HUDCO
Hsg & Urban Dev Corpn Ltd
Historical option data for HUDCO
21 Sep 2025 04:15 PM IST
| HUDCO 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 229.04 | 0.4 | 0.1 | 32.63 | 587 | 100 | 556 | |||||||||
| 14 Sept | 216.48 | 0.35 | 0 | 36.93 | 89 | 10 | 237 | |||||||||
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| 17 Aug | 209.00 | 1 | -0.55 | 33.23 | 5 | 0 | 27 | |||||||||
For Hsg & Urban Dev Corpn Ltd - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.07
Historical price for 250 CE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 32.63, the open interest changed by 100 which increased total open position to 556
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 36.93, the open interest changed by 10 which increased total open position to 237
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 33.23, the open interest changed by 0 which decreased total open position to 27
| HUDCO 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.08
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 229.04 | 21.25 | -5.25 | 41.36 | 84 | -34 | 89 |
| 14 Sept | 216.48 | 32.55 | -0.25 | 34.15 | 17 | -1 | 111 |
| 17 Aug | 209.00 | 32.9 | 0 | - | 0 | 0 | 0 |
For Hsg & Urban Dev Corpn Ltd - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.87
Historical price for 250 PE is as follows
On 21 Sept HUDCO was trading at 229.04. The strike last trading price was 21.25, which was -5.25 lower than the previous day. The implied volatity was 41.36, the open interest changed by -34 which decreased total open position to 89
On 14 Sept HUDCO was trading at 216.48. The strike last trading price was 32.55, which was -0.25 lower than the previous day. The implied volatity was 34.15, the open interest changed by -1 which decreased total open position to 111
On 17 Aug HUDCO was trading at 209.00. The strike last trading price was 32.9, 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
