HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
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 | 5.75 | -0.6 | 27.46 | 897 | 41 | 330 | |||||||||
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| 21 Sept | 413.05 | 6.35 | 1.1 | 22.78 | 1,625 | 47 | 289 | |||||||||
| 18 Sept | 408.60 | 5.4 | 0.45 | 25.54 | 728 | -28 | 235 | |||||||||
| 14 Sept | 398.75 | 3.35 | -0.45 | 24.24 | 89 | 4 | 157 | |||||||||
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.46
Historical price for 415 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 5.75, which was -0.6 lower than the previous day. The implied volatity was 27.46, the open interest changed by 41 which increased total open position to 330
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 6.35, which was 1.1 higher than the previous day. The implied volatity was 22.78, the open interest changed by 47 which increased total open position to 289
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 5.4, which was 0.45 higher than the previous day. The implied volatity was 25.54, the open interest changed by -28 which decreased total open position to 235
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 24.24, the open interest changed by 4 which increased total open position to 157
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 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.24
Theta: -0.31
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 7 | -0.7 | 24.39 | 554 | 75 | 238 |
| 21 Sept | 413.05 | 7.65 | -2.5 | 26.09 | 563 | 138 | 162 |
| 18 Sept | 408.60 | 9.9 | -2.45 | 24.19 | 36 | 12 | 21 |
| 14 Sept | 398.75 | 19 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.55
Historical price for 415 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 24.39, the open interest changed by 75 which increased total open position to 238
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 7.65, which was -2.5 lower than the previous day. The implied volatity was 26.09, the open interest changed by 138 which increased total open position to 162
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 9.9, which was -2.45 lower than the previous day. The implied volatity was 24.19, the open interest changed by 12 which increased total open position to 21
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 19, 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
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
