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Related Pages for HFCL
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HFCL
Hfcl Limited
126.51 0.02 (0.02%)

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Historical option data for HFCL

12 Dec 2024 09:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HFCL 26DEC2024 115 CE
Delta: 0.87
Vega: 0.05
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 12.5 0.00 43.78 2 1 1
11 Dec 126.49 12.5 -8.70 43.78 2 1 1
10 Dec 126.91 21.2 0.00 - 0 0 0
9 Dec 130.93 21.2 0.00 - 0 0 0
6 Dec 132.26 21.2 0.00 - 0 0 0
5 Dec 129.36 21.2 0.00 - 0 0 0
4 Dec 129.12 21.2 0.00 - 0 0 0
3 Dec 130.18 21.2 0.00 - 0 0 0
2 Dec 129.52 21.2 0.00 - 0 0 0
29 Nov 129.09 21.2 - 0 0 0

For Hfcl Limited - strike price 115 expiring on 26DEC2024

Delta for 115 CE is 0.87

Historical price for 115 CE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 43.78, the open interest changed by 1 which increased total open position to 1


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 12.5, which was -8.70 lower than the previous day. The implied volatity was 43.78, the open interest changed by 1 which increased total open position to 1


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 21.2, 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 9 Dec HFCL was trading at 130.93. The strike last trading price was 21.2, 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 6 Dec HFCL was trading at 132.26. The strike last trading price was 21.2, 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 5 Dec HFCL was trading at 129.36. The strike last trading price was 21.2, 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 21.2, 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 3 Dec HFCL was trading at 130.18. The strike last trading price was 21.2, 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 2 Dec HFCL was trading at 129.52. The strike last trading price was 21.2, 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 29 Nov HFCL was trading at 129.09. The strike last trading price was 21.2, 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 26DEC2024 115 PE
Delta: -0.11
Vega: 0.05
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 0.6 0.00 41.26 200 83 390
11 Dec 126.49 0.6 -0.05 41.26 200 83 390
10 Dec 126.91 0.65 0.10 43.13 572 82 319
9 Dec 130.93 0.55 0.15 46.53 280 47 236
6 Dec 132.26 0.4 -0.35 42.53 355 -1 188
5 Dec 129.36 0.75 0.10 43.34 103 19 194
4 Dec 129.12 0.65 0.00 40.78 300 124 178
3 Dec 130.18 0.65 -0.15 41.52 3 1 52
2 Dec 129.52 0.8 -0.25 42.15 54 28 47
29 Nov 129.09 1.05 43.17 23 19 19

For Hfcl Limited - strike price 115 expiring on 26DEC2024

Delta for 115 PE is -0.11

Historical price for 115 PE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.26, the open interest changed by 83 which increased total open position to 390


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 41.26, the open interest changed by 83 which increased total open position to 390


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 43.13, the open interest changed by 82 which increased total open position to 319


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 46.53, the open interest changed by 47 which increased total open position to 236


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 42.53, the open interest changed by -1 which decreased total open position to 188


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 43.34, the open interest changed by 19 which increased total open position to 194


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 40.78, the open interest changed by 124 which increased total open position to 178


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 41.52, the open interest changed by 1 which increased total open position to 52


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 42.15, the open interest changed by 28 which increased total open position to 47


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was 43.17, the open interest changed by 19 which increased total open position to 19