HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4800 CE | ||||||||||||||||
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Delta: 0.76
Vega: 2.65
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 157.05 | 25.85 | 22.41 | 4,741 | -242 | 2,037 | |||||||||
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| 14 Sept | 4745.60 | 82.5 | 46.4 | 23.20 | 41,169 | 230 | 2,930 | |||||||||
| 17 Aug | 4555.10 | 78.4 | -0.95 | 23.63 | 263 | 31 | 235 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 30SEP2025
Delta for 4800 CE is 0.76
Historical price for 4800 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 157.05, which was 25.85 higher than the previous day. The implied volatity was 22.41, the open interest changed by -242 which decreased total open position to 2037
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 82.5, which was 46.4 higher than the previous day. The implied volatity was 23.20, the open interest changed by 230 which increased total open position to 2930
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 78.4, which was -0.95 lower than the previous day. The implied volatity was 23.63, the open interest changed by 31 which increased total open position to 235
| HAL 30SEP2025 4800 PE | |||||||
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Delta: -0.24
Vega: 2.67
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 28.5 | -24.55 | 22.84 | 6,293 | 198 | 2,957 |
| 14 Sept | 4745.60 | 125 | -104.7 | 26.38 | 3,535 | 18 | 933 |
| 17 Aug | 4555.10 | 308 | -22 | 29.43 | 3 | 3 | 19 |
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 30SEP2025
Delta for 4800 PE is -0.24
Historical price for 4800 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 28.5, which was -24.55 lower than the previous day. The implied volatity was 22.84, the open interest changed by 198 which increased total open position to 2957
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 125, which was -104.7 lower than the previous day. The implied volatity was 26.38, the open interest changed by 18 which increased total open position to 933
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 308, which was -22 lower than the previous day. The implied volatity was 29.43, the open interest changed by 3 which increased total open position to 19
