HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 117.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.14
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 5.15 | 0.65 | 40.74 | 13 | -7 | 13 | |||
| 24 Dec | 114.32 | 4.5 | 0.60 | 37.54 | 66 | 17 | 21 | |||
| 23 Dec | 112.60 | 3.9 | -1.10 | 39.39 | 3 | 2 | 3 | |||
| 20 Dec | 113.35 | 5 | -18.50 | 41.54 | 1 | 0 | 0 | |||
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| 19 Dec | 117.13 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 118.87 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 120.98 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 125.23 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 23.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 129.52 | 23.5 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 117.5 expiring on 30JAN2025
Delta for 117.5 CE is 0.49
Historical price for 117.5 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 5.15, which was 0.65 higher than the previous day. The implied volatity was 40.74, the open interest changed by -7 which decreased total open position to 13
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 4.5, which was 0.60 higher than the previous day. The implied volatity was 37.54, the open interest changed by 17 which increased total open position to 21
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 39.39, the open interest changed by 2 which increased total open position to 3
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 5, which was -18.50 lower than the previous day. The implied volatity was 41.54, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 23.5, 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 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.14
Theta: -0.05
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 5.9 | -3.35 | 35.24 | 27 | 24 | 28 |
| 24 Dec | 114.32 | 9.25 | 2.25 | 55.74 | 1 | 0 | 5 |
| 23 Dec | 112.60 | 7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 20 Dec | 113.35 | 7 | 0.65 | 35.22 | 6 | 1 | 5 |
| 19 Dec | 117.13 | 6.35 | 1.90 | 43.94 | 4 | 2 | 4 |
| 18 Dec | 118.87 | 4.45 | 0.50 | 35.82 | 4 | 1 | 3 |
| 17 Dec | 120.98 | 3.95 | 1.45 | 36.91 | 1 | 0 | 1 |
| 16 Dec | 125.61 | 2.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Dec | 125.23 | 2.5 | -3.85 | 34.92 | 1 | 0 | 0 |
| 11 Dec | 126.49 | 6.35 | 0.00 | 7.32 | 0 | 0 | 0 |
| 10 Dec | 126.91 | 6.35 | 0.00 | 7.88 | 0 | 0 | 0 |
| 5 Dec | 129.36 | 6.35 | 0.00 | 8.68 | 0 | 0 | 0 |
| 2 Dec | 129.52 | 6.35 | 8.68 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 117.5 expiring on 30JAN2025
Delta for 117.5 PE is -0.53
Historical price for 117.5 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 5.9, which was -3.35 lower than the previous day. The implied volatity was 35.24, the open interest changed by 24 which increased total open position to 28
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 9.25, which was 2.25 higher than the previous day. The implied volatity was 55.74, the open interest changed by 0 which decreased total open position to 5
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 7, 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 20 Dec HFCL was trading at 113.35. The strike last trading price was 7, which was 0.65 higher than the previous day. The implied volatity was 35.22, the open interest changed by 1 which increased total open position to 5
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 6.35, which was 1.90 higher than the previous day. The implied volatity was 43.94, the open interest changed by 2 which increased total open position to 4
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 4.45, which was 0.50 higher than the previous day. The implied volatity was 35.82, the open interest changed by 1 which increased total open position to 3
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 3.95, which was 1.45 higher than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 1
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 2.5, 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 13 Dec HFCL was trading at 125.23. The strike last trading price was 2.5, which was -3.85 lower than the previous day. The implied volatity was 34.92, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 7.32, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 6.35, which was 0.00 lower than the previous day. The implied volatity was 8.68, 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 6.35, which was lower than the previous day. The implied volatity was 8.68, the open interest changed by 0 which decreased total open position to 0
