HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
17 Aug 2025 12:54 AM IST
| HINDALCO 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.99
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 695.25 | 22.75 | -4.9 | 20.49 | 193 | 61 | 256 | |||||||||
For Hindalco Industries Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.55
Historical price for 700 CE is as follows
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 22.75, which was -4.9 lower than the previous day. The implied volatity was 20.49, the open interest changed by 61 which increased total open position to 256
| HINDALCO 30SEP2025 700 PE | |||||||
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Delta: -0.45
Vega: 0.99
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 695.25 | 21.8 | 2.5 | 24.24 | 68 | 20 | 98 |
For Hindalco Industries Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.45
Historical price for 700 PE is as follows
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 21.8, which was 2.5 higher than the previous day. The implied volatity was 24.24, the open interest changed by 20 which increased total open position to 98
