HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 424.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.20
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 412.75 | 2.65 | -0.55 | 28.07 | 143 | 24 | 78 | |||||||||
| 21 Sept | 413.05 | 3.25 | 0.6 | 24.54 | 190 | 16 | 58 | |||||||||
| 18 Sept | 408.60 | 2.6 | -0.1 | 25.78 | 33 | 0 | 37 | |||||||||
| 14 Sept | 398.75 | 1.8 | -0.25 | 25.29 | 14 | -4 | 57 | |||||||||
| 17 Aug | 394.35 | 8.6 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
For Hindustan Petroleum Corp - strike price 424.5 expiring on 30SEP2025
Delta for 424.5 CE is 0.26
Historical price for 424.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 28.07, the open interest changed by 24 which increased total open position to 78
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 3.25, which was 0.6 higher than the previous day. The implied volatity was 24.54, the open interest changed by 16 which increased total open position to 58
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 37
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 25.29, the open interest changed by -4 which decreased total open position to 57
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| HINDPETRO 30SEP2025 424.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.18
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 13.1 | -1.65 | 22.65 | 17 | 3 | 16 |
| 21 Sept | 413.05 | 14.75 | -5.55 | 31.07 | 28 | 11 | 13 |
| 18 Sept | 408.60 | 20.3 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 398.75 | 31.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 394.35 | 36.5 | 0 | - | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 424.5 expiring on 30SEP2025
Delta for 424.5 PE is -0.79
Historical price for 424.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 13.1, which was -1.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by 3 which increased total open position to 16
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 14.75, which was -5.55 lower than the previous day. The implied volatity was 31.07, the open interest changed by 11 which increased total open position to 13
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 20.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 31.5, 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 36.5, 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
