HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 28OCT2025 400 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.46
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 23.8 | -0.1 | 28.44 | 254 | 72 | 173 | |||||||||
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| 21 Sept | 413.05 | 23.9 | 3.4 | 25.12 | 13 | -2 | 101 | |||||||||
| 18 Sept | 408.60 | 20.5 | 1.1 | 24.29 | 19 | 7 | 106 | |||||||||
| 14 Sept | 398.75 | 15.7 | -0.3 | 24.60 | 15 | 8 | 50 | |||||||||
For Hindustan Petroleum Corp - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.69
Historical price for 400 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 23.8, which was -0.1 lower than the previous day. The implied volatity was 28.44, the open interest changed by 72 which increased total open position to 173
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 23.9, which was 3.4 higher than the previous day. The implied volatity was 25.12, the open interest changed by -2 which decreased total open position to 101
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 20.5, which was 1.1 higher than the previous day. The implied volatity was 24.29, the open interest changed by 7 which increased total open position to 106
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 15.7, which was -0.3 lower than the previous day. The implied volatity was 24.60, the open interest changed by 8 which increased total open position to 50
| HINDPETRO 28OCT2025 400 PE | |||||||
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Delta: -0.31
Vega: 0.46
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 7.4 | 0.3 | 27.62 | 120 | 53 | 121 |
| 21 Sept | 413.05 | 7.1 | -1 | 26.96 | 42 | 2 | 67 |
| 18 Sept | 408.60 | 8.1 | -1.4 | 25.74 | 32 | 2 | 67 |
| 14 Sept | 398.75 | 12.9 | -0.7 | 26.05 | 3 | 3 | 23 |
For Hindustan Petroleum Corp - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.31
Historical price for 400 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 7.4, which was 0.3 higher than the previous day. The implied volatity was 27.62, the open interest changed by 53 which increased total open position to 121
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 7.1, which was -1 lower than the previous day. The implied volatity was 26.96, the open interest changed by 2 which increased total open position to 67
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 8.1, which was -1.4 lower than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 67
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 12.9, which was -0.7 lower than the previous day. The implied volatity was 26.05, the open interest changed by 3 which increased total open position to 23
