HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 72.5 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.03
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.42 | 4.45 | -1.45 | 32.36 | 8 | -7 | 348 | |||||||||
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| 14 Sept | 73.02 | 2.8 | 1 | 35.06 | 6,329 | 114 | 909 | |||||||||
| 17 Aug | 71.09 | 8.95 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 72.5 expiring on 30SEP2025
Delta for 72.5 CE is 0.84
Historical price for 72.5 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 4.45, which was -1.45 lower than the previous day. The implied volatity was 32.36, the open interest changed by -7 which decreased total open position to 348
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 2.8, which was 1 higher than the previous day. The implied volatity was 35.06, the open interest changed by 114 which increased total open position to 909
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
| HFCL 30SEP2025 72.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.04
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 0.7 | 0.2 | 42.04 | 56 | -55 | 396 |
| 14 Sept | 73.02 | 1.95 | -1.6 | 37.68 | 2,007 | 251 | 530 |
| 17 Aug | 71.09 | 4.2 | -0.95 | 38.80 | 2 | 1 | 0 |
For Hfcl Limited - strike price 72.5 expiring on 30SEP2025
Delta for 72.5 PE is -0.21
Historical price for 72.5 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.7, which was 0.2 higher than the previous day. The implied volatity was 42.04, the open interest changed by -55 which decreased total open position to 396
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 1.95, which was -1.6 lower than the previous day. The implied volatity was 37.68, the open interest changed by 251 which increased total open position to 530
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 4.2, which was -0.95 lower than the previous day. The implied volatity was 38.80, the open interest changed by 1 which increased total open position to 0
