HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 4900 CE | ||||||||||||||||
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Delta: 0.57
Vega: 3.35
Theta: -4.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 92.7 | 13.2 | 22.50 | 20,773 | -569 | 4,221 | |||||||||
| 14 Sept | 4745.60 | 48.15 | 27.15 | 23.62 | 21,230 | 496 | 1,793 | |||||||||
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| 17 Aug | 4555.10 | 197.25 | 0 | 4.52 | 0 | 0 | 0 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4900 expiring on 30SEP2025
Delta for 4900 CE is 0.57
Historical price for 4900 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 92.7, which was 13.2 higher than the previous day. The implied volatity was 22.50, the open interest changed by -569 which decreased total open position to 4221
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 48.15, which was 27.15 higher than the previous day. The implied volatity was 23.62, the open interest changed by 496 which increased total open position to 1793
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 197.25, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
| HAL 30SEP2025 4900 PE | |||||||
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Delta: -0.43
Vega: 3.35
Theta: -2.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 62.6 | -38.1 | 22.69 | 6,685 | 663 | 2,174 |
| 14 Sept | 4745.60 | 192 | -123.4 | 26.79 | 909 | 129 | 533 |
| 17 Aug | 4555.10 | 380 | -85.6 | 29.81 | 1 | 1 | 167 |
For Hindustan Aeronautics Ltd - strike price 4900 expiring on 30SEP2025
Delta for 4900 PE is -0.43
Historical price for 4900 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 62.6, which was -38.1 lower than the previous day. The implied volatity was 22.69, the open interest changed by 663 which increased total open position to 2174
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 192, which was -123.4 lower than the previous day. The implied volatity was 26.79, the open interest changed by 129 which increased total open position to 533
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 380, which was -85.6 lower than the previous day. The implied volatity was 29.81, the open interest changed by 1 which increased total open position to 167
