Historical option data for HDFCAMC
08 Jun 2026 11:34 AM IST
| HDFCAMC 30-Jun-2026 (22d) 2646 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.02
Theta: -1.27
Gamma: 0.00143
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 2457.00 | 19.85 | -7.15 (-26.48%) | 31.42 | 199 | 21 | 471 | |||||||||
| 5 Jun | 2495.90 | 27.6 | 0.6 (2.22%) | 28.62 | 368 | 449 | 449 | |||||||||
For Hdfc Amc Limited - strike price 2646 expiring on 30JUN2026
Delta for 2646 CE is 0.19
Historical price for 2646 CE is as follows
On 8 Jun HDFCAMC was trading at 2457.00. The strike last trading price was 19.85, which was -7.15 lower than the previous day. The implied volatity was 31.42, the open interest changed by 21 which increased total open position to 471
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 27.6, which was 0.6 higher than the previous day. The implied volatity was 28.62, the open interest changed by 449 which increased total open position to 449
| HDFCAMC 30-Jun-2026 (22d) 2646 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.02
Theta: -0.67
Gamma: 0.00142
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 2457.00 | 198.2 | 19.1 (10.66%) | 28.92 | 4 | -2 | 305 |
| 5 Jun | 2495.90 | 179.1 | 8.1 (4.74%) | 35.75 | 24 | 308 | 308 |
For Hdfc Amc Limited - strike price 2646 expiring on 30JUN2026
Delta for 2646 PE is -0.83
Historical price for 2646 PE is as follows
On 8 Jun HDFCAMC was trading at 2457.00. The strike last trading price was 198.2, which was 19.1 higher than the previous day. The implied volatity was 28.92, the open interest changed by -2 which decreased total open position to 305
On 5 Jun HDFCAMC was trading at 2495.90. The strike last trading price was 179.1, which was 8.1 higher than the previous day. The implied volatity was 35.75, the open interest changed by 308 which increased total open position to 308
