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[--[65.84.65.76]--]
HFCL
Hfcl Limited

126.95 0.46 (0.36%)

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Historical option data for HFCL

12 Dec 2024 09:14 AM IST
HFCL 26DEC2024 127.5 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.51 3.7 0.00 0.00 177 24 0
11 Dec 126.49 3.7 -0.60 39.36 177 26 76
10 Dec 126.91 4.3 -2.50 39.05 92 9 56
9 Dec 130.93 6.8 -1.35 43.13 2 1 47
6 Dec 132.26 8.15 1.85 41.63 77 0 46
5 Dec 129.36 6.3 0.00 0.00 0 5 0
4 Dec 129.12 6.3 -0.35 39.67 12 4 45
3 Dec 130.18 6.65 0.00 0.00 0 41 0
2 Dec 129.52 6.65 -6.10 39.00 64 41 41
29 Nov 129.09 12.75 - 0 0 0


For Hfcl Limited - strike price 127.5 expiring on 26DEC2024

Delta for 127.5 CE is 0.00

Historical price for 127.5 CE is as follows

On 12 Dec HFCL was trading at 126.51. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 3.7, which was -0.60 lower than the previous day. The implied volatity was 39.36, the open interest changed by 26 which increased total open position to 76


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 4.3, which was -2.50 lower than the previous day. The implied volatity was 39.05, the open interest changed by 9 which increased total open position to 56


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 6.8, which was -1.35 lower than the previous day. The implied volatity was 43.13, the open interest changed by 1 which increased total open position to 47


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 8.15, which was 1.85 higher than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 46


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 6.3, which was -0.35 lower than the previous day. The implied volatity was 39.67, the open interest changed by 4 which increased total open position to 45


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 6.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 6.65, which was -6.10 lower than the previous day. The implied volatity was 39.00, the open interest changed by 41 which increased total open position to 41


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 12.75, 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 127.5 PE
Delta: -0.51
Vega: 0.10
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.51 4.25 0.00 38.12 124 -3 75
11 Dec 126.49 4.25 -0.10 38.12 124 -2 75
10 Dec 126.91 4.35 1.35 42.42 119 5 78
9 Dec 130.93 3 0.60 41.36 51 -1 73
6 Dec 132.26 2.4 -1.25 37.95 218 36 74
5 Dec 129.36 3.65 -0.10 38.77 2 1 39
4 Dec 129.12 3.75 0.30 38.99 28 15 39
3 Dec 130.18 3.45 -0.55 38.64 17 0 21
2 Dec 129.52 4 -0.15 40.39 19 1 5
29 Nov 129.09 4.15 39.11 7 4 4


For Hfcl Limited - strike price 127.5 expiring on 26DEC2024

Delta for 127.5 PE is -0.51

Historical price for 127.5 PE is as follows

On 12 Dec HFCL was trading at 126.51. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 38.12, the open interest changed by -3 which decreased total open position to 75


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 4.25, which was -0.10 lower than the previous day. The implied volatity was 38.12, the open interest changed by -2 which decreased total open position to 75


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 4.35, which was 1.35 higher than the previous day. The implied volatity was 42.42, the open interest changed by 5 which increased total open position to 78


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 41.36, the open interest changed by -1 which decreased total open position to 73


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 37.95, the open interest changed by 36 which increased total open position to 74


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 3.65, which was -0.10 lower than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 39


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 3.75, which was 0.30 higher than the previous day. The implied volatity was 38.99, the open interest changed by 15 which increased total open position to 39


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 38.64, the open interest changed by 0 which decreased total open position to 21


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 4, which was -0.15 lower than the previous day. The implied volatity was 40.39, the open interest changed by 1 which increased total open position to 5


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was 39.11, the open interest changed by 4 which increased total open position to 4