HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 745.70 | 0.6 | -0.05 | 26.55 | 558 | -67 | 999 | |||||||||
| 21 Sept | 743.30 | 0.6 | -0.45 | 23.57 | 1,012 | -424 | 1,068 | |||||||||
| 18 Sept | 750.15 | 1.05 | -0.35 | 22.93 | 1,359 | 57 | 1,488 | |||||||||
| 14 Sept | 758.05 | 2.85 | 1.3 | 21.32 | 3,241 | 243 | 1,160 | |||||||||
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| 17 Aug | 695.25 | 2.15 | -0.8 | 24.44 | 126 | 102 | 120 | |||||||||
For Hindalco Industries Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.05
Historical price for 800 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 26.55, the open interest changed by -67 which decreased total open position to 999
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 23.57, the open interest changed by -424 which decreased total open position to 1068
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 22.93, the open interest changed by 57 which increased total open position to 1488
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 2.85, which was 1.3 higher than the previous day. The implied volatity was 21.32, the open interest changed by 243 which increased total open position to 1160
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 2.15, which was -0.8 lower than the previous day. The implied volatity was 24.44, the open interest changed by 102 which increased total open position to 120
| HINDALCO 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.18
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 52.2 | -0.65 | 32.90 | 29 | 4 | 29 |
| 21 Sept | 743.30 | 52.85 | 3.95 | - | 21 | 5 | 24 |
| 18 Sept | 750.15 | 48.9 | 0.9 | 27.72 | 57 | -2 | 20 |
| 14 Sept | 758.05 | 41.35 | -14.05 | 22.14 | 46 | 5 | 28 |
| 17 Aug | 695.25 | 117.1 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.91
Historical price for 800 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 52.2, which was -0.65 lower than the previous day. The implied volatity was 32.90, the open interest changed by 4 which increased total open position to 29
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 52.85, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 24
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 48.9, which was 0.9 higher than the previous day. The implied volatity was 27.72, the open interest changed by -2 which decreased total open position to 20
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 41.35, which was -14.05 lower than the previous day. The implied volatity was 22.14, the open interest changed by 5 which increased total open position to 28
On 17 Aug HINDALCO was trading at 695.25. The strike last trading price was 117.1, 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
