HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
20 Dec 2024 04:12 PM IST
| HAL 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.31
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4190.20 | 323 | -267.50 | 31.72 | 1 | 0 | 22 | |||
| 19 Dec | 4385.10 | 590.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 4482.85 | 590.5 | -219.50 | - | 2 | 0 | 22 | |||
| 17 Dec | 4622.60 | 810 | 160.00 | - | 3 | -1 | 24 | |||
| 16 Dec | 4676.35 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 4669.65 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 4660.55 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 4649.70 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 4627.70 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 4618.95 | 650 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 4559.65 | 650 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 5 Dec | 4568.85 | 650 | 11.55 | - | 3 | -1 | 26 | |||
| 4 Dec | 4521.35 | 638.45 | 4.20 | - | 2 | 0 | 29 | |||
| 3 Dec | 4518.85 | 634.25 | 23.75 | - | 3 | -1 | 29 | |||
| 2 Dec | 4504.75 | 610.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 29 Nov | 4476.85 | 610.5 | 0.00 | 35.30 | 1 | 0 | 31 | |||
| 28 Nov | 4466.85 | 610.5 | -0.50 | 39.89 | 7 | -3 | 30 | |||
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| 27 Nov | 4474.65 | 611 | 91.00 | - | 10 | -5 | 33 | |||
| 26 Nov | 4364.55 | 520 | 85.05 | 35.08 | 21 | 1 | 38 | |||
| 25 Nov | 4289.95 | 434.95 | 131.80 | 25.96 | 14 | -15 | 38 | |||
| 22 Nov | 4111.35 | 303.15 | 67.15 | 30.88 | 51 | -14 | 39 | |||
| 21 Nov | 3983.45 | 236 | -39.85 | 33.96 | 119 | 45 | 49 | |||
| 20 Nov | 4057.15 | 275.85 | 0.00 | 33.02 | 3 | 1 | 4 | |||
| 19 Nov | 4057.15 | 275.85 | -55.95 | 33.02 | 3 | 1 | 4 | |||
| 18 Nov | 4077.85 | 331.8 | 49.15 | 39.06 | 2 | 0 | 2 | |||
| 14 Nov | 4087.05 | 282.65 | -245.75 | 21.98 | 3 | 2 | 2 | |||
| 13 Nov | 4066.90 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 4243.50 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 4443.70 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 4400.60 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 4433.80 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 4390.15 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4261.95 | 528.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4208.25 | 528.4 | 528.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 4288.00 | 0 | - | 0 | 0 | 0 | ||||
For Hindustan Aeronautics Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 CE is 0.98
Historical price for 3900 CE is as follows
On 20 Dec HAL was trading at 4190.20. The strike last trading price was 323, which was -267.50 lower than the previous day. The implied volatity was 31.72, the open interest changed by 0 which decreased total open position to 22
On 19 Dec HAL was trading at 4385.10. The strike last trading price was 590.5, 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 18 Dec HAL was trading at 4482.85. The strike last trading price was 590.5, which was -219.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Dec HAL was trading at 4622.60. The strike last trading price was 810, which was 160.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 24
On 16 Dec HAL was trading at 4676.35. The strike last trading price was 650, 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 13 Dec HAL was trading at 4669.65. The strike last trading price was 650, 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 12 Dec HAL was trading at 4660.55. The strike last trading price was 650, 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 Dec HAL was trading at 4649.70. The strike last trading price was 650, 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 10 Dec HAL was trading at 4627.70. The strike last trading price was 650, 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 9 Dec HAL was trading at 4618.95. The strike last trading price was 650, 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 Dec HAL was trading at 4559.65. The strike last trading price was 650, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Dec HAL was trading at 4568.85. The strike last trading price was 650, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 26
On 4 Dec HAL was trading at 4521.35. The strike last trading price was 638.45, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 634.25, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 29
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 610.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 610.5, which was 0.00 lower than the previous day. The implied volatity was 35.30, the open interest changed by 0 which decreased total open position to 31
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 610.5, which was -0.50 lower than the previous day. The implied volatity was 39.89, the open interest changed by -3 which decreased total open position to 30
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 611, which was 91.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 33
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 520, which was 85.05 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 38
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 434.95, which was 131.80 higher than the previous day. The implied volatity was 25.96, the open interest changed by -15 which decreased total open position to 38
