HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
20 Dec 2024 04:12 PM IST
| HAL 26DEC2024 4500 CE | ||||||||||
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Delta: 0.07
Vega: 0.69
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 4190.20 | 5 | -25.70 | 32.57 | 16,113 | 769 | 4,881 | |||
| 19 Dec | 4385.10 | 30.7 | -42.25 | 29.24 | 10,372 | 961 | 4,117 | |||
| 18 Dec | 4482.85 | 72.95 | -84.90 | 28.63 | 9,195 | 1,512 | 3,159 | |||
| 17 Dec | 4622.60 | 157.85 | -46.85 | 28.49 | 1,552 | -152 | 1,659 | |||
| 16 Dec | 4676.35 | 204.7 | -9.35 | 25.66 | 841 | -53 | 1,819 | |||
| 13 Dec | 4669.65 | 214.05 | 14.70 | 29.76 | 2,744 | -27 | 1,879 | |||
| 12 Dec | 4660.55 | 199.35 | 4.35 | 23.29 | 2,739 | -405 | 1,917 | |||
| 11 Dec | 4649.70 | 195 | 11.15 | 23.21 | 2,015 | -275 | 2,334 | |||
| 10 Dec | 4627.70 | 183.85 | -2.95 | 25.97 | 2,645 | -275 | 2,618 | |||
| 9 Dec | 4618.95 | 186.8 | 32.95 | 25.82 | 4,927 | -739 | 2,892 | |||
| 6 Dec | 4559.65 | 153.85 | -10.50 | 25.34 | 3,877 | -168 | 3,635 | |||
| 5 Dec | 4568.85 | 164.35 | 12.35 | 25.87 | 7,403 | -1,123 | 3,826 | |||
| 4 Dec | 4521.35 | 152 | 6.70 | 29.39 | 16,187 | 511 | 4,948 | |||
| 3 Dec | 4518.85 | 145.3 | -7.05 | 27.54 | 7,164 | 197 | 4,445 | |||
| 2 Dec | 4504.75 | 152.35 | 8.75 | 29.28 | 10,604 | 969 | 4,276 | |||
| 29 Nov | 4476.85 | 143.6 | -13.40 | 29.30 | 7,132 | 166 | 3,305 | |||
| 28 Nov | 4466.85 | 157 | -9.00 | 32.52 | 11,376 | 1,129 | 3,131 | |||
| 27 Nov | 4474.65 | 166 | 52.75 | 30.80 | 10,865 | 510 | 2,100 | |||
| 26 Nov | 4364.55 | 113.25 | 25.95 | 31.21 | 5,030 | -53 | 1,556 | |||
| 25 Nov | 4289.95 | 87.3 | 39.30 | 31.21 | 3,543 | 839 | 1,612 | |||
| 22 Nov | 4111.35 | 48 | 14.50 | 32.23 | 1,494 | 481 | 1,254 | |||
| 21 Nov | 3983.45 | 33.5 | -12.45 | 34.01 | 903 | 153 | 774 | |||
| 20 Nov | 4057.15 | 45.95 | 0.00 | 33.59 | 762 | 159 | 622 | |||
| 19 Nov | 4057.15 | 45.95 | -4.70 | 33.59 | 762 | 160 | 622 | |||
| 18 Nov | 4077.85 | 50.65 | -7.90 | 32.30 | 748 | 60 | 460 | |||
| 14 Nov | 4087.05 | 58.55 | -9.45 | 31.45 | 724 | 173 | 400 | |||
| 13 Nov | 4066.90 | 68 | -44.45 | 34.52 | 269 | 142 | 227 | |||
| 12 Nov | 4243.50 | 112.45 | -76.40 | 33.71 | 67 | 34 | 85 | |||
| 11 Nov | 4443.70 | 188.85 | 11.85 | 31.00 | 49 | 6 | 50 | |||
| 8 Nov | 4400.60 | 177 | -17.80 | 31.89 | 35 | 14 | 43 | |||
| 7 Nov | 4433.80 | 194.8 | 19.80 | 30.67 | 21 | 12 | 27 | |||
| 6 Nov | 4390.15 | 175 | -48.40 | 30.46 | 26 | 14 | 14 | |||
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| 5 Nov | 4261.95 | 223.4 | 0.00 | 3.00 | 0 | 0 | 0 | |||
| 4 Nov | 4208.25 | 223.4 | 0.00 | 3.71 | 0 | 0 | 0 | |||
| 1 Nov | 4288.00 | 223.4 | 2.25 | 0 | 0 | 0 | ||||
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 26DEC2024
Delta for 4500 CE is 0.07
Historical price for 4500 CE is as follows
On 20 Dec HAL was trading at 4190.20. The strike last trading price was 5, which was -25.70 lower than the previous day. The implied volatity was 32.57, the open interest changed by 769 which increased total open position to 4881
On 19 Dec HAL was trading at 4385.10. The strike last trading price was 30.7, which was -42.25 lower than the previous day. The implied volatity was 29.24, the open interest changed by 961 which increased total open position to 4117
On 18 Dec HAL was trading at 4482.85. The strike last trading price was 72.95, which was -84.90 lower than the previous day. The implied volatity was 28.63, the open interest changed by 1512 which increased total open position to 3159
On 17 Dec HAL was trading at 4622.60. The strike last trading price was 157.85, which was -46.85 lower than the previous day. The implied volatity was 28.49, the open interest changed by -152 which decreased total open position to 1659
On 16 Dec HAL was trading at 4676.35. The strike last trading price was 204.7, which was -9.35 lower than the previous day. The implied volatity was 25.66, the open interest changed by -53 which decreased total open position to 1819
