HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
22 Sep 2025 08:00 PM IST
HINDALCO 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
22 Sept | 745.70 | 0.15 | -0.05 | 33.76 | 13 | -9 | 177 | |||||||||
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21 Sept | 743.30 | 0.2 | -0.05 | 30.68 | 22 | -11 | 186 | |||||||||
18 Sept | 750.15 | 0.25 | -0.15 | 28.41 | 96 | -23 | 197 | |||||||||
14 Sept | 758.05 | 0.65 | 0.1 | 24.72 | 254 | 37 | 180 |
For Hindalco Industries Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.01
Historical price for 840 CE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.76, the open interest changed by -9 which decreased total open position to 177
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 30.68, the open interest changed by -11 which decreased total open position to 186
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 28.41, the open interest changed by -23 which decreased total open position to 197
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 24.72, the open interest changed by 37 which increased total open position to 180
HINDALCO 30SEP2025 840 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
22 Sept | 745.70 | 149.3 | 0 | - | 0 | 0 | 0 |
21 Sept | 743.30 | 149.3 | 0 | - | 0 | 0 | 0 |
18 Sept | 750.15 | 149.3 | 0 | - | 0 | 0 | 0 |
14 Sept | 758.05 | 149.3 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 22 Sept HINDALCO was trading at 745.70. The strike last trading price was 149.3, 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
On 21 Sept HINDALCO was trading at 743.30. The strike last trading price was 149.3, 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
On 18 Sept HINDALCO was trading at 750.15. The strike last trading price was 149.3, 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
On 14 Sept HINDALCO was trading at 758.05. The strike last trading price was 149.3, 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