HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
28 Sep 2025 10:08 PM IST
| HAL 28-OCT-2025 4800 CE | ||||||||||||||||
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Delta: 0.49
Vega: 5.59
Theta: -3.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 4736.10 | 146 | -28.05 | 27.96 | 5,787 | 870 | 2,884 | |||||||||
| 21 Sept | 4916.20 | 244.15 | 28.85 | 23.24 | 215 | 18 | 379 | |||||||||
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| 14 Sept | 4745.60 | 160 | -145.4 | 23.52 | 226 | 156 | 146 | |||||||||
| 17 Aug | 4555.10 | 305.4 | 0 | 1.83 | 0 | 0 | 0 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 28OCT2025
Delta for 4800 CE is 0.49
Historical price for 4800 CE is as follows
On 28 Sept HAL was trading at 4736.10. The strike last trading price was 146, which was -28.05 lower than the previous day. The implied volatity was 27.96, the open interest changed by 870 which increased total open position to 2884
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 244.15, which was 28.85 higher than the previous day. The implied volatity was 23.24, the open interest changed by 18 which increased total open position to 379
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 160, which was -145.4 lower than the previous day. The implied volatity was 23.52, the open interest changed by 156 which increased total open position to 146
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 305.4, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
| HAL 28OCT2025 4800 PE | |||||||
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Delta: -0.51
Vega: 5.59
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 4736.10 | 176.7 | 20.7 | 29.40 | 1,488 | 438 | 2,078 |
| 21 Sept | 4916.20 | 88.2 | -22.8 | 25.00 | 200 | 66 | 506 |
| 14 Sept | 4745.60 | 179.35 | -85.65 | 27.02 | 105 | 63 | 78 |
| 17 Aug | 4555.10 | 0 | 0 | - | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 28OCT2025
Delta for 4800 PE is -0.51
Historical price for 4800 PE is as follows
On 28 Sept HAL was trading at 4736.10. The strike last trading price was 176.7, which was 20.7 higher than the previous day. The implied volatity was 29.40, the open interest changed by 438 which increased total open position to 2078
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 88.2, which was -22.8 lower than the previous day. The implied volatity was 25.00, the open interest changed by 66 which increased total open position to 506
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 179.35, which was -85.65 lower than the previous day. The implied volatity was 27.02, the open interest changed by 63 which increased total open position to 78
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
