Historical option data for HDFCAMC
08 Jun 2026 10:26 AM IST
| HDFCAMC 30-Jun-2026 (22d) 2606 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.02
Theta: -1.53
Gamma: 0.00168
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 2460.00 | 30 | -7 (-18.92%) | 31.84 | 12 | 3 | 197 | |||||||||
| 5 Jun | 2495.90 | 37.5 | -0.5 (-1.32%) | 28.39 | 150 | 194 | 194 | |||||||||
For Hdfc Amc Limited - strike price 2606 expiring on 30JUN2026
Delta for 2606 CE is 0.26
Historical price for 2606 CE is as follows
On 8 Jun HDFCAMC was trading at 2460.00. The strike last trading price was 30, which was -7 lower than the previous day. The implied volatity was 31.84, the open interest changed by 3 which increased total open position to 197
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 37.5, which was -0.5 lower than the previous day. The implied volatity was 28.39, the open interest changed by 194 which increased total open position to 194
| HDFCAMC 30-Jun-2026 (22d) 2606 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.02
Theta: -0.76
Gamma: 0.00181
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 2460.00 | 155.65 | 24.2 (18.41%) | 26.33 | 1 | 0 | 105 |
| 5 Jun | 2495.90 | 131.45 | -12.85 (-8.91%) | 27.58 | 38 | 106 | 106 |
For Hdfc Amc Limited - strike price 2606 expiring on 30JUN2026
Delta for 2606 PE is -0.79
Historical price for 2606 PE is as follows
On 8 Jun HDFCAMC was trading at 2460.00. The strike last trading price was 155.65, which was 24.2 higher than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 105
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 131.45, which was -12.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by 106 which increased total open position to 106
