HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 399.5 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.19
Theta: -0.46
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 16.2 | -0.3 | 31.95 | 25 | 0 | 37 | |||||||||
| 21 Sept | 413.05 | 16.5 | 2.55 | 22.24 | 10 | -4 | 38 | |||||||||
| 18 Sept | 408.60 | 13.95 | 1.55 | 25.77 | 12 | -2 | 41 | |||||||||
| 14 Sept | 398.75 | 8.9 | -0.6 | 23.70 | 71 | 3 | 52 | |||||||||
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| 17 Aug | 394.35 | 15.9 | -3.6 | 28.07 | 32 | 40 | 34 | |||||||||
For Hindustan Petroleum Corp - strike price 399.5 expiring on 30SEP2025
Delta for 399.5 CE is 0.77
Historical price for 399.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 16.2, which was -0.3 lower than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 37
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 16.5, which was 2.55 higher than the previous day. The implied volatity was 22.24, the open interest changed by -4 which decreased total open position to 38
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 13.95, which was 1.55 higher than the previous day. The implied volatity was 25.77, the open interest changed by -2 which decreased total open position to 41
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 8.9, which was -0.6 lower than the previous day. The implied volatity was 23.70, the open interest changed by 3 which increased total open position to 52
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 15.9, which was -3.6 lower than the previous day. The implied volatity was 28.07, the open interest changed by 40 which increased total open position to 34
| HINDPETRO 30SEP2025 399.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.17
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 1.75 | -0.4 | 26.46 | 57 | -6 | 95 |
| 21 Sept | 413.05 | 2.15 | -1 | 26.21 | 194 | 8 | 104 |
| 18 Sept | 408.60 | 3.1 | -1.35 | 24.60 | 102 | 10 | 92 |
| 14 Sept | 398.75 | 8.8 | -0.4 | 26.44 | 52 | 7 | 66 |
| 17 Aug | 394.35 | 16.75 | 1.25 | 29.78 | 28 | 21 | 20 |
For Hindustan Petroleum Corp - strike price 399.5 expiring on 30SEP2025
Delta for 399.5 PE is -0.19
Historical price for 399.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 26.46, the open interest changed by -6 which decreased total open position to 95
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 2.15, which was -1 lower than the previous day. The implied volatity was 26.21, the open interest changed by 8 which increased total open position to 104
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 3.1, which was -1.35 lower than the previous day. The implied volatity was 24.60, the open interest changed by 10 which increased total open position to 92
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 8.8, which was -0.4 lower than the previous day. The implied volatity was 26.44, the open interest changed by 7 which increased total open position to 66
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 16.75, which was 1.25 higher than the previous day. The implied volatity was 29.78, the open interest changed by 21 which increased total open position to 20
