HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 70 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.02
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 6.75 | -1.45 | 35.43 | 15 | -14 | 342 | |||||||||
| 14 Sept | 73.02 | 4.4 | 1.45 | 35.14 | 2,862 | -114 | 605 | |||||||||
| 17 Aug | 71.09 | 5.05 | -0.4 | 39.31 | 4 | 4 | 5 | |||||||||
For Hfcl Limited - strike price 70 expiring on 30SEP2025
Delta for 70 CE is 0.93
Historical price for 70 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 6.75, which was -1.45 lower than the previous day. The implied volatity was 35.43, the open interest changed by -14 which decreased total open position to 342
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 4.4, which was 1.45 higher than the previous day. The implied volatity was 35.14, the open interest changed by -114 which decreased total open position to 605
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 5.05, which was -0.4 lower than the previous day. The implied volatity was 39.31, the open interest changed by 4 which increased total open position to 5
| HFCL 30SEP2025 70 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.02
Theta: -0.04
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 0.25 | 0 | 40.91 | 77 | -76 | 408 |
| 14 Sept | 73.02 | 1.15 | -1.05 | 39.93 | 2,322 | 243 | 951 |
| 17 Aug | 71.09 | 3.3 | 0.3 | 42.12 | 1 | 1 | 4 |
For Hfcl Limited - strike price 70 expiring on 30SEP2025
Delta for 70 PE is -0.10
Historical price for 70 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 40.91, the open interest changed by -76 which decreased total open position to 408
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 39.93, the open interest changed by 243 which increased total open position to 951
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 42.12, the open interest changed by 1 which increased total open position to 4
