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[--[65.84.65.76]--]
HFCL
Hfcl Limited

114.67 0.35 (0.31%)

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Historical option data for HFCL

26 Dec 2024 04:13 PM IST
HFCL 30JAN2025 140 CE
Delta: 0.08
Vega: 0.05
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
26 Dec 114.67 0.55 0.05 42.40 57 45 111
24 Dec 114.32 0.5 0.10 41.00 61 29 65
23 Dec 112.60 0.4 -0.20 41.53 23 14 34
20 Dec 113.35 0.6 -0.20 41.93 3 1 19
18 Dec 118.87 0.8 -0.50 35.52 9 3 17
17 Dec 120.98 1.3 -1.50 37.24 3 2 14
16 Dec 125.61 2.8 0.05 40.89 4 1 12
12 Dec 124.77 2.75 0.30 40.35 2 -1 11
11 Dec 126.49 2.45 -0.55 34.76 2 1 12
10 Dec 126.91 3 -1.65 36.14 5 0 11
9 Dec 130.93 4.65 0.25 38.80 4 0 11
6 Dec 132.26 4.4 0.20 33.02 12 10 10
5 Dec 129.36 4.2 0.00 0.00 0 0 0
2 Dec 129.52 4.2 0.00 0.00 0 0 0
29 Nov 129.09 4.2 34.87 3 1 1


For Hfcl Limited - strike price 140 expiring on 30JAN2025

Delta for 140 CE is 0.08

Historical price for 140 CE is as follows

On 26 Dec HFCL was trading at 114.67. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 42.40, the open interest changed by 45 which increased total open position to 111


On 24 Dec HFCL was trading at 114.32. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 41.00, the open interest changed by 29 which increased total open position to 65


On 23 Dec HFCL was trading at 112.60. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 41.53, the open interest changed by 14 which increased total open position to 34


On 20 Dec HFCL was trading at 113.35. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 41.93, the open interest changed by 1 which increased total open position to 19


On 18 Dec HFCL was trading at 118.87. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 35.52, the open interest changed by 3 which increased total open position to 17


On 17 Dec HFCL was trading at 120.98. The strike last trading price was 1.3, which was -1.50 lower than the previous day. The implied volatity was 37.24, the open interest changed by 2 which increased total open position to 14


On 16 Dec HFCL was trading at 125.61. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 40.89, the open interest changed by 1 which increased total open position to 12


On 12 Dec HFCL was trading at 124.77. The strike last trading price was 2.75, which was 0.30 higher than the previous day. The implied volatity was 40.35, the open interest changed by -1 which decreased total open position to 11


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 34.76, the open interest changed by 1 which increased total open position to 12


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 11


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 4.65, which was 0.25 higher than the previous day. The implied volatity was 38.80, the open interest changed by 0 which decreased total open position to 11


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 4.4, which was 0.20 higher than the previous day. The implied volatity was 33.02, the open interest changed by 10 which increased total open position to 10


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 4.2, 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 2 Dec HFCL was trading at 129.52. The strike last trading price was 4.2, 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 29 Nov HFCL was trading at 129.09. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 1


HFCL 30JAN2025 140 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
26 Dec 114.67 26 0.00 0.00 0 1 0
24 Dec 114.32 26 -0.95 55.60 1 0 5
23 Dec 112.60 26.95 1.95 41.96 4 2 3
20 Dec 113.35 25 7.95 - 1 0 0
18 Dec 118.87 17.05 0.00 - 0 0 0
17 Dec 120.98 17.05 0.00 - 0 0 0
16 Dec 125.61 17.05 0.00 - 0 0 0
12 Dec 124.77 17.05 0.00 - 0 0 0
11 Dec 126.49 17.05 0.00 - 0 0 0
10 Dec 126.91 17.05 0.00 - 0 0 0
9 Dec 130.93 17.05 0.00 - 0 0 0
6 Dec 132.26 17.05 0.00 - 0 0 0
5 Dec 129.36 17.05 0.00 - 0 0 0
2 Dec 129.52 17.05 0.00 - 0 0 0
29 Nov 129.09 17.05 - 0 0 0


For Hfcl Limited - strike price 140 expiring on 30JAN2025

Delta for 140 PE is 0.00

Historical price for 140 PE is as follows

On 26 Dec HFCL was trading at 114.67. The strike last trading price was 26, 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 24 Dec HFCL was trading at 114.32. The strike last trading price was 26, which was -0.95 lower than the previous day. The implied volatity was 55.60, the open interest changed by 0 which decreased total open position to 5


On 23 Dec HFCL was trading at 112.60. The strike last trading price was 26.95, which was 1.95 higher than the previous day. The implied volatity was 41.96, the open interest changed by 2 which increased total open position to 3


On 20 Dec HFCL was trading at 113.35. The strike last trading price was 25, which was 7.95 higher 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 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, 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 9 Dec HFCL was trading at 130.93. The strike last trading price was 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0