HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.17
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 37.75 | 3.7 | 69.58 | 13 | -4 | 146 | |||||||||
| 21 Sept | 413.05 | 34 | 3.3 | - | 155 | -10 | 150 | |||||||||
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| 18 Sept | 408.60 | 31.05 | 2.65 | 32.36 | 53 | -20 | 160 | |||||||||
| 14 Sept | 398.75 | 22.3 | -0.6 | 24.34 | 76 | 26 | 293 | |||||||||
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.81
Historical price for 380 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 37.75, which was 3.7 higher than the previous day. The implied volatity was 69.58, the open interest changed by -4 which decreased total open position to 146
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 34, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 150
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 31.05, which was 2.65 higher than the previous day. The implied volatity was 32.36, the open interest changed by -20 which decreased total open position to 160
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 22.3, which was -0.6 lower than the previous day. The implied volatity was 24.34, the open interest changed by 26 which increased total open position to 293
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 0, 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
| HINDPETRO 30SEP2025 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.06
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 0.45 | -0.1 | 34.72 | 221 | -67 | 310 |
| 21 Sept | 413.05 | 0.55 | -0.2 | 32.04 | 231 | -65 | 378 |
| 18 Sept | 408.60 | 0.7 | -0.25 | 29.21 | 225 | -17 | 443 |
| 14 Sept | 398.75 | 2.55 | -0.5 | 27.52 | 293 | 87 | 390 |
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.05
Historical price for 380 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 34.72, the open interest changed by -67 which decreased total open position to 310
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 32.04, the open interest changed by -65 which decreased total open position to 378
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 29.21, the open interest changed by -17 which decreased total open position to 443
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 2.55, which was -0.5 lower than the previous day. The implied volatity was 27.52, the open interest changed by 87 which increased total open position to 390
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 0, 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
