Historical option data for HAL
29 Jun 2026 10:50 AM IST
| HAL 28-Jul-2026 (25d) 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.37
Vega: 0.05
Theta: -2.63
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4281.60 | 89.55 | -33.45 (-27.20%) | 30.85 | 133 | -18 | 182 | |||||||||
| 25 Jun | 4368.70 | 120 | -11 (-8.40%) | 28.26 | 129 | 24 | 201 | |||||||||
| 24 Jun | 4368.90 | 133 | -60 (-31.09%) | 30.07 | 316 | 127 | 177 | |||||||||
| 23 Jun | 4500.20 | 192.35 | -19.65 (-9.27%) | 27.03 | 68 | 33 | 51 | |||||||||
| 22 Jun | 4515.20 | 217.05 | 63.05 (40.94%) | 29.21 | 75 | -31 | 18 | |||||||||
| 19 Jun | 4408.10 | 153.65 | 3.65 (2.43%) | 28.63 | 43 | 22 | 48 | |||||||||
| 18 Jun | 4411.50 | 150 | -39 (-20.63%) | 27.74 | 17 | 11 | 25 | |||||||||
| 17 Jun | 4460.50 | 194 | 120 (162.16%) | 26.99 | 22 | 11 | 15 | |||||||||
| 16 Jun | 4255.80 | 74.35 | 0.35 (0.47%) | - | 4 | 0 | 4 | |||||||||
| 15 Jun | 4284.70 | 74.35 | 0.35 (0.47%) | - | 4 | 0 | 4 | |||||||||
| 12 Jun | 4192.30 | 74.35 | 0.35 (0.47%) | 27.87 | 4 | 0 | 4 | |||||||||
| 11 Jun | 4172.30 | 74.55 | -218.5 (-74.56%) | 27.87 | 4 | 2 | 2 | |||||||||
For Hindustan Aeronautics Ltd - strike price 4450 expiring on 28JUL2026
Delta for 4450 CE is 0.37
Historical price for 4450 CE is as follows
On 29 Jun HAL was trading at 4281.60. The strike last trading price was 89.55, which was -33.45 lower than the previous day. The implied volatity was 30.85, the open interest changed by -18 which decreased total open position to 182
On 25 Jun HAL was trading at 4368.70. The strike last trading price was 120, which was -11 lower than the previous day. The implied volatity was 28.26, the open interest changed by 24 which increased total open position to 201
On 24 Jun HAL was trading at 4368.90. The strike last trading price was 133, which was -60 lower than the previous day. The implied volatity was 30.07, the open interest changed by 127 which increased total open position to 177
On 23 Jun HAL was trading at 4500.20. The strike last trading price was 192.35, which was -19.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 33 which increased total open position to 51
On 22 Jun HAL was trading at 4515.20. The strike last trading price was 217.05, which was 63.05 higher than the previous day. The implied volatity was 29.21, the open interest changed by -31 which decreased total open position to 18
On 19 Jun HAL was trading at 4408.10. The strike last trading price was 153.65, which was 3.65 higher than the previous day. The implied volatity was 28.63, the open interest changed by 22 which increased total open position to 48
On 18 Jun HAL was trading at 4411.50. The strike last trading price was 150, which was -39 lower than the previous day. The implied volatity was 27.74, the open interest changed by 11 which increased total open position to 25
On 17 Jun HAL was trading at 4460.50. The strike last trading price was 194, which was 120 higher than the previous day. The implied volatity was 26.99, the open interest changed by 11 which increased total open position to 15
On 16 Jun HAL was trading at 4255.80. The strike last trading price was 74.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Jun HAL was trading at 4284.70. The strike last trading price was 74.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Jun HAL was trading at 4192.30. The strike last trading price was 74.35, which was 0.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 4
On 11 Jun HAL was trading at 4172.30. The strike last trading price was 74.55, which was -218.5 lower than the previous day. The implied volatity was 27.87, the open interest changed by 2 which increased total open position to 2
| HAL 28-Jul-2026 (25d) 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.04
Theta: -1.71
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4281.60 | 224.35 | 59.25 (35.89%) | 27.96 | 7 | 0 | 59 |
| 25 Jun | 4368.70 | 165.1 | -9.4 (-5.39%) | 28.97 | 2 | 1 | 59 |
| 24 Jun | 4368.90 | 174.5 | 55.75 (46.95%) | 28.94 | 120 | 48 | 58 |
| 23 Jun | 4500.20 | 118.2 | 3.85 (3.37%) | 27.85 | 14 | 6 | 10 |
| 22 Jun | 4515.20 | 114.35 | -155.35 (-57.60%) | 27.58 | 5 | 3 | 3 |
| 19 Jun | 4408.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 4411.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 4460.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 4255.80 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 4284.70 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 4192.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 4172.30 | 0 | 0 | - | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4450 expiring on 28JUL2026
Delta for 4450 PE is -0.65
Historical price for 4450 PE is as follows
On 29 Jun HAL was trading at 4281.60. The strike last trading price was 224.35, which was 59.25 higher than the previous day. The implied volatity was 27.96, the open interest changed by 0 which decreased total open position to 59
On 25 Jun HAL was trading at 4368.70. The strike last trading price was 165.1, which was -9.4 lower than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 59
On 24 Jun HAL was trading at 4368.90. The strike last trading price was 174.5, which was 55.75 higher than the previous day. The implied volatity was 28.94, the open interest changed by 48 which increased total open position to 58
On 23 Jun HAL was trading at 4500.20. The strike last trading price was 118.2, which was 3.85 higher than the previous day. The implied volatity was 27.85, the open interest changed by 6 which increased total open position to 10
On 22 Jun HAL was trading at 4515.20. The strike last trading price was 114.35, which was -155.35 lower than the previous day. The implied volatity was 27.58, the open interest changed by 3 which increased total open position to 3
On 19 Jun HAL was trading at 4408.10. The strike last trading price was 0, 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 18 Jun HAL was trading at 4411.50. The strike last trading price was 0, 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 17 Jun HAL was trading at 4460.50. The strike last trading price was 0, 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 16 Jun HAL was trading at 4255.80. The strike last trading price was 0, 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 15 Jun HAL was trading at 4284.70. The strike last trading price was 0, 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 12 Jun HAL was trading at 4192.30. The strike last trading price was 0, 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 11 Jun HAL was trading at 4172.30. The strike last trading price was 0, 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
