CAMS
Computer Age Mngt Ser Ltd
Historical option data for CAMS
12 Dec 2025 04:12 PM IST
| CAMS 30-DEC-2025 780 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.60
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 755.20 | 8.85 | -1.05 | 26.13 | 437 | -25 | 935 | |||||||||
| 11 Dec | 756.70 | 10 | 4 | 25.67 | 599 | -49 | 978 | |||||||||
| 10 Dec | 737.20 | 5.35 | -4.05 | 28.12 | 515 | 50 | 1,026 | |||||||||
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| 9 Dec | 749.50 | 9.4 | -1.6 | 26.33 | 468 | -6 | 975 | |||||||||
| 8 Dec | 753.40 | 10.4 | -9 | 25.90 | 961 | 70 | 980 | |||||||||
| 5 Dec | 775.70 | 19.5 | -128.55 | 21.95 | 1,712 | 751.8 | 915 | |||||||||
For Computer Age Mngt Ser Ltd - strike price 780 expiring on 30DEC2025
Delta for 780 CE is 0.32
Historical price for 780 CE is as follows
On 12 Dec CAMS was trading at 755.20. The strike last trading price was 8.85, which was -1.05 lower than the previous day. The implied volatity was 26.13, the open interest changed by -25 which decreased total open position to 935
On 11 Dec CAMS was trading at 756.70. The strike last trading price was 10, which was 4 higher than the previous day. The implied volatity was 25.67, the open interest changed by -49 which decreased total open position to 978
On 10 Dec CAMS was trading at 737.20. The strike last trading price was 5.35, which was -4.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 50 which increased total open position to 1026
On 9 Dec CAMS was trading at 749.50. The strike last trading price was 9.4, which was -1.6 lower than the previous day. The implied volatity was 26.33, the open interest changed by -6 which decreased total open position to 975
On 8 Dec CAMS was trading at 753.40. The strike last trading price was 10.4, which was -9 lower than the previous day. The implied volatity was 25.90, the open interest changed by 70 which increased total open position to 980
On 5 Dec CAMS was trading at 775.70. The strike last trading price was 19.5, which was -128.55 lower than the previous day. The implied volatity was 21.95, the open interest changed by 751.8 which increased total open position to 915
| CAMS 30DEC2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.59
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 755.20 | 30.05 | -0.55 | 24.85 | 16 | -12 | 429 |
| 11 Dec | 756.70 | 30.9 | -18.5 | 28.69 | 24 | -5 | 441 |
| 10 Dec | 737.20 | 51.5 | 14.05 | 34.66 | 16 | -2 | 446 |
| 9 Dec | 749.50 | 37.45 | 2.9 | 31.71 | 49 | -12 | 447 |
| 8 Dec | 753.40 | 36.1 | 14.85 | 31.09 | 202 | -55 | 459 |
| 5 Dec | 775.70 | 20.85 | -48.9 | 27.16 | 1,044 | 374 | 514 |
For Computer Age Mngt Ser Ltd - strike price 780 expiring on 30DEC2025
Delta for 780 PE is -0.69
Historical price for 780 PE is as follows
On 12 Dec CAMS was trading at 755.20. The strike last trading price was 30.05, which was -0.55 lower than the previous day. The implied volatity was 24.85, the open interest changed by -12 which decreased total open position to 429
On 11 Dec CAMS was trading at 756.70. The strike last trading price was 30.9, which was -18.5 lower than the previous day. The implied volatity was 28.69, the open interest changed by -5 which decreased total open position to 441
On 10 Dec CAMS was trading at 737.20. The strike last trading price was 51.5, which was 14.05 higher than the previous day. The implied volatity was 34.66, the open interest changed by -2 which decreased total open position to 446
On 9 Dec CAMS was trading at 749.50. The strike last trading price was 37.45, which was 2.9 higher than the previous day. The implied volatity was 31.71, the open interest changed by -12 which decreased total open position to 447
On 8 Dec CAMS was trading at 753.40. The strike last trading price was 36.1, which was 14.85 higher than the previous day. The implied volatity was 31.09, the open interest changed by -55 which decreased total open position to 459
On 5 Dec CAMS was trading at 775.70. The strike last trading price was 20.85, which was -48.9 lower than the previous day. The implied volatity was 27.16, the open interest changed by 374 which increased total open position to 514































































































































































































