On 13 Dec HAL was trading at 4669.65. The strike last trading price was 214.05, which was 14.70 higher than the previous day. The implied volatity was 29.76, the open interest changed by -27 which decreased total open position to 1879
On 12 Dec HAL was trading at 4660.55. The strike last trading price was 199.35, which was 4.35 higher than the previous day. The implied volatity was 23.29, the open interest changed by -405 which decreased total open position to 1917
On 11 Dec HAL was trading at 4649.70. The strike last trading price was 195, which was 11.15 higher than the previous day. The implied volatity was 23.21, the open interest changed by -275 which decreased total open position to 2334
On 10 Dec HAL was trading at 4627.70. The strike last trading price was 183.85, which was -2.95 lower than the previous day. The implied volatity was 25.97, the open interest changed by -275 which decreased total open position to 2618
On 9 Dec HAL was trading at 4618.95. The strike last trading price was 186.8, which was 32.95 higher than the previous day. The implied volatity was 25.82, the open interest changed by -739 which decreased total open position to 2892
On 6 Dec HAL was trading at 4559.65. The strike last trading price was 153.85, which was -10.50 lower than the previous day. The implied volatity was 25.34, the open interest changed by -168 which decreased total open position to 3635
On 5 Dec HAL was trading at 4568.85. The strike last trading price was 164.35, which was 12.35 higher than the previous day. The implied volatity was 25.87, the open interest changed by -1123 which decreased total open position to 3826
On 4 Dec HAL was trading at 4521.35. The strike last trading price was 152, which was 6.70 higher than the previous day. The implied volatity was 29.39, the open interest changed by 511 which increased total open position to 4948
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 145.3, which was -7.05 lower than the previous day. The implied volatity was 27.54, the open interest changed by 197 which increased total open position to 4445
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 152.35, which was 8.75 higher than the previous day. The implied volatity was 29.28, the open interest changed by 969 which increased total open position to 4276
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 143.6, which was -13.40 lower than the previous day. The implied volatity was 29.30, the open interest changed by 166 which increased total open position to 3305
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 157, which was -9.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by 1129 which increased total open position to 3131
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 166, which was 52.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by 510 which increased total open position to 2100
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 113.25, which was 25.95 higher than the previous day. The implied volatity was 31.21, the open interest changed by -53 which decreased total open position to 1556
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 87.3, which was 39.30 higher than the previous day. The implied volatity was 31.21, the open interest changed by 839 which increased total open position to 1612
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 48, which was 14.50 higher than the previous day. The implied volatity was 32.23, the open interest changed by 481 which increased total open position to 1254
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 33.5, which was -12.45 lower than the previous day. The implied volatity was 34.01, the open interest changed by 153 which increased total open position to 774
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was 33.59, the open interest changed by 159 which increased total open position to 622
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 45.95, which was -4.70 lower than the previous day. The implied volatity was 33.59, the open interest changed by 160 which increased total open position to 622
