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[--[65.84.65.76]--]
HUDCO
Hsg & Urban Dev Corpn Ltd

252.22 -0.69 (-0.27%)

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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