HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 77.5 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.05
Theta: -0.09
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.42 | 1.5 | -0.85 | 35.83 | 128 | -122 | 498 | |||||||||
| 14 Sept | 73.02 | 1 | 0.4 | 37.51 | 2,101 | 271 | 598 | |||||||||
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| 17 Aug | 71.09 | 6.6 | 0 | 6.53 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 77.5 expiring on 30SEP2025
Delta for 77.5 CE is 0.44
Historical price for 77.5 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 35.83, the open interest changed by -122 which decreased total open position to 498
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 1, which was 0.4 higher than the previous day. The implied volatity was 37.51, the open interest changed by 271 which increased total open position to 598
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 6.6, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
| HFCL 30SEP2025 77.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
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 | 2.4 | 0.5 | 36.39 | 104 | -98 | 363 |
| 14 Sept | 73.02 | 5.05 | -2.25 | 39.18 | 54 | 13 | 145 |
| 17 Aug | 71.09 | 7.7 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 77.5 expiring on 30SEP2025
Delta for 77.5 PE is -0.56
Historical price for 77.5 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 2.4, which was 0.5 higher than the previous day. The implied volatity was 36.39, the open interest changed by -98 which decreased total open position to 363
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 5.05, which was -2.25 lower than the previous day. The implied volatity was 39.18, the open interest changed by 13 which increased total open position to 145
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 7.7, 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
