HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 28OCT2025 740 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.88
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 26.45 | 0.9 | 19.47 | 35 | -1 | 173 | |||||||||
| 21 Sept | 743.30 | 25.55 | -4.8 | 19.45 | 83 | 60 | 174 | |||||||||
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| 18 Sept | 750.15 | 30.2 | -1.3 | 19.85 | 85 | 70 | 113 | |||||||||
| 14 Sept | 758.05 | 39.2 | 9.55 | 21.94 | 11 | -3 | 86 | |||||||||
For Hindalco Industries Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 CE is 0.64
Historical price for 740 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 26.45, which was 0.9 higher than the previous day. The implied volatity was 19.47, the open interest changed by -1 which decreased total open position to 173
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 25.55, which was -4.8 lower than the previous day. The implied volatity was 19.45, the open interest changed by 60 which increased total open position to 174
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 30.2, which was -1.3 lower than the previous day. The implied volatity was 19.85, the open interest changed by 70 which increased total open position to 113
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 39.2, which was 9.55 higher than the previous day. The implied volatity was 21.94, the open interest changed by -3 which decreased total open position to 86
| HINDALCO 28OCT2025 740 PE | |||||||
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Delta: -0.37
Vega: 0.89
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 14 | -1.75 | 22.20 | 86 | 38 | 76 |
| 21 Sept | 743.30 | 15.55 | 1.25 | 21.98 | 35 | -1 | 37 |
| 18 Sept | 750.15 | 14 | -0.65 | 22.59 | 48 | 16 | 40 |
| 14 Sept | 758.05 | 18.05 | 0.2 | 0.00 | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 740 expiring on 28OCT2025
Delta for 740 PE is -0.37
Historical price for 740 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 14, which was -1.75 lower than the previous day. The implied volatity was 22.20, the open interest changed by 38 which increased total open position to 76
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 15.55, which was 1.25 higher than the previous day. The implied volatity was 21.98, the open interest changed by -1 which decreased total open position to 37
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 14, which was -0.65 lower than the previous day. The implied volatity was 22.59, the open interest changed by 16 which increased total open position to 40
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 18.05, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
