HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.11
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 229.04 | 1.05 | 0.3 | 27.19 | 1,071 | -4 | 604 | |||||||||
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| 14 Sept | 216.48 | 0.7 | -0.05 | 33.09 | 111 | 13 | 301 | |||||||||
| 17 Aug | 209.00 | 1.3 | -0.2 | 29.30 | 5 | 3 | 21 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.18
Historical price for 240 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 1.05, which was 0.3 higher than the previous day. The implied volatity was 27.19, the open interest changed by -4 which decreased total open position to 604
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 33.09, the open interest changed by 13 which increased total open position to 301
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 29.30, the open interest changed by 3 which increased total open position to 21
| HUDCO 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.12
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 11.95 | -4.75 | 32.69 | 111 | -19 | 67 |
| 14 Sept | 216.48 | 23 | 0.2 | 32.22 | 16 | -2 | 60 |
| 17 Aug | 209.00 | 27.35 | 0 | - | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.77
Historical price for 240 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 11.95, which was -4.75 lower than the previous day. The implied volatity was 32.69, the open interest changed by -19 which decreased total open position to 67
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 23, which was 0.2 higher than the previous day. The implied volatity was 32.22, the open interest changed by -2 which decreased total open position to 60
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 27.35, 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
