HFCL
Hfcl Limited
Historical option data for HFCL
11 Dec 2024 04:13 PM IST
| HFCL 26DEC2024 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.10
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.10
Theta: -0.10
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 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
