HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.14
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 3.55 | 0.10 | 37.22 | 721 | 47 | 454 | |||
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| 24 Dec | 114.32 | 3.45 | 0.75 | 36.79 | 959 | 222 | 402 | |||
| 23 Dec | 112.60 | 2.7 | -0.70 | 36.49 | 292 | 114 | 179 | |||
| 20 Dec | 113.35 | 3.4 | -2.30 | 36.83 | 75 | 34 | 64 | |||
| 19 Dec | 117.13 | 5.7 | -0.10 | 39.69 | 31 | 23 | 31 | |||
| 18 Dec | 118.87 | 5.8 | -16.15 | 34.51 | 9 | 7 | 7 | |||
| 17 Dec | 120.98 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 125.23 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 124.77 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 21.95 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 129.52 | 21.95 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 120 expiring on 30JAN2025
Delta for 120 CE is 0.40
Historical price for 120 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 3.55, which was 0.10 higher than the previous day. The implied volatity was 37.22, the open interest changed by 47 which increased total open position to 454
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 3.45, which was 0.75 higher than the previous day. The implied volatity was 36.79, the open interest changed by 222 which increased total open position to 402
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 2.7, which was -0.70 lower than the previous day. The implied volatity was 36.49, the open interest changed by 114 which increased total open position to 179
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 3.4, which was -2.30 lower than the previous day. The implied volatity was 36.83, the open interest changed by 34 which increased total open position to 64
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 5.7, which was -0.10 lower than the previous day. The implied volatity was 39.69, the open interest changed by 23 which increased total open position to 31
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 5.8, which was -16.15 lower than the previous day. The implied volatity was 34.51, the open interest changed by 7 which increased total open position to 7
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 21.95, 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 21.95, 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 21.95, 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 12 Dec HFCL was trading at 124.77. The strike last trading price was 21.95, 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 21.95, 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 21.95, 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 21.95, 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 21.95, 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 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.14
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 7.95 | -1.30 | 40.28 | 40 | 22 | 164 |
| 24 Dec | 114.32 | 9.25 | -0.85 | 45.37 | 46 | 22 | 141 |
| 23 Dec | 112.60 | 10.1 | 0.15 | 41.47 | 81 | 56 | 119 |
| 20 Dec | 113.35 | 9.95 | 2.80 | 44.58 | 45 | 25 | 63 |
| 19 Dec | 117.13 | 7.15 | 1.35 | 40.59 | 22 | 7 | 37 |
| 18 Dec | 118.87 | 5.8 | 0.50 | 36.83 | 35 | 26 | 30 |
| 17 Dec | 120.98 | 5.3 | 1.30 | 38.86 | 2 | 1 | 3 |
| 16 Dec | 125.61 | 4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 125.23 | 4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 124.77 | 4 | 0.85 | 37.15 | 2 | -1 | 1 |
| 11 Dec | 126.49 | 3.15 | -4.10 | 35.15 | 4 | 2 | 2 |
| 10 Dec | 126.91 | 7.25 | 0.00 | 6.27 | 0 | 0 | 0 |
| 5 Dec | 129.36 | 7.25 | 0.00 | 7.20 | 0 | 0 | 0 |
| 2 Dec | 129.52 | 7.25 | 7.26 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 120 expiring on 30JAN2025
Delta for 120 PE is -0.58
Historical price for 120 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 7.95, which was -1.30 lower than the previous day. The implied volatity was 40.28, the open interest changed by 22 which increased total open position to 164
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 9.25, which was -0.85 lower than the previous day. The implied volatity was 45.37, the open interest changed by 22 which increased total open position to 141
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 10.1, which was 0.15 higher than the previous day. The implied volatity was 41.47, the open interest changed by 56 which increased total open position to 119
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 9.95, which was 2.80 higher than the previous day. The implied volatity was 44.58, the open interest changed by 25 which increased total open position to 63
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 7.15, which was 1.35 higher than the previous day. The implied volatity was 40.59, the open interest changed by 7 which increased total open position to 37
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 5.8, which was 0.50 higher than the previous day. The implied volatity was 36.83, the open interest changed by 26 which increased total open position to 30
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 5.3, which was 1.30 higher than the previous day. The implied volatity was 38.86, the open interest changed by 1 which increased total open position to 3
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 4, 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 13 Dec HFCL was trading at 125.23. The strike last trading price was 4, 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 12 Dec HFCL was trading at 124.77. The strike last trading price was 4, which was 0.85 higher than the previous day. The implied volatity was 37.15, the open interest changed by -1 which decreased total open position to 1
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 3.15, which was -4.10 lower than the previous day. The implied volatity was 35.15, the open interest changed by 2 which increased total open position to 2
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 7.25, which was 0.00 lower than the previous day. The implied volatity was 7.20, 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 7.25, which was lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
