HFCL
Hfcl Limited
Historical option data for HFCL
21 Sep 2025 04:14 PM IST
| HFCL 30SEP2025 90 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.01
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 76.42 | 0.1 | -0.1 | 50.63 | 30 | -30 | 234 | |||||||||
| 14 Sept | 73.02 | 0.1 | 0 | 48.22 | 96 | 30 | 183 | |||||||||
For Hfcl Limited - strike price 90 expiring on 30SEP2025
Delta for 90 CE is 0.04
Historical price for 90 CE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 50.63, the open interest changed by -30 which decreased total open position to 234
On 14 Sept HFCL was trading at 73.02. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 48.22, the open interest changed by 30 which increased total open position to 183
| HFCL 30SEP2025 90 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 | 12.25 | 0.1 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 73.02 | 16.2 | -2.8 | - | 10 | -10 | 231 |
For Hfcl Limited - strike price 90 expiring on 30SEP2025
Delta for 90 PE is 0.00
Historical price for 90 PE is as follows
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 12.25, which was 0.1 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 16.2, which was -2.8 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 231
