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Related Pages for HFCL
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HFCL
Hfcl Limited
127.13 0.64 (0.51%)

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Historical option data for HFCL

12 Dec 2024 09:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HFCL 26DEC2024 120 CE
Delta: 0.81
Vega: 0.07
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 127.25 8.5 0.20 36.82 1 0 20
11 Dec 126.49 8.3 -0.70 40.52 30 8 20
10 Dec 126.91 9 -4.90 38.41 11 1 11
9 Dec 130.93 13.9 0.00 0.00 0 10 0
6 Dec 132.26 13.9 -3.60 43.95 14 10 10
5 Dec 129.36 17.5 0.00 - 0 0 0
4 Dec 129.12 17.5 0.00 - 0 0 0
3 Dec 130.18 17.5 0.00 - 0 0 0
2 Dec 129.52 17.5 0.00 - 0 0 0
29 Nov 129.09 17.5 - 0 0 0

For Hfcl Limited - strike price 120 expiring on 26DEC2024

Delta for 120 CE is 0.81

Historical price for 120 CE is as follows

On 12 Dec HFCL was trading at 127.25. The strike last trading price was 8.5, which was 0.20 higher than the previous day. The implied volatity was 36.82, the open interest changed by 0 which decreased total open position to 20


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 8.3, which was -0.70 lower than the previous day. The implied volatity was 40.52, the open interest changed by 8 which increased total open position to 20


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 9, which was -4.90 lower than the previous day. The implied volatity was 38.41, the open interest changed by 1 which increased total open position to 11


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 13.9, 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 6 Dec HFCL was trading at 132.26. The strike last trading price was 13.9, which was -3.60 lower than the previous day. The implied volatity was 43.95, the open interest changed by 10 which increased total open position to 10


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 17.5, 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 4 Dec HFCL was trading at 129.12. The strike last trading price was 17.5, 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 3 Dec HFCL was trading at 130.18. The strike last trading price was 17.5, 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 17.5, 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 29 Nov HFCL was trading at 129.09. The strike last trading price was 17.5, 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 26DEC2024 120 PE
Delta: -0.21
Vega: 0.07
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 127.25 1.3 -0.10 40.88 3 0 417
11 Dec 126.49 1.4 -0.05 39.14 411 32 417
10 Dec 126.91 1.45 0.35 41.31 1,174 134 388
9 Dec 130.93 1.1 0.25 43.75 146 -13 253
6 Dec 132.26 0.85 -0.75 40.39 451 101 265
5 Dec 129.36 1.6 0.15 42.71 204 -1 163
4 Dec 129.12 1.45 0.20 40.23 212 22 169
3 Dec 130.18 1.25 -0.40 39.04 258 2 141
2 Dec 129.52 1.65 -0.25 41.49 223 61 139
29 Nov 129.09 1.9 41.48 162 78 78

For Hfcl Limited - strike price 120 expiring on 26DEC2024

Delta for 120 PE is -0.21

Historical price for 120 PE is as follows

On 12 Dec HFCL was trading at 127.25. The strike last trading price was 1.3, which was -0.10 lower than the previous day. The implied volatity was 40.88, the open interest changed by 0 which decreased total open position to 417


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 39.14, the open interest changed by 32 which increased total open position to 417


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 41.31, the open interest changed by 134 which increased total open position to 388


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 43.75, the open interest changed by -13 which decreased total open position to 253


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 0.85, which was -0.75 lower than the previous day. The implied volatity was 40.39, the open interest changed by 101 which increased total open position to 265


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 42.71, the open interest changed by -1 which decreased total open position to 163


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 1.45, which was 0.20 higher than the previous day. The implied volatity was 40.23, the open interest changed by 22 which increased total open position to 169


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 39.04, the open interest changed by 2 which increased total open position to 141


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 41.49, the open interest changed by 61 which increased total open position to 139


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 41.48, the open interest changed by 78 which increased total open position to 78