HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
| HINDALCO 30SEP2025 820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.06
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 745.70 | 0.3 | 0 | 30.49 | 116 | -19 | 630 | |||||||||
| 21 Sept | 743.30 | 0.3 | -0.15 | 26.82 | 81 | -10 | 650 | |||||||||
| 18 Sept | 750.15 | 0.45 | -0.15 | 25.33 | 141 | -15 | 659 | |||||||||
| 14 Sept | 758.05 | 1.2 | 0.5 | 22.45 | 628 | 56 | 730 | |||||||||
For Hindalco Industries Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.02
Historical price for 820 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 30.49, the open interest changed by -19 which decreased total open position to 630
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 26.82, the open interest changed by -10 which decreased total open position to 650
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 25.33, the open interest changed by -15 which decreased total open position to 659
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 1.2, which was 0.5 higher than the previous day. The implied volatity was 22.45, the open interest changed by 56 which increased total open position to 730
| HINDALCO 30SEP2025 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 745.70 | 60.85 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 743.30 | 60.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 750.15 | 60.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 758.05 | 59.25 | -15.75 | 22.38 | 34 | -5 | 18 |
For Hindalco Industries Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is 0.00
Historical price for 820 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 60.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 60.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 60.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 59.25, which was -15.75 lower than the previous day. The implied volatity was 22.38, the open interest changed by -5 which decreased total open position to 18
