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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 125 CE
Delta: 0.62
Vega: 0.10
Theta: -0.15
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 127.25 5.25 0.30 39.02 3 0 125
11 Dec 126.49 4.95 -0.70 39.24 299 55 127
10 Dec 126.91 5.65 -3.05 39.02 99 9 69
9 Dec 130.93 8.7 -0.85 46.30 11 -3 60
6 Dec 132.26 9.55 1.85 38.56 212 61 68
5 Dec 129.36 7.7 -6.50 40.31 11 7 7
4 Dec 129.12 14.2 0.00 - 0 0 0
3 Dec 130.18 14.2 0.00 - 0 0 0
2 Dec 129.52 14.2 0.00 - 0 0 0
29 Nov 129.09 14.2 - 0 0 0

For Hfcl Limited - strike price 125 expiring on 26DEC2024

Delta for 125 CE is 0.62

Historical price for 125 CE is as follows

On 12 Dec HFCL was trading at 127.25. The strike last trading price was 5.25, which was 0.30 higher than the previous day. The implied volatity was 39.02, the open interest changed by 0 which decreased total open position to 125


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 4.95, which was -0.70 lower than the previous day. The implied volatity was 39.24, the open interest changed by 55 which increased total open position to 127


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 5.65, which was -3.05 lower than the previous day. The implied volatity was 39.02, the open interest changed by 9 which increased total open position to 69


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 8.7, which was -0.85 lower than the previous day. The implied volatity was 46.30, the open interest changed by -3 which decreased total open position to 60


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 9.55, which was 1.85 higher than the previous day. The implied volatity was 38.56, the open interest changed by 61 which increased total open position to 68


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 7.7, which was -6.50 lower than the previous day. The implied volatity was 40.31, the open interest changed by 7 which increased total open position to 7


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 14.2, 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 14.2, 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 14.2, 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 14.2, 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 125 PE
Delta: -0.38
Vega: 0.10
Theta: -0.12
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 127.25 2.8 -0.25 40.02 16 5 260
11 Dec 126.49 3.05 0.15 38.36 500 36 258
10 Dec 126.91 2.9 0.60 39.48 506 84 218
9 Dec 130.93 2.3 0.50 43.21 119 9 130
6 Dec 132.26 1.8 -1.25 39.43 698 61 120
5 Dec 129.36 3.05 0.25 42.25 92 -1 58
4 Dec 129.12 2.8 0.15 39.35 40 7 58
3 Dec 130.18 2.65 -0.15 39.74 118 28 52
2 Dec 129.52 2.8 -0.40 38.69 11 5 24
29 Nov 129.09 3.2 39.52 31 18 18

For Hfcl Limited - strike price 125 expiring on 26DEC2024

Delta for 125 PE is -0.38

Historical price for 125 PE is as follows

On 12 Dec HFCL was trading at 127.25. The strike last trading price was 2.8, which was -0.25 lower than the previous day. The implied volatity was 40.02, the open interest changed by 5 which increased total open position to 260


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 38.36, the open interest changed by 36 which increased total open position to 258


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 2.9, which was 0.60 higher than the previous day. The implied volatity was 39.48, the open interest changed by 84 which increased total open position to 218


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 2.3, which was 0.50 higher than the previous day. The implied volatity was 43.21, the open interest changed by 9 which increased total open position to 130


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 1.8, which was -1.25 lower than the previous day. The implied volatity was 39.43, the open interest changed by 61 which increased total open position to 120


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 3.05, which was 0.25 higher than the previous day. The implied volatity was 42.25, the open interest changed by -1 which decreased total open position to 58


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 2.8, which was 0.15 higher than the previous day. The implied volatity was 39.35, the open interest changed by 7 which increased total open position to 58


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 39.74, the open interest changed by 28 which increased total open position to 52


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 2.8, which was -0.40 lower than the previous day. The implied volatity was 38.69, the open interest changed by 5 which increased total open position to 24


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was 39.52, the open interest changed by 18 which increased total open position to 18