HFCL
Hfcl Limited
Historical option data for HFCL
12 Dec 2025 04:13 PM IST
| HFCL 30-DEC-2025 60 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.02
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 66.56 | 6.86 | -0.96 | 33.69 | 34 | 8 | 70 | |||||||||
| 11 Dec | 66.84 | 7.82 | 1.03 | 56.50 | 60 | 9 | 63 | |||||||||
| 10 Dec | 66.04 | 6.77 | -1.32 | 46.42 | 18 | 6 | 53 | |||||||||
| 9 Dec | 67.21 | 8.07 | 0.79 | 46.80 | 28 | 2 | 50 | |||||||||
| 8 Dec | 66.49 | 7.21 | -2.73 | 43.23 | 38 | 13 | 39 | |||||||||
| 5 Dec | 69.03 | 10 | -1.15 | 44.25 | 12 | 4 | 26 | |||||||||
| 4 Dec | 70.47 | 11.15 | 1.77 | 47.53 | 16 | -1 | 21 | |||||||||
| 3 Dec | 68.80 | 9.38 | -1.69 | - | 34 | 1 | 21 | |||||||||
| 2 Dec | 70.72 | 11.07 | -0.73 | - | 2 | 1 | 20 | |||||||||
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| 1 Dec | 71.17 | 11.8 | 1 | 38.45 | 29 | 13 | 19 | |||||||||
| 28 Nov | 70.17 | 10.8 | -1.2 | 24.31 | 3 | 0 | 5 | |||||||||
| 27 Nov | 71.44 | 12 | 0.6 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 71.72 | 12 | 0.6 | - | 8 | 0 | 4 | |||||||||
| 25 Nov | 70.71 | 11.4 | -4.7 | 33.35 | 7 | 4 | 4 | |||||||||
| 24 Nov | 71.16 | 16.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Hfcl Limited - strike price 60 expiring on 30DEC2025
Delta for 60 CE is 0.93
Historical price for 60 CE is as follows
On 12 Dec HFCL was trading at 66.56. The strike last trading price was 6.86, which was -0.96 lower than the previous day. The implied volatity was 33.69, the open interest changed by 8 which increased total open position to 70
On 11 Dec HFCL was trading at 66.84. The strike last trading price was 7.82, which was 1.03 higher than the previous day. The implied volatity was 56.50, the open interest changed by 9 which increased total open position to 63
On 10 Dec HFCL was trading at 66.04. The strike last trading price was 6.77, which was -1.32 lower than the previous day. The implied volatity was 46.42, the open interest changed by 6 which increased total open position to 53
On 9 Dec HFCL was trading at 67.21. The strike last trading price was 8.07, which was 0.79 higher than the previous day. The implied volatity was 46.80, the open interest changed by 2 which increased total open position to 50
On 8 Dec HFCL was trading at 66.49. The strike last trading price was 7.21, which was -2.73 lower than the previous day. The implied volatity was 43.23, the open interest changed by 13 which increased total open position to 39
On 5 Dec HFCL was trading at 69.03. The strike last trading price was 10, which was -1.15 lower than the previous day. The implied volatity was 44.25, the open interest changed by 4 which increased total open position to 26
On 4 Dec HFCL was trading at 70.47. The strike last trading price was 11.15, which was 1.77 higher than the previous day. The implied volatity was 47.53, the open interest changed by -1 which decreased total open position to 21
On 3 Dec HFCL was trading at 68.80. The strike last trading price was 9.38, which was -1.69 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 2 Dec HFCL was trading at 70.72. The strike last trading price was 11.07, which was -0.73 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 1 Dec HFCL was trading at 71.17. The strike last trading price was 11.8, which was 1 higher than the previous day. The implied volatity was 38.45, the open interest changed by 13 which increased total open position to 19
On 28 Nov HFCL was trading at 70.17. The strike last trading price was 10.8, which was -1.2 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 5
On 27 Nov HFCL was trading at 71.44. The strike last trading price was 12, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov HFCL was trading at 71.72. The strike last trading price was 12, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Nov HFCL was trading at 70.71. The strike last trading price was 11.4, which was -4.7 lower than the previous day. The implied volatity was 33.35, the open interest changed by 4 which increased total open position to 4
On 24 Nov HFCL was trading at 71.16. The strike last trading price was 16.1, 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
| HFCL 30DEC2025 60 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.03
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 66.56 | 0.38 | -0.09 | 42.27 | 201 | 21 | 328 |
| 11 Dec | 66.84 | 0.5 | -0.29 | 45.90 | 346 | 55 | 306 |
