HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
| HAL 24APR2025 4600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 1.98
Theta: -3.21
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4008.20 | 32.25 | -10.4 | 52.52 | 4,053 | -281 | 2,372 | |||
|
|
||||||||||
| 4 Apr | 4239.10 | 41.85 | -21 | 37.85 | 3,796 | 193 | 2,653 | |||
| 3 Apr | 4319.20 | 62.15 | 3.85 | 37.44 | 5,018 | 88 | 2,466 | |||
| 2 Apr | 4234.40 | 57.05 | -4.4 | 41.34 | 4,954 | -168 | 2,382 | |||
| 1 Apr | 4223.70 | 64.05 | 10.25 | 42.82 | 11,175 | 1,206 | 2,555 | |||
| 28 Mar | 4177.45 | 55.7 | -1.35 | 39.95 | 5,597 | 465 | 1,349 | |||
| 27 Mar | 4160.95 | 57.6 | 5.35 | 40.36 | 2,073 | 181 | 881 | |||
| 26 Mar | 4128.30 | 54.3 | 19.85 | 40.80 | 3,111 | -95 | 700 | |||
| 25 Mar | 4012.45 | 33.65 | -17.75 | 40.86 | 1,780 | 327 | 794 | |||
| 24 Mar | 4129.80 | 54 | -49.55 | 38.81 | 1,421 | 468 | 468 | |||
For Hindustan Aeronautics Ltd - strike price 4600 expiring on 24APR2025
Delta for 4600 CE is 0.14
Historical price for 4600 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 32.25, which was -10.4 lower than the previous day. The implied volatity was 52.52, the open interest changed by -281 which decreased total open position to 2372
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 41.85, which was -21 lower than the previous day. The implied volatity was 37.85, the open interest changed by 193 which increased total open position to 2653
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 62.15, which was 3.85 higher than the previous day. The implied volatity was 37.44, the open interest changed by 88 which increased total open position to 2466
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 57.05, which was -4.4 lower than the previous day. The implied volatity was 41.34, the open interest changed by -168 which decreased total open position to 2382
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 64.05, which was 10.25 higher than the previous day. The implied volatity was 42.82, the open interest changed by 1206 which increased total open position to 2555
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 55.7, which was -1.35 lower than the previous day. The implied volatity was 39.95, the open interest changed by 465 which increased total open position to 1349
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 57.6, which was 5.35 higher than the previous day. The implied volatity was 40.36, the open interest changed by 181 which increased total open position to 881
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 54.3, which was 19.85 higher than the previous day. The implied volatity was 40.80, the open interest changed by -95 which decreased total open position to 700
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 33.65, which was -17.75 lower than the previous day. The implied volatity was 40.86, the open interest changed by 327 which increased total open position to 794
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 54, which was -49.55 lower than the previous day. The implied volatity was 38.81, the open interest changed by 468 which increased total open position to 468
| HAL 24APR2025 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 2.32
Theta: -3.10
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4008.20 | 595.1 | 199.75 | 60.94 | 25 | 17 | 1,116 |
| 4 Apr | 4239.10 | 395.35 | 68.2 | 43.45 | 57 | -1 | 1,098 |
| 3 Apr | 4319.20 | 322.2 | -76.95 | 37.86 | 44 | 6 | 1,098 |
| 2 Apr | 4234.40 | 399.15 | -16.5 | 41.57 | 130 | 46 | 1,087 |
| 1 Apr | 4223.70 | 418.6 | -20.9 | 45.54 | 818 | 374 | 1,041 |
| 28 Mar | 4177.45 | 439.5 | -15 | 39.25 | 231 | 83 | 667 |
| 27 Mar | 4160.95 | 450.9 | -36.3 | 39.91 | 117 | -4 | 583 |
| 26 Mar | 4128.30 | 479.35 | -104.75 | 39.95 | 577 | 151 | 588 |
| 25 Mar | 4012.45 | 585.6 | 109.1 | 39.15 | 202 | 75 | 439 |
| 24 Mar | 4129.80 | 476 | -371.85 | 39.91 | 454 | 362 | 362 |
For Hindustan Aeronautics Ltd - strike price 4600 expiring on 24APR2025
Delta for 4600 PE is -0.82
Historical price for 4600 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 595.1, which was 199.75 higher than the previous day. The implied volatity was 60.94, the open interest changed by 17 which increased total open position to 1116
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 395.35, which was 68.2 higher than the previous day. The implied volatity was 43.45, the open interest changed by -1 which decreased total open position to 1098
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 322.2, which was -76.95 lower than the previous day. The implied volatity was 37.86, the open interest changed by 6 which increased total open position to 1098
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 399.15, which was -16.5 lower than the previous day. The implied volatity was 41.57, the open interest changed by 46 which increased total open position to 1087
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 418.6, which was -20.9 lower than the previous day. The implied volatity was 45.54, the open interest changed by 374 which increased total open position to 1041
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 439.5, which was -15 lower than the previous day. The implied volatity was 39.25, the open interest changed by 83 which increased total open position to 667
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 450.9, which was -36.3 lower than the previous day. The implied volatity was 39.91, the open interest changed by -4 which decreased total open position to 583
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 479.35, which was -104.75 lower than the previous day. The implied volatity was 39.95, the open interest changed by 151 which increased total open position to 588
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 585.6, which was 109.1 higher than the previous day. The implied volatity was 39.15, the open interest changed by 75 which increased total open position to 439
On 24 Mar HAL was trading at 4129.80. The strike last trading price was 476, which was -371.85 lower than the previous day. The implied volatity was 39.91, the open interest changed by 362 which increased total open position to 362
