HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.31
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 2.5 | 0 | 21.14 | 2,613 | -9 | 1,662 | |||||||||
| 21 Sept | 743.30 | 2.4 | -1.95 | 18.82 | 1,985 | 180 | 1,671 | |||||||||
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| 18 Sept | 750.15 | 4.5 | -1 | 19.87 | 3,030 | 155 | 1,491 | |||||||||
| 14 Sept | 758.05 | 9.65 | 4.5 | 19.85 | 4,723 | 198 | 958 | |||||||||
| 17 Aug | 695.25 | 3.7 | -1.7 | 22.20 | 14 | 3 | 12 | |||||||||
For Hindalco Industries Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.20
Historical price for 770 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 21.14, the open interest changed by -9 which decreased total open position to 1662
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 2.4, which was -1.95 lower than the previous day. The implied volatity was 18.82, the open interest changed by 180 which increased total open position to 1671
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 4.5, which was -1 lower than the previous day. The implied volatity was 19.87, the open interest changed by 155 which increased total open position to 1491
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 9.65, which was 4.5 higher than the previous day. The implied volatity was 19.85, the open interest changed by 198 which increased total open position to 958
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 3.7, which was -1.7 lower than the previous day. The implied volatity was 22.20, the open interest changed by 3 which increased total open position to 12
| HINDALCO 30SEP2025 770 PE | |||||||
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Delta: -0.78
Vega: 0.33
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 24.05 | -2.95 | 23.76 | 117 | -2 | 167 |
| 21 Sept | 743.30 | 27.1 | 4.95 | 23.21 | 106 | -12 | 170 |
| 18 Sept | 750.15 | 22.15 | 0.15 | 20.66 | 375 | -11 | 181 |
| 14 Sept | 758.05 | 18.5 | -10.65 | 20.67 | 554 | 172 | 210 |
| 17 Aug | 695.25 | 92.55 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.78
Historical price for 770 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 24.05, which was -2.95 lower than the previous day. The implied volatity was 23.76, the open interest changed by -2 which decreased total open position to 167
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 27.1, which was 4.95 higher than the previous day. The implied volatity was 23.21, the open interest changed by -12 which decreased total open position to 170
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 22.15, which was 0.15 higher than the previous day. The implied volatity was 20.66, the open interest changed by -11 which decreased total open position to 181
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 18.5, which was -10.65 lower than the previous day. The implied volatity was 20.67, the open interest changed by 172 which increased total open position to 210
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 92.55, 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
