HFCL
Hfcl Limited
Historical option data for HFCL
28 Sep 2025 10:09 PM IST
| HFCL 28-OCT-2025 90 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.03
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 72.10 | 0.3 | -0.65 | 46.88 | 91 | 37 | 95 | |||||||||
| 21 Sept | 76.42 | 0.6 | -0.4 | 39.19 | 14 | -14 | 73 | |||||||||
| 17 Aug | 71.09 | 4.15 | 0 | 14.32 | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 90 expiring on 28OCT2025
Delta for 90 CE is 0.07
Historical price for 90 CE is as follows
On 28 Sept HFCL was trading at 72.10. The strike last trading price was 0.3, which was -0.65 lower than the previous day. The implied volatity was 46.88, the open interest changed by 37 which increased total open position to 95
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 39.19, the open interest changed by -14 which decreased total open position to 73
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 14.32, the open interest changed by 0 which decreased total open position to 0
| HFCL 28OCT2025 90 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.04
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 72.10 | 17.7 | 5.6 | 58.17 | 77 | 59 | 76 |
| 21 Sept | 76.42 | 12.1 | -5.15 | 0.00 | 19 | 0 | 17 |
| 17 Aug | 71.09 | 17.25 | 0 | - | 0 | 0 | 0 |
For Hfcl Limited - strike price 90 expiring on 28OCT2025
Delta for 90 PE is -0.87
Historical price for 90 PE is as follows
On 28 Sept HFCL was trading at 72.10. The strike last trading price was 17.7, which was 5.6 higher than the previous day. The implied volatity was 58.17, the open interest changed by 59 which increased total open position to 76
On 21 Sept HFCL was trading at 76.42. The strike last trading price was 12.1, which was -5.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 17
On 17 Aug HFCL was trading at 71.09. The strike last trading price was 17.25, 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
