HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Sep 2025 04:12 PM IST
| HAL 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.84
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 4916.20 | 5 | -0.15 | 30.82 | 4,116 | -128 | 1,596 | |||||||||
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| 14 Sept | 4745.60 | 4.55 | 1.6 | 30.66 | 4,066 | 780 | 1,045 | |||||||||
For Hindustan Aeronautics Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.05
Historical price for 5400 CE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 5, which was -0.15 lower than the previous day. The implied volatity was 30.82, the open interest changed by -128 which decreased total open position to 1596
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 4.55, which was 1.6 higher than the previous day. The implied volatity was 30.66, the open interest changed by 780 which increased total open position to 1045
| HAL 30SEP2025 5400 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 4916.20 | 466.7 | -61.3 | - | 16 | 2 | 338 |
| 14 Sept | 4745.60 | 649 | -143 | 41.85 | 39 | 1 | 307 |
For Hindustan Aeronautics Ltd - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 21 Sept HAL was trading at 4916.20. The strike last trading price was 466.7, which was -61.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 338
On 14 Sept HAL was trading at 4745.60. The strike last trading price was 649, which was -143 lower than the previous day. The implied volatity was 41.85, the open interest changed by 1 which increased total open position to 307
