HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.10
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 1.35 | 0.05 | 39.24 | 264 | 24 | 169 | |||
| 24 Dec | 114.32 | 1.3 | 0.20 | 38.52 | 268 | 69 | 143 | |||
| 23 Dec | 112.60 | 1.1 | -0.20 | 39.76 | 40 | 15 | 74 | |||
| 20 Dec | 113.35 | 1.3 | -1.00 | 38.11 | 36 | 15 | 60 | |||
| 19 Dec | 117.13 | 2.3 | -0.65 | 38.52 | 25 | 17 | 45 | |||
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| 18 Dec | 118.87 | 2.95 | -0.40 | 39.63 | 17 | 9 | 27 | |||
| 17 Dec | 120.98 | 3.35 | -1.70 | 37.07 | 18 | 10 | 17 | |||
| 16 Dec | 125.61 | 5.05 | 0.10 | 35.85 | 9 | 4 | 6 | |||
| 13 Dec | 125.23 | 4.95 | -1.40 | 34.45 | 2 | 0 | 1 | |||
| 12 Dec | 124.77 | 6.35 | -10.05 | 43.97 | 1 | 0 | 0 | |||
| 11 Dec | 126.49 | 16.4 | 0.00 | 1.40 | 0 | 0 | 0 | |||
| 10 Dec | 126.91 | 16.4 | 0.00 | 0.76 | 0 | 0 | 0 | |||
| 6 Dec | 132.26 | 16.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 16.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 129.52 | 16.4 | - | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 130 expiring on 30JAN2025
Delta for 130 CE is 0.19
Historical price for 130 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 39.24, the open interest changed by 24 which increased total open position to 169
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 38.52, the open interest changed by 69 which increased total open position to 143
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 39.76, the open interest changed by 15 which increased total open position to 74
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 1.3, which was -1.00 lower than the previous day. The implied volatity was 38.11, the open interest changed by 15 which increased total open position to 60
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 2.3, which was -0.65 lower than the previous day. The implied volatity was 38.52, the open interest changed by 17 which increased total open position to 45
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 2.95, which was -0.40 lower than the previous day. The implied volatity was 39.63, the open interest changed by 9 which increased total open position to 27
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 3.35, which was -1.70 lower than the previous day. The implied volatity was 37.07, the open interest changed by 10 which increased total open position to 17
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 5.05, which was 0.10 higher than the previous day. The implied volatity was 35.85, the open interest changed by 4 which increased total open position to 6
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 4.95, which was -1.40 lower than the previous day. The implied volatity was 34.45, the open interest changed by 0 which decreased total open position to 1
On 12 Dec HFCL was trading at 124.77. The strike last trading price was 6.35, which was -10.05 lower than the previous day. The implied volatity was 43.97, 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 16.4, which was 0.00 lower than the previous day. The implied volatity was 1.40, 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 16.4, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 16.4, 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 16.4, 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 16.4, 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 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.08
Theta: -0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 114.67 | 15 | -2.00 | 34.93 | 5 | 4 | 28 |
| 24 Dec | 114.32 | 17 | -1.50 | 49.36 | 13 | 12 | 23 |
| 23 Dec | 112.60 | 18.5 | 4.15 | 47.82 | 7 | 6 | 10 |
| 20 Dec | 113.35 | 14.35 | 0.20 | - | 1 | 0 | 3 |
| 19 Dec | 117.13 | 14.15 | 3.15 | 42.55 | 1 | 0 | 2 |
| 18 Dec | 118.87 | 11 | 0.00 | 0.00 | 0 | 2 | 0 |
| 17 Dec | 120.98 | 11 | 2.15 | 37.97 | 2 | 0 | 0 |
| 16 Dec | 125.61 | 8.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 125.23 | 8.85 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Dec | 124.77 | 8.85 | -1.90 | 36.85 | 1 | 0 | 1 |
| 11 Dec | 126.49 | 10.75 | -0.85 | 51.99 | 1 | 0 | 0 |
| 10 Dec | 126.91 | 11.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 132.26 | 11.6 | 0.00 | 2.76 | 0 | 0 | 0 |
| 5 Dec | 129.36 | 11.6 | 0.00 | 0.85 | 0 | 0 | 0 |
| 2 Dec | 129.52 | 11.6 | 1.17 | 0 | 0 | 0 | |
For Hfcl Limited - strike price 130 expiring on 30JAN2025
Delta for 130 PE is -0.84
Historical price for 130 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 15, which was -2.00 lower than the previous day. The implied volatity was 34.93, the open interest changed by 4 which increased total open position to 28
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 17, which was -1.50 lower than the previous day. The implied volatity was 49.36, the open interest changed by 12 which increased total open position to 23
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 18.5, which was 4.15 higher than the previous day. The implied volatity was 47.82, the open interest changed by 6 which increased total open position to 10
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 14.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 14.15, which was 3.15 higher than the previous day. The implied volatity was 42.55, the open interest changed by 0 which decreased total open position to 2
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 11, which was 2.15 higher than the previous day. The implied volatity was 37.97, 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 8.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 8.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Dec HFCL was trading at 124.77. The strike last trading price was 8.85, which was -1.90 lower than the previous day. The implied volatity was 36.85, the open interest changed by 0 which decreased total open position to 1
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 10.75, which was -0.85 lower than the previous day. The implied volatity was 51.99, 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 11.6, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 2.76, 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 11.6, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 11.6, which was lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
