HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 94.35 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 21 Sept | 743.30 | 94.35 | -5.4 | - | 2 | -1 | 31 | |||||||||
| 18 Sept | 750.15 | 99.75 | 0 | 0.00 | 0 | -6 | 0 | |||||||||
| 14 Sept | 758.05 | 111.6 | 17.1 | 35.49 | 22 | 12 | 33 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 695.25 | 58.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindalco Industries Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.00
Historical price for 650 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 94.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 94.35, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 31
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 99.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 111.6, which was 17.1 higher than the previous day. The implied volatity was 35.49, the open interest changed by 12 which increased total open position to 33
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 58.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HINDALCO 30SEP2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.04
Theta: -0.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 0.3 | 0.05 | 45.61 | 37 | -5 | 320 |
| 21 Sept | 743.30 | 0.3 | 0 | 38.13 | 11 | -2 | 326 |
| 18 Sept | 750.15 | 0.3 | -0.1 | 38.40 | 9 | 0 | 327 |
| 14 Sept | 758.05 | 0.3 | -0.25 | 33.36 | 51 | -12 | 361 |
| 17 Aug | 695.25 | 5.6 | 0.3 | 24.01 | 85 | -16 | 97 |
For Hindalco Industries Ltd - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.02
Historical price for 650 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 45.61, the open interest changed by -5 which decreased total open position to 320
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 38.13, the open interest changed by -2 which decreased total open position to 326
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 327
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 33.36, the open interest changed by -12 which decreased total open position to 361
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 5.6, which was 0.3 higher than the previous day. The implied volatity was 24.01, the open interest changed by -16 which decreased total open position to 97
