HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.04
Theta: -0.08
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 0.75 | -0.6 | 36.92 | 412 | -410 | 1,738 | |||||||||
| 14 Sept | 73.02 | 0.6 | 0.25 | 39.54 | 3,966 | 405 | 1,290 | |||||||||
| 17 Aug | 71.09 | 1.35 | -0.3 | 38.74 | 52 | 22 | 88 | |||||||||
For Hfcl Limited - strike price 80 expiring on 30SEP2025
Delta for 80 CE is 0.26
Historical price for 80 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.75, which was -0.6 lower than the previous day. The implied volatity was 36.92, the open interest changed by -410 which decreased total open position to 1738
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 39.54, the open interest changed by 405 which increased total open position to 1290
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 1.35, which was -0.3 lower than the previous day. The implied volatity was 38.74, the open interest changed by 22 which increased total open position to 88
| HFCL 30SEP2025 80 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.04
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 4.2 | 0.85 | 39.00 | 22 | -22 | 197 |
| 14 Sept | 73.02 | 7.2 | -2.4 | 43.02 | 85 | 1 | 272 |
| 17 Aug | 71.09 | 6.4 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 80 expiring on 30SEP2025
Delta for 80 PE is -0.73
Historical price for 80 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 4.2, which was 0.85 higher than the previous day. The implied volatity was 39.00, the open interest changed by -22 which decreased total open position to 197
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 7.2, which was -2.4 lower than the previous day. The implied volatity was 43.02, the open interest changed by 1 which increased total open position to 272
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 6.4, 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
