HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 1.78
Theta: -3.09
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 4916.20 | 242.65 | 40.85 | 24.57 | 468 | -118 | 1,122 | |||||||||
| 14 Sept | 4745.60 | 130.6 | 69.05 | 22.34 | 44,645 | -417 | 2,420 | |||||||||
| 17 Aug | 4555.10 | 94.3 | -18.2 | 20.84 | 58 | 25 | 30 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4700 expiring on 30SEP2025
Delta for 4700 CE is 0.87
Historical price for 4700 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 242.65, which was 40.85 higher than the previous day. The implied volatity was 24.57, the open interest changed by -118 which decreased total open position to 1122
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 130.6, which was 69.05 higher than the previous day. The implied volatity was 22.34, the open interest changed by -417 which decreased total open position to 2420
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 94.3, which was -18.2 lower than the previous day. The implied volatity was 20.84, the open interest changed by 25 which increased total open position to 30
| HAL 30SEP2025 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 1.68
Theta: -1.64
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 11.8 | -13.6 | 23.58 | 4,844 | -52 | 3,013 |
| 14 Sept | 4745.60 | 75.6 | -80.15 | 25.35 | 12,919 | 1,321 | 1,998 |
| 17 Aug | 4555.10 | 235.3 | -19.65 | 27.90 | 5 | 5 | 43 |
For Hindustan Aeronautics Ltd - strike price 4700 expiring on 30SEP2025
Delta for 4700 PE is -0.12
Historical price for 4700 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 11.8, which was -13.6 lower than the previous day. The implied volatity was 23.58, the open interest changed by -52 which decreased total open position to 3013
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 75.6, which was -80.15 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1321 which increased total open position to 1998
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 235.3, which was -19.65 lower than the previous day. The implied volatity was 27.90, the open interest changed by 5 which increased total open position to 43
