[--[65.84.65.76]--]
HDFCAMC
Hdfc Amc Limited

5827.5 -29.00 (-0.50%)

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Historical option data for HDFCAMC

21 Sep 2025 04:13 PM IST
HDFCAMC 30SEP2025 5800 CE
Delta: 0.71
Vega: 3.47
Theta: -3.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 5856.50 123.05 -6.45 16.58 2,568 110 815
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
Delta: -0.34
Vega: 3.72
Theta: -3.29
Gamma: 0.00
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