HFCL
Hfcl Limited
Historical option data for HFCL
11 Dec 2024 04:13 PM IST
| HFCL 26DEC2024 150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.03
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 126.49 | 0.35 | -0.05 | 52.25 | 350 | 134 | 885 | |||
| 10 Dec | 126.91 | 0.4 | -0.20 | 50.14 | 446 | 251 | 750 | |||
| 9 Dec | 130.93 | 0.6 | -0.20 | 46.80 | 581 | 122 | 497 | |||
| 6 Dec | 132.26 | 0.8 | 0.35 | 43.24 | 1,703 | 162 | 375 | |||
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| 5 Dec | 129.36 | 0.45 | 0.05 | 41.34 | 290 | 18 | 212 | |||
| 4 Dec | 129.12 | 0.4 | -0.20 | 39.18 | 184 | 85 | 194 | |||
| 3 Dec | 130.18 | 0.6 | 0.00 | 40.62 | 112 | 25 | 113 | |||
| 2 Dec | 129.52 | 0.6 | -0.10 | 40.73 | 96 | 15 | 88 | |||
| 29 Nov | 129.09 | 0.7 | 40.08 | 159 | 72 | 72 | ||||
For Hfcl Limited - strike price 150 expiring on 26DEC2024
Delta for 150 CE is 0.06
Historical price for 150 CE is as follows
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 52.25, the open interest changed by 134 which increased total open position to 885
On 10 Dec HFCL was trading at 126.91. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 50.14, the open interest changed by 251 which increased total open position to 750
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 46.80, the open interest changed by 122 which increased total open position to 497
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was 43.24, the open interest changed by 162 which increased total open position to 375
On 5 Dec HFCL was trading at 129.36. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 41.34, the open interest changed by 18 which increased total open position to 212
On 4 Dec HFCL was trading at 129.12. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 39.18, the open interest changed by 85 which increased total open position to 194
On 3 Dec HFCL was trading at 130.18. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.62, the open interest changed by 25 which increased total open position to 113
On 2 Dec HFCL was trading at 129.52. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 40.73, the open interest changed by 15 which increased total open position to 88
On 29 Nov HFCL was trading at 129.09. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 40.08, the open interest changed by 72 which increased total open position to 72
| HFCL 26DEC2024 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Dec | 126.49 | 19.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 126.91 | 19.1 | 0.00 | 0.00 | 0 | 6 | 0 |
| 9 Dec | 130.93 | 19.1 | 0.50 | 40.22 | 11 | 6 | 8 |
| 6 Dec | 132.26 | 18.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 129.36 | 18.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 129.12 | 18.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 130.18 | 18.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 129.52 | 18.6 | 0.00 | 0.00 | 0 | 2 | 0 |
| 29 Nov | 129.09 | 18.6 | - | 2 | 1 | 1 | |
For Hfcl Limited - strike price 150 expiring on 26DEC2024
Delta for 150 PE is 0.00
Historical price for 150 PE is as follows
On 11 Dec HFCL was trading at 126.49. The strike last trading price was 19.1, 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 19.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 9 Dec HFCL was trading at 130.93. The strike last trading price was 19.1, which was 0.50 higher than the previous day. The implied volatity was 40.22, the open interest changed by 6 which increased total open position to 8
On 6 Dec HFCL was trading at 132.26. The strike last trading price was 18.6, 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 5 Dec HFCL was trading at 129.36. The strike last trading price was 18.6, 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 18.6, 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 18.6, 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 18.6, 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 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
