDFCAMC 30SEP2025 5700 PE | |||||||
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Delta: -0.19
Vega: 2.81
Theta: -2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 25.55 | -3.85 | 22.78 | 476 | -38 | 652 |
| 14 Sept | 5798.50 | 66 | -0.9 | 22.83 | 404 | -13 | 437 |
For Hdfc Amc Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.19
Historical price for 5700 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 25.55, which was -3.85 lower than the previous day. The implied volatity was 22.78, the open interest changed by -38 which decreased total open position to 652
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 66, which was -0.9 lower than the previous day. The implied volatity was 22.83, the open interest changed by -13 which decreased total open position to 437
