HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
HFCL 30SEP2025 67.5 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
||||||||||||||||
21 Sept | 76.42 | 10.45 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
14 Sept | 73.02 | 6.5 | 2.05 | 38.72 | 364 | -34 | 249 |
For Hfcl Limited - strike price 67.5 expiring on 30SEP2025
Delta for 67.5 CE is 0.00
Historical price for 67.5 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 10.45, which was -0.05 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 14 Sept HFCL was trading at 73.02. The strike last trading price was 6.5, which was 2.05 higher than the previous day. The implied volatity was 38.72, the open interest changed by -34 which decreased total open position to 249
HFCL 30SEP2025 67.5 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.04
Vega: 0.01
Theta: -0.02
Gamma: 0.02
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 76.42 | 0.1 | -0.05 | 43.29 | 8 | -8 | 198 |
14 Sept | 73.02 | 0.65 | -0.65 | 42.32 | 654 | 42 | 327 |
For Hfcl Limited - strike price 67.5 expiring on 30SEP2025
Delta for 67.5 PE is -0.04
Historical price for 67.5 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 43.29, the open interest changed by -8 which decreased total open position to 198
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 42.32, the open interest changed by 42 which increased total open position to 327