HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 28OCT2025 80 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.10
Theta: -0.05
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 2.6 | -0.75 | 37.68 | 20 | -20 | 891 | |||||||||
| 14 Sept | 73.02 | 1.85 | 0.6 | 38.37 | 120 | 25 | 117 | |||||||||
| 17 Aug | 71.09 | 7.2 | 0 | 6.76 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 80 expiring on 28OCT2025
Delta for 80 CE is 0.41
Historical price for 80 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 37.68, the open interest changed by -20 which decreased total open position to 891
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 1.85, which was 0.6 higher than the previous day. The implied volatity was 38.37, the open interest changed by 25 which increased total open position to 117
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
| HFCL 28OCT2025 80 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.09
Theta: -0.02
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 4.5 | -0.4 | 28.95 | 1 | -1 | 101 |
| 14 Sept | 73.02 | 7.7 | -2.75 | 38.65 | 8 | 8 | 7 |
| 17 Aug | 71.09 | 10.45 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 80 expiring on 28OCT2025
Delta for 80 PE is -0.63
Historical price for 80 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 4.5, which was -0.4 lower than the previous day. The implied volatity was 28.95, the open interest changed by -1 which decreased total open position to 101
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 7.7, which was -2.75 lower than the previous day. The implied volatity was 38.65, the open interest changed by 8 which increased total open position to 7
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 10.45, 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
