HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 5200 CE | ||||||||||||||||
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Delta: 0.13
Vega: 1.76
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 4916.20 | 13.7 | 0.3 | 26.25 | 6,609 | -359 | 1,744 | |||||||||
| 14 Sept | 4745.60 | 10.25 | 4.85 | 27.30 | 9,077 | 740 | 1,486 | |||||||||
For Hindustan Aeronautics Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.13
Historical price for 5200 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 13.7, which was 0.3 higher than the previous day. The implied volatity was 26.25, the open interest changed by -359 which decreased total open position to 1744
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 10.25, which was 4.85 higher than the previous day. The implied volatity was 27.30, the open interest changed by 740 which increased total open position to 1486
| HAL 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 1.70
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 281.95 | -51.8 | 25.62 | 39 | 1 | 316 |
| 14 Sept | 4745.60 | 454 | -141.7 | 34.16 | 70 | -12 | 326 |
For Hindustan Aeronautics Ltd - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.88
Historical price for 5200 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 281.95, which was -51.8 lower than the previous day. The implied volatity was 25.62, the open interest changed by 1 which increased total open position to 316
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 454, which was -141.7 lower than the previous day. The implied volatity was 34.16, the open interest changed by -12 which decreased total open position to 326
