HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4400 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.60
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 532 | 50.65 | 35.70 | 52 | -12 | 738 | |||||||||
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| 14 Sept | 4745.60 | 366 | 136.3 | 14.78 | 1,409 | -648 | 1,037 | |||||||||
| 17 Aug | 4555.10 | 258.3 | 3.1 | 21.28 | 44 | 1 | 78 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 CE is 0.97
Historical price for 4400 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 532, which was 50.65 higher than the previous day. The implied volatity was 35.70, the open interest changed by -12 which decreased total open position to 738
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 366, which was 136.3 higher than the previous day. The implied volatity was 14.78, the open interest changed by -648 which decreased total open position to 1037
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 258.3, which was 3.1 higher than the previous day. The implied volatity was 21.28, the open interest changed by 1 which increased total open position to 78
| HAL 30SEP2025 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.48
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 2.6 | -1.7 | 33.54 | 1,422 | -120 | 2,075 |
| 14 Sept | 4745.60 | 11.85 | -15.95 | 27.23 | 8,016 | -11 | 2,805 |
| 17 Aug | 4555.10 | 95.7 | -3.75 | 28.03 | 93 | 20 | 351 |
For Hindustan Aeronautics Ltd - strike price 4400 expiring on 30SEP2025
Delta for 4400 PE is -0.02
Historical price for 4400 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 2.6, which was -1.7 lower than the previous day. The implied volatity was 33.54, the open interest changed by -120 which decreased total open position to 2075
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 11.85, which was -15.95 lower than the previous day. The implied volatity was 27.23, the open interest changed by -11 which decreased total open position to 2805
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 95.7, which was -3.75 lower than the previous day. The implied volatity was 28.03, the open interest changed by 20 which increased total open position to 351
