HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 409.5 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.24
Theta: -0.47
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 8.5 | -0.6 | 27.25 | 51 | -2 | 56 | |||||||||
| 21 Sept | 413.05 | 9 | 1.3 | 21.42 | 120 | -10 | 58 | |||||||||
| 18 Sept | 408.60 | 7.75 | 0.75 | 25.21 | 185 | 19 | 71 | |||||||||
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| 14 Sept | 398.75 | 5.2 | -0.1 | 25.07 | 36 | -7 | 61 | |||||||||
| 17 Aug | 394.35 | 12 | -2.2 | 28.74 | 59 | 58 | 59 | |||||||||
For Hindustan Petroleum Corp - strike price 409.5 expiring on 30SEP2025
Delta for 409.5 CE is 0.59
Historical price for 409.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 8.5, which was -0.6 lower than the previous day. The implied volatity was 27.25, the open interest changed by -2 which decreased total open position to 56
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 9, which was 1.3 higher than the previous day. The implied volatity was 21.42, the open interest changed by -10 which decreased total open position to 58
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 7.75, which was 0.75 higher than the previous day. The implied volatity was 25.21, the open interest changed by 19 which increased total open position to 71
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 5.2, which was -0.1 lower than the previous day. The implied volatity was 25.07, the open interest changed by -7 which decreased total open position to 61
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 12, which was -2.2 lower than the previous day. The implied volatity was 28.74, the open interest changed by 58 which increased total open position to 59
| HINDPETRO 30SEP2025 409.5 PE | |||||||
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Delta: -0.40
Vega: 0.24
Theta: -0.32
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 4.4 | -0.7 | 24.70 | 273 | 22 | 136 |
| 21 Sept | 413.05 | 5 | -2.2 | 25.59 | 423 | 14 | 115 |
| 18 Sept | 408.60 | 6.85 | -2.15 | 24.18 | 96 | 5 | 93 |
| 14 Sept | 398.75 | 14.65 | -0.75 | 26.77 | 6 | -1 | 84 |
| 17 Aug | 394.35 | 20 | -2 | 25.55 | 1 | 3 | 2 |
For Hindustan Petroleum Corp - strike price 409.5 expiring on 30SEP2025
Delta for 409.5 PE is -0.40
Historical price for 409.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 4.4, which was -0.7 lower than the previous day. The implied volatity was 24.70, the open interest changed by 22 which increased total open position to 136
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 5, which was -2.2 lower than the previous day. The implied volatity was 25.59, the open interest changed by 14 which increased total open position to 115
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 6.85, which was -2.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by 5 which increased total open position to 93
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 14.65, which was -0.75 lower than the previous day. The implied volatity was 26.77, the open interest changed by -1 which decreased total open position to 84
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 20, which was -2 lower than the previous day. The implied volatity was 25.55, the open interest changed by 3 which increased total open position to 2
