HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
22 Sep 2025 08:01 PM IST
| HINDPETRO 30SEP2025 439.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.10
Theta: -0.21
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 412.75 | 0.8 | -0.25 | 31.11 | 36 | 10 | 56 | |||||||||
| 21 Sept | 413.05 | 1.05 | 0.1 | 27.17 | 30 | -6 | 47 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 408.60 | 0.95 | 0.05 | 28.79 | 25 | 3 | 52 | |||||||||
| 14 Sept | 398.75 | 0.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 394.35 | 4.45 | -0.85 | 29.62 | 43 | 63 | 62 | |||||||||
For Hindustan Petroleum Corp - strike price 439.5 expiring on 30SEP2025
Delta for 439.5 CE is 0.09
Historical price for 439.5 CE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 31.11, the open interest changed by 10 which increased total open position to 56
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 27.17, the open interest changed by -6 which decreased total open position to 47
On 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 52
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 0.75, 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 4.45, which was -0.85 lower than the previous day. The implied volatity was 29.62, the open interest changed by 63 which increased total open position to 62
| HINDPETRO 30SEP2025 439.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.15
Theta: -0.27
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 412.75 | 28.4 | -1.4 | 40.40 | 64 | -14 | 47 |
| 21 Sept | 413.05 | 29.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 408.60 | 29.8 | -6.7 | 24.63 | 3 | -1 | 61 |
| 14 Sept | 398.75 | 40.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 394.35 | 51.8 | 0 | - | 0 | 0 | 0 |
For Hindustan Petroleum Corp - strike price 439.5 expiring on 30SEP2025
Delta for 439.5 PE is -0.84
Historical price for 439.5 PE is as follows
On 22 Sept HINDPETRO was trading at 412.75. The strike last trading price was 28.4, which was -1.4 lower than the previous day. The implied volatity was 40.40, the open interest changed by -14 which decreased total open position to 47
On 21 Sept HINDPETRO was trading at 413.05. The strike last trading price was 29.8, 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 18 Sept HINDPETRO was trading at 408.60. The strike last trading price was 29.8, which was -6.7 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 61
On 14 Sept HINDPETRO was trading at 398.75. The strike last trading price was 40.1, 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 51.8, 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
