HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.16
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 0.95 | 0 | 24.86 | 597 | -37 | 436 | |||||||||
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| 21 Sept | 743.30 | 0.9 | -0.65 | 21.95 | 830 | 26 | 474 | |||||||||
| 18 Sept | 750.15 | 1.55 | -0.55 | 21.34 | 1,292 | -178 | 448 | |||||||||
| 14 Sept | 758.05 | 4.2 | 2 | 20.50 | 1,528 | 196 | 433 | |||||||||
| 17 Aug | 695.25 | 9.9 | 0 | 8.48 | 0 | 0 | 0 | |||||||||
For Hindalco Industries Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.08
Historical price for 790 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 24.86, the open interest changed by -37 which decreased total open position to 436
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 21.95, the open interest changed by 26 which increased total open position to 474
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 21.34, the open interest changed by -178 which decreased total open position to 448
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 4.2, which was 2 higher than the previous day. The implied volatity was 20.50, the open interest changed by 196 which increased total open position to 433
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 8.48, the open interest changed by 0 which decreased total open position to 0
| HINDALCO 30SEP2025 790 PE | |||||||
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Delta: -0.88
Vega: 0.22
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 42.6 | -2.75 | 29.95 | 17 | 3 | 16 |
| 21 Sept | 743.30 | 45.5 | 6.05 | 28.38 | 15 | 1 | 12 |
| 18 Sept | 750.15 | 39.45 | 0.85 | 25.25 | 35 | 1 | 14 |
| 14 Sept | 758.05 | 32.7 | -13.35 | 21.07 | 49 | 6 | 13 |
| 17 Aug | 695.25 | 108.85 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.88
Historical price for 790 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 42.6, which was -2.75 lower than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 16
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 45.5, which was 6.05 higher than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 12
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 39.45, which was 0.85 higher than the previous day. The implied volatity was 25.25, the open interest changed by 1 which increased total open position to 14
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 32.7, which was -13.35 lower than the previous day. The implied volatity was 21.07, the open interest changed by 6 which increased total open position to 13
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 108.85, 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
