HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 730 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.28
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 21.2 | 1.4 | 19.04 | 184 | -20 | 207 | |||||||||
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| 21 Sept | 743.30 | 19.75 | -6.05 | 16.73 | 169 | 5 | 228 | |||||||||
| 18 Sept | 750.15 | 25.95 | -1.6 | 20.02 | 443 | -18 | 222 | |||||||||
| 14 Sept | 758.05 | 34.7 | 11.5 | 20.53 | 610 | -50 | 286 | |||||||||
| 17 Aug | 695.25 | 12 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindalco Industries Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.83
Historical price for 730 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 21.2, which was 1.4 higher than the previous day. The implied volatity was 19.04, the open interest changed by -20 which decreased total open position to 207
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 19.75, which was -6.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by 5 which increased total open position to 228
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 25.95, which was -1.6 lower than the previous day. The implied volatity was 20.02, the open interest changed by -18 which decreased total open position to 222
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 34.7, which was 11.5 higher than the previous day. The implied volatity was 20.53, the open interest changed by -50 which decreased total open position to 286
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 12, 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 730 PE | |||||||
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Delta: -0.20
Vega: 0.31
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 2.7 | -1.7 | 21.38 | 944 | 3 | 634 |
| 21 Sept | 743.30 | 4.3 | 0.55 | 20.85 | 1,609 | -210 | 630 |
| 18 Sept | 750.15 | 3.8 | -0.2 | 22.36 | 2,449 | -67 | 845 |
| 14 Sept | 758.05 | 4.05 | -3.65 | 22.43 | 2,155 | 199 | 894 |
| 17 Aug | 695.25 | 63.25 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.20
Historical price for 730 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 2.7, which was -1.7 lower than the previous day. The implied volatity was 21.38, the open interest changed by 3 which increased total open position to 634
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 4.3, which was 0.55 higher than the previous day. The implied volatity was 20.85, the open interest changed by -210 which decreased total open position to 630
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 3.8, which was -0.2 lower than the previous day. The implied volatity was 22.36, the open interest changed by -67 which decreased total open position to 845
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 4.05, which was -3.65 lower than the previous day. The implied volatity was 22.43, the open interest changed by 199 which increased total open position to 894
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 63.25, 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
