HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
17 Aug 2025 12:57 AM IST
| HAL 30SEP2025 4500 CE | ||||||||||||||||
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Delta: 0.63
Vega: 6.17
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 4555.10 | 197 | 0.95 | 21.84 | 297 | 3 | 466 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 30SEP2025
Delta for 4500 CE is 0.63
Historical price for 4500 CE is as follows
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 197, which was 0.95 higher than the previous day. The implied volatity was 21.84, the open interest changed by 3 which increased total open position to 466
| HAL 30SEP2025 4500 PE | |||||||
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Delta: -0.39
Vega: 6.26
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 4555.10 | 131 | -7.65 | 27.55 | 116 | 25 | 443 |
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 30SEP2025
Delta for 4500 PE is -0.39
Historical price for 4500 PE is as follows
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 131, which was -7.65 lower than the previous day. The implied volatity was 27.55, the open interest changed by 25 which increased total open position to 443
