HDFCAMC
Hdfc Amc Limited
Historical option data for HDFCAMC
21 Sep 2025 04:13 PM IST
| HDFCAMC 30SEP2025 6000 CE | ||||||||||||||||
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Delta: 0.30
Vega: 3.53
Theta: -3.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 5856.50 | 35.75 | -3.8 | 18.95 | 1,240 | 12 | 793 | |||||||||
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| 14 Sept | 5798.50 | 44 | -11.5 | 21.41 | 980 | 125 | 761 | |||||||||
For Hdfc Amc Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 CE is 0.30
Historical price for 6000 CE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 35.75, which was -3.8 lower than the previous day. The implied volatity was 18.95, the open interest changed by 12 which increased total open position to 793
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 44, which was -11.5 lower than the previous day. The implied volatity was 21.41, the open interest changed by 125 which increased total open position to 761
| HDFCAMC 30SEP2025 6000 PE | |||||||
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Delta: -0.66
Vega: 3.75
Theta: -3.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 5856.50 | 162.2 | -5 | 24.29 | 152 | 36 | 230 |
| 14 Sept | 5798.50 | 229.95 | 4.25 | 22.91 | 118 | 77 | 221 |
For Hdfc Amc Limited - strike price 6000 expiring on 30SEP2025
Delta for 6000 PE is -0.66
Historical price for 6000 PE is as follows
On 21 Sept HDFCAMC was trading at 5856.50. The strike last trading price was 162.2, which was -5 lower than the previous day. The implied volatity was 24.29, the open interest changed by 36 which increased total open position to 230
On 14 Sept HDFCAMC was trading at 5798.50. The strike last trading price was 229.95, which was 4.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by 77 which increased total open position to 221
