HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.14
Theta: -0.20
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 229.04 | 6.7 | 2.55 | 25.01 | 3,715 | -534 | 568 | |||||||||
| 14 Sept | 216.48 | 2.9 | -0.2 | 30.20 | 465 | 5 | 365 | |||||||||
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| 17 Aug | 209.00 | 4.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.69
Historical price for 225 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 6.7, which was 2.55 higher than the previous day. The implied volatity was 25.01, the open interest changed by -534 which decreased total open position to 568
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 30.20, the open interest changed by 5 which increased total open position to 365
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 4.45, 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 225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.14
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 2.15 | -2.95 | 25.92 | 1,486 | 114 | 497 |
| 14 Sept | 216.48 | 10.15 | -0.15 | 29.07 | 62 | 5 | 71 |
| 17 Aug | 209.00 | 26.05 | 0 | - | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.32
Historical price for 225 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 2.15, which was -2.95 lower than the previous day. The implied volatity was 25.92, the open interest changed by 114 which increased total open position to 497
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 10.15, which was -0.15 lower than the previous day. The implied volatity was 29.07, the open interest changed by 5 which increased total open position to 71
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 26.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
