HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 245 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.08
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 229.04 | 0.65 | 0.2 | 30.16 | 99 | 4 | 92 | |||||||||
| 14 Sept | 216.48 | 9.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 209.00 | 9.5 | 0 | 11.89 | 0 | 0 | 0 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.11
Historical price for 245 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 30.16, the open interest changed by 4 which increased total open position to 92
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 9.5, 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
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 9.5, which was 0 lower than the previous day. The implied volatity was 11.89, the open interest changed by 0 which decreased total open position to 0
| HUDCO 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0.09
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 16.15 | -5.45 | 33.06 | 51 | 2 | 10 |
| 14 Sept | 216.48 | 39.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 209.00 | 39.75 | 0 | - | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.86
Historical price for 245 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 16.15, which was -5.45 lower than the previous day. The implied volatity was 33.06, the open interest changed by 2 which increased total open position to 10
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 39.75, 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
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 39.75, 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
