HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.70
Theta: -2.78
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 734.65 | 31.05 | 53.17 | 2 | -1 | 282 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4745.60 | 555 | 143.2 | - | 35 | 1 | 289 | |||||||||
| 17 Aug | 4555.10 | 843.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.96
Historical price for 4200 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 734.65, which was 31.05 higher than the previous day. The implied volatity was 53.17, the open interest changed by -1 which decreased total open position to 282
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 555, which was 143.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 289
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 843.5, 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
| HAL 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.31
Theta: -0.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 1.9 | -0.7 | 42.92 | 544 | 54 | 1,069 |
| 14 Sept | 4745.60 | 4.2 | -2.7 | 31.35 | 3,495 | -433 | 2,297 |
| 17 Aug | 4555.10 | 44.55 | -4.45 | 28.41 | 252 | 15 | 306 |
For Hindustan Aeronautics Ltd - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -0.01
Historical price for 4200 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 1.9, which was -0.7 lower than the previous day. The implied volatity was 42.92, the open interest changed by 54 which increased total open position to 1069
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 4.2, which was -2.7 lower than the previous day. The implied volatity was 31.35, the open interest changed by -433 which decreased total open position to 2297
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 44.55, which was -4.45 lower than the previous day. The implied volatity was 28.41, the open interest changed by 15 which increased total open position to 306
