HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2024 09:04 AM IST
HFCL 26DEC2024 145 CE | ||||||||||
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Delta: 0.09
Vega: 0.04
Theta: -0.07
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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