HFCL
Hfcl Limited
Historical option data for HFCL
11 Dec 2024 04:13 PM IST
| HFCL 26DEC2024 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.06
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 126.49 | 0.8 | -0.20 | 44.04 | 547 | 46 | 840 | |||
| 10 Dec | 126.91 | 1 | -0.75 | 43.36 | 1,069 | 239 | 787 | |||
| 9 Dec | 130.93 | 1.75 | -0.55 | 42.77 | 469 | 118 | 554 | |||
| 6 Dec | 132.26 | 2.3 | 0.80 | 40.08 | 1,834 | 135 | 439 | |||
| 5 Dec | 129.36 | 1.5 | -0.05 | 38.95 | 596 | 24 | 305 | |||
| 4 Dec | 129.12 | 1.55 | -0.35 | 38.39 | 206 | 31 | 281 | |||
| 3 Dec | 130.18 | 1.9 | 0.00 | 38.73 | 441 | 33 | 250 | |||
| 2 Dec | 129.52 | 1.9 | -0.20 | 39.27 | 502 | 55 | 216 | |||
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| 29 Nov | 129.09 | 2.1 | 38.91 | 803 | 166 | 166 | ||||
For Hfcl Limited - strike price 140 expiring on 26DEC2024
Delta for 140 CE is 0.14
Historical price for 140 CE is as follows
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 44.04, the open interest changed by 46 which increased total open position to 840
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 43.36, the open interest changed by 239 which increased total open position to 787
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 42.77, the open interest changed by 118 which increased total open position to 554
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 2.3, which was 0.80 higher than the previous day. The implied volatity was 40.08, the open interest changed by 135 which increased total open position to 439
On 5 Dec HFCL was trading at 129.36. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 38.95, the open interest changed by 24 which increased total open position to 305
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 38.39, the open interest changed by 31 which increased total open position to 281
On 3 Dec HFCL was trading at 130.18. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 38.73, the open interest changed by 33 which increased total open position to 250
On 2 Dec HFCL was trading at 129.52. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 39.27, the open interest changed by 55 which increased total open position to 216
On 29 Nov HFCL was trading at 129.09. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 38.91, the open interest changed by 166 which increased total open position to 166
| HFCL 26DEC2024 140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.05
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 126.49 | 13.8 | 0.60 | 41.79 | 3 | 1 | 20 |
| 10 Dec | 126.91 | 13.2 | 3.20 | 44.28 | 6 | 4 | 19 |
| 9 Dec | 130.93 | 10 | 0.95 | 36.04 | 14 | 6 | 14 |
| 6 Dec | 132.26 | 9.05 | -2.25 | 36.94 | 6 | 2 | 8 |
| 5 Dec | 129.36 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 129.12 | 11.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 130.18 | 11.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 129.52 | 11.3 | -1.15 | 37.54 | 1 | 0 | 5 |
| 29 Nov | 129.09 | 12.45 | 44.97 | 20 | 5 | 5 | |
For Hfcl Limited - strike price 140 expiring on 26DEC2024
Delta for 140 PE is -0.87
Historical price for 140 PE is as follows
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 13.8, which was 0.60 higher than the previous day. The implied volatity was 41.79, the open interest changed by 1 which increased total open position to 20
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 13.2, which was 3.20 higher than the previous day. The implied volatity was 44.28, the open interest changed by 4 which increased total open position to 19
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 10, which was 0.95 higher than the previous day. The implied volatity was 36.04, the open interest changed by 6 which increased total open position to 14
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 9.05, which was -2.25 lower than the previous day. The implied volatity was 36.94, the open interest changed by 2 which increased total open position to 8
On 5 Dec HFCL was trading at 129.36. The strike last trading price was 11.3, 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 4 Dec HFCL was trading at 129.12. The strike last trading price was 11.3, 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 3 Dec HFCL was trading at 130.18. The strike last trading price was 11.3, 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 2 Dec HFCL was trading at 129.52. The strike last trading price was 11.3, which was -1.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 5
On 29 Nov HFCL was trading at 129.09. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was 44.97, the open interest changed by 5 which increased total open position to 5
