HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
28 Sep 2025 10:06 PM IST
| HINDALCO 28-OCT-2025 750 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.88
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 743.85 | 18.8 | -3.15 | 21.18 | 1,060 | -36 | 525 | |||||||||
| 22 Sept | 745.70 | 21.05 | 0.65 | 19.78 | 153 | 24 | 158 | |||||||||
| 21 Sept | 743.30 | 20.65 | -3.9 | 20.01 | 96 | 36 | 133 | |||||||||
| 18 Sept | 750.15 | 24.9 | -0.6 | 20.87 | 79 | 17 | 99 | |||||||||
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| 14 Sept | 758.05 | 32.45 | 8.95 | 21.46 | 55 | 20 | 53 | |||||||||
For Hindalco Industries Ltd - strike price 750 expiring on 28OCT2025
Delta for 750 CE is 0.52
Historical price for 750 CE is as follows
On 28 Sept HINDALCO was trading at 743.85. The strike last trading price was 18.8, which was -3.15 lower than the previous day. The implied volatity was 21.18, the open interest changed by -36 which decreased total open position to 525
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 21.05, which was 0.65 higher than the previous day. The implied volatity was 19.78, the open interest changed by 24 which increased total open position to 158
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 20.65, which was -3.9 lower than the previous day. The implied volatity was 20.01, the open interest changed by 36 which increased total open position to 133
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 24.9, which was -0.6 lower than the previous day. The implied volatity was 20.87, the open interest changed by 17 which increased total open position to 99
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 32.45, which was 8.95 higher than the previous day. The implied volatity was 21.46, the open interest changed by 20 which increased total open position to 53
| HINDALCO 28OCT2025 750 PE | |||||||
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Delta: -0.50
Vega: 0.88
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 743.85 | 21.7 | 2.2 | 23.96 | 474 | 11 | 376 |
| 22 Sept | 745.70 | 18.5 | -1.85 | 22.38 | 124 | 27 | 163 |
| 21 Sept | 743.30 | 19.9 | 1.55 | 21.79 | 76 | 44 | 136 |
| 18 Sept | 750.15 | 18.1 | -0.45 | 22.28 | 67 | 15 | 89 |
| 14 Sept | 758.05 | 17 | -6.5 | 23.27 | 79 | 30 | 55 |
For Hindalco Industries Ltd - strike price 750 expiring on 28OCT2025
Delta for 750 PE is -0.50
Historical price for 750 PE is as follows
On 28 Sept HINDALCO was trading at 743.85. The strike last trading price was 21.7, which was 2.2 higher than the previous day. The implied volatity was 23.96, the open interest changed by 11 which increased total open position to 376
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 18.5, which was -1.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by 27 which increased total open position to 163
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 19.9, which was 1.55 higher than the previous day. The implied volatity was 21.79, the open interest changed by 44 which increased total open position to 136
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 18.1, which was -0.45 lower than the previous day. The implied volatity was 22.28, the open interest changed by 15 which increased total open position to 89
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 17, which was -6.5 lower than the previous day. The implied volatity was 23.27, the open interest changed by 30 which increased total open position to 55
