HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
12 Dec 2024 09:04 AM IST
HUDCO 26DEC2024 250 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.58
Vega: 0.20
Theta: -0.29
Gamma: 0.02
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 252.91 | 9.4 | 0.00 | 37.85 | 1,157 | 117 | 1,003 | |||
11 Dec | 252.91 | 9.4 | -1.80 | 37.85 | 1,157 | 116 | 1,003 | |||
10 Dec | 254.26 | 11.2 | 3.40 | 40.50 | 4,108 | -184 | 877 | |||
9 Dec | 247.59 | 7.8 | -0.10 | 39.20 | 1,672 | 51 | 1,059 | |||
6 Dec | 247.77 | 7.9 | 1.30 | 37.57 | 4,259 | -26 | 1,011 | |||
5 Dec | 243.85 | 6.6 | -0.30 | 38.30 | 2,551 | 59 | 1,038 | |||
4 Dec | 242.06 | 6.9 | 2.10 | 39.14 | 3,260 | 157 | 967 | |||
3 Dec | 235.54 | 4.8 | -1.10 | 40.52 | 783 | 92 | 809 | |||
|
||||||||||
2 Dec | 237.99 | 5.9 | -1.05 | 40.79 | 2,345 | 374 | 718 | |||
29 Nov | 238.61 | 6.95 | 40.34 | 1,529 | 361 | 361 |
For Hsg & Urban Dev Corpn Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 CE is 0.58
Historical price for 250 CE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 37.85, the open interest changed by 117 which increased total open position to 1003
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 9.4, which was -1.80 lower than the previous day. The implied volatity was 37.85, the open interest changed by 116 which increased total open position to 1003
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 11.2, which was 3.40 higher than the previous day. The implied volatity was 40.50, the open interest changed by -184 which decreased total open position to 877
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 7.8, which was -0.10 lower than the previous day. The implied volatity was 39.20, the open interest changed by 51 which increased total open position to 1059
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 7.9, which was 1.30 higher than the previous day. The implied volatity was 37.57, the open interest changed by -26 which decreased total open position to 1011
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 6.6, which was -0.30 lower than the previous day. The implied volatity was 38.30, the open interest changed by 59 which increased total open position to 1038
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 6.9, which was 2.10 higher than the previous day. The implied volatity was 39.14, the open interest changed by 157 which increased total open position to 967
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 4.8, which was -1.10 lower than the previous day. The implied volatity was 40.52, the open interest changed by 92 which increased total open position to 809
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 5.9, which was -1.05 lower than the previous day. The implied volatity was 40.79, the open interest changed by 374 which increased total open position to 718
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was 40.34, the open interest changed by 361 which increased total open position to 361
HUDCO 26DEC2024 250 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.42
Vega: 0.20
Theta: -0.24
Gamma: 0.02
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 252.91 | 6.6 | 0.00 | 40.08 | 557 | 74 | 473 |
11 Dec | 252.91 | 6.6 | 0.50 | 40.08 | 557 | 74 | 473 |
10 Dec | 254.26 | 6.1 | -2.75 | 39.73 | 954 | 262 | 394 |
9 Dec | 247.59 | 8.85 | -1.30 | 38.60 | 158 | -3 | 132 |
6 Dec | 247.77 | 10.15 | -1.50 | 40.25 | 144 | 35 | 134 |
5 Dec | 243.85 | 11.65 | -1.10 | 37.14 | 78 | 25 | 92 |
4 Dec | 242.06 | 12.75 | -5.30 | 40.43 | 42 | 22 | 67 |
3 Dec | 235.54 | 18.05 | 1.80 | 43.87 | 18 | 7 | 45 |
2 Dec | 237.99 | 16.25 | 1.05 | 42.04 | 86 | 36 | 37 |
29 Nov | 238.61 | 15.2 | 39.31 | 1 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 250 expiring on 26DEC2024
Delta for 250 PE is -0.42
Historical price for 250 PE is as follows
On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 40.08, the open interest changed by 74 which increased total open position to 473
On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 6.6, which was 0.50 higher than the previous day. The implied volatity was 40.08, the open interest changed by 74 which increased total open position to 473
On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 6.1, which was -2.75 lower than the previous day. The implied volatity was 39.73, the open interest changed by 262 which increased total open position to 394
On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 8.85, which was -1.30 lower than the previous day. The implied volatity was 38.60, the open interest changed by -3 which decreased total open position to 132
On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 10.15, which was -1.50 lower than the previous day. The implied volatity was 40.25, the open interest changed by 35 which increased total open position to 134
On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 11.65, which was -1.10 lower than the previous day. The implied volatity was 37.14, the open interest changed by 25 which increased total open position to 92
On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 12.75, which was -5.30 lower than the previous day. The implied volatity was 40.43, the open interest changed by 22 which increased total open position to 67
On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 18.05, which was 1.80 higher than the previous day. The implied volatity was 43.87, the open interest changed by 7 which increased total open position to 45
On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 16.25, which was 1.05 higher than the previous day. The implied volatity was 42.04, the open interest changed by 36 which increased total open position to 37
On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 15.2, which was lower than the previous day. The implied volatity was 39.31, the open interest changed by 0 which decreased total open position to 0