HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2024 09:14 AM IST
HFCL 26DEC2024 132.5 CE | ||||||||||
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Delta: 0.31
Vega: 0.09
Theta: -0.13
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 126.51 | 2 | 0.00 | 40.64 | 174 | 42 | 245 | |||
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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 | |||||||
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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 | 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