HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
12 Dec 2024 09:04 AM IST
HUDCO 26DEC2024 220 CE | ||||||||||
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Delta: 0.92
Vega: 0.07
Theta: -0.18
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 252.91 | 34.05 | 0.00 | 50.46 | 9 | -8 | 48 | |||
11 Dec | 252.91 | 34.05 | -0.15 | 50.46 | 9 | -4 | 48 | |||
10 Dec | 254.26 | 34.2 | 4.20 | - | 20 | -9 | 53 | |||
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9 Dec | 247.59 | 30 | 0.15 | 47.31 | 3 | -1 | 62 | |||
6 Dec | 247.77 | 29.85 | 3.65 | 46.16 | 29 | -11 | 62 | |||
5 Dec | 243.85 | 26.2 | 0.20 | 41.57 | 14 | 7 | 72 | |||
4 Dec | 242.06 | 26 | 4.85 | 40.68 | 22 | 15 | 64 | |||
3 Dec | 235.54 | 21.15 | -0.40 | 45.22 | 2 | 1 | 49 | |||
2 Dec | 237.99 | 21.55 | -2.45 | 34.87 | 17 | 7 | 47 | |||
29 Nov | 238.61 | 24 | 40.09 | 67 | 39 | 39 |
For Hsg & Urban Dev Corpn Ltd - strike price 220 expiring on 26DEC2024
Delta for 220 CE is 0.92
Historical price for 220 CE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 34.05, which was 0.00 lower than the previous day. The implied volatity was 50.46, the open interest changed by -8 which decreased total open position to 48
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 34.05, which was -0.15 lower than the previous day. The implied volatity was 50.46, the open interest changed by -4 which decreased total open position to 48
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 34.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 53
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 30, which was 0.15 higher than the previous day. The implied volatity was 47.31, the open interest changed by -1 which decreased total open position to 62
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 29.85, which was 3.65 higher than the previous day. The implied volatity was 46.16, the open interest changed by -11 which decreased total open position to 62
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 26.2, which was 0.20 higher than the previous day. The implied volatity was 41.57, the open interest changed by 7 which increased total open position to 72
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 26, which was 4.85 higher than the previous day. The implied volatity was 40.68, the open interest changed by 15 which increased total open position to 64
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 21.15, which was -0.40 lower than the previous day. The implied volatity was 45.22, the open interest changed by 1 which increased total open position to 49
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 21.55, which was -2.45 lower than the previous day. The implied volatity was 34.87, the open interest changed by 7 which increased total open position to 47
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 24, which was lower than the previous day. The implied volatity was 40.09, the open interest changed by 39 which increased total open position to 39
HUDCO 26DEC2024 220 PE | |||||||
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Delta: -0.06
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 252.91 | 0.6 | 0.00 | 45.55 | 44 | -26 | 107 |
11 Dec | 252.91 | 0.6 | 0.00 | 45.55 | 44 | -25 | 107 |
10 Dec | 254.26 | 0.6 | -0.40 | 45.71 | 226 | -6 | 133 |
9 Dec | 247.59 | 1 | -0.15 | 43.84 | 151 | 3 | 141 |
6 Dec | 247.77 | 1.15 | -0.50 | 41.54 | 295 | -11 | 138 |
5 Dec | 243.85 | 1.65 | -0.25 | 41.26 | 208 | 1 | 150 |
4 Dec | 242.06 | 1.9 | -1.70 | 41.99 | 214 | 39 | 149 |
3 Dec | 235.54 | 3.6 | 0.45 | 43.73 | 59 | 12 | 110 |
2 Dec | 237.99 | 3.15 | -0.85 | 43.25 | 404 | 41 | 98 |
29 Nov | 238.61 | 4 | 47.08 | 172 | 58 | 58 |
For Hsg & Urban Dev Corpn Ltd - strike price 220 expiring on 26DEC2024
Delta for 220 PE is -0.06
Historical price for 220 PE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 45.55, the open interest changed by -26 which decreased total open position to 107
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 45.55, the open interest changed by -25 which decreased total open position to 107
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 45.71, the open interest changed by -6 which decreased total open position to 133
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 43.84, the open interest changed by 3 which increased total open position to 141
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 1.15, which was -0.50 lower than the previous day. The implied volatity was 41.54, the open interest changed by -11 which decreased total open position to 138
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 41.26, the open interest changed by 1 which increased total open position to 150
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 1.9, which was -1.70 lower than the previous day. The implied volatity was 41.99, the open interest changed by 39 which increased total open position to 149
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 3.6, which was 0.45 higher than the previous day. The implied volatity was 43.73, the open interest changed by 12 which increased total open position to 110
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 3.15, which was -0.85 lower than the previous day. The implied volatity was 43.25, the open interest changed by 41 which increased total open position to 98
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 47.08, the open interest changed by 58 which increased total open position to 58