HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 28OCT2025 5800 CE | ||||||||||||||||
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Delta: 0.67
Vega: 6.95
Theta: -2.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5856.50 | 211.15 | -7.85 | 17.40 | 11 | 6 | 68 | |||||||||
| 14 Sept | 5798.50 | 212.5 | -4.5 | 21.94 | 16 | 2 | 35 | |||||||||
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| 17 Aug | 5491.00 | 0 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
For Hdfc Amc Limited - strike price 5800 expiring on 28OCT2025
Delta for 5800 CE is 0.67
Historical price for 5800 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 211.15, which was -7.85 lower than the previous day. The implied volatity was 17.40, the open interest changed by 6 which increased total open position to 68
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 212.5, which was -4.5 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2 which increased total open position to 35
On 17 Aug HDFCAMC was trading at 5491.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
| HDFCAMC 28OCT2025 5800 PE | |||||||
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Delta: -0.37
Vega: 7.23
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 121.3 | -1.15 | 23.98 | 62 | 24 | 162 |
| 14 Sept | 5798.50 | 185.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5491.00 | 0 | 0 | - | 0 | 0 | 0 |
For Hdfc Amc Limited - strike price 5800 expiring on 28OCT2025
Delta for 5800 PE is -0.37
Historical price for 5800 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 121.3, which was -1.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 24 which increased total open position to 162
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 185.8, 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 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
