HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 405 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.22
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 11.7 | -0.3 | 29.02 | 154 | -7 | 173 | |||||||||
| 21 Sept | 413.05 | 12.1 | 1.95 | 21.65 | 240 | -29 | 179 | |||||||||
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| 18 Sept | 408.60 | 10.1 | 0.95 | 24.78 | 327 | -54 | 209 | |||||||||
| 14 Sept | 398.75 | 6.4 | -0.65 | 23.72 | 275 | 6 | 166 | |||||||||
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.68
Historical price for 405 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 11.7, which was -0.3 lower than the previous day. The implied volatity was 29.02, the open interest changed by -7 which decreased total open position to 173
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 12.1, which was 1.95 higher than the previous day. The implied volatity was 21.65, the open interest changed by -29 which decreased total open position to 179
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 10.1, which was 0.95 higher than the previous day. The implied volatity was 24.78, the open interest changed by -54 which decreased total open position to 209
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 6.4, which was -0.65 lower than the previous day. The implied volatity was 23.72, the open interest changed by 6 which increased total open position to 166
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 405 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 | 2.9 | -0.55 | 25.21 | 469 | -4 | 165 |
| 21 Sept | 413.05 | 3.4 | -1.65 | 25.49 | 559 | -13 | 170 |
| 18 Sept | 408.60 | 4.85 | -1.8 | 24.17 | 293 | 60 | 180 |
| 14 Sept | 398.75 | 11.65 | -0.6 | 26.14 | 57 | -9 | 52 |
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.29
Historical price for 405 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 25.21, the open interest changed by -4 which decreased total open position to 165
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 3.4, which was -1.65 lower than the previous day. The implied volatity was 25.49, the open interest changed by -13 which decreased total open position to 170
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 4.85, which was -1.8 lower than the previous day. The implied volatity was 24.17, the open interest changed by 60 which increased total open position to 180
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 11.65, which was -0.6 lower than the previous day. The implied volatity was 26.14, the open interest changed by -9 which decreased total open position to 52
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
