HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.44
Theta: -0.65
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 8.4 | 0.45 | 19.86 | 3,287 | -142 | 1,327 | |||||||||
| 21 Sept | 743.30 | 7.8 | -4.2 | 18.06 | 3,284 | 131 | 1,478 | |||||||||
| 18 Sept | 750.15 | 12.15 | -1.5 | 19.42 | 4,182 | 63 | 1,347 | |||||||||
| 14 Sept | 758.05 | 19.95 | 8.3 | 20.06 | 8,366 | -203 | 1,461 | |||||||||
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| 17 Aug | 695.25 | 6.7 | -1.8 | 22.07 | 80 | -1 | 83 | |||||||||
For Hindalco Industries Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.49
Historical price for 750 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 8.4, which was 0.45 higher than the previous day. The implied volatity was 19.86, the open interest changed by -142 which decreased total open position to 1327
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 7.8, which was -4.2 lower than the previous day. The implied volatity was 18.06, the open interest changed by 131 which increased total open position to 1478
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 12.15, which was -1.5 lower than the previous day. The implied volatity was 19.42, the open interest changed by 63 which increased total open position to 1347
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 19.95, which was 8.3 higher than the previous day. The implied volatity was 20.06, the open interest changed by -203 which decreased total open position to 1461
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 6.7, which was -1.8 lower than the previous day. The implied volatity was 22.07, the open interest changed by -1 which decreased total open position to 83
| HINDALCO 30SEP2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.44
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 9.65 | -2.7 | 20.98 | 1,424 | 5 | 488 |
| 21 Sept | 743.30 | 12.05 | 2.15 | 20.03 | 1,503 | 5 | 481 |
| 18 Sept | 750.15 | 9.8 | -0.25 | 20.83 | 2,448 | 20 | 483 |
| 14 Sept | 758.05 | 9.1 | -6.95 | 21.23 | 4,175 | 383 | 716 |
| 17 Aug | 695.25 | 77.3 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.51
Historical price for 750 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 9.65, which was -2.7 lower than the previous day. The implied volatity was 20.98, the open interest changed by 5 which increased total open position to 488
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 12.05, which was 2.15 higher than the previous day. The implied volatity was 20.03, the open interest changed by 5 which increased total open position to 481
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 9.8, which was -0.25 lower than the previous day. The implied volatity was 20.83, the open interest changed by 20 which increased total open position to 483
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 9.1, which was -6.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 383 which increased total open position to 716
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 77.3, 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
