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

126.89 0.40 (0.32%)

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Historical option data for HFCL

12 Dec 2024 09:14 AM IST
HFCL 26DEC2024 132.5 CE
Delta: 0.31
Vega: 0.09
Theta: -0.13
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.51 2 0.00 40.64 174 42 245
11 Dec 126.49 2 -0.40 40.64 174 42 245
10 Dec 126.91 2.4 -1.70 40.13 271 47 206
9 Dec 130.93 4.1 -0.95 42.07 205 49 160
6 Dec 132.26 5.05 1.40 39.46 817 5 111
5 Dec 129.36 3.65 -0.10 38.75 262 53 107
4 Dec 129.12 3.75 -0.60 38.37 133 -2 42
3 Dec 130.18 4.35 0.20 38.89 64 26 45
2 Dec 129.52 4.15 -1.05 38.54 40 -3 20
29 Nov 129.09 5.2 44.06 36 23 23


For Hfcl Limited - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 CE is 0.31

Historical price for 132.5 CE is as follows

On 12 Dec HFCL was trading at 126.51. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.64, the open interest changed by 42 which increased total open position to 245


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 40.64, the open interest changed by 42 which increased total open position to 245


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 2.4, which was -1.70 lower than the previous day. The implied volatity was 40.13, the open interest changed by 47 which increased total open position to 206


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 4.1, which was -0.95 lower than the previous day. The implied volatity was 42.07, the open interest changed by 49 which increased total open position to 160


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 5.05, which was 1.40 higher than the previous day. The implied volatity was 39.46, the open interest changed by 5 which increased total open position to 111


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 38.75, the open interest changed by 53 which increased total open position to 107


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 3.75, which was -0.60 lower than the previous day. The implied volatity was 38.37, the open interest changed by -2 which decreased total open position to 42


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 4.35, which was 0.20 higher than the previous day. The implied volatity was 38.89, the open interest changed by 26 which increased total open position to 45


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 4.15, which was -1.05 lower than the previous day. The implied volatity was 38.54, the open interest changed by -3 which decreased total open position to 20


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was 44.06, the open interest changed by 23 which increased total open position to 23


HFCL 26DEC2024 132.5 PE
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 7.55 0.00 0.00 7 -3 0
11 Dec 126.49 7.55 0.40 39.46 7 -4 32
10 Dec 126.91 7.15 2.05 40.93 12 1 39
9 Dec 130.93 5.1 0.55 38.82 10 2 38
6 Dec 132.26 4.55 -1.95 38.43 118 22 36
5 Dec 129.36 6.5 -0.10 40.88 43 14 14
4 Dec 129.12 6.6 -2.10 41.14 2 1 1
3 Dec 130.18 8.7 0.00 - 0 0 0
2 Dec 129.52 8.7 0.00 - 0 0 0
29 Nov 129.09 8.7 - 0 0 0


For Hfcl Limited - strike price 132.5 expiring on 26DEC2024

Delta for 132.5 PE is 0.00

Historical price for 132.5 PE is as follows

On 12 Dec HFCL was trading at 126.51. The strike last trading price was 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 7.55, which was 0.40 higher than the previous day. The implied volatity was 39.46, the open interest changed by -4 which decreased total open position to 32


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 7.15, which was 2.05 higher than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 39


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 5.1, which was 0.55 higher than the previous day. The implied volatity was 38.82, the open interest changed by 2 which increased total open position to 38


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 4.55, which was -1.95 lower than the previous day. The implied volatity was 38.43, the open interest changed by 22 which increased total open position to 36


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 6.5, which was -0.10 lower than the previous day. The implied volatity was 40.88, the open interest changed by 14 which increased total open position to 14


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 6.6, which was -2.10 lower than the previous day. The implied volatity was 41.14, the open interest changed by 1 which increased total open position to 1


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 8.7, 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 8.7, 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 29 Nov HFCL was trading at 129.09. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0