HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 670 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 83.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 743.30 | 83.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 750.15 | 83.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 758.05 | 91.6 | 15.65 | 29.07 | 3 | 1 | 35 | |||||||||
| 17 Aug | 695.25 | 37.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindalco Industries Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.00
Historical price for 670 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 83.2, 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
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 83.2, 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
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 83.2, 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
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 91.6, which was 15.65 higher than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 35
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 37.5, 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 670 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 0.3 | -0.1 | 37.10 | 42 | -36 | 205 |
| 21 Sept | 743.30 | 0.4 | -0.05 | 32.31 | 41 | -16 | 242 |
| 18 Sept | 750.15 | 0.45 | -0.05 | 33.56 | 15 | 5 | 257 |
| 14 Sept | 758.05 | 0.6 | -0.2 | 31.04 | 121 | -44 | 267 |
| 17 Aug | 695.25 | 10.7 | 1.45 | 24.35 | 11 | 3 | 27 |
For Hindalco Industries Ltd - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.02
Historical price for 670 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 37.10, the open interest changed by -36 which decreased total open position to 205
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 32.31, the open interest changed by -16 which decreased total open position to 242
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 5 which increased total open position to 257
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 31.04, the open interest changed by -44 which decreased total open position to 267
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 10.7, which was 1.45 higher than the previous day. The implied volatity was 24.35, the open interest changed by 3 which increased total open position to 27
