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Related Pages for HFCL
[--[65.84.65.76]--]
HFCL
Hfcl Limited
126.3 -0.19 (-0.15%)

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Historical option data for HFCL

12 Dec 2024 09:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HFCL 26DEC2024 140 CE
Delta: 0.14
Vega: 0.06
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 0.8 0.00 44.04 547 46 840
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
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 12 Dec HFCL was trading at 126.49. The strike last trading price was 0.8, which was 0.00 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 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
Delta: -0.87
Vega: 0.05
Theta: -0.04
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 13.8 0.00 41.79 3 3 20
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 12 Dec HFCL was trading at 126.49. The strike last trading price was 13.8, which was 0.00 lower than the previous day. The implied volatity was 41.79, the open interest changed by 3 which increased total open position to 20


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