HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 82.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.03
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 0.4 | -0.3 | 39.80 | 85 | -84 | 360 | |||||||||
| 14 Sept | 73.02 | 0.35 | 0.15 | 41.16 | 754 | 137 | 241 | |||||||||
| 17 Aug | 71.09 | 4.7 | 0 | 12.05 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 82.5 expiring on 30SEP2025
Delta for 82.5 CE is 0.15
Historical price for 82.5 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 39.80, the open interest changed by -84 which decreased total open position to 360
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 0.35, which was 0.15 higher than the previous day. The implied volatity was 41.16, the open interest changed by 137 which increased total open position to 241
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 0
| HFCL 30SEP2025 82.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 76.42 | 5.3 | 0.05 | 0.00 | 0 | 0 | 13 |
| 14 Sept | 73.02 | 9.75 | -2.2 | 53.60 | 6 | -6 | 28 |
| 17 Aug | 71.09 | 10.8 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 82.5 expiring on 30SEP2025
Delta for 82.5 PE is 0.00
Historical price for 82.5 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 5.3, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 13
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 9.75, which was -2.2 lower than the previous day. The implied volatity was 53.60, the open interest changed by -6 which decreased total open position to 28
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 10.8, 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
