HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
21 Nov 2024 04:12 PM IST
| HAL 28NOV2024 4100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 1.95
Theta: -5.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3983.45 | 37.3 | -31.35 | 34.76 | 5,871.5 | 353 | 2,106 | |||
| 20 Nov | 4057.15 | 68.65 | 0.00 | 34.57 | 6,873.5 | 210.5 | 1,759.5 | |||
| 19 Nov | 4057.15 | 68.65 | -15.75 | 34.57 | 6,873.5 | 217 | 1,759.5 | |||
| 18 Nov | 4077.85 | 84.4 | -19.55 | 31.79 | 6,308.5 | 22.5 | 1,547 | |||
| 14 Nov | 4087.05 | 103.95 | -16.30 | 29.74 | 16,801 | 703.5 | 1,529.5 | |||
| 13 Nov | 4066.90 | 120.25 | -93.10 | 37.38 | 4,029.5 | 670 | 817.5 | |||
| 12 Nov | 4243.50 | 213.35 | -164.65 | 36.25 | 71.5 | 0 | 146.5 | |||
| 11 Nov | 4443.70 | 378 | 34.00 | 35.11 | 35 | -3 | 146.5 | |||
| 8 Nov | 4400.60 | 344 | -27.90 | 36.86 | 51.5 | -10.5 | 149.5 | |||
| 7 Nov | 4433.80 | 371.9 | 23.90 | 28.93 | 84.5 | -37.5 | 161 | |||
| 6 Nov | 4390.15 | 348 | 96.15 | 33.03 | 290.5 | -44.5 | 199 | |||
| 5 Nov | 4261.95 | 251.85 | 13.10 | 34.48 | 947 | 25.5 | 243.5 | |||
| 4 Nov | 4208.25 | 238.75 | -43.25 | 38.62 | 285.5 | 22 | 217 | |||
| 1 Nov | 4288.00 | 282 | 4.25 | 32.59 | 8 | -1 | 195 | |||
| 31 Oct | 4246.70 | 277.75 | 5.65 | - | 218 | 12 | 197 | |||
| 30 Oct | 4236.30 | 272.1 | -37.70 | - | 192 | -8 | 176 | |||
| 29 Oct | 4274.50 | 309.8 | 80.80 | - | 497 | 56 | 182 | |||
| 28 Oct | 4148.75 | 229 | -16.00 | - | 332 | 66 | 124 | |||
| 25 Oct | 4165.60 | 245 | -21.50 | - | 191 | 46 | 58 | |||
| 24 Oct | 4197.15 | 266.5 | -54.10 | - | 4 | 1 | 11 | |||
| 23 Oct | 4233.75 | 320.6 | -192.25 | - | 10 | 8 | 9 | |||
| 22 Oct | 4301.70 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 4514.45 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 4524.70 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 4518.60 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 4656.25 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 4575.40 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 4507.55 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 4446.15 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 4482.25 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 4386.55 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 4368.30 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 4165.90 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 4256.65 | 512.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 4267.45 | 512.85 | - | 0 | 0 | 0 | ||||
For Hindustan Aeronautics Ltd - strike price 4100 expiring on 28NOV2024
Delta for 4100 CE is 0.31
Historical price for 4100 CE is as follows
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 37.3, which was -31.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 706 which increased total open position to 4212
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 68.65, which was 0.00 lower than the previous day. The implied volatity was 34.57, the open interest changed by 421 which increased total open position to 3519
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 68.65, which was -15.75 lower than the previous day. The implied volatity was 34.57, the open interest changed by 434 which increased total open position to 3519
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 84.4, which was -19.55 lower than the previous day. The implied volatity was 31.79, the open interest changed by 45 which increased total open position to 3094
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 103.95, which was -16.30 lower than the previous day. The implied volatity was 29.74, the open interest changed by 1407 which increased total open position to 3059
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 120.25, which was -93.10 lower than the previous day. The implied volatity was 37.38, the open interest changed by 1340 which increased total open position to 1635
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 213.35, which was -164.65 lower than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 293
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 378, which was 34.00 higher than the previous day. The implied volatity was 35.11, the open interest changed by -6 which decreased total open position to 293
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 344, which was -27.90 lower than the previous day. The implied volatity was 36.86, the open interest changed by -21 which decreased total open position to 299
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 371.9, which was 23.90 higher than the previous day. The implied volatity was 28.93, the open interest changed by -75 which decreased total open position to 322
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 348, which was 96.15 higher than the previous day. The implied volatity was 33.03, the open interest changed by -89 which decreased total open position to 398
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 251.85, which was 13.10 higher than the previous day. The implied volatity was 34.48, the open interest changed by 51 which increased total open position to 487
