HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.16
Theta: -0.22
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 229.04 | 3.95 | 1.5 | 25.85 | 4,955 | 285 | 1,418 | |||||||||
| 14 Sept | 216.48 | 1.8 | -0.15 | 30.95 | 500 | 5 | 497 | |||||||||
| 17 Aug | 209.00 | 2.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.50
Historical price for 230 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 3.95, which was 1.5 higher than the previous day. The implied volatity was 25.85, the open interest changed by 285 which increased total open position to 1418
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 30.95, the open interest changed by 5 which increased total open position to 497
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 2.95, 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 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.16
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 4.55 | -3.65 | 27.69 | 825 | 107 | 352 |
| 14 Sept | 216.48 | 14.05 | -0.45 | 29.74 | 34 | 2 | 94 |
| 17 Aug | 209.00 | 27 | 0 | 0.00 | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.50
Historical price for 230 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 4.55, which was -3.65 lower than the previous day. The implied volatity was 27.69, the open interest changed by 107 which increased total open position to 352
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 14.05, which was -0.45 lower than the previous day. The implied volatity was 29.74, the open interest changed by 2 which increased total open position to 94
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 27, 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
