`
Related Pages for HFCL
[--[65.84.65.76]--]
HFCL
Hfcl Limited
126.3 -0.19 (-0.15%)

Back to Option Chain

Historical option data for HFCL

12 Dec 2024 09:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HFCL 26DEC2024 130 CE
Delta: 0.40
Vega: 0.10
Theta: -0.14
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 2.75 0.00 40.06 712 108 918
11 Dec 126.49 2.75 -0.45 40.06 712 108 918
10 Dec 126.91 3.2 -2.00 39.20 1,293 347 811
9 Dec 130.93 5.2 -1.10 41.27 341 66 465
6 Dec 132.26 6.3 1.55 38.79 2,383 -111 398
5 Dec 129.36 4.75 -0.15 38.85 786 18 512
4 Dec 129.12 4.9 -0.60 38.81 709 101 501
3 Dec 130.18 5.5 0.20 38.75 545 42 401
2 Dec 129.52 5.3 -0.30 38.73 1,220 283 359
29 Nov 129.09 5.6 38.89 115 74 74

For Hfcl Limited - strike price 130 expiring on 26DEC2024

Delta for 130 CE is 0.40

Historical price for 130 CE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 40.06, the open interest changed by 108 which increased total open position to 918


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 40.06, the open interest changed by 108 which increased total open position to 918


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 3.2, which was -2.00 lower than the previous day. The implied volatity was 39.20, the open interest changed by 347 which increased total open position to 811


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 5.2, which was -1.10 lower than the previous day. The implied volatity was 41.27, the open interest changed by 66 which increased total open position to 465


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 6.3, which was 1.55 higher than the previous day. The implied volatity was 38.79, the open interest changed by -111 which decreased total open position to 398


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 4.75, which was -0.15 lower than the previous day. The implied volatity was 38.85, the open interest changed by 18 which increased total open position to 512


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 38.81, the open interest changed by 101 which increased total open position to 501


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 5.5, which was 0.20 higher than the previous day. The implied volatity was 38.75, the open interest changed by 42 which increased total open position to 401


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 5.3, which was -0.30 lower than the previous day. The implied volatity was 38.73, the open interest changed by 283 which increased total open position to 359


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was 38.89, the open interest changed by 74 which increased total open position to 74


HFCL 26DEC2024 130 PE
Delta: -0.61
Vega: 0.10
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 5.7 0.00 37.86 139 14 363
11 Dec 126.49 5.7 0.20 37.86 139 24 363
10 Dec 126.91 5.5 1.20 40.33 436 40 343
9 Dec 130.93 4.3 0.85 43.28 177 30 295
6 Dec 132.26 3.45 -1.65 38.87 712 -54 265
5 Dec 129.36 5.1 0.15 40.84 164 5 321
4 Dec 129.12 4.95 0.30 39.05 206 10 332
3 Dec 130.18 4.65 -0.60 39.27 171 35 323
2 Dec 129.52 5.25 -0.55 41.02 423 251 289
29 Nov 129.09 5.8 42.45 65 38 38

For Hfcl Limited - strike price 130 expiring on 26DEC2024

Delta for 130 PE is -0.61

Historical price for 130 PE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 37.86, the open interest changed by 14 which increased total open position to 363


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 37.86, the open interest changed by 24 which increased total open position to 363


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 5.5, which was 1.20 higher than the previous day. The implied volatity was 40.33, the open interest changed by 40 which increased total open position to 343


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 43.28, the open interest changed by 30 which increased total open position to 295


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 3.45, which was -1.65 lower than the previous day. The implied volatity was 38.87, the open interest changed by -54 which decreased total open position to 265


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 5.1, which was 0.15 higher than the previous day. The implied volatity was 40.84, the open interest changed by 5 which increased total open position to 321


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 4.95, which was 0.30 higher than the previous day. The implied volatity was 39.05, the open interest changed by 10 which increased total open position to 332


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 4.65, which was -0.60 lower than the previous day. The implied volatity was 39.27, the open interest changed by 35 which increased total open position to 323


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 5.25, which was -0.55 lower than the previous day. The implied volatity was 41.02, the open interest changed by 251 which increased total open position to 289


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was 42.45, the open interest changed by 38 which increased total open position to 38