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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 245 CE
Delta: 0.68
Vega: 0.18
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 12.55 0.00 38.65 123 1 131
11 Dec 252.91 12.55 -1.85 38.65 123 1 131
10 Dec 254.26 14.4 4.05 41.09 542 -58 128
9 Dec 247.59 10.35 0.15 39.30 338 -43 184
6 Dec 247.77 10.2 1.50 36.79 1,346 -56 226
5 Dec 243.85 8.7 -0.40 38.10 1,026 -68 276
4 Dec 242.06 9.1 2.60 39.41 867 67 346
3 Dec 235.54 6.5 -1.35 40.94 322 22 279
2 Dec 237.99 7.85 -0.95 41.40 979 184 257
29 Nov 238.61 8.8 40.02 289 72 72

For Hsg & Urban Dev Corpn Ltd - strike price 245 expiring on 26DEC2024

Delta for 245 CE is 0.68

Historical price for 245 CE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 12.55, which was 0.00 lower than the previous day. The implied volatity was 38.65, the open interest changed by 1 which increased total open position to 131


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 12.55, which was -1.85 lower than the previous day. The implied volatity was 38.65, the open interest changed by 1 which increased total open position to 131


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 14.4, which was 4.05 higher than the previous day. The implied volatity was 41.09, the open interest changed by -58 which decreased total open position to 128


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 10.35, which was 0.15 higher than the previous day. The implied volatity was 39.30, the open interest changed by -43 which decreased total open position to 184


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 10.2, which was 1.50 higher than the previous day. The implied volatity was 36.79, the open interest changed by -56 which decreased total open position to 226


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 8.7, which was -0.40 lower than the previous day. The implied volatity was 38.10, the open interest changed by -68 which decreased total open position to 276


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 9.1, which was 2.60 higher than the previous day. The implied volatity was 39.41, the open interest changed by 67 which increased total open position to 346


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 6.5, which was -1.35 lower than the previous day. The implied volatity was 40.94, the open interest changed by 22 which increased total open position to 279


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 7.85, which was -0.95 lower than the previous day. The implied volatity was 41.40, the open interest changed by 184 which increased total open position to 257


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was 40.02, the open interest changed by 72 which increased total open position to 72


HUDCO 26DEC2024 245 PE
Delta: -0.33
Vega: 0.18
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 4.55 0.00 39.88 297 51 340
11 Dec 252.91 4.55 0.30 39.88 297 52 340
10 Dec 254.26 4.25 -2.35 39.86 562 170 280
9 Dec 247.59 6.6 -0.95 39.53 198 27 109
6 Dec 247.77 7.55 -1.80 39.83 157 29 84
5 Dec 243.85 9.35 -0.30 39.41 66 10 58
4 Dec 242.06 9.65 -1.35 39.30 59 33 43
3 Dec 235.54 11 0.00 0.00 0 10 0
2 Dec 237.99 11 -15.75 33.30 46 11 11
29 Nov 238.61 26.75 - 0 0 0

For Hsg & Urban Dev Corpn Ltd - strike price 245 expiring on 26DEC2024

Delta for 245 PE is -0.33

Historical price for 245 PE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 39.88, the open interest changed by 51 which increased total open position to 340


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 4.55, which was 0.30 higher than the previous day. The implied volatity was 39.88, the open interest changed by 52 which increased total open position to 340


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 4.25, which was -2.35 lower than the previous day. The implied volatity was 39.86, the open interest changed by 170 which increased total open position to 280


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 6.6, which was -0.95 lower than the previous day. The implied volatity was 39.53, the open interest changed by 27 which increased total open position to 109


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 7.55, which was -1.80 lower than the previous day. The implied volatity was 39.83, the open interest changed by 29 which increased total open position to 84


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 9.35, which was -0.30 lower than the previous day. The implied volatity was 39.41, the open interest changed by 10 which increased total open position to 58


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 9.65, which was -1.35 lower than the previous day. The implied volatity was 39.30, the open interest changed by 33 which increased total open position to 43


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 11, which was -15.75 lower than the previous day. The implied volatity was 33.30, the open interest changed by 11 which increased total open position to 11


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 26.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0