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 303.15, which was 67.15 higher than the previous day. The implied volatity was 30.88, the open interest changed by -14 which decreased total open position to 39
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 236, which was -39.85 lower than the previous day. The implied volatity was 33.96, the open interest changed by 45 which increased total open position to 49
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 275.85, which was 0.00 lower than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 4
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 275.85, which was -55.95 lower than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 4
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 331.8, which was 49.15 higher than the previous day. The implied volatity was 39.06, the open interest changed by 0 which decreased total open position to 2
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 282.65, which was -245.75 lower than the previous day. The implied volatity was 21.98, the open interest changed by 2 which increased total open position to 2
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 528.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 528.4, which was 0.00 lower than the previous day. The implied volatity was -, 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 528.4, which was 0.00 lower than the previous day. The implied volatity was -, 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 528.4, which was 0.00 lower than the previous day. The implied volatity was -, 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 528.4, which was 0.00 lower than the previous day. The implied volatity was -, 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 528.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 528.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 528.4, which was 528.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HAL 26DEC2024 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.84
Theta: -3.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4190.20 | 9.95 | 5.55 | 46.09 | 2,984 | 101 | 575 |
| 19 Dec | 4385.10 | 4.4 | -0.10 | 48.86 | 1,274 | -21 | 474 |
| 18 Dec | 4482.85 | 4.5 | 1.35 | 52.80 | 760 | 14 | 497 |
| 17 Dec | 4622.60 | 3.15 | 0.35 | - | 122 | -11 | 482 |
| 16 Dec | 4676.35 | 2.8 | -0.75 | - | 48 | -4 | 493 |
| 13 Dec | 4669.65 | 3.55 | -0.40 | 48.75 | 80 | -6 | 496 |
| 12 Dec | 4660.55 | 3.95 | -0.30 | 47.79 | 409 | -81 | 502 |
| 11 Dec | 4649.70 | 4.25 | -0.65 | 46.38 | 580 | -3 | 585 |
| 10 Dec | 4627.70 | 4.9 | -1.10 | 44.71 | 708 | 49 | 588 |
| 9 Dec | 4618.95 | 6 | -0.90 | 45.03 | 893 | 43 | 541 |
| 6 Dec | 4559.65 | 6.9 | 0.60 | 40.17 | 624 | -27 | 496 |
| 5 Dec | 4568.85 | 6.3 | -1.40 | 38.91 | 823 | -9 | 522 |
| 4 Dec | 4521.35 | 7.7 | -1.85 | 37.42 | 915 | -90 | 531 |
| 3 Dec | 4518.85 | 9.55 | -3.70 | 38.16 | 858 | -30 | 621 |
| 2 Dec | 4504.75 | 13.25 | -1.20 | 39.88 | 953 | 61 | 641 |
| 29 Nov | 4476.85 | 14.45 | -4.10 | 37.04 | 973 | 10 | 580 |
| 28 Nov | 4466.85 | 18.55 | -1.70 | 38.28 | 819 | 39 | 561 |
| 27 Nov | 4474.65 | 20.25 | -6.15 | 39.71 | 716 | -50 | 522 |
| 26 Nov | 4364.55 | 26.4 | -8.10 | 36.50 | 527 | 139 | 572 |
| 25 Nov | 4289.95 | 34.5 | -35.50 | 35.37 | 548 | 212 | 433 |
| 22 Nov | 4111.35 | 70 | -40.00 | 33.87 | 382 | 76 | 297 |
| 21 Nov | 3983.45 | 110 | 16.00 | 34.22 | 361 | 97 | 222 |
| 20 Nov | 4057.15 | 94 | 0.00 | 34.18 | 136 | 44 | 125 |
| 19 Nov | 4057.15 | 94 | 9.75 | 34.18 | 136 | 44 | 125 |
| 18 Nov | 4077.85 | 84.25 | 2.20 | 34.07 | 134 | 3 | 81 |
| 14 Nov | 4087.05 | 82.05 | -20.95 | 33.24 | 165 | 58 | 78 |
| 13 Nov | 4066.90 | 103 | 57.05 | 35.83 | 26 | 17 | 19 |
| 12 Nov | 4243.50 | 45.95 | -92.45 | 30.96 | 2 | 1 | 1 |
| 11 Nov | 4443.70 | 138.4 | 0.00 | 9.68 | 0 | 0 | 0 |
| 8 Nov | 4400.60 | 138.4 | 0.00 | 8.71 | 0 | 0 | 0 |
| 7 Nov | 4433.80 | 138.4 | 0.00 | 9.33 | 0 | 0 | 0 |
| 6 Nov | 4390.15 | 138.4 | 0.00 | 8.74 | 0 | 0 | 0 |
| 5 Nov | 4261.95 | 138.4 | 0.00 | 6.79 | 0 | 0 | 0 |
| 4 Nov | 4208.25 | 138.4 | 0.00 | 6.04 | 0 | 0 | 0 |
| 1 Nov | 4288.00 | 138.4 | 6.91 | 0 | 0 | 0 | |
For Hindustan Aeronautics Ltd - strike price 3900 expiring on 26DEC2024
Delta for 3900 PE is -0.09
Historical price for 3900 PE is as follows
On 20 Dec HAL was trading at 4190.20. The strike last trading price was 9.95, which was 5.55 higher than the previous day. The implied volatity was 46.09, the open interest changed by 101 which increased total open position to 575
On 19 Dec HAL was trading at 4385.10. The strike last trading price was 4.4, which was -0.10 lower than the previous day. The implied volatity was 48.86, the open interest changed by -21 which decreased total open position to 474
On 18 Dec HAL was trading at 4482.85. The strike last trading price was 4.5, which was 1.35 higher than the previous day. The implied volatity was 52.80, the open interest changed by 14 which increased total open position to 497
On 17 Dec HAL was trading at 4622.60. The strike last trading price was 3.15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 482
On 16 Dec HAL was trading at 4676.35. The strike last trading price was 2.8, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 493
On 13 Dec HAL was trading at 4669.65. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 48.75, the open interest changed by -6 which decreased total open position to 496
On 12 Dec HAL was trading at 4660.55. The strike last trading price was 3.95, which was -0.30 lower than the previous day. The implied volatity was 47.79, the open interest changed by -81 which decreased total open position to 502
