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[--[65.84.65.76]--]
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
HUDCO 26DEC2024 255 CE
Delta: 0.48
Vega: 0.20
Theta: -0.29
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 7.1 0.00 38.79 1,024 100 692
11 Dec 252.91 7.1 -1.55 38.79 1,024 103 692
10 Dec 254.26 8.65 2.75 40.88 2,352 299 583
9 Dec 247.59 5.9 -0.15 39.99 550 92 284
6 Dec 247.77 6.05 1.10 38.38 633 62 189
5 Dec 243.85 4.95 -0.15 38.69 438 -14 128
4 Dec 242.06 5.1 1.45 38.86 274 2 141
3 Dec 235.54 3.65 -0.85 41.15 117 2 139
2 Dec 237.99 4.5 -1.00 41.08 350 125 137
29 Nov 238.61 5.5 40.89 57 11 11


For Hsg & Urban Dev Corpn Ltd - strike price 255 expiring on 26DEC2024

Delta for 255 CE is 0.48

Historical price for 255 CE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 38.79, the open interest changed by 100 which increased total open position to 692


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 7.1, which was -1.55 lower than the previous day. The implied volatity was 38.79, the open interest changed by 103 which increased total open position to 692


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 8.65, which was 2.75 higher than the previous day. The implied volatity was 40.88, the open interest changed by 299 which increased total open position to 583


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 5.9, which was -0.15 lower than the previous day. The implied volatity was 39.99, the open interest changed by 92 which increased total open position to 284


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 6.05, which was 1.10 higher than the previous day. The implied volatity was 38.38, the open interest changed by 62 which increased total open position to 189


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 38.69, the open interest changed by -14 which decreased total open position to 128


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 5.1, which was 1.45 higher than the previous day. The implied volatity was 38.86, the open interest changed by 2 which increased total open position to 141


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 41.15, the open interest changed by 2 which increased total open position to 139


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 4.5, which was -1.00 lower than the previous day. The implied volatity was 41.08, the open interest changed by 125 which increased total open position to 137


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 40.89, the open interest changed by 11 which increased total open position to 11


HUDCO 26DEC2024 255 PE
Delta: -0.52
Vega: 0.20
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 252.91 9.25 0.00 40.83 107 17 91
11 Dec 252.91 9.25 0.85 40.83 107 18 91
10 Dec 254.26 8.4 -4.80 39.54 141 69 71
9 Dec 247.59 13.2 0.40 45.50 3 2 3
6 Dec 247.77 12.8 -21.05 39.03 3 0 0
5 Dec 243.85 33.85 0.00 - 0 0 0
4 Dec 242.06 33.85 0.00 - 0 0 0
3 Dec 235.54 33.85 0.00 - 0 0 0
2 Dec 237.99 33.85 0.00 - 0 0 0
29 Nov 238.61 33.85 - 0 0 0


For Hsg & Urban Dev Corpn Ltd - strike price 255 expiring on 26DEC2024

Delta for 255 PE is -0.52

Historical price for 255 PE is as follows

On 12 Dec HUDCO was trading at 252.91. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 40.83, the open interest changed by 17 which increased total open position to 91


On 11 Dec HUDCO was trading at 252.91. The strike last trading price was 9.25, which was 0.85 higher than the previous day. The implied volatity was 40.83, the open interest changed by 18 which increased total open position to 91


On 10 Dec HUDCO was trading at 254.26. The strike last trading price was 8.4, which was -4.80 lower than the previous day. The implied volatity was 39.54, the open interest changed by 69 which increased total open position to 71


On 9 Dec HUDCO was trading at 247.59. The strike last trading price was 13.2, which was 0.40 higher than the previous day. The implied volatity was 45.50, the open interest changed by 2 which increased total open position to 3


On 6 Dec HUDCO was trading at 247.77. The strike last trading price was 12.8, which was -21.05 lower than the previous day. The implied volatity was 39.03, the open interest changed by 0 which decreased total open position to 0


On 5 Dec HUDCO was trading at 243.85. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec HUDCO was trading at 242.06. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec HUDCO was trading at 235.54. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec HUDCO was trading at 237.99. The strike last trading price was 33.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov HUDCO was trading at 238.61. The strike last trading price was 33.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0