HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
| HAL 24APR2025 4500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 2.36
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4008.20 | 44.45 | -18.25 | 51.74 | 8,946 | 260 | 4,735 | |||
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| 4 Apr | 4239.10 | 60.8 | -29.8 | 37.06 | 7,523 | 64 | 4,497 | |||
| 3 Apr | 4319.20 | 89.2 | 8.55 | 37.12 | 9,300 | 232 | 4,430 | |||
| 2 Apr | 4234.40 | 79.45 | -4.9 | 40.94 | 8,003 | 37 | 4,198 | |||
| 1 Apr | 4223.70 | 87.5 | 13.4 | 42.51 | 20,236 | 1,731 | 4,175 | |||
| 28 Mar | 4177.45 | 76 | -0.55 | 39.50 | 14,168 | 76 | 2,444 | |||
| 27 Mar | 4160.95 | 78 | 6.45 | 39.95 | 5,225 | 160 | 2,370 | |||
| 26 Mar | 4128.30 | 73.35 | 27 | 40.42 | 10,095 | 752 | 2,374 | |||
| 25 Mar | 4012.45 | 45.55 | -24.25 | 40.18 | 4,494 | 118 | 1,622 | |||
| 24 Mar | 4129.80 | 73.6 | 51 | 38.52 | 5,705 | 1,374 | 1,517 | |||
| 21 Mar | 3891.25 | 24.4 | -97.8 | 36.66 | 210 | 136 | 136 | |||
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 24APR2025
Delta for 4500 CE is 0.19
Historical price for 4500 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 44.45, which was -18.25 lower than the previous day. The implied volatity was 51.74, the open interest changed by 260 which increased total open position to 4735
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 60.8, which was -29.8 lower than the previous day. The implied volatity was 37.06, the open interest changed by 64 which increased total open position to 4497
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 89.2, which was 8.55 higher than the previous day. The implied volatity was 37.12, the open interest changed by 232 which increased total open position to 4430
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 79.45, which was -4.9 lower than the previous day. The implied volatity was 40.94, the open interest changed by 37 which increased total open position to 4198
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 87.5, which was 13.4 higher than the previous day. The implied volatity was 42.51, the open interest changed by 1731 which increased total open position to 4175
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 76, which was -0.55 lower than the previous day. The implied volatity was 39.50, the open interest changed by 76 which increased total open position to 2444
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 78, which was 6.45 higher than the previous day. The implied volatity was 39.95, the open interest changed by 160 which increased total open position to 2370
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 73.35, which was 27 higher than the previous day. The implied volatity was 40.42, the open interest changed by 752 which increased total open position to 2374
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 45.55, which was -24.25 lower than the previous day. The implied volatity was 40.18, the open interest changed by 118 which increased total open position to 1622
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 73.6, which was 51 higher than the previous day. The implied volatity was 38.52, the open interest changed by 1374 which increased total open position to 1517
On 21 Mar HAL was trading at 3891.25. The strike last trading price was 24.4, which was -97.8 lower than the previous day. The implied volatity was 36.66, the open interest changed by 136 which increased total open position to 136
| HAL 24APR2025 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 2.72
Theta: -4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4008.20 | 518.75 | 205.6 | 63.17 | 228 | 17 | 922 |
| 4 Apr | 4239.10 | 310.6 | 61.1 | 40.71 | 261 | 40 | 904 |
| 3 Apr | 4319.20 | 253.45 | -68.75 | 38.43 | 220 | 3 | 863 |
| 2 Apr | 4234.40 | 322.2 | -17.85 | 41.15 | 120 | 25 | 860 |
| 1 Apr | 4223.70 | 340 | -25.35 | 44.25 | 1,143 | 219 | 836 |
| 28 Mar | 4177.45 | 369.65 | 1.4 | 41.23 | 373 | 82 | 617 |
| 27 Mar | 4160.95 | 371.3 | -35.8 | 39.36 | 184 | 99 | 532 |
| 26 Mar | 4128.30 | 405.5 | -89.5 | 41.31 | 574 | 94 | 433 |
| 25 Mar | 4012.45 | 499 | 103 | 38.97 | 142 | 68 | 338 |
| 24 Mar | 4129.80 | 396.5 | -194.45 | 39.50 | 271 | 207 | 266 |
| 21 Mar | 3891.25 | 590 | -178.15 | 36.70 | 68 | 58 | 58 |
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 24APR2025
Delta for 4500 PE is -0.76
Historical price for 4500 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 518.75, which was 205.6 higher than the previous day. The implied volatity was 63.17, the open interest changed by 17 which increased total open position to 922
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 310.6, which was 61.1 higher than the previous day. The implied volatity was 40.71, the open interest changed by 40 which increased total open position to 904
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 253.45, which was -68.75 lower than the previous day. The implied volatity was 38.43, the open interest changed by 3 which increased total open position to 863
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 322.2, which was -17.85 lower than the previous day. The implied volatity was 41.15, the open interest changed by 25 which increased total open position to 860
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 340, which was -25.35 lower than the previous day. The implied volatity was 44.25, the open interest changed by 219 which increased total open position to 836
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 369.65, which was 1.4 higher than the previous day. The implied volatity was 41.23, the open interest changed by 82 which increased total open position to 617
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 371.3, which was -35.8 lower than the previous day. The implied volatity was 39.36, the open interest changed by 99 which increased total open position to 532
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 405.5, which was -89.5 lower than the previous day. The implied volatity was 41.31, the open interest changed by 94 which increased total open position to 433
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 499, which was 103 higher than the previous day. The implied volatity was 38.97, the open interest changed by 68 which increased total open position to 338
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 396.5, which was -194.45 lower than the previous day. The implied volatity was 39.50, the open interest changed by 207 which increased total open position to 266
On 21 Mar HAL was trading at 3891.25. The strike last trading price was 590, which was -178.15 lower than the previous day. The implied volatity was 36.70, the open interest changed by 58 which increased total open position to 58
