HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 394.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.16
Theta: -0.44
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 20.6 | -0.2 | 34.88 | 10 | -2 | 51 | |||||||||
| 21 Sept | 413.05 | 20.8 | 3 | 22.15 | 12 | -3 | 54 | |||||||||
| 18 Sept | 408.60 | 18.1 | 2.9 | 27.76 | 10 | 0 | 56 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 398.75 | 11.9 | -0.25 | 24.38 | 5 | -2 | 58 | |||||||||
| 17 Aug | 394.35 | 21.9 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 394.5 expiring on 30SEP2025
Delta for 394.5 CE is 0.82
Historical price for 394.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 20.6, which was -0.2 lower than the previous day. The implied volatity was 34.88, the open interest changed by -2 which decreased total open position to 51
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 20.8, which was 3 higher than the previous day. The implied volatity was 22.15, the open interest changed by -3 which decreased total open position to 54
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 18.1, which was 2.9 higher than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 56
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 11.9, which was -0.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by -2 which decreased total open position to 58
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 21.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
| HINDPETRO 30SEP2025 394.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.13
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 1.15 | -0.3 | 28.14 | 26 | -7 | 99 |
| 21 Sept | 413.05 | 1.45 | -0.6 | 27.34 | 72 | 5 | 107 |
| 18 Sept | 408.60 | 2.05 | -0.9 | 25.35 | 57 | 3 | 101 |
| 14 Sept | 398.75 | 6.35 | -0.8 | 25.83 | 25 | -1 | 79 |
| 17 Aug | 394.35 | 21.05 | 0 | 1.20 | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 394.5 expiring on 30SEP2025
Delta for 394.5 PE is -0.13
Historical price for 394.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 28.14, the open interest changed by -7 which decreased total open position to 99
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 1.45, which was -0.6 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 107
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 2.05, which was -0.9 lower than the previous day. The implied volatity was 25.35, the open interest changed by 3 which increased total open position to 101
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 6.35, which was -0.8 lower than the previous day. The implied volatity was 25.83, the open interest changed by -1 which decreased total open position to 79
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 21.05, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