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 50.65, which was -7.90 lower than the previous day. The implied volatity was 32.30, the open interest changed by 60 which increased total open position to 460
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 58.55, which was -9.45 lower than the previous day. The implied volatity was 31.45, the open interest changed by 173 which increased total open position to 400
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 68, which was -44.45 lower than the previous day. The implied volatity was 34.52, the open interest changed by 142 which increased total open position to 227
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 112.45, which was -76.40 lower than the previous day. The implied volatity was 33.71, the open interest changed by 34 which increased total open position to 85
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 188.85, which was 11.85 higher than the previous day. The implied volatity was 31.00, the open interest changed by 6 which increased total open position to 50
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 177, which was -17.80 lower than the previous day. The implied volatity was 31.89, the open interest changed by 14 which increased total open position to 43
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 194.8, which was 19.80 higher than the previous day. The implied volatity was 30.67, the open interest changed by 12 which increased total open position to 27
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 175, which was -48.40 lower than the previous day. The implied volatity was 30.46, the open interest changed by 14 which increased total open position to 14
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 223.4, which was 0.00 lower than the previous day. The implied volatity was 3.00, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 223.4, which was 0.00 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 223.4, which was lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
| HAL 26DEC2024 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 1.54
Theta: -6.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 4190.20 | 312.8 | 182.20 | 58.07 | 1,593 | -211 | 2,150 |
| 19 Dec | 4385.10 | 130.6 | 58.05 | 26.02 | 4,741 | -711 | 2,363 |
| 18 Dec | 4482.85 | 72.55 | 43.70 | 26.25 | 19,850 | 68 | 3,072 |
| 17 Dec | 4622.60 | 28.85 | 5.80 | 26.36 | 5,420 | -276 | 3,007 |
| 16 Dec | 4676.35 | 23.05 | -7.25 | 28.50 | 5,193 | 23 | 3,307 |
| 13 Dec | 4669.65 | 30.3 | -2.40 | 27.07 | 15,634 | 5 | 3,278 |
| 12 Dec | 4660.55 | 32.7 | -5.80 | 26.95 | 5,187 | -271 | 3,273 |
| 11 Dec | 4649.70 | 38.5 | -12.50 | 27.41 | 6,138 | -43 | 3,560 |
| 10 Dec | 4627.70 | 51 | -9.85 | 28.05 | 5,800 | -59 | 3,611 |
| 9 Dec | 4618.95 | 60.85 | -21.15 | 30.18 | 9,695 | 285 | 3,694 |
| 6 Dec | 4559.65 | 82 | -0.40 | 28.25 | 4,711 | 63 | 3,418 |
| 5 Dec | 4568.85 | 82.4 | -31.95 | 28.51 | 6,197 | 701 | 3,339 |
| 4 Dec | 4521.35 | 114.35 | -1.55 | 30.62 | 8,576 | 167 | 2,641 |
| 3 Dec | 4518.85 | 115.9 | -11.10 | 30.09 | 3,099 | 165 | 2,474 |
| 2 Dec | 4504.75 | 127 | -17.65 | 31.29 | 3,392 | 365 | 2,310 |
| 29 Nov | 4476.85 | 144.65 | -17.35 | 30.17 | 2,421 | 112 | 1,952 |
| 28 Nov | 4466.85 | 162 | 5.15 | 32.19 | 3,745 | 1,092 | 1,833 |
| 27 Nov | 4474.65 | 156.85 | -74.40 | 33.28 | 1,381 | 237 | 729 |
| 26 Nov | 4364.55 | 231.25 | -40.75 | 35.25 | 533 | 172 | 489 |
| 25 Nov | 4289.95 | 272 | -130.30 | 33.93 | 267 | 230 | 317 |
| 22 Nov | 4111.35 | 402.3 | -107.70 | 33.55 | 92 | 75 | 162 |
| 21 Nov | 3983.45 | 510 | 85.00 | 37.02 | 13 | 12 | 86 |
| 20 Nov | 4057.15 | 425 | 0.00 | 24.75 | 18 | 15 | 72 |
| 19 Nov | 4057.15 | 425 | -12.00 | 24.75 | 18 | 13 | 72 |
| 18 Nov | 4077.85 | 437 | 47.00 | 36.61 | 13 | 8 | 59 |
| 14 Nov | 4087.05 | 390 | -32.20 | 27.70 | 24 | -4 | 53 |
| 13 Nov | 4066.90 | 422.2 | 116.20 | 30.78 | 17 | 12 | 56 |
| 12 Nov | 4243.50 | 306 | 99.65 | 29.55 | 9 | 6 | 43 |
| 11 Nov | 4443.70 | 206.35 | -15.65 | 32.55 | 6 | 3 | 36 |
