HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.12
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 2.1 | -0.05 | 37.29 | 401 | 40 | 176 | |||
| 24 Dec | 114.32 | 2.15 | 0.40 | 37.79 | 193 | 71 | 135 | |||
| 23 Dec | 112.60 | 1.75 | -0.25 | 38.42 | 98 | 11 | 64 | |||
| 20 Dec | 113.35 | 2 | -1.60 | 36.41 | 53 | 31 | 51 | |||
| 19 Dec | 117.13 | 3.6 | -0.70 | 38.27 | 17 | 11 | 18 | |||
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| 18 Dec | 118.87 | 4.3 | -14.70 | 38.32 | 10 | 7 | 7 | |||
| 17 Dec | 120.98 | 19 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 16 Dec | 125.61 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 125.23 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 124.77 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 132.26 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 19 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 129.52 | 19 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 125 expiring on 30JAN2025
Delta for 125 CE is 0.27
Historical price for 125 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 37.29, the open interest changed by 40 which increased total open position to 176
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 2.15, which was 0.40 higher than the previous day. The implied volatity was 37.79, the open interest changed by 71 which increased total open position to 135
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 38.42, the open interest changed by 11 which increased total open position to 64
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 2, which was -1.60 lower than the previous day. The implied volatity was 36.41, the open interest changed by 31 which increased total open position to 51
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 3.6, which was -0.70 lower than the previous day. The implied volatity was 38.27, the open interest changed by 11 which increased total open position to 18
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 4.3, which was -14.70 lower than the previous day. The implied volatity was 38.32, 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 19, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 19, 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 19, 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 19, 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 19, 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 19, 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 19, 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 19, 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 19, 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 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.11
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 10.8 | -0.45 | 33.94 | 37 | 31 | 69 |
| 24 Dec | 114.32 | 11.25 | -2.45 | 33.98 | 5 | 0 | 36 |
| 23 Dec | 112.60 | 13.7 | 0.45 | 40.78 | 7 | 5 | 36 |
| 20 Dec | 113.35 | 13.25 | 2.25 | 43.38 | 31 | 12 | 32 |
| 19 Dec | 117.13 | 11 | 2.35 | 45.84 | 1 | 0 | 19 |
| 18 Dec | 118.87 | 8.65 | 0.65 | 36.75 | 12 | 8 | 19 |
| 17 Dec | 120.98 | 8 | 2.80 | 39.42 | 3 | 2 | 10 |
| 16 Dec | 125.61 | 5.2 | -1.80 | 35.29 | 1 | 0 | 7 |
| 13 Dec | 125.23 | 7 | -2.25 | 45.13 | 7 | 6 | 6 |
| 12 Dec | 124.77 | 9.25 | 0.00 | 0.95 | 0 | 0 | 0 |
| 11 Dec | 126.49 | 9.25 | 0.00 | 2.20 | 0 | 0 | 0 |
| 10 Dec | 126.91 | 9.25 | 0.00 | 2.86 | 0 | 0 | 0 |
| 6 Dec | 132.26 | 9.25 | 0.00 | 5.91 | 0 | 0 | 0 |
| 5 Dec | 129.36 | 9.25 | 0.00 | 4.09 | 0 | 0 | 0 |
| 2 Dec | 129.52 | 9.25 | 4.22 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 125 expiring on 30JAN2025
Delta for 125 PE is -0.75
Historical price for 125 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 10.8, which was -0.45 lower than the previous day. The implied volatity was 33.94, the open interest changed by 31 which increased total open position to 69
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 11.25, which was -2.45 lower than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 36
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 13.7, which was 0.45 higher than the previous day. The implied volatity was 40.78, the open interest changed by 5 which increased total open position to 36
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 13.25, which was 2.25 higher than the previous day. The implied volatity was 43.38, the open interest changed by 12 which increased total open position to 32
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 11, which was 2.35 higher than the previous day. The implied volatity was 45.84, the open interest changed by 0 which decreased total open position to 19
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 8.65, which was 0.65 higher than the previous day. The implied volatity was 36.75, the open interest changed by 8 which increased total open position to 19
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 8, which was 2.80 higher than the previous day. The implied volatity was 39.42, the open interest changed by 2 which increased total open position to 10
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 5.2, which was -1.80 lower than the previous day. The implied volatity was 35.29, the open interest changed by 0 which decreased total open position to 7
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 7, which was -2.25 lower than the previous day. The implied volatity was 45.13, the open interest changed by 6 which increased total open position to 6
On 12 Dec HFCL was trading at 124.77. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 5.91, 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 9.25, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 9.25, which was lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