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 238.75, which was -43.25 lower than the previous day. The implied volatity was 38.62, the open interest changed by 44 which increased total open position to 434
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 282, which was 4.25 higher than the previous day. The implied volatity was 32.59, the open interest changed by -2 which decreased total open position to 390
On 31 Oct HAL was trading at 4246.70. The strike last trading price was 277.75, which was 5.65 higher 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 272.1, which was -37.70 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 309.8, which was 80.80 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 229, which was -16.00 lower 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 245, which was -21.50 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 266.5, which was -54.10 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 320.6, which was -192.25 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 512.85, 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 21 Oct HAL was trading at 4514.45. The strike last trading price was 512.85, 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 18 Oct HAL was trading at 4524.70. The strike last trading price was 512.85, 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 17 Oct HAL was trading at 4518.60. The strike last trading price was 512.85, 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 512.85, 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 512.85, 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 14 Oct HAL was trading at 4507.55. The strike last trading price was 512.85, 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 11 Oct HAL was trading at 4446.15. The strike last trading price was 512.85, 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 10 Oct HAL was trading at 4482.25. The strike last trading price was 512.85, 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 9 Oct HAL was trading at 4386.55. The strike last trading price was 512.85, 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 512.85, 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 7 Oct HAL was trading at 4165.90. The strike last trading price was 512.85, 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 4 Oct HAL was trading at 4256.65. The strike last trading price was 512.85, 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 3 Oct HAL was trading at 4267.45. The strike last trading price was 512.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAL 28NOV2024 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 1.96
Theta: -4.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3983.45 | 140.05 | 21.50 | 35.59 | 1,170 | -168 | 1,420.5 |
| 20 Nov | 4057.15 | 118.55 | 0.00 | 37.68 | 4,114 | -52 | 1,589 |
| 19 Nov | 4057.15 | 118.55 | 25.85 | 37.68 | 4,114 | -51.5 | 1,589 |
| 18 Nov | 4077.85 | 92.7 | -3.30 | 33.83 | 6,628 | 154 | 1,648 |
| 14 Nov | 4087.05 | 96 | -32.50 | 32.64 | 8,811.5 | 285 | 1,533.5 |
| 13 Nov | 4066.90 | 128.5 | 58.20 | 38.01 | 9,235.5 | 222 | 1,247.5 |
| 12 Nov | 4243.50 | 70.3 | 41.90 | 37.81 | 1,799 | 103 | 1,029 |
| 11 Nov | 4443.70 | 28.4 | -8.55 | 38.20 | 1,723 | 86 | 930.5 |
| 8 Nov | 4400.60 | 36.95 | 4.95 | 35.17 | 791 | -65 | 864.5 |
| 7 Nov | 4433.80 | 32 | -4.85 | 35.82 | 780 | -42 | 933.5 |
| 6 Nov | 4390.15 | 36.85 | -50.10 | 34.29 | 1,345.5 | 166 | 975 |
| 5 Nov | 4261.95 | 86.95 | -27.10 | 38.74 | 4,058 | 132.5 | 808.5 |
| 4 Nov | 4208.25 | 114.05 | 16.05 | 40.78 | 827.5 | 5 | 676 |
| 1 Nov | 4288.00 | 98 | 0.00 | 41.49 | 114.5 | 13.5 | 671.5 |
| 31 Oct | 4246.70 | 98 | -11.00 | - | 756 | 91 | 657 |
| 30 Oct | 4236.30 | 109 | 15.65 | - | 634 | 91 | 567 |
| 29 Oct | 4274.50 | 93.35 | -51.25 | - | 688 | 156 | 474 |
| 28 Oct | 4148.75 | 144.6 | 21.80 | - | 375 | 94 | 317 |
| 25 Oct | 4165.60 | 122.8 | -3.00 | - | 366 | 64 | 223 |
| 24 Oct | 4197.15 | 125.8 | 5.10 | - | 99 | 27 | 160 |
| 23 Oct | 4233.75 | 120.7 | 27.70 | - | 121 | 9 | 132 |
| 22 Oct | 4301.70 | 93 | 47.70 | - | 215 | 3 | 120 |
| 21 Oct | 4514.45 | 45.3 | 11.05 | - | 42 | 6 | 118 |
| 18 Oct | 4524.70 | 34.25 | -1.70 | - | 60 | 17 | 112 |
| 17 Oct | 4518.60 | 35.95 | 14.85 | - | 84 | 48 | 94 |
| 16 Oct | 4656.25 | 21.1 | -9.20 | - | 40 | 12 | 48 |
| 15 Oct | 4575.40 | 30.3 | -8.85 | - | 30 | 10 | 35 |
| 14 Oct | 4507.55 | 39.15 | -15.90 | - | 22 | 17 | 23 |
| 11 Oct | 4446.15 | 55.05 | 2.20 | - | 4 | 3 | 7 |
| 10 Oct | 4482.25 | 52.85 | -16.90 | - | 4 | 2 | 4 |
| 9 Oct | 4386.55 | 69.75 | -10.00 | - | 2 | 0 | 1 |
| 8 Oct | 4368.30 | 79.75 | -112.50 | - | 2 | 1 | 1 |
| 7 Oct | 4165.90 | 192.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 4256.65 | 192.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 4267.45 | 192.25 | - | 0 | 0 | 0 | |
For Hindustan Aeronautics Ltd - strike price 4100 expiring on 28NOV2024
Delta for 4100 PE is -0.69
Historical price for 4100 PE is as follows
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 140.05, which was 21.50 higher than the previous day. The implied volatity was 35.59, the open interest changed by -336 which decreased total open position to 2841
