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

126.51 0.02 (0.02%)

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Historical option data for HFCL

12 Dec 2024 09:04 AM IST
HFCL 26DEC2024 145 CE
Delta: 0.09
Vega: 0.04
Theta: -0.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 0.5 0.00 47.85 140 11 522
11 Dec 126.49 0.5 0.00 47.85 140 13 522
10 Dec 126.91 0.5 -0.45 44.25 269 23 509
9 Dec 130.93 0.95 -0.40 43.72 321 120 485
6 Dec 132.26 1.35 0.60 41.51 763 25 365
5 Dec 129.36 0.75 -0.05 38.98 187 34 345
4 Dec 129.12 0.8 -0.25 38.65 214 127 315
3 Dec 130.18 1.05 -0.05 39.29 294 110 190
2 Dec 129.52 1.1 -0.15 40.20 176 29 84
29 Nov 129.09 1.25 39.70 152 48 48


For Hfcl Limited - strike price 145 expiring on 26DEC2024

Delta for 145 CE is 0.09

Historical price for 145 CE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 47.85, the open interest changed by 11 which increased total open position to 522


On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 47.85, the open interest changed by 13 which increased total open position to 522


On 10 Dec HFCL was trading at 126.91. The strike last trading price was 0.5, which was -0.45 lower than the previous day. The implied volatity was 44.25, the open interest changed by 23 which increased total open position to 509


On 9 Dec HFCL was trading at 130.93. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 43.72, the open interest changed by 120 which increased total open position to 485


On 6 Dec HFCL was trading at 132.26. The strike last trading price was 1.35, which was 0.60 higher than the previous day. The implied volatity was 41.51, the open interest changed by 25 which increased total open position to 365


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 38.98, the open interest changed by 34 which increased total open position to 345


On 4 Dec HFCL was trading at 129.12. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 38.65, the open interest changed by 127 which increased total open position to 315


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 39.29, the open interest changed by 110 which increased total open position to 190


On 2 Dec HFCL was trading at 129.52. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 40.20, the open interest changed by 29 which increased total open position to 84


On 29 Nov HFCL was trading at 129.09. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 39.70, the open interest changed by 48 which increased total open position to 48


HFCL 26DEC2024 145 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 126.49 14.35 0.00 0.00 0 0 0
11 Dec 126.49 14.35 0.00 0.00 0 0 0
10 Dec 126.91 14.35 0.00 0.00 0 0 0
9 Dec 130.93 14.35 0.00 0.00 0 3 0
6 Dec 132.26 14.35 -0.50 51.63 4 0 2
5 Dec 129.36 14.85 0.00 0.00 0 0 0
4 Dec 129.12 14.85 -0.05 - 1 0 2
3 Dec 130.18 14.9 0.00 0.00 0 0 0
2 Dec 129.52 14.9 0.00 0.00 0 2 0
29 Nov 129.09 14.9 26.69 2 1 1


For Hfcl Limited - strike price 145 expiring on 26DEC2024

Delta for 145 PE is 0.00

Historical price for 145 PE is as follows

On 12 Dec HFCL was trading at 126.49. The strike last trading price was 14.35, 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 14.35, 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 10 Dec HFCL was trading at 126.91. The strike last trading price was 14.35, 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 9 Dec HFCL was trading at 130.93. The strike last trading price was 14.35, 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 6 Dec HFCL was trading at 132.26. The strike last trading price was 14.35, which was -0.50 lower than the previous day. The implied volatity was 51.63, the open interest changed by 0 which decreased total open position to 2


On 5 Dec HFCL was trading at 129.36. The strike last trading price was 14.85, 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 14.85, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Dec HFCL was trading at 130.18. The strike last trading price was 14.9, 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 14.9, 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 29 Nov HFCL was trading at 129.09. The strike last trading price was 14.9, which was lower than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 1