HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 5100 CE | ||||||||||||||||
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Delta: 0.22
Vega: 2.53
Theta: -3.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4916.20 | 26 | 1.8 | 24.64 | 8,546 | 10 | 1,894 | |||||||||
| 14 Sept | 4745.60 | 16.8 | 8.4 | 25.92 | 13,281 | -105 | 1,049 | |||||||||
For Hindustan Aeronautics Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is 0.22
Historical price for 5100 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 26, which was 1.8 higher than the previous day. The implied volatity was 24.64, the open interest changed by 10 which increased total open position to 1894
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 16.8, which was 8.4 higher than the previous day. The implied volatity was 25.92, the open interest changed by -105 which decreased total open position to 1049
| HAL 30SEP2025 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 2.53
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 195.85 | -44.5 | 24.72 | 366 | -15 | 194 |
| 14 Sept | 4745.60 | 367.75 | -132.4 | 35.33 | 124 | 3 | 212 |
For Hindustan Aeronautics Ltd - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is -0.78
Historical price for 5100 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 195.85, which was -44.5 lower than the previous day. The implied volatity was 24.72, the open interest changed by -15 which decreased total open position to 194
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 367.75, which was -132.4 lower than the previous day. The implied volatity was 35.33, the open interest changed by 3 which increased total open position to 212
