HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Nov 2024 04:12 PM IST
| HAL 28NOV2024 3700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.92
Theta: -3.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3983.45 | 307.65 | -55.75 | 43.16 | 78 | 46 | 110 | |||
| 20 Nov | 4057.15 | 363.4 | 0.00 | 38.57 | 15.5 | 0 | 64 | |||
| 19 Nov | 4057.15 | 363.4 | -80.10 | 38.57 | 15.5 | 0 | 64 | |||
| 18 Nov | 4077.85 | 443.5 | 26.50 | 71.03 | 6.5 | -1 | 66 | |||
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| 14 Nov | 4087.05 | 417 | 1.95 | 26.15 | 42 | 3 | 66.5 | |||
| 13 Nov | 4066.90 | 415.05 | -75.25 | 44.43 | 45 | 20.5 | 62.5 | |||
| 12 Nov | 4243.50 | 490.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 4443.70 | 490.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 4400.60 | 490.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4433.80 | 490.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 4390.15 | 490.3 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 4261.95 | 490.3 | -72.70 | - | 1 | 0 | 41.5 | |||
| 4 Nov | 4208.25 | 563 | 23.00 | 47.45 | 8 | 6 | 42 | |||
| 1 Nov | 4288.00 | 540 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 4246.70 | 540 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 4236.30 | 540 | 0.00 | - | 0 | 9 | 0 | |||
| 29 Oct | 4274.50 | 540 | 11.00 | - | 14 | 8 | 35 | |||
| 28 Oct | 4148.75 | 529 | 14.00 | - | 5 | 4 | 26 | |||
| 25 Oct | 4165.60 | 515 | -277.10 | - | 25 | 22 | 22 | |||
| 24 Oct | 4197.15 | 792.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 4233.75 | 792.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 4301.70 | 792.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4656.25 | 792.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 4575.40 | 792.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4368.30 | 792.1 | - | 0 | 0 | 0 | ||||
For Hindustan Aeronautics Ltd - strike price 3700 expiring on 28NOV2024
Delta for 3700 CE is 0.91
Historical price for 3700 CE is as follows
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 307.65, which was -55.75 lower than the previous day. The implied volatity was 43.16, the open interest changed by 92 which increased total open position to 220
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 363.4, which was 0.00 lower than the previous day. The implied volatity was 38.57, the open interest changed by 0 which decreased total open position to 128
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 363.4, which was -80.10 lower than the previous day. The implied volatity was 38.57, the open interest changed by 0 which decreased total open position to 128
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 443.5, which was 26.50 higher than the previous day. The implied volatity was 71.03, the open interest changed by -2 which decreased total open position to 132
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 417, which was 1.95 higher than the previous day. The implied volatity was 26.15, the open interest changed by 6 which increased total open position to 133
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 415.05, which was -75.25 lower than the previous day. The implied volatity was 44.43, the open interest changed by 41 which increased total open position to 125
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 490.3, which was 0.00 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 11 Nov HAL was trading at 4443.70. The strike last trading price was 490.3, which was 0.00 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 8 Nov HAL was trading at 4400.60. The strike last trading price was 490.3, which was 0.00 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 7 Nov HAL was trading at 4433.80. The strike last trading price was 490.3, which was 0.00 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 6 Nov HAL was trading at 4390.15. The strike last trading price was 490.3, which was 0.00 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 5 Nov HAL was trading at 4261.95. The strike last trading price was 490.3, which was -72.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 563, which was 23.00 higher than the previous day. The implied volatity was 47.45, the open interest changed by 12 which increased total open position to 84
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 540, which was 0.00 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 31 Oct HAL was trading at 4246.70. The strike last trading price was 540, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HAL was trading at 4236.30. The strike last trading price was 540, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HAL was trading at 4274.50. The strike last trading price was 540, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HAL was trading at 4148.75. The strike last trading price was 529, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HAL was trading at 4165.60. The strike last trading price was 515, which was -277.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HAL was trading at 4197.15. The strike last trading price was 792.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HAL was trading at 4233.75. The strike last trading price was 792.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HAL was trading at 4301.70. The strike last trading price was 792.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HAL was trading at 4656.25. The strike last trading price was 792.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HAL was trading at 4575.40. The strike last trading price was 792.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HAL was trading at 4368.30. The strike last trading price was 792.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAL 28NOV2024 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 1.03
Theta: -3.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3983.45 | 13.95 | -1.05 | 46.63 | 2,233 | 169.5 | 761.5 |