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 118.55, which was 0.00 lower than the previous day. The implied volatity was 37.68, the open interest changed by -104 which decreased total open position to 3178
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 118.55, which was 25.85 higher than the previous day. The implied volatity was 37.68, the open interest changed by -103 which decreased total open position to 3178
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 92.7, which was -3.30 lower than the previous day. The implied volatity was 33.83, the open interest changed by 308 which increased total open position to 3296
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 96, which was -32.50 lower than the previous day. The implied volatity was 32.64, the open interest changed by 570 which increased total open position to 3067
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 128.5, which was 58.20 higher than the previous day. The implied volatity was 38.01, the open interest changed by 444 which increased total open position to 2495
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 70.3, which was 41.90 higher than the previous day. The implied volatity was 37.81, the open interest changed by 206 which increased total open position to 2058
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 28.4, which was -8.55 lower than the previous day. The implied volatity was 38.20, the open interest changed by 172 which increased total open position to 1861
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 36.95, which was 4.95 higher than the previous day. The implied volatity was 35.17, the open interest changed by -130 which decreased total open position to 1729
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 32, which was -4.85 lower than the previous day. The implied volatity was 35.82, the open interest changed by -84 which decreased total open position to 1867
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 36.85, which was -50.10 lower than the previous day. The implied volatity was 34.29, the open interest changed by 332 which increased total open position to 1950
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 86.95, which was -27.10 lower than the previous day. The implied volatity was 38.74, the open interest changed by 265 which increased total open position to 1617
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 114.05, which was 16.05 higher than the previous day. The implied volatity was 40.78, the open interest changed by 10 which increased total open position to 1352
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 98, which was 0.00 lower than the previous day. The implied volatity was 41.49, the open interest changed by 27 which increased total open position to 1343
On 31 Oct HAL was trading at 4246.70. The strike last trading price was 98, which was -11.00 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 109, which was 15.65 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 93.35, which was -51.25 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 144.6, which was 21.80 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 122.8, which was -3.00 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 125.8, which was 5.10 higher 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 120.7, which was 27.70 higher 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 93, which was 47.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct HAL was trading at 4514.45. The strike last trading price was 45.3, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct HAL was trading at 4524.70. The strike last trading price was 34.25, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HAL was trading at 4518.60. The strike last trading price was 35.95, which was 14.85 higher 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 21.1, which was -9.20 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 30.3, which was -8.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct HAL was trading at 4507.55. The strike last trading price was 39.15, which was -15.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct HAL was trading at 4446.15. The strike last trading price was 55.05, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct HAL was trading at 4482.25. The strike last trading price was 52.85, which was -16.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct HAL was trading at 4386.55. The strike last trading price was 69.75, which was -10.00 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 79.75, which was -112.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct HAL was trading at 4165.90. The strike last trading price was 192.25, 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 4 Oct HAL was trading at 4256.65. The strike last trading price was 192.25, 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 3 Oct HAL was trading at 4267.45. The strike last trading price was 192.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
