HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 404.5 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.21
Theta: -0.44
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 11.7 | -0.75 | 27.44 | 18 | -3 | 67 | |||||||||
| 21 Sept | 413.05 | 12.35 | 1.75 | 21.14 | 76 | -6 | 69 | |||||||||
| 18 Sept | 408.60 | 10.5 | 1.2 | 25.13 | 125 | 2 | 77 | |||||||||
| 14 Sept | 398.75 | 6.6 | -0.7 | 23.70 | 74 | 2 | 160 | |||||||||
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| 17 Aug | 394.35 | 13.8 | -19.5 | 28.43 | 66 | 49 | 49 | |||||||||
For Hindustan Petroleum Corp - strike price 404.5 expiring on 30SEP2025
Delta for 404.5 CE is 0.70
Historical price for 404.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 11.7, which was -0.75 lower than the previous day. The implied volatity was 27.44, the open interest changed by -3 which decreased total open position to 67
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 12.35, which was 1.75 higher than the previous day. The implied volatity was 21.14, the open interest changed by -6 which decreased total open position to 69
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 10.5, which was 1.2 higher than the previous day. The implied volatity was 25.13, the open interest changed by 2 which increased total open position to 77
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 6.6, which was -0.7 lower than the previous day. The implied volatity was 23.70, the open interest changed by 2 which increased total open position to 160
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 13.8, which was -19.5 lower than the previous day. The implied volatity was 28.43, the open interest changed by 49 which increased total open position to 49
| HINDPETRO 30SEP2025 404.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.21
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 2.85 | -0.5 | 25.70 | 98 | 5 | 98 |
| 21 Sept | 413.05 | 3.35 | -1.55 | 25.90 | 191 | 28 | 93 |
| 18 Sept | 408.60 | 4.65 | -1.75 | 24.16 | 95 | -12 | 63 |
| 14 Sept | 398.75 | 11.3 | -0.8 | 25.97 | 23 | 3 | 63 |
| 17 Aug | 394.35 | 25.65 | 0 | - | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 404.5 expiring on 30SEP2025
Delta for 404.5 PE is -0.29
Historical price for 404.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 2.85, which was -0.5 lower than the previous day. The implied volatity was 25.70, the open interest changed by 5 which increased total open position to 98
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 3.35, which was -1.55 lower than the previous day. The implied volatity was 25.90, the open interest changed by 28 which increased total open position to 93
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 4.65, which was -1.75 lower than the previous day. The implied volatity was 24.16, the open interest changed by -12 which decreased total open position to 63
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 11.3, which was -0.8 lower than the previous day. The implied volatity was 25.97, the open interest changed by 3 which increased total open position to 63
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 25.65, 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
