HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 429.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.16
Theta: -0.31
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 412.75 | 1.7 | -0.5 | 28.56 | 54 | 6 | 47 | |||||||||
| 21 Sept | 413.05 | 2.15 | 0.35 | 24.99 | 98 | 1 | 43 | |||||||||
| 18 Sept | 408.60 | 1.8 | -0.1 | 26.51 | 41 | 6 | 43 | |||||||||
| 14 Sept | 398.75 | 1.4 | -0.05 | 26.47 | 6 | 2 | 46 | |||||||||
| 17 Aug | 394.35 | 6 | -2 | 28.68 | 5 | 13 | 13 | |||||||||
For Hindustan Petroleum Corp - strike price 429.5 expiring on 30SEP2025
Delta for 429.5 CE is 0.18
Historical price for 429.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 1.7, which was -0.5 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 47
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 43
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 1.8, which was -0.1 lower than the previous day. The implied volatity was 26.51, the open interest changed by 6 which increased total open position to 43
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 26.47, the open interest changed by 2 which increased total open position to 46
On 17 Aug HINDPETRO was trading at 394.35. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 28.68, the open interest changed by 13 which increased total open position to 13
| HINDPETRO 30SEP2025 429.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.17
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 18.65 | 0 | 31.48 | 19 | -1 | 17 |
| 21 Sept | 413.05 | 18.65 | -2.35 | 32.47 | 18 | 0 | 19 |
| 18 Sept | 408.60 | 20.8 | -3.2 | 24.66 | 7 | -2 | 17 |
| 14 Sept | 398.75 | 27 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 394.35 | 23 | 0 | 0.00 | 0 | 1 | 0 |
For Hindustan Petroleum Corp - strike price 429.5 expiring on 30SEP2025
Delta for 429.5 PE is -0.79
Historical price for 429.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 18.65, which was 0 lower than the previous day. The implied volatity was 31.48, the open interest changed by -1 which decreased total open position to 17
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 18.65, which was -2.35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 0 which decreased total open position to 19
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 20.8, which was -3.2 lower than the previous day. The implied volatity was 24.66, the open interest changed by -2 which decreased total open position to 17
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 27, 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 23, 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