| 20 Nov | 4057.15 | 15 | 0.00 | 47.54 | 1,583.5 | -42.5 | 584.5 |
| 19 Nov | 4057.15 | 15 | 4.60 | 47.54 | 1,583.5 | -50 | 584.5 |
| 18 Nov | 4077.85 | 10.4 | -3.00 | 43.92 | 1,567.5 | -37.5 | 636.5 |
| 14 Nov | 4087.05 | 13.4 | -11.30 | 41.08 | 7,268.5 | 326.5 | 672 |
| 13 Nov | 4066.90 | 24.7 | 12.70 | 45.51 | 1,582.5 | 136 | 347.5 |
| 12 Nov | 4243.50 | 12 | 7.30 | 45.24 | 333 | -1 | 212 |
| 11 Nov | 4443.70 | 4.7 | -3.65 | 45.99 | 264.5 | -17 | 223 |
| 8 Nov | 4400.60 | 8.35 | 1.20 | 44.69 | 165 | -15.5 | 240 |
| 7 Nov | 4433.80 | 7.15 | -1.25 | 44.62 | 149.5 | -12.5 | 255.5 |
| 6 Nov | 4390.15 | 8.4 | -10.70 | 43.21 | 530 | -20.5 | 268 |
| 5 Nov | 4261.95 | 19.1 | -9.50 | 44.10 | 588.5 | -23 | 287.5 |
| 4 Nov | 4208.25 | 28.6 | 5.60 | 45.73 | 498 | 53.5 | 310 |
| 1 Nov | 4288.00 | 23 | -1.15 | 44.76 | 19 | 6.5 | 257.5 |
| 31 Oct | 4246.70 | 24.15 | -0.55 | - | 737 | 109 | 253 |
| 30 Oct | 4236.30 | 24.7 | 2.70 | - | 139 | 34 | 142 |
| 29 Oct | 4274.50 | 22 | -14.70 | - | 167 | 61 | 110 |
| 28 Oct | 4148.75 | 36.7 | 8.25 | - | 69 | 20 | 50 |
| 25 Oct | 4165.60 | 28.45 | -48.00 | - | 85 | 30 | 30 |
| 24 Oct | 4197.15 | 76.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 4233.75 | 76.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 4301.70 | 76.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 4656.25 | 76.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 4575.40 | 76.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 4368.30 | 76.45 | - | 0 | 0 | 0 | |
For Hindustan Aeronautics Ltd - strike price 3700 expiring on 28NOV2024
Delta for 3700 PE is -0.11
Historical price for 3700 PE is as follows
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 13.95, which was -1.05 lower than the previous day. The implied volatity was 46.63, the open interest changed by 339 which increased total open position to 1523
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 47.54, the open interest changed by -85 which decreased total open position to 1169
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 15, which was 4.60 higher than the previous day. The implied volatity was 47.54, the open interest changed by -100 which decreased total open position to 1169
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 10.4, which was -3.00 lower than the previous day. The implied volatity was 43.92, the open interest changed by -75 which decreased total open position to 1273
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 13.4, which was -11.30 lower than the previous day. The implied volatity was 41.08, the open interest changed by 653 which increased total open position to 1344
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 24.7, which was 12.70 higher than the previous day. The implied volatity was 45.51, the open interest changed by 272 which increased total open position to 695
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 12, which was 7.30 higher than the previous day. The implied volatity was 45.24, the open interest changed by -2 which decreased total open position to 424
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 4.7, which was -3.65 lower than the previous day. The implied volatity was 45.99, the open interest changed by -34 which decreased total open position to 446
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 8.35, which was 1.20 higher than the previous day. The implied volatity was 44.69, the open interest changed by -31 which decreased total open position to 480
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 7.15, which was -1.25 lower than the previous day. The implied volatity was 44.62, the open interest changed by -25 which decreased total open position to 511
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 8.4, which was -10.70 lower than the previous day. The implied volatity was 43.21, the open interest changed by -41 which decreased total open position to 536
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 19.1, which was -9.50 lower than the previous day. The implied volatity was 44.10, the open interest changed by -46 which decreased total open position to 575
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 28.6, which was 5.60 higher than the previous day. The implied volatity was 45.73, the open interest changed by 107 which increased total open position to 620
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 23, which was -1.15 lower than the previous day. The implied volatity was 44.76, the open interest changed by 13 which increased total open position to 515
On 31 Oct HAL was trading at 4246.70. The strike last trading price was 24.15, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HAL was trading at 4236.30. The strike last trading price was 24.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HAL was trading at 4274.50. The strike last trading price was 22, which was -14.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HAL was trading at 4148.75. The strike last trading price was 36.7, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HAL was trading at 4165.60. The strike last trading price was 28.45, which was -48.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HAL was trading at 4197.15. The strike last trading price was 76.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HAL was trading at 4233.75. The strike last trading price was 76.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct HAL was trading at 4301.70. The strike last trading price was 76.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HAL was trading at 4656.25. The strike last trading price was 76.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct HAL was trading at 4575.40. The strike last trading price was 76.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct HAL was trading at 4368.30. The strike last trading price was 76.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
