HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
11 Dec 2024 04:14 PM IST
| HUDCO 26DEC2024 255 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.20
Theta: -0.29
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.20
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
