HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 420 CE | ||||||||||||||||
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Delta: 0.35
Vega: 0.23
Theta: -0.42
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 3.8 | -0.65 | 27.39 | 2,250 | -138 | 690 | |||||||||
| 21 Sept | 413.05 | 4.4 | 0.65 | 23.44 | 2,916 | -334 | 829 | |||||||||
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| 18 Sept | 408.60 | 3.8 | 0.2 | 25.93 | 769 | 186 | 1,165 | |||||||||
| 14 Sept | 398.75 | 2.45 | -0.3 | 24.89 | 357 | 48 | 492 | |||||||||
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.35
Historical price for 420 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 27.39, the open interest changed by -138 which decreased total open position to 690
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 4.4, which was 0.65 higher than the previous day. The implied volatity was 23.44, the open interest changed by -334 which decreased total open position to 829
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 3.8, which was 0.2 higher than the previous day. The implied volatity was 25.93, the open interest changed by 186 which increased total open position to 1165
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 2.45, which was -0.3 lower than the previous day. The implied volatity was 24.89, the open interest changed by 48 which increased total open position to 492
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 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.22
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 10.35 | -0.55 | 25.46 | 242 | 46 | 134 |
| 21 Sept | 413.05 | 10.9 | -2.65 | 27.48 | 160 | 39 | 86 |
| 18 Sept | 408.60 | 13.5 | -1.5 | 25.27 | 64 | -9 | 49 |
| 14 Sept | 398.75 | 22.4 | -0.75 | 27.27 | 40 | 13 | 52 |
| 17 Aug | 394.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -0.67
Historical price for 420 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 10.35, which was -0.55 lower than the previous day. The implied volatity was 25.46, the open interest changed by 46 which increased total open position to 134
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 10.9, which was -2.65 lower than the previous day. The implied volatity was 27.48, the open interest changed by 39 which increased total open position to 86
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 13.5, which was -1.5 lower than the previous day. The implied volatity was 25.27, the open interest changed by -9 which decreased total open position to 49
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 22.4, which was -0.75 lower than the previous day. The implied volatity was 27.27, the open interest changed by 13 which increased 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
