HFCL
Hfcl Limited
Historical option data for HFCL
28 Sep 2025 10:09 PM IST
| HFCL 28OCT2025 75 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.08
Theta: -0.06
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 72.10 | 2.55 | -2.95 | 40.43 | 886 | 280 | 487 | |||||||||
| 21 Sept | 76.42 | 5.85 | -0.15 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 73.02 | 3.4 | 1 | 36.80 | 154 | 35 | 152 | |||||||||
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| 17 Aug | 71.09 | 9.3 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 75 expiring on 28OCT2025
Delta for 75 CE is 0.43
Historical price for 75 CE is as follows
On 28 Sept HFCL was trading at 72.10. The strike last trading price was 2.55, which was -2.95 lower than the previous day. The implied volatity was 40.43, the open interest changed by 280 which increased total open position to 487
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 5.85, which was -0.15 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 3.4, which was 1 higher than the previous day. The implied volatity was 36.80, the open interest changed by 35 which increased total open position to 152
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 9.3, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
| HFCL 28OCT2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.08
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 72.10 | 5.05 | 2.8 | 45.24 | 447 | 143 | 235 |
| 21 Sept | 76.42 | 3 | 0.45 | 40.96 | 1 | -1 | 113 |
| 14 Sept | 73.02 | 4.8 | -1.5 | 41.76 | 11 | 10 | 9 |
| 17 Aug | 71.09 | 7.65 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 75 expiring on 28OCT2025
Delta for 75 PE is -0.56
Historical price for 75 PE is as follows
On 28 Sept HFCL was trading at 72.10. The strike last trading price was 5.05, which was 2.8 higher than the previous day. The implied volatity was 45.24, the open interest changed by 143 which increased total open position to 235
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 3, which was 0.45 higher than the previous day. The implied volatity was 40.96, the open interest changed by -1 which decreased total open position to 113
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 4.8, which was -1.5 lower than the previous day. The implied volatity was 41.76, the open interest changed by 10 which increased total open position to 9
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
