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[--[65.84.65.76]--]
HAL
Hindustan Aeronautics Ltd

4008.2 -230.90 (-5.45%)

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Historical option data for HAL

07 Apr 2025 04:12 PM IST
HAL 24APR2025 4450 CE
Delta: 0.21
Vega: 2.54
Theta: -4.04
Gamma: 0.00
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
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
Delta: -0.66
Vega: 3.20
Theta: -7.36
Gamma: 0.00
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