HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.17
Theta: -0.68
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 71.15 | 5.35 | 48.34 | 4 | -1 | 85 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 743.30 | 65.95 | -7.55 | - | 14 | -3 | 86 | |||||||||
| 18 Sept | 750.15 | 73.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 758.05 | 82.05 | 15 | 29.57 | 7 | 0 | 88 | |||||||||
| 17 Aug | 695.25 | 31.05 | -8.3 | 16.33 | 9 | 0 | 32 | |||||||||
For Hindalco Industries Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.92
Historical price for 680 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 71.15, which was 5.35 higher than the previous day. The implied volatity was 48.34, the open interest changed by -1 which decreased total open position to 85
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 65.95, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 86
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 73.5, 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
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 82.05, which was 15 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 88
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 31.05, which was -8.3 lower than the previous day. The implied volatity was 16.33, the open interest changed by 0 which decreased total open position to 32
| HINDALCO 30SEP2025 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.06
Theta: -0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 0.35 | -0.15 | 33.69 | 32 | -4 | 332 |
| 21 Sept | 743.30 | 0.5 | -0.05 | 29.68 | 43 | -4 | 338 |
| 18 Sept | 750.15 | 0.55 | -0.1 | 31.02 | 48 | -16 | 341 |
| 14 Sept | 758.05 | 0.75 | -0.4 | 29.18 | 226 | 0 | 373 |
| 17 Aug | 695.25 | 14.7 | 2.95 | 25.59 | 40 | 7 | 38 |
For Hindalco Industries Ltd - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.02
Historical price for 680 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 33.69, the open interest changed by -4 which decreased total open position to 332
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 29.68, the open interest changed by -4 which decreased total open position to 338
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was 31.02, the open interest changed by -16 which decreased total open position to 341
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 373
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 14.7, which was 2.95 higher than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 38
