HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.06
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 229.04 | 15 | 4.5 | 26.66 | 180 | -29 | 222 | |||||||||
| 14 Sept | 216.48 | 6.85 | -0.5 | 28.88 | 997 | -156 | 503 | |||||||||
| 17 Aug | 209.00 | 7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.93
Historical price for 215 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 15, which was 4.5 higher than the previous day. The implied volatity was 26.66, the open interest changed by -29 which decreased total open position to 222
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 6.85, which was -0.5 lower than the previous day. The implied volatity was 28.88, the open interest changed by -156 which decreased total open position to 503
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HUDCO 30SEP2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.07
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 0.5 | -0.8 | 29.09 | 893 | 28 | 463 |
| 14 Sept | 216.48 | 4.25 | -0.4 | 28.39 | 318 | 10 | 404 |
| 17 Aug | 209.00 | 16 | 0 | 0.00 | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.09
Historical price for 215 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 0.5, which was -0.8 lower than the previous day. The implied volatity was 29.09, the open interest changed by 28 which increased total open position to 463
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 4.25, which was -0.4 lower than the previous day. The implied volatity was 28.39, the open interest changed by 10 which increased total open position to 404
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
