HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.09
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 229.04 | 10.4 | 3.6 | 24.12 | 1,190 | -309 | 456 | |||||||||
| 14 Sept | 216.48 | 4.6 | -0.15 | 29.82 | 1,245 | 92 | 1,165 | |||||||||
| 17 Aug | 209.00 | 4.75 | -0.5 | 27.21 | 12 | 5 | 27 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.85
Historical price for 220 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 10.4, which was 3.6 higher than the previous day. The implied volatity was 24.12, the open interest changed by -309 which decreased total open position to 456
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 4.6, which was -0.15 lower than the previous day. The implied volatity was 29.82, the open interest changed by 92 which increased total open position to 1165
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 4.75, which was -0.5 lower than the previous day. The implied volatity was 27.21, the open interest changed by 5 which increased total open position to 27
| HUDCO 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.10
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 1 | -1.7 | 26.83 | 1,068 | -95 | 321 |
| 14 Sept | 216.48 | 6.85 | -0.25 | 28.67 | 139 | 18 | 381 |
| 17 Aug | 209.00 | 14.2 | -0.1 | 30.83 | 3 | 1 | 36 |
For Hsg & Urban Dev Corpn Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.17
Historical price for 220 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 1, which was -1.7 lower than the previous day. The implied volatity was 26.83, the open interest changed by -95 which decreased total open position to 321
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 28.67, the open interest changed by 18 which increased total open position to 381
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 14.2, which was -0.1 lower than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 36
