HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.40
Theta: -0.63
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 14 | 1 | 19.64 | 1,143 | -107 | 435 | |||||||||
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| 21 Sept | 743.30 | 12.95 | -5.2 | 17.92 | 1,642 | 92 | 545 | |||||||||
| 18 Sept | 750.15 | 18 | -1.9 | 19.80 | 1,903 | 63 | 448 | |||||||||
| 14 Sept | 758.05 | 27 | 10 | 20.55 | 1,894 | -127 | 428 | |||||||||
| 17 Aug | 695.25 | 8.8 | -2 | 21.52 | 45 | 11 | 74 | |||||||||
For Hindalco Industries Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.67
Historical price for 740 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 19.64, the open interest changed by -107 which decreased total open position to 435
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 12.95, which was -5.2 lower than the previous day. The implied volatity was 17.92, the open interest changed by 92 which increased total open position to 545
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 18, which was -1.9 lower than the previous day. The implied volatity was 19.80, the open interest changed by 63 which increased total open position to 448
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 27, which was 10 higher than the previous day. The implied volatity was 20.55, the open interest changed by -127 which decreased total open position to 428
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 8.8, which was -2 lower than the previous day. The implied volatity was 21.52, the open interest changed by 11 which increased total open position to 74
| HINDALCO 30SEP2025 740 PE | |||||||
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Delta: -0.34
Vega: 0.40
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 5.25 | -2.3 | 20.80 | 2,000 | -76 | 498 |
| 21 Sept | 743.30 | 7.3 | 1.15 | 20.10 | 2,074 | -34 | 582 |
| 18 Sept | 750.15 | 6.15 | -0.25 | 21.42 | 3,014 | 81 | 612 |
| 14 Sept | 758.05 | 6 | -5.3 | 21.54 | 2,812 | 47 | 635 |
| 17 Aug | 695.25 | 74.65 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.34
Historical price for 740 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 5.25, which was -2.3 lower than the previous day. The implied volatity was 20.80, the open interest changed by -76 which decreased total open position to 498
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 7.3, which was 1.15 higher than the previous day. The implied volatity was 20.10, the open interest changed by -34 which decreased total open position to 582
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 6.15, which was -0.25 lower than the previous day. The implied volatity was 21.42, the open interest changed by 81 which increased total open position to 612
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 6, which was -5.3 lower than the previous day. The implied volatity was 21.54, the open interest changed by 47 which increased total open position to 635
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 74.65, 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
