HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 110 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.13
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 8.6 | 0.25 | 37.78 | 44 | 5 | 48 | |||
| 24 Dec | 114.32 | 8.35 | 1.45 | 37.42 | 46 | 8 | 42 | |||
| 23 Dec | 112.60 | 6.9 | -7.60 | 36.37 | 44 | 23 | 33 | |||
| 20 Dec | 113.35 | 14.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 117.13 | 14.5 | 0.00 | 0.00 | 0 | 10 | 0 | |||
| 18 Dec | 118.87 | 14.5 | -14.15 | 53.95 | 10 | 0 | 0 | |||
| 17 Dec | 120.98 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Dec | 125.23 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 28.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 129.12 | 28.65 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 110 expiring on 30JAN2025
Delta for 110 CE is 0.69
Historical price for 110 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 8.6, which was 0.25 higher than the previous day. The implied volatity was 37.78, the open interest changed by 5 which increased total open position to 48
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 8.35, which was 1.45 higher than the previous day. The implied volatity was 37.42, the open interest changed by 8 which increased total open position to 42
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 6.9, which was -7.60 lower than the previous day. The implied volatity was 36.37, the open interest changed by 23 which increased total open position to 33
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 14.5, 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 19 Dec HFCL was trading at 117.13. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 14.5, which was -14.15 lower than the previous day. The implied volatity was 53.95, the open interest changed by 0 which decreased total open position to 0
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was -, 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 28.65, which was 0.00 lower than the previous day. The implied volatity was -, 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 28.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 28.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HFCL 30JAN2025 110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.13
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 2.85 | -0.90 | 37.94 | 246 | 9 | 214 |
| 24 Dec | 114.32 | 3.75 | -0.65 | 42.65 | 243 | 14 | 204 |
| 23 Dec | 112.60 | 4.4 | 0.10 | 41.14 | 208 | 119 | 190 |
| 20 Dec | 113.35 | 4.3 | 1.35 | 42.37 | 54 | 24 | 71 |
| 19 Dec | 117.13 | 2.95 | 0.55 | 41.48 | 11 | 4 | 47 |
| 18 Dec | 118.87 | 2.4 | 0.40 | 40.04 | 4 | 1 | 40 |
| 17 Dec | 120.98 | 2 | 1.25 | 39.95 | 21 | 3 | 38 |
| 16 Dec | 125.61 | 0.75 | -0.35 | 33.84 | 1 | 0 | 34 |
| 13 Dec | 125.23 | 1.1 | 0.80 | 36.70 | 2 | 0 | 34 |
| 11 Dec | 126.49 | 0.3 | -1.20 | 26.49 | 2 | 0 | 32 |
| 10 Dec | 126.91 | 1.5 | -0.30 | 42.14 | 2 | 1 | 31 |
| 4 Dec | 129.12 | 1.8 | 45.36 | 32 | 31 | 31 | |
For Hfcl Limited - strike price 110 expiring on 30JAN2025
Delta for 110 PE is -0.31
Historical price for 110 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 2.85, which was -0.90 lower than the previous day. The implied volatity was 37.94, the open interest changed by 9 which increased total open position to 214
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 42.65, the open interest changed by 14 which increased total open position to 204
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 4.4, which was 0.10 higher than the previous day. The implied volatity was 41.14, the open interest changed by 119 which increased total open position to 190
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 4.3, which was 1.35 higher than the previous day. The implied volatity was 42.37, the open interest changed by 24 which increased total open position to 71
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 41.48, the open interest changed by 4 which increased total open position to 47
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 2.4, which was 0.40 higher than the previous day. The implied volatity was 40.04, the open interest changed by 1 which increased total open position to 40
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 2, which was 1.25 higher than the previous day. The implied volatity was 39.95, the open interest changed by 3 which increased total open position to 38
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 33.84, the open interest changed by 0 which decreased total open position to 34
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 1.1, which was 0.80 higher than the previous day. The implied volatity was 36.70, the open interest changed by 0 which decreased total open position to 34
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.3, which was -1.20 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 32
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 42.14, the open interest changed by 1 which increased total open position to 31
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 1.8, which was lower than the previous day. The implied volatity was 45.36, the open interest changed by 31 which increased total open position to 31
