HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2024 09:14 AM IST
| HFCL 26DEC2024 110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 126.51 | 18.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 18.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 18.15 | -3.20 | 49.96 | 1 | 0 | 1 | |||
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| 9 Dec | 130.93 | 21.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 132.26 | 21.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 21.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 129.12 | 21.35 | 64.51 | 1 | 0 | 0 | ||||
For Hfcl Limited - strike price 110 expiring on 26DEC2024
Delta for 110 CE is 0.00
Historical price for 110 CE is as follows
On 12 Dec HFCL was trading at 126.51. The strike last trading price was 18.15, which was 0.00 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 11 Dec HFCL was trading at 126.49. The strike last trading price was 18.15, which was 0.00 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 10 Dec HFCL was trading at 126.91. The strike last trading price was 18.15, which was -3.20 lower than the previous day. The implied volatity was 49.96, the open interest changed by 0 which decreased total open position to 1
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 21.35, which was 0.00 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 6 Dec HFCL was trading at 132.26. The strike last trading price was 21.35, which was 0.00 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 5 Dec HFCL was trading at 129.36. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 21.35, which was lower than the previous day. The implied volatity was 64.51, the open interest changed by 0 which decreased total open position to 0
| HFCL 26DEC2024 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.03
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 126.51 | 0.3 | 0.00 | 45.92 | 90 | 69 | 183 |
| 11 Dec | 126.49 | 0.3 | -0.05 | 45.92 | 90 | 69 | 183 |
| 10 Dec | 126.91 | 0.35 | 0.00 | 47.91 | 141 | 68 | 114 |
| 9 Dec | 130.93 | 0.35 | 0.10 | 52.41 | 35 | 12 | 43 |
| 6 Dec | 132.26 | 0.25 | -0.05 | 47.95 | 33 | 18 | 30 |
| 5 Dec | 129.36 | 0.3 | 0.00 | 43.74 | 11 | 2 | 11 |
| 4 Dec | 129.12 | 0.3 | 42.50 | 13 | 9 | 9 | |
For Hfcl Limited - strike price 110 expiring on 26DEC2024
Delta for 110 PE is -0.06
Historical price for 110 PE is as follows
On 12 Dec HFCL was trading at 126.51. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.92, the open interest changed by 69 which increased total open position to 183
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 45.92, the open interest changed by 69 which increased total open position to 183
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 47.91, the open interest changed by 68 which increased total open position to 114
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 52.41, the open interest changed by 12 which increased total open position to 43
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 47.95, the open interest changed by 18 which increased total open position to 30
On 5 Dec HFCL was trading at 129.36. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.74, the open interest changed by 2 which increased total open position to 11
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 42.50, the open interest changed by 9 which increased total open position to 9
