HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4500 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.65
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 432 | 49.1 | 29.29 | 126 | -26 | 1,431 | |||||||||
| 14 Sept | 4745.60 | 276 | 117.45 | 20.31 | 6,377 | -1,168 | 2,779 | |||||||||
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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 0.97
Historical price for 4500 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 432, which was 49.1 higher than the previous day. The implied volatity was 29.29, the open interest changed by -26 which decreased total open position to 1431
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 276, which was 117.45 higher than the previous day. The implied volatity was 20.31, the open interest changed by -1168 which decreased total open position to 2779
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: -0.03
Vega: 0.58
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 2.85 | -3.45 | 28.30 | 2,785 | -293 | 3,664 |
| 14 Sept | 4745.60 | 22.05 | -31.85 | 25.95 | 11,998 | 197 | 3,396 |
| 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 -0.03
Historical price for 4500 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 2.85, which was -3.45 lower than the previous day. The implied volatity was 28.30, the open interest changed by -293 which decreased total open position to 3664
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 22.05, which was -31.85 lower than the previous day. The implied volatity was 25.95, the open interest changed by 197 which increased total open position to 3396
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
