HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4300 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.88
Theta: -3.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 637 | 60.4 | 49.16 | 3 | 0 | 462 | |||||||||
| 14 Sept | 4745.60 | 462.4 | 146.75 | - | 238 | -77 | 503 | |||||||||
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| 17 Aug | 4555.10 | 322.35 | -2.65 | 18.58 | 4 | 1 | 30 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 CE is 0.95
Historical price for 4300 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 637, which was 60.4 higher than the previous day. The implied volatity was 49.16, the open interest changed by 0 which decreased total open position to 462
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 462.4, which was 146.75 higher than the previous day. The implied volatity was -, the open interest changed by -77 which decreased total open position to 503
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 322.35, which was -2.65 lower than the previous day. The implied volatity was 18.58, the open interest changed by 1 which increased total open position to 30
| HAL 30SEP2025 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.39
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 2.3 | -1.1 | 38.49 | 982 | 10 | 1,744 |
| 14 Sept | 4745.60 | 6 | -7.1 | 28.35 | 5,607 | 815 | 3,846 |
| 17 Aug | 4555.10 | 63.55 | -6.35 | 27.61 | 57 | 23 | 80 |
For Hindustan Aeronautics Ltd - strike price 4300 expiring on 30SEP2025
Delta for 4300 PE is -0.02
Historical price for 4300 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 2.3, which was -1.1 lower than the previous day. The implied volatity was 38.49, the open interest changed by 10 which increased total open position to 1744
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 6, which was -7.1 lower than the previous day. The implied volatity was 28.35, the open interest changed by 815 which increased total open position to 3846
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 63.55, which was -6.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by 23 which increased total open position to 80
