HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 30SEP2025 5900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 4.07
Theta: -4.16
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5856.50 | 71 | -4.15 | 18.32 | 3,165 | 41 | 955 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 5798.50 | 75 | -13.4 | 21.38 | 881 | 109 | 719 | |||||||||
For Hdfc Amc Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 CE is 0.49
Historical price for 5900 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 71, which was -4.15 lower than the previous day. The implied volatity was 18.32, the open interest changed by 41 which increased total open position to 955
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 75, which was -13.4 lower than the previous day. The implied volatity was 21.38, the open interest changed by 109 which increased total open position to 719
| HDFCAMC 30SEP2025 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 4.07
Theta: -3.32
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 95.3 | -5.8 | 22.51 | 674 | 87 | 260 |
| 14 Sept | 5798.50 | 161.55 | 1.3 | 22.70 | 103 | 46 | 119 |
For Hdfc Amc Limited - strike price 5900 expiring on 30SEP2025
Delta for 5900 PE is -0.50
Historical price for 5900 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 95.3, which was -5.8 lower than the previous day. The implied volatity was 22.51, the open interest changed by 87 which increased total open position to 260
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 161.55, which was 1.3 higher than the previous day. The implied volatity was 22.70, the open interest changed by 46 which increased total open position to 119
