HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
11 Dec 2024 04:14 PM IST
| HUDCO 26DEC2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.14
Theta: -0.25
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 11 Dec | 252.91 | 20.65 | -2.85 | 44.26 | 15 | 4 | 100 | |||
| 10 Dec | 254.26 | 23.5 | 6.50 | 52.90 | 12 | -3 | 97 | |||
| 9 Dec | 247.59 | 17 | -0.05 | 40.50 | 11 | -2 | 101 | |||
| 6 Dec | 247.77 | 17.05 | 2.75 | 39.54 | 62 | -4 | 105 | |||
| 5 Dec | 243.85 | 14.3 | -0.50 | 38.01 | 190 | 5 | 111 | |||
| 4 Dec | 242.06 | 14.8 | 4.00 | 40.24 | 302 | 5 | 108 | |||
| 3 Dec | 235.54 | 10.8 | -1.30 | 40.71 | 119 | 39 | 97 | |||
| 2 Dec | 237.99 | 12.1 | -2.15 | 39.32 | 181 | -30 | 59 | |||
| 29 Nov | 238.61 | 14.25 | 41.96 | 352 | 90 | 90 | ||||
For Hsg & Urban Dev Corpn Ltd - strike price 235 expiring on 26DEC2024
Delta for 235 CE is 0.81
Historical price for 235 CE is as follows
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 20.65, which was -2.85 lower than the previous day. The implied volatity was 44.26, the open interest changed by 4 which increased total open position to 100
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 23.5, which was 6.50 higher than the previous day. The implied volatity was 52.90, the open interest changed by -3 which decreased total open position to 97
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 17, which was -0.05 lower than the previous day. The implied volatity was 40.50, the open interest changed by -2 which decreased total open position to 101
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 17.05, which was 2.75 higher than the previous day. The implied volatity was 39.54, the open interest changed by -4 which decreased total open position to 105
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 14.3, which was -0.50 lower than the previous day. The implied volatity was 38.01, the open interest changed by 5 which increased total open position to 111
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 14.8, which was 4.00 higher than the previous day. The implied volatity was 40.24, the open interest changed by 5 which increased total open position to 108
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 10.8, which was -1.30 lower than the previous day. The implied volatity was 40.71, the open interest changed by 39 which increased total open position to 97
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 12.1, which was -2.15 lower than the previous day. The implied volatity was 39.32, the open interest changed by -30 which decreased total open position to 59
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was 41.96, the open interest changed by 90 which increased total open position to 90
| HUDCO 26DEC2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.13
Theta: -0.16
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 252.91 | 2 | 0.05 | 40.80 | 148 | 19 | 236 |
| 10 Dec | 254.26 | 1.95 | -1.25 | 41.27 | 256 | 11 | 216 |
| 9 Dec | 247.59 | 3.2 | -0.60 | 40.22 | 177 | 21 | 205 |
| 6 Dec | 247.77 | 3.8 | -1.35 | 39.73 | 471 | -12 | 185 |
| 5 Dec | 243.85 | 5.15 | -0.35 | 40.17 | 703 | 138 | 195 |
| 4 Dec | 242.06 | 5.5 | -3.25 | 40.53 | 109 | 17 | 57 |
| 3 Dec | 235.54 | 8.75 | 0.90 | 42.11 | 91 | 10 | 40 |
| 2 Dec | 237.99 | 7.85 | -0.15 | 41.82 | 87 | 18 | 29 |
| 29 Nov | 238.61 | 8 | 42.49 | 49 | 10 | 10 | |
For Hsg & Urban Dev Corpn Ltd - strike price 235 expiring on 26DEC2024
Delta for 235 PE is -0.17
Historical price for 235 PE is as follows
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 40.80, the open interest changed by 19 which increased total open position to 236
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 1.95, which was -1.25 lower than the previous day. The implied volatity was 41.27, the open interest changed by 11 which increased total open position to 216
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 3.2, which was -0.60 lower than the previous day. The implied volatity was 40.22, the open interest changed by 21 which increased total open position to 205
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 39.73, the open interest changed by -12 which decreased total open position to 185
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 5.15, which was -0.35 lower than the previous day. The implied volatity was 40.17, the open interest changed by 138 which increased total open position to 195
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 5.5, which was -3.25 lower than the previous day. The implied volatity was 40.53, the open interest changed by 17 which increased total open position to 57
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 8.75, which was 0.90 higher than the previous day. The implied volatity was 42.11, the open interest changed by 10 which increased total open position to 40
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 7.85, which was -0.15 lower than the previous day. The implied volatity was 41.82, the open interest changed by 18 which increased total open position to 29
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 42.49, the open interest changed by 10 which increased total open position to 10
