HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
HAL 24APR2025 4450 CE | ||||||||||
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Delta: 0.21
Vega: 2.54
Theta: -4.04
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Apr | 4008.20 | 51.6 | -22.75 | 51.17 | 1,847 | 18 | 992 | |||
4 Apr | 4239.10 | 72.75 | -34.6 | 36.62 | 1,934 | 137 | 979 | |||
3 Apr | 4319.20 | 105.7 | 11.15 | 36.91 | 1,796 | -47 | 847 | |||
2 Apr | 4234.40 | 92.65 | -5.4 | 40.60 | 2,183 | -21 | 902 | |||
1 Apr | 4223.70 | 101.55 | 14.95 | 42.33 | 6,727 | 656 | 938 | |||
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28 Mar | 4177.45 | 88.2 | -0.55 | 39.23 | 2,191 | 84 | 282 | |||
27 Mar | 4160.95 | 90.8 | 7 | 39.84 | 526 | 9 | 194 | |||
26 Mar | 4128.30 | 85.7 | 32.45 | 40.42 | 1,078 | 153 | 184 | |||
25 Mar | 4012.45 | 51.9 | -29.2 | 39.53 | 130 | 28 | 31 | |||
24 Mar | 4129.80 | 84.85 | 71.45 | 38.22 | 5 | 1 | 1 | |||
21 Mar | 3891.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4450 expiring on 24APR2025
Delta for 4450 CE is 0.21
Historical price for 4450 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 51.6, which was -22.75 lower than the previous day. The implied volatity was 51.17, the open interest changed by 18 which increased total open position to 992
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 72.75, which was -34.6 lower than the previous day. The implied volatity was 36.62, the open interest changed by 137 which increased total open position to 979
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 105.7, which was 11.15 higher than the previous day. The implied volatity was 36.91, the open interest changed by -47 which decreased total open position to 847
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 92.65, which was -5.4 lower than the previous day. The implied volatity was 40.60, the open interest changed by -21 which decreased total open position to 902
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 101.55, which was 14.95 higher than the previous day. The implied volatity was 42.33, the open interest changed by 656 which increased total open position to 938
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 88.2, which was -0.55 lower than the previous day. The implied volatity was 39.23, the open interest changed by 84 which increased total open position to 282
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 90.8, which was 7 higher than the previous day. The implied volatity was 39.84, the open interest changed by 9 which increased total open position to 194
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 85.7, which was 32.45 higher than the previous day. The implied volatity was 40.42, the open interest changed by 153 which increased total open position to 184
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 51.9, which was -29.2 lower than the previous day. The implied volatity was 39.53, the open interest changed by 28 which increased total open position to 31
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 84.85, which was 71.45 higher than the previous day. The implied volatity was 38.22, the open interest changed by 1 which increased total open position to 1
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
HAL 24APR2025 4450 PE | |||||||
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Delta: -0.66
Vega: 3.20
Theta: -7.36
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Apr | 4008.20 | 553.85 | 278.9 | 87.42 | 12 | 3 | 199 |
4 Apr | 4239.10 | 273 | 55.5 | 40.11 | 136 | 41 | 193 |
3 Apr | 4319.20 | 219.05 | -74.7 | 37.88 | 150 | 51 | 123 |
2 Apr | 4234.40 | 293.75 | -14.4 | 42.89 | 49 | -7 | 71 |
1 Apr | 4223.70 | 308.15 | 6.9 | 44.94 | 381 | 76 | 78 |
28 Mar | 4177.45 | 301.25 | -870.8 | 33.14 | 3 | 2 | 2 |
27 Mar | 4160.95 | 1172.05 | 0 | - | 0 | 0 | 0 |
26 Mar | 4128.30 | 1172.05 | 0 | - | 0 | 0 | 0 |
25 Mar | 4012.45 | 1172.05 | 0 | - | 0 | 0 | 0 |
24 Mar | 4129.80 | 1172.05 | 0 | - | 0 | 0 | 0 |
21 Mar | 3891.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4450 expiring on 24APR2025
Delta for 4450 PE is -0.66
Historical price for 4450 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 553.85, which was 278.9 higher than the previous day. The implied volatity was 87.42, the open interest changed by 3 which increased total open position to 199
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 273, which was 55.5 higher than the previous day. The implied volatity was 40.11, the open interest changed by 41 which increased total open position to 193
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 219.05, which was -74.7 lower than the previous day. The implied volatity was 37.88, the open interest changed by 51 which increased total open position to 123
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 293.75, which was -14.4 lower than the previous day. The implied volatity was 42.89, the open interest changed by -7 which decreased total open position to 71
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 308.15, which was 6.9 higher than the previous day. The implied volatity was 44.94, the open interest changed by 76 which increased total open position to 78
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 301.25, which was -870.8 lower than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 2
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 1172.05, 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 26 Mar HAL was trading at 4128.30. The strike last trading price was 1172.05, 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 25 Mar HAL was trading at 4012.45. The strike last trading price was 1172.05, 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 24 Mar HAL was trading at 4129.80. The strike last trading price was 1172.05, 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