HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 85 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.02
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 76.42 | 0.2 | -0.2 | 41.83 | 90 | -90 | 472 | |||||||||
| 14 Sept | 73.02 | 0.25 | 0.1 | 44.72 | 708 | 226 | 454 | |||||||||
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| 17 Aug | 71.09 | 0.9 | -0.5 | 43.52 | 2 | 0 | 4 | |||||||||
For Hfcl Limited - strike price 85 expiring on 30SEP2025
Delta for 85 CE is 0.08
Historical price for 85 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 41.83, the open interest changed by -90 which decreased total open position to 472
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 44.72, the open interest changed by 226 which increased total open position to 454
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 43.52, the open interest changed by 0 which decreased total open position to 4
| HFCL 30SEP2025 85 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 | 7.35 | 0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 73.02 | 11.8 | -1.45 | 49.54 | 26 | -12 | 169 |
| 17 Aug | 71.09 | 13.9 | 2.15 | 46.53 | 1 | 1 | 1 |
For Hfcl Limited - strike price 85 expiring on 30SEP2025
Delta for 85 PE is 0.00
Historical price for 85 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 7.35, 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 0
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 11.8, which was -1.45 lower than the previous day. The implied volatity was 49.54, the open interest changed by -12 which decreased total open position to 169
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 13.9, which was 2.15 higher than the previous day. The implied volatity was 46.53, the open interest changed by 1 which increased total open position to 1
