HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 235 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.14
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 229.04 | 2.1 | 0.75 | 26.37 | 1,938 | 192 | 759 | |||||||||
| 14 Sept | 216.48 | 1.15 | -0.05 | 32.24 | 153 | -38 | 149 | |||||||||
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| 17 Aug | 209.00 | 12.25 | 0 | 8.34 | 0 | 0 | 0 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.32
Historical price for 235 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 2.1, which was 0.75 higher than the previous day. The implied volatity was 26.37, the open interest changed by 192 which increased total open position to 759
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by -38 which decreased total open position to 149
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0
| HUDCO 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.14
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 7.55 | -4.7 | 27.48 | 251 | -24 | 64 |
| 14 Sept | 216.48 | 18.35 | -0.4 | 30.44 | 15 | 2 | 30 |
| 17 Aug | 209.00 | 32.6 | 0 | - | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.68
Historical price for 235 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 7.55, which was -4.7 lower than the previous day. The implied volatity was 27.48, the open interest changed by -24 which decreased total open position to 64
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 18.35, which was -0.4 lower than the previous day. The implied volatity was 30.44, the open interest changed by 2 which increased total open position to 30
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 32.6, 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
