Historical option data for HDFCAMC
11 Jun 2026 04:13 PM IST
| HDFCAMC 30-Jun-2026 (18d) 2546 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.02
Theta: -1.34
Gamma: 0.00178
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 2389.80 | 19.2 | -11.8 (-38.06%) | 29.65 | 226 | -60 | 222 | |||||||||
| 10 Jun | 2447.80 | 30.7 | -23.3 (-43.15%) | 29.37 | 80 | -3 | 281 | |||||||||
| 9 Jun | 2503.30 | 55 | 16 (41.03%) | 28.98 | 80 | 0 | 284 | |||||||||
| 8 Jun | 2453.00 | 36.85 | -21.15 (-36.47%) | 30.66 | 169 | 4 | 285 | |||||||||
| 5 Jun | 2495.90 | 60.65 | 4.65 (8.30%) | 29.24 | 357 | 281 | 281 | |||||||||
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 CE is 0.21
Historical price for 2546 CE is as follows
On 11 Jun HDFCAMC was trading at 2389.80. The strike last trading price was 19.2, which was -11.8 lower than the previous day. The implied volatity was 29.65, the open interest changed by -60 which decreased total open position to 222
On 10 Jun HDFCAMC was trading at 2447.80. The strike last trading price was 30.7, which was -23.3 lower than the previous day. The implied volatity was 29.37, the open interest changed by -3 which decreased total open position to 281
On 9 Jun HDFCAMC was trading at 2503.30. The strike last trading price was 55, which was 16 higher than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 284
On 8 Jun HDFCAMC was trading at 2453.00. The strike last trading price was 36.85, which was -21.15 lower than the previous day. The implied volatity was 30.66, the open interest changed by 4 which increased total open position to 285
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 60.65, which was 4.65 higher than the previous day. The implied volatity was 29.24, the open interest changed by 281 which increased total open position to 281
| HDFCAMC 30-Jun-2026 (18d) 2546 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.01
Theta: -0.6
Gamma: 0.00178
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 2389.80 | 156 | 56 (56.00%) | 25.32 | 33 | 12 | 306 |
| 10 Jun | 2447.80 | 100 | 13 (14.94%) | 27.56 | 1 | 0 | 294 |
| 9 Jun | 2503.30 | 87 | -30.65 (-26.05%) | 27.17 | 10 | -2 | 294 |
| 8 Jun | 2453.00 | 117.65 | 24.5 (26.30%) | 30.22 | 11 | -2 | 297 |
| 5 Jun | 2495.90 | 92.85 | -16.65 (-15.21%) | 27.74 | 37 | 299 | 299 |
For Hdfc Amc Limited - strike price 2546 expiring on 30JUN2026
Delta for 2546 PE is -0.83
Historical price for 2546 PE is as follows
On 11 Jun HDFCAMC was trading at 2389.80. The strike last trading price was 156, which was 56 higher than the previous day. The implied volatity was 25.32, the open interest changed by 12 which increased total open position to 306
On 10 Jun HDFCAMC was trading at 2447.80. The strike last trading price was 100, which was 13 higher than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 294
On 9 Jun HDFCAMC was trading at 2503.30. The strike last trading price was 87, which was -30.65 lower than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 294
On 8 Jun HDFCAMC was trading at 2453.00. The strike last trading price was 117.65, which was 24.5 higher than the previous day. The implied volatity was 30.22, the open interest changed by -2 which decreased total open position to 297
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 92.85, which was -16.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by 299 which increased total open position to 299
