HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4600 CE | ||||||||||||||||
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Delta: 0.93
Vega: 1.12
Theta: -2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4916.20 | 335.9 | 47.6 | 27.17 | 156 | -47 | 1,504 | |||||||||
| 14 Sept | 4745.60 | 198.5 | 96.25 | 22.34 | 24,821 | -2,117 | 2,266 | |||||||||
| 17 Aug | 4555.10 | 147 | -1.1 | 22.40 | 155 | 22 | 274 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4600 expiring on 30SEP2025
Delta for 4600 CE is 0.93
Historical price for 4600 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 335.9, which was 47.6 higher than the previous day. The implied volatity was 27.17, the open interest changed by -47 which decreased total open position to 1504
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 198.5, which was 96.25 higher than the previous day. The implied volatity was 22.34, the open interest changed by -2117 which decreased total open position to 2266
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 147, which was -1.1 lower than the previous day. The implied volatity was 22.40, the open interest changed by 22 which increased total open position to 274
| HAL 30SEP2025 4600 PE | |||||||
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Delta: -0.05
Vega: 0.89
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 4.5 | -5.7 | 24.63 | 3,623 | -266 | 4,300 |
| 14 Sept | 4745.60 | 41.45 | -55.8 | 25.26 | 13,159 | 872 | 2,159 |
| 17 Aug | 4555.10 | 182.75 | -5.45 | 28.33 | 33 | 4 | 96 |
For Hindustan Aeronautics Ltd - strike price 4600 expiring on 30SEP2025
Delta for 4600 PE is -0.05
Historical price for 4600 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 4.5, which was -5.7 lower than the previous day. The implied volatity was 24.63, the open interest changed by -266 which decreased total open position to 4300
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 41.45, which was -55.8 lower than the previous day. The implied volatity was 25.26, the open interest changed by 872 which increased total open position to 2159
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 182.75, which was -5.45 lower than the previous day. The implied volatity was 28.33, the open interest changed by 4 which increased total open position to 96
