HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.18
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 30.1 | 2.25 | 20.15 | 66 | -17 | 209 | |||||||||
| 21 Sept | 743.30 | 27.85 | -6.35 | 17.25 | 88 | -8 | 228 | |||||||||
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| 18 Sept | 750.15 | 34.2 | -1.25 | 19.22 | 240 | -3 | 235 | |||||||||
| 14 Sept | 758.05 | 43.3 | 12.5 | 20.85 | 255 | -38 | 305 | |||||||||
| 17 Aug | 695.25 | 14.3 | -3.15 | 20.85 | 49 | 2 | 59 | |||||||||
For Hindalco Industries Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.91
Historical price for 720 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 30.1, which was 2.25 higher than the previous day. The implied volatity was 20.15, the open interest changed by -17 which decreased total open position to 209
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 27.85, which was -6.35 lower than the previous day. The implied volatity was 17.25, the open interest changed by -8 which decreased total open position to 228
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 34.2, which was -1.25 lower than the previous day. The implied volatity was 19.22, the open interest changed by -3 which decreased total open position to 235
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 43.3, which was 12.5 higher than the previous day. The implied volatity was 20.85, the open interest changed by -38 which decreased total open position to 305
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 14.3, which was -3.15 lower than the previous day. The implied volatity was 20.85, the open interest changed by 2 which increased total open position to 59
| HINDALCO 30SEP2025 720 PE | |||||||
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Delta: -0.11
Vega: 0.21
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 1.4 | -1.1 | 22.58 | 702 | -4 | 923 |
| 21 Sept | 743.30 | 2.4 | 0.1 | 21.59 | 1,152 | 45 | 927 |
| 18 Sept | 750.15 | 2.3 | -0.15 | 23.36 | 1,778 | -26 | 881 |
| 14 Sept | 758.05 | 2.75 | -2.4 | 23.48 | 1,669 | 25 | 757 |
| 17 Aug | 695.25 | 29 | 0 | 0.00 | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.11
Historical price for 720 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 1.4, which was -1.1 lower than the previous day. The implied volatity was 22.58, the open interest changed by -4 which decreased total open position to 923
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 2.4, which was 0.1 higher than the previous day. The implied volatity was 21.59, the open interest changed by 45 which increased total open position to 927
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 23.36, the open interest changed by -26 which decreased total open position to 881
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 2.75, which was -2.4 lower than the previous day. The implied volatity was 23.48, the open interest changed by 25 which increased total open position to 757
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 29, 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
