HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 28OCT2025 4900 CE | ||||||||||||||||
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Delta: 0.59
Vega: 6.26
Theta: -2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 182.5 | 17.9 | 23.02 | 612 | -25 | 1,226 | |||||||||
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| 14 Sept | 4745.60 | 115.05 | 47.85 | 23.27 | 286 | 74 | 177 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4900 expiring on 28OCT2025
Delta for 4900 CE is 0.59
Historical price for 4900 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 182.5, which was 17.9 higher than the previous day. The implied volatity was 23.02, the open interest changed by -25 which decreased total open position to 1226
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 115.05, which was 47.85 higher than the previous day. The implied volatity was 23.27, the open interest changed by 74 which increased total open position to 177
| HAL 28OCT2025 4900 PE | |||||||
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Delta: -0.42
Vega: 6.27
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 126.25 | -31.65 | 24.75 | 241 | 49 | 973 |
| 14 Sept | 4745.60 | 234 | -100.55 | 26.95 | 107 | 5 | 190 |
For Hindustan Aeronautics Ltd - strike price 4900 expiring on 28OCT2025
Delta for 4900 PE is -0.42
Historical price for 4900 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 126.25, which was -31.65 lower than the previous day. The implied volatity was 24.75, the open interest changed by 49 which increased total open position to 973
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 234, which was -100.55 lower than the previous day. The implied volatity was 26.95, the open interest changed by 5 which increased total open position to 190
