HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
11 Dec 2024 04:14 PM IST
| HUDCO 26DEC2024 240 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.15
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.16
Theta: -0.20
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