On 11 Dec HAL was trading at 4649.70. The strike last trading price was 4.25, which was -0.65 lower than the previous day. The implied volatity was 46.38, the open interest changed by -3 which decreased total open position to 585
On 10 Dec HAL was trading at 4627.70. The strike last trading price was 4.9, which was -1.10 lower than the previous day. The implied volatity was 44.71, the open interest changed by 49 which increased total open position to 588
On 9 Dec HAL was trading at 4618.95. The strike last trading price was 6, which was -0.90 lower than the previous day. The implied volatity was 45.03, the open interest changed by 43 which increased total open position to 541
On 6 Dec HAL was trading at 4559.65. The strike last trading price was 6.9, which was 0.60 higher than the previous day. The implied volatity was 40.17, the open interest changed by -27 which decreased total open position to 496
On 5 Dec HAL was trading at 4568.85. The strike last trading price was 6.3, which was -1.40 lower than the previous day. The implied volatity was 38.91, the open interest changed by -9 which decreased total open position to 522
On 4 Dec HAL was trading at 4521.35. The strike last trading price was 7.7, which was -1.85 lower than the previous day. The implied volatity was 37.42, the open interest changed by -90 which decreased total open position to 531
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 9.55, which was -3.70 lower than the previous day. The implied volatity was 38.16, the open interest changed by -30 which decreased total open position to 621
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 13.25, which was -1.20 lower than the previous day. The implied volatity was 39.88, the open interest changed by 61 which increased total open position to 641
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 14.45, which was -4.10 lower than the previous day. The implied volatity was 37.04, the open interest changed by 10 which increased total open position to 580
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 18.55, which was -1.70 lower than the previous day. The implied volatity was 38.28, the open interest changed by 39 which increased total open position to 561
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 20.25, which was -6.15 lower than the previous day. The implied volatity was 39.71, the open interest changed by -50 which decreased total open position to 522
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 26.4, which was -8.10 lower than the previous day. The implied volatity was 36.50, the open interest changed by 139 which increased total open position to 572
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 34.5, which was -35.50 lower than the previous day. The implied volatity was 35.37, the open interest changed by 212 which increased total open position to 433
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 70, which was -40.00 lower than the previous day. The implied volatity was 33.87, the open interest changed by 76 which increased total open position to 297
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 110, which was 16.00 higher than the previous day. The implied volatity was 34.22, the open interest changed by 97 which increased total open position to 222
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 34.18, the open interest changed by 44 which increased total open position to 125
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 94, which was 9.75 higher than the previous day. The implied volatity was 34.18, the open interest changed by 44 which increased total open position to 125
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 84.25, which was 2.20 higher than the previous day. The implied volatity was 34.07, the open interest changed by 3 which increased total open position to 81
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 82.05, which was -20.95 lower than the previous day. The implied volatity was 33.24, the open interest changed by 58 which increased total open position to 78
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 103, which was 57.05 higher than the previous day. The implied volatity was 35.83, the open interest changed by 17 which increased total open position to 19
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 45.95, which was -92.45 lower than the previous day. The implied volatity was 30.96, the open interest changed by 1 which increased total open position to 1
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 138.4, which was 0.00 lower than the previous day. The implied volatity was 9.68, 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 138.4, which was 0.00 lower than the previous day. The implied volatity was 8.71, 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 138.4, which was 0.00 lower than the previous day. The implied volatity was 9.33, 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 138.4, which was 0.00 lower than the previous day. The implied volatity was 8.74, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 138.4, which was 0.00 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 138.4, which was 0.00 lower than the previous day. The implied volatity was 6.04, the open interest changed by 0 which decreased total open position to 0
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 138.4, which was lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
