HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
12 Dec 2024 09:04 AM IST
| HUDCO 26DEC2024 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.09
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 252.91 | 24.2 | 0.00 | 39.12 | 154 | 7 | 354 | |||
| 11 Dec | 252.91 | 24.2 | -2.05 | 39.12 | 154 | 7 | 354 | |||
| 10 Dec | 254.26 | 26.25 | 5.85 | 43.31 | 173 | -26 | 347 | |||
| 9 Dec | 247.59 | 20.4 | 0.10 | 37.33 | 33 | -8 | 376 | |||
| 6 Dec | 247.77 | 20.3 | 2.60 | 36.51 | 194 | -29 | 384 | |||
| 5 Dec | 243.85 | 17.7 | -0.75 | 37.68 | 435 | -96 | 418 | |||
| 4 Dec | 242.06 | 18.45 | 4.95 | 41.76 | 614 | 91 | 506 | |||
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| 3 Dec | 235.54 | 13.5 | -2.00 | 40.33 | 112 | -19 | 415 | |||
| 2 Dec | 237.99 | 15.5 | -1.75 | 41.19 | 1,192 | -317 | 434 | |||
| 29 Nov | 238.61 | 17.25 | 41.89 | 2,643 | 751 | 751 | ||||
For Hsg & Urban Dev Corpn Ltd - strike price 230 expiring on 26DEC2024
Delta for 230 CE is 0.90
Historical price for 230 CE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 24.2, which was 0.00 lower than the previous day. The implied volatity was 39.12, the open interest changed by 7 which increased total open position to 354
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 24.2, which was -2.05 lower than the previous day. The implied volatity was 39.12, the open interest changed by 7 which increased total open position to 354
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 26.25, which was 5.85 higher than the previous day. The implied volatity was 43.31, the open interest changed by -26 which decreased total open position to 347
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 20.4, which was 0.10 higher than the previous day. The implied volatity was 37.33, the open interest changed by -8 which decreased total open position to 376
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 20.3, which was 2.60 higher than the previous day. The implied volatity was 36.51, the open interest changed by -29 which decreased total open position to 384
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 17.7, which was -0.75 lower than the previous day. The implied volatity was 37.68, the open interest changed by -96 which decreased total open position to 418
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 18.45, which was 4.95 higher than the previous day. The implied volatity was 41.76, the open interest changed by 91 which increased total open position to 506
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 13.5, which was -2.00 lower than the previous day. The implied volatity was 40.33, the open interest changed by -19 which decreased total open position to 415
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 15.5, which was -1.75 lower than the previous day. The implied volatity was 41.19, the open interest changed by -317 which decreased total open position to 434
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was 41.89, the open interest changed by 751 which increased total open position to 751
| HUDCO 26DEC2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.10
Theta: -0.14
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 252.91 | 1.4 | 0.00 | 42.79 | 397 | 30 | 432 |
| 11 Dec | 252.91 | 1.4 | 0.10 | 42.79 | 397 | 31 | 432 |
| 10 Dec | 254.26 | 1.3 | -0.95 | 42.41 | 833 | 19 | 401 |
| 9 Dec | 247.59 | 2.25 | -0.30 | 41.66 | 361 | 22 | 383 |
| 6 Dec | 247.77 | 2.55 | -1.10 | 39.81 | 481 | 39 | 356 |
| 5 Dec | 243.85 | 3.65 | -0.35 | 40.55 | 392 | -81 | 315 |
| 4 Dec | 242.06 | 4 | -2.70 | 41.15 | 530 | -11 | 395 |
| 3 Dec | 235.54 | 6.7 | 0.95 | 42.78 | 241 | 63 | 407 |
| 2 Dec | 237.99 | 5.75 | -0.30 | 41.45 | 968 | 109 | 345 |
| 29 Nov | 238.61 | 6.05 | 42.52 | 634 | 236 | 236 | |
For Hsg & Urban Dev Corpn Ltd - strike price 230 expiring on 26DEC2024
Delta for 230 PE is -0.12
Historical price for 230 PE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 42.79, the open interest changed by 30 which increased total open position to 432
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 42.79, the open interest changed by 31 which increased total open position to 432
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 42.41, the open interest changed by 19 which increased total open position to 401
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 41.66, the open interest changed by 22 which increased total open position to 383
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 39.81, the open interest changed by 39 which increased total open position to 356
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 40.55, the open interest changed by -81 which decreased total open position to 315
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 4, which was -2.70 lower than the previous day. The implied volatity was 41.15, the open interest changed by -11 which decreased total open position to 395
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 6.7, which was 0.95 higher than the previous day. The implied volatity was 42.78, the open interest changed by 63 which increased total open position to 407
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 5.75, which was -0.30 lower than the previous day. The implied volatity was 41.45, the open interest changed by 109 which increased total open position to 345
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was 42.52, the open interest changed by 236 which increased total open position to 236
