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HUDCO
Hsg & Urban Dev Corpn Ltd
253.5 0.59 (0.23%)

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Historical option data for HUDCO

12 Dec 2024 09:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HUDCO 26DEC2024 240 CE
Delta: 0.77
Vega: 0.15
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 15.8 0.00 37.26 156 -21 261
11 Dec 252.91 15.8 -2.20 37.26 156 -20 261
10 Dec 254.26 18 4.60 41.65 834 -189 283
9 Dec 247.59 13.4 0.40 39.57 463 -13 473
6 Dec 247.77 13 1.75 36.09 1,435 -298 489
5 Dec 243.85 11.25 -0.45 37.93 1,769 -28 787
4 Dec 242.06 11.7 3.30 39.63 2,225 -52 847
3 Dec 235.54 8.4 -1.60 40.60 858 247 901
2 Dec 237.99 10 -1.20 41.29 2,214 183 655
29 Nov 238.61 11.2 40.43 2,825 473 473

For Hsg & Urban Dev Corpn Ltd - strike price 240 expiring on 26DEC2024

Delta for 240 CE is 0.77

Historical price for 240 CE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 37.26, the open interest changed by -21 which decreased total open position to 261


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 15.8, which was -2.20 lower than the previous day. The implied volatity was 37.26, the open interest changed by -20 which decreased total open position to 261


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 18, which was 4.60 higher than the previous day. The implied volatity was 41.65, the open interest changed by -189 which decreased total open position to 283


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 13.4, which was 0.40 higher than the previous day. The implied volatity was 39.57, the open interest changed by -13 which decreased total open position to 473


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 13, which was 1.75 higher than the previous day. The implied volatity was 36.09, the open interest changed by -298 which decreased total open position to 489


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 11.25, which was -0.45 lower than the previous day. The implied volatity was 37.93, the open interest changed by -28 which decreased total open position to 787


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 11.7, which was 3.30 higher than the previous day. The implied volatity was 39.63, the open interest changed by -52 which decreased total open position to 847


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 8.4, which was -1.60 lower than the previous day. The implied volatity was 40.60, the open interest changed by 247 which increased total open position to 901


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 10, which was -1.20 lower than the previous day. The implied volatity was 41.29, the open interest changed by 183 which increased total open position to 655


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was 40.43, the open interest changed by 473 which increased total open position to 473


HUDCO 26DEC2024 240 PE
Delta: -0.24
Vega: 0.16
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 3.1 0.00 40.47 394 20 381
11 Dec 252.91 3.1 0.25 40.47 394 22 381
10 Dec 254.26 2.85 -1.90 40.09 955 36 359
9 Dec 247.59 4.75 -0.65 40.22 465 56 323
6 Dec 247.77 5.4 -1.65 39.48 748 -2 264
5 Dec 243.85 7.05 -0.25 39.83 392 -5 265
4 Dec 242.06 7.3 -4.15 39.59 486 45 270
3 Dec 235.54 11.45 1.30 42.54 136 9 226
2 Dec 237.99 10.15 0.15 41.38 737 108 218
29 Nov 238.61 10 41.27 234 108 108

For Hsg & Urban Dev Corpn Ltd - strike price 240 expiring on 26DEC2024

Delta for 240 PE is -0.24

Historical price for 240 PE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 40.47, the open interest changed by 20 which increased total open position to 381


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 40.47, the open interest changed by 22 which increased total open position to 381


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 2.85, which was -1.90 lower than the previous day. The implied volatity was 40.09, the open interest changed by 36 which increased total open position to 359


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 4.75, which was -0.65 lower than the previous day. The implied volatity was 40.22, the open interest changed by 56 which increased total open position to 323


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 5.4, which was -1.65 lower than the previous day. The implied volatity was 39.48, the open interest changed by -2 which decreased total open position to 264


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 7.05, which was -0.25 lower than the previous day. The implied volatity was 39.83, the open interest changed by -5 which decreased total open position to 265


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 7.3, which was -4.15 lower than the previous day. The implied volatity was 39.59, the open interest changed by 45 which increased total open position to 270


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 11.45, which was 1.30 higher than the previous day. The implied volatity was 42.54, the open interest changed by 9 which increased total open position to 226


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 10.15, which was 0.15 higher than the previous day. The implied volatity was 41.38, the open interest changed by 108 which increased total open position to 218


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 41.27, the open interest changed by 108 which increased total open position to 108