HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
| HAL 24APR2025 4350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.92
Theta: -4.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4008.20 | 72.5 | -33.7 | 51.09 | 2,077 | -65 | 1,326 | |||
| 4 Apr | 4239.10 | 105.4 | -43.95 | 36.34 | 3,829 | 104 | 1,393 | |||
| 3 Apr | 4319.20 | 148 | 18.6 | 37.02 | 3,855 | 114 | 1,295 | |||
| 2 Apr | 4234.40 | 127 | -4.65 | 40.45 | 2,402 | 33 | 1,173 | |||
| 1 Apr | 4223.70 | 135.9 | 19.1 | 42.10 | 6,361 | 797 | 1,152 | |||
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| 28 Mar | 4177.45 | 120.25 | 1.95 | 39.26 | 2,719 | 137 | 355 | |||
| 27 Mar | 4160.95 | 121.5 | 10.5 | 39.64 | 977 | 56 | 218 | |||
| 26 Mar | 4128.30 | 113.05 | 40 | 39.92 | 1,030 | 40 | 163 | |||
| 25 Mar | 4012.45 | 71.9 | -37.95 | 39.35 | 364 | 69 | 122 | |||
| 24 Mar | 4129.80 | 112 | 94.2 | 37.61 | 165 | 53 | 53 | |||
| 21 Mar | 3891.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 3818.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Hindustan Aeronautics Ltd - strike price 4350 expiring on 24APR2025
Delta for 4350 CE is 0.28
Historical price for 4350 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 72.5, which was -33.7 lower than the previous day. The implied volatity was 51.09, the open interest changed by -65 which decreased total open position to 1326
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 105.4, which was -43.95 lower than the previous day. The implied volatity was 36.34, the open interest changed by 104 which increased total open position to 1393
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 148, which was 18.6 higher than the previous day. The implied volatity was 37.02, the open interest changed by 114 which increased total open position to 1295
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 127, which was -4.65 lower than the previous day. The implied volatity was 40.45, the open interest changed by 33 which increased total open position to 1173
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 135.9, which was 19.1 higher than the previous day. The implied volatity was 42.10, the open interest changed by 797 which increased total open position to 1152
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 120.25, which was 1.95 higher than the previous day. The implied volatity was 39.26, the open interest changed by 137 which increased total open position to 355
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 121.5, which was 10.5 higher than the previous day. The implied volatity was 39.64, the open interest changed by 56 which increased total open position to 218
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 113.05, which was 40 higher than the previous day. The implied volatity was 39.92, the open interest changed by 40 which increased total open position to 163
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 71.9, which was -37.95 lower than the previous day. The implied volatity was 39.35, the open interest changed by 69 which increased total open position to 122
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 112, which was 94.2 higher than the previous day. The implied volatity was 37.61, the open interest changed by 53 which increased total open position to 53
On 21 Mar HAL was trading at 3891.25. The strike last trading price was 0, 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 20 Mar HAL was trading at 3818.95. The strike last trading price was 0, 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
| HAL 24APR2025 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 2.96
Theta: -3.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4008.20 | 372.55 | 164.75 | 52.52 | 113 | -15 | 533 |
| 4 Apr | 4239.10 | 206.7 | 48.2 | 39.70 | 899 | -57 | 549 |
| 3 Apr | 4319.20 | 160.7 | -60.9 | 37.66 | 779 | 243 | 609 |
| 2 Apr | 4234.40 | 221.7 | -14.65 | 40.90 | 342 | 29 | 366 |
| 1 Apr | 4223.70 | 239 | -24.9 | 43.61 | 1,998 | 179 | 339 |
| 28 Mar | 4177.45 | 265.25 | 0.85 | 40.87 | 315 | 75 | 160 |
| 27 Mar | 4160.95 | 264.45 | -33.95 | 38.78 | 88 | -1 | 84 |
| 26 Mar | 4128.30 | 299.6 | -44.1 | 41.43 | 168 | 62 | 81 |
| 25 Mar | 4012.45 | 343.7 | -733.85 | 29.03 | 39 | 19 | 19 |
| 24 Mar | 4129.80 | 1077.55 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 3891.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 3818.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4350 expiring on 24APR2025
Delta for 4350 PE is -0.71
Historical price for 4350 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 372.55, which was 164.75 higher than the previous day. The implied volatity was 52.52, the open interest changed by -15 which decreased total open position to 533
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 206.7, which was 48.2 higher than the previous day. The implied volatity was 39.70, the open interest changed by -57 which decreased total open position to 549
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 160.7, which was -60.9 lower than the previous day. The implied volatity was 37.66, the open interest changed by 243 which increased total open position to 609
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 221.7, which was -14.65 lower than the previous day. The implied volatity was 40.90, the open interest changed by 29 which increased total open position to 366
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 239, which was -24.9 lower than the previous day. The implied volatity was 43.61, the open interest changed by 179 which increased total open position to 339
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 265.25, which was 0.85 higher than the previous day. The implied volatity was 40.87, the open interest changed by 75 which increased total open position to 160
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 264.45, which was -33.95 lower than the previous day. The implied volatity was 38.78, the open interest changed by -1 which decreased total open position to 84
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 299.6, which was -44.1 lower than the previous day. The implied volatity was 41.43, the open interest changed by 62 which increased total open position to 81
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 343.7, which was -733.85 lower than the previous day. The implied volatity was 29.03, the open interest changed by 19 which increased total open position to 19
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 1077.55, 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
On 21 Mar HAL was trading at 3891.25. The strike last trading price was 0, 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 20 Mar HAL was trading at 3818.95. The strike last trading price was 0, 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