| 8 Nov | 4400.60 | 222 | 9.65 | 29.76 | 26 | 10 | 30 |
| 7 Nov | 4433.80 | 212.35 | -27.25 | 32.15 | 26 | 12 | 20 |
| 6 Nov | 4390.15 | 239.6 | -187.10 | 32.90 | 8 | 6 | 6 |
| 5 Nov | 4261.95 | 426.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 4208.25 | 426.7 | 426.70 | - | 0 | 0 | 0 |
| 1 Nov | 4288.00 | 0 | - | 0 | 0 | 0 | |
For Hindustan Aeronautics Ltd - strike price 4500 expiring on 26DEC2024
Delta for 4500 PE is -0.79
Historical price for 4500 PE is as follows
On 20 Dec HAL was trading at 4190.20. The strike last trading price was 312.8, which was 182.20 higher than the previous day. The implied volatity was 58.07, the open interest changed by -211 which decreased total open position to 2150
On 19 Dec HAL was trading at 4385.10. The strike last trading price was 130.6, which was 58.05 higher than the previous day. The implied volatity was 26.02, the open interest changed by -711 which decreased total open position to 2363
On 18 Dec HAL was trading at 4482.85. The strike last trading price was 72.55, which was 43.70 higher than the previous day. The implied volatity was 26.25, the open interest changed by 68 which increased total open position to 3072
On 17 Dec HAL was trading at 4622.60. The strike last trading price was 28.85, which was 5.80 higher than the previous day. The implied volatity was 26.36, the open interest changed by -276 which decreased total open position to 3007
On 16 Dec HAL was trading at 4676.35. The strike last trading price was 23.05, which was -7.25 lower than the previous day. The implied volatity was 28.50, the open interest changed by 23 which increased total open position to 3307
On 13 Dec HAL was trading at 4669.65. The strike last trading price was 30.3, which was -2.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by 5 which increased total open position to 3278
On 12 Dec HAL was trading at 4660.55. The strike last trading price was 32.7, which was -5.80 lower than the previous day. The implied volatity was 26.95, the open interest changed by -271 which decreased total open position to 3273
On 11 Dec HAL was trading at 4649.70. The strike last trading price was 38.5, which was -12.50 lower than the previous day. The implied volatity was 27.41, the open interest changed by -43 which decreased total open position to 3560
On 10 Dec HAL was trading at 4627.70. The strike last trading price was 51, which was -9.85 lower than the previous day. The implied volatity was 28.05, the open interest changed by -59 which decreased total open position to 3611
On 9 Dec HAL was trading at 4618.95. The strike last trading price was 60.85, which was -21.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by 285 which increased total open position to 3694
On 6 Dec HAL was trading at 4559.65. The strike last trading price was 82, which was -0.40 lower than the previous day. The implied volatity was 28.25, the open interest changed by 63 which increased total open position to 3418
On 5 Dec HAL was trading at 4568.85. The strike last trading price was 82.4, which was -31.95 lower than the previous day. The implied volatity was 28.51, the open interest changed by 701 which increased total open position to 3339
On 4 Dec HAL was trading at 4521.35. The strike last trading price was 114.35, which was -1.55 lower than the previous day. The implied volatity was 30.62, the open interest changed by 167 which increased total open position to 2641
On 3 Dec HAL was trading at 4518.85. The strike last trading price was 115.9, which was -11.10 lower than the previous day. The implied volatity was 30.09, the open interest changed by 165 which increased total open position to 2474
On 2 Dec HAL was trading at 4504.75. The strike last trading price was 127, which was -17.65 lower than the previous day. The implied volatity was 31.29, the open interest changed by 365 which increased total open position to 2310
On 29 Nov HAL was trading at 4476.85. The strike last trading price was 144.65, which was -17.35 lower than the previous day. The implied volatity was 30.17, the open interest changed by 112 which increased total open position to 1952
