HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.09
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 745.70 | 39.5 | 2.85 | 20.60 | 47 | 2 | 262 | |||||||||
| 21 Sept | 743.30 | 36.65 | -6.8 | 10.71 | 29 | -4 | 261 | |||||||||
| 18 Sept | 750.15 | 43.35 | -1.2 | 18.34 | 53 | -10 | 266 | |||||||||
| 14 Sept | 758.05 | 52.95 | 13.95 | 23.43 | 105 | -11 | 296 | |||||||||
| 17 Aug | 695.25 | 17.25 | -5.1 | 20.37 | 7 | 3 | 15 | |||||||||
For Hindalco Industries Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.96
Historical price for 710 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 39.5, which was 2.85 higher than the previous day. The implied volatity was 20.60, the open interest changed by 2 which increased total open position to 262
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 36.65, which was -6.8 lower than the previous day. The implied volatity was 10.71, the open interest changed by -4 which decreased total open position to 261
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 43.35, which was -1.2 lower than the previous day. The implied volatity was 18.34, the open interest changed by -10 which decreased total open position to 266
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 52.95, which was 13.95 higher than the previous day. The implied volatity was 23.43, the open interest changed by -11 which decreased total open position to 296
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 17.25, which was -5.1 lower than the previous day. The implied volatity was 20.37, the open interest changed by 3 which increased total open position to 15
| HINDALCO 30SEP2025 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.16
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 0.95 | -0.55 | 25.48 | 361 | -19 | 319 |
| 21 Sept | 743.30 | 1.5 | 0 | 23.33 | 338 | -42 | 339 |
| 18 Sept | 750.15 | 1.5 | -0.2 | 24.99 | 538 | 43 | 380 |
| 14 Sept | 758.05 | 1.95 | -1.5 | 24.86 | 1,040 | -1 | 399 |
| 17 Aug | 695.25 | 50.5 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.07
Historical price for 710 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 25.48, the open interest changed by -19 which decreased total open position to 319
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 23.33, the open interest changed by -42 which decreased total open position to 339
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 24.99, the open interest changed by 43 which increased total open position to 380
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 1.95, which was -1.5 lower than the previous day. The implied volatity was 24.86, the open interest changed by -1 which decreased total open position to 399
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 50.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