| 10 Dec | 66.04 | 0.83 | 0.32 | 49.84 | 248 | 21 | 251 |
| 9 Dec | 67.21 | 0.5 | -0.22 | 46.04 | 307 | 40 | 229 |
| 8 Dec | 66.49 | 0.78 | 0.43 | 48.83 | 580 | 3 | 189 |
| 5 Dec | 69.03 | 0.36 | 0.15 | 44.92 | 248 | 46 | 186 |
| 4 Dec | 70.47 | 0.2 | -0.06 | 41.10 | 125 | 53 | 140 |
| 3 Dec | 68.80 | 0.26 | 0.1 | 39.09 | 131 | 10 | 87 |
| 2 Dec | 70.72 | 0.16 | -0.04 | - | 0 | -3 | 0 |
| 1 Dec | 71.17 | 0.16 | -0.04 | 39.06 | 18 | -3 | 77 |
| 28 Nov | 70.17 | 0.2 | 0.02 | 37.10 | 5 | 1 | 80 |
| 27 Nov | 71.44 | 0.18 | -0.01 | 38.37 | 3 | 1 | 80 |
| 26 Nov | 71.72 | 0.19 | -0.07 | 39.19 | 28 | 11 | 80 |
| 25 Nov | 70.71 | 0.26 | -0.03 | 38.89 | 72 | 54 | 67 |
| 24 Nov | 71.16 | 0.3 | -2 | 40.17 | 16 | 11 | 11 |
For Hfcl Limited - strike price 60 expiring on 30DEC2025
Delta for 60 PE is -0.12
Historical price for 60 PE is as follows
On 12 Dec HFCL was trading at 66.56. The strike last trading price was 0.38, which was -0.09 lower than the previous day. The implied volatity was 42.27, the open interest changed by 21 which increased total open position to 328
On 11 Dec HFCL was trading at 66.84. The strike last trading price was 0.5, which was -0.29 lower than the previous day. The implied volatity was 45.90, the open interest changed by 55 which increased total open position to 306
On 10 Dec HFCL was trading at 66.04. The strike last trading price was 0.83, which was 0.32 higher than the previous day. The implied volatity was 49.84, the open interest changed by 21 which increased total open position to 251
On 9 Dec HFCL was trading at 67.21. The strike last trading price was 0.5, which was -0.22 lower than the previous day. The implied volatity was 46.04, the open interest changed by 40 which increased total open position to 229
On 8 Dec HFCL was trading at 66.49. The strike last trading price was 0.78, which was 0.43 higher than the previous day. The implied volatity was 48.83, the open interest changed by 3 which increased total open position to 189
On 5 Dec HFCL was trading at 69.03. The strike last trading price was 0.36, which was 0.15 higher than the previous day. The implied volatity was 44.92, the open interest changed by 46 which increased total open position to 186
On 4 Dec HFCL was trading at 70.47. The strike last trading price was 0.2, which was -0.06 lower than the previous day. The implied volatity was 41.10, the open interest changed by 53 which increased total open position to 140
On 3 Dec HFCL was trading at 68.80. The strike last trading price was 0.26, which was 0.1 higher than the previous day. The implied volatity was 39.09, the open interest changed by 10 which increased total open position to 87
On 2 Dec HFCL was trading at 70.72. The strike last trading price was 0.16, which was -0.04 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 1 Dec HFCL was trading at 71.17. The strike last trading price was 0.16, which was -0.04 lower than the previous day. The implied volatity was 39.06, the open interest changed by -3 which decreased total open position to 77
On 28 Nov HFCL was trading at 70.17. The strike last trading price was 0.2, which was 0.02 higher than the previous day. The implied volatity was 37.10, the open interest changed by 1 which increased total open position to 80
On 27 Nov HFCL was trading at 71.44. The strike last trading price was 0.18, which was -0.01 lower than the previous day. The implied volatity was 38.37, the open interest changed by 1 which increased total open position to 80
On 26 Nov HFCL was trading at 71.72. The strike last trading price was 0.19, which was -0.07 lower than the previous day. The implied volatity was 39.19, the open interest changed by 11 which increased total open position to 80
On 25 Nov HFCL was trading at 70.71. The strike last trading price was 0.26, which was -0.03 lower than the previous day. The implied volatity was 38.89, the open interest changed by 54 which increased total open position to 67
On 24 Nov HFCL was trading at 71.16. The strike last trading price was 0.3, which was -2 lower than the previous day. The implied volatity was 40.17, the open interest changed by 11 which increased total open position to 11































































































































































































