On 28 Nov HAL was trading at 4466.85. The strike last trading price was 162, which was 5.15 higher than the previous day. The implied volatity was 32.19, the open interest changed by 1092 which increased total open position to 1833
On 27 Nov HAL was trading at 4474.65. The strike last trading price was 156.85, which was -74.40 lower than the previous day. The implied volatity was 33.28, the open interest changed by 237 which increased total open position to 729
On 26 Nov HAL was trading at 4364.55. The strike last trading price was 231.25, which was -40.75 lower than the previous day. The implied volatity was 35.25, the open interest changed by 172 which increased total open position to 489
On 25 Nov HAL was trading at 4289.95. The strike last trading price was 272, which was -130.30 lower than the previous day. The implied volatity was 33.93, the open interest changed by 230 which increased total open position to 317
On 22 Nov HAL was trading at 4111.35. The strike last trading price was 402.3, which was -107.70 lower than the previous day. The implied volatity was 33.55, the open interest changed by 75 which increased total open position to 162
On 21 Nov HAL was trading at 3983.45. The strike last trading price was 510, which was 85.00 higher than the previous day. The implied volatity was 37.02, the open interest changed by 12 which increased total open position to 86
On 20 Nov HAL was trading at 4057.15. The strike last trading price was 425, which was 0.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 15 which increased total open position to 72
On 19 Nov HAL was trading at 4057.15. The strike last trading price was 425, which was -12.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 13 which increased total open position to 72
On 18 Nov HAL was trading at 4077.85. The strike last trading price was 437, which was 47.00 higher than the previous day. The implied volatity was 36.61, the open interest changed by 8 which increased total open position to 59
On 14 Nov HAL was trading at 4087.05. The strike last trading price was 390, which was -32.20 lower than the previous day. The implied volatity was 27.70, the open interest changed by -4 which decreased total open position to 53
On 13 Nov HAL was trading at 4066.90. The strike last trading price was 422.2, which was 116.20 higher than the previous day. The implied volatity was 30.78, the open interest changed by 12 which increased total open position to 56
On 12 Nov HAL was trading at 4243.50. The strike last trading price was 306, which was 99.65 higher than the previous day. The implied volatity was 29.55, the open interest changed by 6 which increased total open position to 43
On 11 Nov HAL was trading at 4443.70. The strike last trading price was 206.35, which was -15.65 lower than the previous day. The implied volatity was 32.55, the open interest changed by 3 which increased total open position to 36
On 8 Nov HAL was trading at 4400.60. The strike last trading price was 222, which was 9.65 higher than the previous day. The implied volatity was 29.76, the open interest changed by 10 which increased total open position to 30
On 7 Nov HAL was trading at 4433.80. The strike last trading price was 212.35, which was -27.25 lower than the previous day. The implied volatity was 32.15, the open interest changed by 12 which increased total open position to 20
On 6 Nov HAL was trading at 4390.15. The strike last trading price was 239.6, which was -187.10 lower than the previous day. The implied volatity was 32.90, the open interest changed by 6 which increased total open position to 6
On 5 Nov HAL was trading at 4261.95. The strike last trading price was 426.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HAL was trading at 4208.25. The strike last trading price was 426.7, which was 426.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov HAL was trading at 4288.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
