HFCL
Hfcl Limited
Historical option data for HFCL
26 Dec 2024 04:13 PM IST
| HFCL 30JAN2025 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.07
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 114.67 | 0.85 | 0.00 | 40.74 | 72 | 17 | 56 | |||
| 24 Dec | 114.32 | 0.85 | 0.10 | 40.39 | 46 | 12 | 39 | |||
| 23 Dec | 112.60 | 0.75 | -0.30 | 41.96 | 26 | 5 | 26 | |||
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| 20 Dec | 113.35 | 1.05 | -0.90 | 42.21 | 16 | 5 | 16 | |||
| 19 Dec | 117.13 | 1.95 | 0.15 | 43.56 | 6 | 4 | 11 | |||
| 18 Dec | 118.87 | 1.8 | -0.40 | 39.01 | 3 | 1 | 6 | |||
| 17 Dec | 120.98 | 2.2 | -1.50 | 37.72 | 4 | 2 | 4 | |||
| 16 Dec | 125.61 | 3.7 | 1.10 | 38.32 | 3 | 0 | 2 | |||
| 13 Dec | 125.23 | 2.6 | -2.90 | 30.38 | 1 | 0 | 1 | |||
| 12 Dec | 124.77 | 5.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 126.49 | 5.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 126.91 | 5.5 | -8.55 | 41.78 | 2 | 1 | 1 | |||
| 6 Dec | 132.26 | 14.05 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 5 Dec | 129.36 | 14.05 | 0.00 | 2.49 | 0 | 0 | 0 | |||
| 2 Dec | 129.52 | 14.05 | 2.14 | 0 | 0 | 0 | ||||
For Hfcl Limited - strike price 135 expiring on 30JAN2025
Delta for 135 CE is 0.12
Historical price for 135 CE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 40.74, the open interest changed by 17 which increased total open position to 56
On 24 Dec HFCL was trading at 114.32. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 40.39, the open interest changed by 12 which increased total open position to 39
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 41.96, the open interest changed by 5 which increased total open position to 26
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 1.05, which was -0.90 lower than the previous day. The implied volatity was 42.21, the open interest changed by 5 which increased total open position to 16
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 43.56, the open interest changed by 4 which increased total open position to 11
On 18 Dec HFCL was trading at 118.87. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 39.01, the open interest changed by 1 which increased total open position to 6
On 17 Dec HFCL was trading at 120.98. The strike last trading price was 2.2, which was -1.50 lower than the previous day. The implied volatity was 37.72, the open interest changed by 2 which increased total open position to 4
On 16 Dec HFCL was trading at 125.61. The strike last trading price was 3.7, which was 1.10 higher than the previous day. The implied volatity was 38.32, the open interest changed by 0 which decreased total open position to 2
On 13 Dec HFCL was trading at 125.23. The strike last trading price was 2.6, which was -2.90 lower than the previous day. The implied volatity was 30.38, 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 5.5, 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 11 Dec HFCL was trading at 126.49. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 5.5, which was -8.55 lower than the previous day. The implied volatity was 41.78, the open interest changed by 1 which increased total open position to 1
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 14.05, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 14.05, which was 0.00 lower than the previous day. The implied volatity was 2.49, 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 14.05, which was lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
| HFCL 30JAN2025 135 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 |
| 26 Dec | 114.67 | 21.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 24 Dec | 114.32 | 21.4 | 0.40 | 51.86 | 5 | 2 | 4 |
| 23 Dec | 112.60 | 21 | 0.10 | - | 1 | 0 | 1 |
| 20 Dec | 113.35 | 20.9 | 6.75 | 36.90 | 1 | 0 | 0 |
| 19 Dec | 117.13 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 118.87 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 120.98 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 125.61 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 125.23 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 124.77 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 126.49 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 126.91 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 132.26 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 129.36 | 14.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 129.52 | 14.15 | - | 0 | 0 | 0 | |
For Hfcl Limited - strike price 135 expiring on 30JAN2025
Delta for 135 PE is 0.00
Historical price for 135 PE is as follows
On 26 Dec HFCL was trading at 114.67. The strike last trading price was 21.4, 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 24 Dec HFCL was trading at 114.32. The strike last trading price was 21.4, which was 0.40 higher than the previous day. The implied volatity was 51.86, the open interest changed by 2 which increased total open position to 4
On 23 Dec HFCL was trading at 112.60. The strike last trading price was 21, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Dec HFCL was trading at 113.35. The strike last trading price was 20.9, which was 6.75 higher than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 0
On 19 Dec HFCL was trading at 117.13. The strike last trading price was 14.15, 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 18 Dec HFCL was trading at 118.87. The strike last trading price was 14.15, 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 17 Dec HFCL was trading at 120.98. The strike last trading price was 14.15, 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 16 Dec HFCL was trading at 125.61. The strike last trading price was 14.15, 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 13 Dec HFCL was trading at 125.23. The strike last trading price was 14.15, 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 12 Dec HFCL was trading at 124.77. The strike last trading price was 14.15, 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 11 Dec HFCL was trading at 126.49. The strike last trading price was 14.15, 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 10 Dec HFCL was trading at 126.91. The strike last trading price was 14.15, 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 14.15, 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 14.15, 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 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
