HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
HDFCAMC 30SEP2025 5800 CE | ||||||||||||||||
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Delta: 0.71
Vega: 3.47
Theta: -3.73
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 5856.50 | 123.05 | -6.45 | 16.58 | 2,568 | 110 | 815 | |||||||||
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14 Sept | 5798.50 | 118.35 | -15.85 | 21.15 | 1,123 | 87 | 801 |
For Hdfc Amc Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 CE is 0.71
Historical price for 5800 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 123.05, which was -6.45 lower than the previous day. The implied volatity was 16.58, the open interest changed by 110 which increased total open position to 815
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 118.35, which was -15.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by 87 which increased total open position to 801
HDFCAMC 30SEP2025 5800 PE | |||||||
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Delta: -0.34
Vega: 3.72
Theta: -3.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 5856.50 | 52.9 | -2.35 | 22.75 | 961 | -74 | 562 |
14 Sept | 5798.50 | 106.85 | 0.25 | 22.72 | 695 | -54 | 435 |
For Hdfc Amc Limited - strike price 5800 expiring on 30SEP2025
Delta for 5800 PE is -0.34
Historical price for 5800 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 52.9, which was -2.35 lower than the previous day. The implied volatity was 22.75, the open interest changed by -74 which decreased total open position to 562
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 106.85, which was 0.25 higher than the previous day. The implied volatity was 22.72, the open interest changed by -54 which decreased total open position to 435