HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
03 Dec 2024 04:12 PM IST
| HAL 26DEC2024 4300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 3.26
Theta: -2.89
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 4518.85 | 278.5 | -4.50 | 28.09 | 227 | -97 | 818 | |||
| 2 Dec | 4504.75 | 283 | 17.35 | 30.25 | 331 | -98 | 917 | |||
|
|
||||||||||
| 29 Nov | 4476.85 | 265.65 | -9.35 | 30.12 | 471 | 53 | 1,014 | |||
| 28 Nov | 4466.85 | 275 | -5.00 | 33.46 | 517 | 23 | 961 | |||
| 27 Nov | 4474.65 | 280 | 74.95 | 29.29 | 1,743 | -181 | 939 | |||
| 26 Nov | 4364.55 | 205.05 | 37.05 | 30.33 | 3,291 | 118 | 1,120 | |||
| 25 Nov | 4289.95 | 168 | 72.00 | 31.29 | 3,510 | 684 | 1,014 | |||
| 22 Nov | 4111.35 | 96 | 30.60 | 31.50 | 620 | 48 | 378 | |||
| 21 Nov | 3983.45 | 65.4 | -23.65 | 32.69 | 423 | 108 | 329 | |||
| 20 Nov | 4057.15 | 89.05 | 0.00 | 32.99 | 352 | 53 | 220 | |||
| 19 Nov | 4057.15 | 89.05 | -8.55 | 32.99 | 352 | 52 | 220 | |||
| 18 Nov | 4077.85 | 97.6 | -12.30 | 31.60 | 318 | 47 | 167 | |||
| 14 Nov | 4087.05 | 109.9 | -0.75 | 30.89 | 322 | 80 | 117 | |||
| 13 Nov | 4066.90 | 110.65 | -68.95 | 32.48 | 45 | 18 | 38 | |||
| 12 Nov | 4243.50 | 179.6 | -110.40 | 32.15 | 7 | 6 | 20 | |||
| 11 Nov | 4443.70 | 290 | -7.30 | 29.52 | 18 | 1 | 13 | |||
| 8 Nov | 4400.60 | 297.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 4433.80 | 297.3 | 20.30 | 29.61 | 5 | 0 | 12 | |||
| 6 Nov | 4390.15 | 277 | -27.80 | 30.21 | 28 | 12 | 12 | |||
| 5 Nov | 4261.95 | 304.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 4208.25 | 304.8 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 1 Nov | 4288.00 | 304.8 | - | 0 | 0 | 0 | ||||
For Hindustan Aeronautics Ltd - strike price 4300 expiring on 26DEC2024
Delta for 4300 CE is 0.79
Historical price for 4300 CE is as follows
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 278.5, which was -4.50 lower than the previous day. The implied volatity was 28.09, the open interest changed by -97 which decreased total open position to 818
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 283, which was 17.35 higher than the previous day. The implied volatity was 30.25, the open interest changed by -98 which decreased total open position to 917
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 265.65, which was -9.35 lower than the previous day. The implied volatity was 30.12, the open interest changed by 53 which increased total open position to 1014
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 275, which was -5.00 lower than the previous day. The implied volatity was 33.46, the open interest changed by 23 which increased total open position to 961
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 280, which was 74.95 higher than the previous day. The implied volatity was 29.29, the open interest changed by -181 which decreased total open position to 939
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 205.05, which was 37.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by 118 which increased total open position to 1120
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 168, which was 72.00 higher than the previous day. The implied volatity was 31.29, the open interest changed by 684 which increased total open position to 1014
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 96, which was 30.60 higher than the previous day. The implied volatity was 31.50, the open interest changed by 48 which increased total open position to 378
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 65.4, which was -23.65 lower than the previous day. The implied volatity was 32.69, the open interest changed by 108 which increased total open position to 329
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 89.05, which was 0.00 lower than the previous day. The implied volatity was 32.99, the open interest changed by 53 which increased total open position to 220
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 89.05, which was -8.55 lower than the previous day. The implied volatity was 32.99, the open interest changed by 52 which increased total open position to 220
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 97.6, which was -12.30 lower than the previous day. The implied volatity was 31.60, the open interest changed by 47 which increased total open position to 167
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 109.9, which was -0.75 lower than the previous day. The implied volatity was 30.89, the open interest changed by 80 which increased total open position to 117
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 110.65, which was -68.95 lower than the previous day. The implied volatity was 32.48, the open interest changed by 18 which increased total open position to 38
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 179.6, which was -110.40 lower than the previous day. The implied volatity was 32.15, the open interest changed by 6 which increased total open position to 20
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 290, which was -7.30 lower than the previous day. The implied volatity was 29.52, the open interest changed by 1 which increased total open position to 13
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 297.3, 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 297.3, which was 20.30 higher than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 12
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 277, which was -27.80 lower than the previous day. The implied volatity was 30.21, the open interest changed by 12 which increased total open position to 12
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 304.8, 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 304.8, which was 0.00 lower than the previous day. The implied volatity was 0.63, 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 304.8, 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 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 3.43
