HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 5000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 3.23
Theta: -3.96
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 51 | 5.5 | 23.58 | 17,692 | -564 | 5,546 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 4745.60 | 28.6 | 15.25 | 24.78 | 29,517 | -484 | 3,103 | |||||||||
| 17 Aug | 4555.10 | 40.4 | -0.2 | 24.89 | 462 | 38 | 659 | |||||||||
For Hindustan Aeronautics Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.37
Historical price for 5000 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 51, which was 5.5 higher than the previous day. The implied volatity was 23.58, the open interest changed by -564 which decreased total open position to 5546
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 28.6, which was 15.25 higher than the previous day. The implied volatity was 24.78, the open interest changed by -484 which decreased total open position to 3103
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 40.4, which was -0.2 lower than the previous day. The implied volatity was 24.89, the open interest changed by 38 which increased total open position to 659
| HAL 30SEP2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 3.22
Theta: -2.50
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 119 | -48.3 | 23.09 | 1,822 | 267 | 1,316 |
| 14 Sept | 4745.60 | 272 | -134.25 | 28.64 | 329 | -14 | 851 |
| 17 Aug | 4555.10 | 475 | 20 | 33.51 | 2 | 0 | 34 |
For Hindustan Aeronautics Ltd - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.63
Historical price for 5000 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 119, which was -48.3 lower than the previous day. The implied volatity was 23.09, the open interest changed by 267 which increased total open position to 1316
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 272, which was -134.25 lower than the previous day. The implied volatity was 28.64, the open interest changed by -14 which decreased total open position to 851
On 17 Aug HAL was trading at 4555.10. The strike last trading price was 475, which was 20 higher than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 34
