HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2024 09:14 AM IST
HFCL 26DEC2024 127.5 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.51
Vega: 0.10
Theta: -0.11
Gamma: 0.04
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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