HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.40
Theta: -0.57
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 4.7 | 0.1 | 20.41 | 3,989 | -181 | 1,936 | |||||||||
| 21 Sept | 743.30 | 4.4 | -3.05 | 18.45 | 2,932 | 332 | 2,124 | |||||||||
| 18 Sept | 750.15 | 7.4 | -1.45 | 19.20 | 3,798 | 137 | 1,788 | |||||||||
| 14 Sept | 758.05 | 14.25 | 6.4 | 20.00 | 7,671 | 171 | 1,410 | |||||||||
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| 17 Aug | 695.25 | 5.3 | -1.45 | 22.22 | 26 | 7 | 21 | |||||||||
For Hindalco Industries Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.32
Historical price for 760 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 4.7, which was 0.1 higher than the previous day. The implied volatity was 20.41, the open interest changed by -181 which decreased total open position to 1936
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 4.4, which was -3.05 lower than the previous day. The implied volatity was 18.45, the open interest changed by 332 which increased total open position to 2124
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 19.20, the open interest changed by 137 which increased total open position to 1788
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 14.25, which was 6.4 higher than the previous day. The implied volatity was 20.00, the open interest changed by 171 which increased total open position to 1410
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 22.22, the open interest changed by 7 which increased total open position to 21
| HINDALCO 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.40
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 15.45 | -3.5 | 20.44 | 607 | -111 | 238 |
| 21 Sept | 743.30 | 19.2 | 3.9 | 21.91 | 378 | -13 | 348 |
| 18 Sept | 750.15 | 15.25 | 0.05 | 21.08 | 775 | -1 | 363 |
| 14 Sept | 758.05 | 13.25 | -8.95 | 20.96 | 2,005 | 55 | 336 |
| 17 Aug | 695.25 | 87.9 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.68
Historical price for 760 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 15.45, which was -3.5 lower than the previous day. The implied volatity was 20.44, the open interest changed by -111 which decreased total open position to 238
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 19.2, which was 3.9 higher than the previous day. The implied volatity was 21.91, the open interest changed by -13 which decreased total open position to 348
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 15.25, which was 0.05 higher than the previous day. The implied volatity was 21.08, the open interest changed by -1 which decreased total open position to 363
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 13.25, which was -8.95 lower than the previous day. The implied volatity was 20.96, the open interest changed by 55 which increased total open position to 336
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 87.9, 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