Theta: -2.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 4518.85 | 48 | -9.20 | 30.79 | 1,473 | 42 | 1,647 |
| 2 Dec | 4504.75 | 57.2 | -9.85 | 32.30 | 1,765 | 3 | 1,596 |
| 29 Nov | 4476.85 | 67.05 | -13.40 | 30.88 | 2,119 | 213 | 1,597 |
| 28 Nov | 4466.85 | 80.45 | 2.10 | 32.84 | 1,811 | 142 | 1,386 |
| 27 Nov | 4474.65 | 78.35 | -46.50 | 33.68 | 1,933 | 352 | 1,236 |
| 26 Nov | 4364.55 | 124.85 | -26.10 | 34.52 | 1,895 | 420 | 890 |
| 25 Nov | 4289.95 | 150.95 | -99.05 | 32.95 | 983 | 325 | 464 |
| 22 Nov | 4111.35 | 250 | -95.00 | 32.08 | 76 | 27 | 166 |
| 21 Nov | 3983.45 | 345 | 39.55 | 35.23 | 30 | 6 | 138 |
| 20 Nov | 4057.15 | 305.45 | 0.00 | 34.59 | 115 | 64 | 132 |
| 19 Nov | 4057.15 | 305.45 | 18.45 | 34.59 | 115 | 64 | 132 |
| 18 Nov | 4077.85 | 287 | 9.00 | 35.30 | 79 | 24 | 69 |
| 14 Nov | 4087.05 | 278 | -38.00 | 34.40 | 39 | 8 | 45 |
| 13 Nov | 4066.90 | 316 | 119.45 | 38.44 | 21 | 3 | 37 |
| 12 Nov | 4243.50 | 196.55 | 76.55 | 31.89 | 14 | 2 | 34 |
| 11 Nov | 4443.70 | 120 | -5.95 | 33.03 | 13 | 6 | 31 |
| 8 Nov | 4400.60 | 125.95 | -0.90 | 29.86 | 16 | 7 | 23 |
| 7 Nov | 4433.80 | 126.85 | -15.65 | 32.83 | 9 | 1 | 15 |
| 6 Nov | 4390.15 | 142.5 | -167.85 | 32.72 | 21 | 11 | 11 |
| 5 Nov | 4261.95 | 310.35 | 0.00 | 0.29 | 0 | 0 | 0 |
| 4 Nov | 4208.25 | 310.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 4288.00 | 310.35 | 0.90 | 0 | 0 | 0 | |
For Hindustan Aeronautics Ltd - strike price 4300 expiring on 26DEC2024
Delta for 4300 PE is -0.23
Historical price for 4300 PE is as follows
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 48, which was -9.20 lower than the previous day. The implied volatity was 30.79, the open interest changed by 42 which increased total open position to 1647
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 57.2, which was -9.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by 3 which increased total open position to 1596
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 67.05, which was -13.40 lower than the previous day. The implied volatity was 30.88, the open interest changed by 213 which increased total open position to 1597
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 80.45, which was 2.10 higher than the previous day. The implied volatity was 32.84, the open interest changed by 142 which increased total open position to 1386
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 78.35, which was -46.50 lower than the previous day. The implied volatity was 33.68, the open interest changed by 352 which increased total open position to 1236
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 124.85, which was -26.10 lower than the previous day. The implied volatity was 34.52, the open interest changed by 420 which increased total open position to 890
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 150.95, which was -99.05 lower than the previous day. The implied volatity was 32.95, the open interest changed by 325 which increased total open position to 464
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 250, which was -95.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by 27 which increased total open position to 166
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 345, which was 39.55 higher than the previous day. The implied volatity was 35.23, the open interest changed by 6 which increased total open position to 138
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 305.45, which was 0.00 lower than the previous day. The implied volatity was 34.59, the open interest changed by 64 which increased total open position to 132
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 305.45, which was 18.45 higher than the previous day. The implied volatity was 34.59, the open interest changed by 64 which increased total open position to 132
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 287, which was 9.00 higher than the previous day. The implied volatity was 35.30, the open interest changed by 24 which increased total open position to 69
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 278, which was -38.00 lower than the previous day. The implied volatity was 34.40, the open interest changed by 8 which increased total open position to 45
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 316, which was 119.45 higher than the previous day. The implied volatity was 38.44, the open interest changed by 3 which increased total open position to 37
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 196.55, which was 76.55 higher than the previous day. The implied volatity was 31.89, the open interest changed by 2 which increased total open position to 34
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 120, which was -5.95 lower than the previous day. The implied volatity was 33.03, the open interest changed by 6 which increased total open position to 31
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 125.95, which was -0.90 lower than the previous day. The implied volatity was 29.86, the open interest changed by 7 which increased total open position to 23
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 126.85, which was -15.65 lower than the previous day. The implied volatity was 32.83, the open interest changed by 1 which increased total open position to 15
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 142.5, which was -167.85 lower than the previous day. The implied volatity was 32.72, the open interest changed by 11 which increased total open position to 11
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 310.35, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 310.35, 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 1 Nov HAL was trading at 4288.00. The strike last trading price was 310.35, which was lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
