HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 75 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.05
Theta: -0.08
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 2.6 | -1.3 | 32.04 | 52 | -51 | 469 | |||||||||
| 14 Sept | 73.02 | 1.7 | 0.65 | 36.11 | 10,850 | 1,019 | 2,269 | |||||||||
| 17 Aug | 71.09 | 2.7 | -0.3 | 38.53 | 53 | 19 | 64 | |||||||||
For Hfcl Limited - strike price 75 expiring on 30SEP2025
Delta for 75 CE is 0.66
Historical price for 75 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 2.6, which was -1.3 lower than the previous day. The implied volatity was 32.04, the open interest changed by -51 which decreased total open position to 469
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 36.11, the open interest changed by 1019 which increased total open position to 2269
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 2.7, which was -0.3 lower than the previous day. The implied volatity was 38.53, the open interest changed by 19 which increased total open position to 64
| HFCL 30SEP2025 75 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.05
Theta: -0.07
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 1.2 | 0.25 | 36.37 | 156 | -155 | 427 |
| 14 Sept | 73.02 | 3.3 | -1.95 | 38.14 | 765 | 110 | 482 |
| 17 Aug | 71.09 | 5.3 | 0 | 0.00 | 0 | 0 | 0 |
For Hfcl Limited - strike price 75 expiring on 30SEP2025
Delta for 75 PE is -0.35
Historical price for 75 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 1.2, which was 0.25 higher than the previous day. The implied volatity was 36.37, the open interest changed by -155 which decreased total open position to 427
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 3.3, which was -1.95 lower than the previous day. The implied volatity was 38.14, the open interest changed by 110 which increased total open position to 482
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
