HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 112.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.13
Theta: -0.09
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 6.9 | 0.65 | 36.42 | 3 | 0 | 15 | |||
| 24 Dec | 114.32 | 6.25 | 0.65 | 32.81 | 19 | 14 | 16 | |||
| 23 Dec | 112.60 | 5.6 | -21.25 | 36.54 | 5 | 1 | 1 | |||
| 20 Dec | 113.35 | 26.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 117.13 | 26.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 118.87 | 26.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 120.98 | 26.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 26.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 125.23 | 26.85 | 26.85 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Dec | 126.91 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 112.5 expiring on 30JAN2025
Delta for 112.5 CE is 0.62
Historical price for 112.5 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 6.9, which was 0.65 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 15
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 6.25, which was 0.65 higher than the previous day. The implied volatity was 32.81, the open interest changed by 14 which increased total open position to 16
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 5.6, which was -21.25 lower than the previous day. The implied volatity was 36.54, the open interest changed by 1 which increased total open position to 1
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 26.85, 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 19 Dec HFCL was trading at 117.13. The strike last trading price was 26.85, 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 18 Dec HFCL was trading at 118.87. The strike last trading price was 26.85, 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 17 Dec HFCL was trading at 120.98. The strike last trading price was 26.85, 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 26.85, 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 26.85, which was 26.85 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HFCL 30JAN2025 112.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.14
Theta: -0.06
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 4 | -0.95 | 39.33 | 12 | 3 | 8 |
| 24 Dec | 114.32 | 4.95 | -0.60 | 43.78 | 11 | 2 | 5 |
| 23 Dec | 112.60 | 5.55 | 1.75 | 40.98 | 4 | 1 | 2 |
| 20 Dec | 113.35 | 3.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 19 Dec | 117.13 | 3.8 | -0.95 | 41.40 | 1 | 0 | 0 |
| 18 Dec | 118.87 | 4.75 | 0.00 | 6.33 | 0 | 0 | 0 |
| 17 Dec | 120.98 | 4.75 | 0.00 | 7.58 | 0 | 0 | 0 |
| 16 Dec | 125.61 | 4.75 | 0.00 | 10.31 | 0 | 0 | 0 |
| 13 Dec | 125.23 | 4.75 | 4.75 | 10.04 | 0 | 0 | 0 |
| 11 Dec | 126.49 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 126.91 | 0 | 0.00 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 112.5 expiring on 30JAN2025
Delta for 112.5 PE is -0.38
Historical price for 112.5 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 4, which was -0.95 lower than the previous day. The implied volatity was 39.33, the open interest changed by 3 which increased total open position to 8
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 4.95, which was -0.60 lower than the previous day. The implied volatity was 43.78, the open interest changed by 2 which increased total open position to 5
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 5.55, which was 1.75 higher than the previous day. The implied volatity was 40.98, the open interest changed by 1 which increased total open position to 2
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 3.8, 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 19 Dec HFCL was trading at 117.13. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 41.40, the open interest changed by 0 which decreased total open position to 0
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 4.75, which was 0.00 lower than the previous day. The implied volatity was 7.58, 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 4.75, which was 0.00 lower than the previous day. The implied volatity was 10.31, 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 4.75, which was 4.75 higher than the previous day. The implied volatity was 10.04, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
