HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.22
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 1.4 | -0.1 | 22.49 | 1,305 | -71 | 1,049 | |||||||||
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| 21 Sept | 743.30 | 1.4 | -1.15 | 20.32 | 1,272 | -101 | 1,123 | |||||||||
| 18 Sept | 750.15 | 2.6 | -0.7 | 20.41 | 2,124 | 57 | 1,218 | |||||||||
| 14 Sept | 758.05 | 6.4 | 3.05 | 20.06 | 4,560 | 79 | 835 | |||||||||
| 17 Aug | 695.25 | 3.05 | -0.95 | 22.72 | 73 | -6 | 136 | |||||||||
For Hindalco Industries Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.12
Historical price for 780 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 22.49, the open interest changed by -71 which decreased total open position to 1049
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 1.4, which was -1.15 lower than the previous day. The implied volatity was 20.32, the open interest changed by -101 which decreased total open position to 1123
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 2.6, which was -0.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by 57 which increased total open position to 1218
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 6.4, which was 3.05 higher than the previous day. The implied volatity was 20.06, the open interest changed by 79 which increased total open position to 835
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 3.05, which was -0.95 lower than the previous day. The implied volatity was 22.72, the open interest changed by -6 which decreased total open position to 136
| HINDALCO 30SEP2025 780 PE | |||||||
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Delta: -0.84
Vega: 0.27
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 33.15 | -2.75 | 26.81 | 149 | -49 | 49 |
| 21 Sept | 743.30 | 36 | 5.8 | 25.36 | 33 | -2 | 98 |
| 18 Sept | 750.15 | 30.45 | 0.8 | 23.26 | 72 | -13 | 100 |
| 14 Sept | 758.05 | 25.5 | -12.35 | 21.47 | 265 | 75 | 98 |
| 17 Aug | 695.25 | 102.05 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.84
Historical price for 780 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 33.15, which was -2.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by -49 which decreased total open position to 49
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 36, which was 5.8 higher than the previous day. The implied volatity was 25.36, the open interest changed by -2 which decreased total open position to 98
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 30.45, which was 0.8 higher than the previous day. The implied volatity was 23.26, the open interest changed by -13 which decreased total open position to 100
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 25.5, which was -12.35 lower than the previous day. The implied volatity was 21.47, the open interest changed by 75 which increased total open position to 98
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 102.05, 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
