HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2024 09:14 AM IST
HFCL 26DEC2024 137.5 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.18
Vega: 0.07
Theta: -0.10
Gamma: 0.02
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 126.51 | 1.05 | 0.00 | 42.36 | 138 | 74 | 183 | |||
11 Dec | 126.49 | 1.05 | -0.25 | 42.36 | 138 | 75 | 183 | |||
10 Dec | 126.91 | 1.3 | -1.10 | 41.75 | 196 | 22 | 106 | |||
9 Dec | 130.93 | 2.4 | -0.60 | 42.91 | 92 | 39 | 85 | |||
6 Dec | 132.26 | 3 | 0.85 | 39.56 | 190 | 19 | 46 | |||
5 Dec | 129.36 | 2.15 | -0.05 | 39.78 | 20 | 12 | 27 | |||
4 Dec | 129.12 | 2.2 | -0.65 | 38.83 | 9 | 0 | 14 | |||
3 Dec | 130.18 | 2.85 | 0.00 | 0.00 | 0 | 3 | 0 | |||
|
||||||||||
2 Dec | 129.52 | 2.85 | -0.20 | 41.99 | 9 | 5 | 16 | |||
29 Nov | 129.09 | 3.05 | 41.31 | 25 | 12 | 12 |
For Hfcl Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 CE is 0.18
Historical price for 137.5 CE is as follows
On 12 Dec HFCL was trading at 126.51. The strike last trading price was 1.05, which was 0.00 lower than the previous day. The implied volatity was 42.36, the open interest changed by 74 which increased total open position to 183
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 42.36, the open interest changed by 75 which increased total open position to 183
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 41.75, the open interest changed by 22 which increased total open position to 106
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 2.4, which was -0.60 lower than the previous day. The implied volatity was 42.91, the open interest changed by 39 which increased total open position to 85
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 3, which was 0.85 higher than the previous day. The implied volatity was 39.56, the open interest changed by 19 which increased total open position to 46
On 5 Dec HFCL was trading at 129.36. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 39.78, the open interest changed by 12 which increased total open position to 27
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 38.83, the open interest changed by 0 which decreased total open position to 14
On 3 Dec HFCL was trading at 130.18. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 2 Dec HFCL was trading at 129.52. The strike last trading price was 2.85, which was -0.20 lower than the previous day. The implied volatity was 41.99, the open interest changed by 5 which increased total open position to 16
On 29 Nov HFCL was trading at 129.09. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was 41.31, the open interest changed by 12 which increased total open position to 12
HFCL 26DEC2024 137.5 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 | 11.6 | 0.00 | 0.00 | 5 | -1 | 0 |
11 Dec | 126.49 | 11.6 | 0.65 | 41.08 | 5 | -1 | 13 |
10 Dec | 126.91 | 10.95 | 2.40 | 41.77 | 12 | 0 | 13 |
9 Dec | 130.93 | 8.55 | -2.90 | 41.00 | 29 | 13 | 13 |
6 Dec | 132.26 | 11.45 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 129.36 | 11.45 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 129.12 | 11.45 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 130.18 | 11.45 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 129.52 | 11.45 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 129.09 | 11.45 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 137.5 expiring on 26DEC2024
Delta for 137.5 PE is 0.00
Historical price for 137.5 PE is as follows
On 12 Dec HFCL was trading at 126.51. The strike last trading price was 11.6, 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 11 Dec HFCL was trading at 126.49. The strike last trading price was 11.6, which was 0.65 higher than the previous day. The implied volatity was 41.08, the open interest changed by -1 which decreased total open position to 13
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 10.95, which was 2.40 higher than the previous day. The implied volatity was 41.77, the open interest changed by 0 which decreased total open position to 13
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 8.55, which was -2.90 lower than the previous day. The implied volatity was 41.00, the open interest changed by 13 which increased total open position to 13
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 11.45, 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 11.45, 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 4 Dec HFCL was trading at 129.12. The strike last trading price was 11.45, 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 3 Dec HFCL was trading at 130.18. The strike last trading price was 11.45, 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 11.45, 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 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0