HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
HAL 24APR2025 4650 CE | ||||||||||
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Delta: 0.12
Vega: 1.79
Theta: -2.91
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Apr | 4008.20 | 27.15 | -7.95 | 52.75 | 886 | 17 | 466 | |||
4 Apr | 4239.10 | 34.3 | -18.2 | 38.13 | 1,163 | 94 | 451 | |||
3 Apr | 4319.20 | 52.25 | 2.8 | 37.86 | 961 | 21 | 360 | |||
2 Apr | 4234.40 | 49.1 | -3.85 | 41.88 | 705 | -25 | 343 | |||
1 Apr | 4223.70 | 55 | 8.65 | 43.15 | 1,979 | 167 | 367 | |||
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28 Mar | 4177.45 | 46.6 | -2 | 39.89 | 1,060 | 60 | 200 | |||
27 Mar | 4160.95 | 49.8 | 4.35 | 40.71 | 314 | 72 | 138 | |||
26 Mar | 4128.30 | 46.2 | 16.75 | 40.89 | 449 | 55 | 65 | |||
25 Mar | 4012.45 | 29.65 | 21.55 | 41.51 | 14 | 11 | 11 |
For Hindustan Aeronautics Ltd - strike price 4650 expiring on 24APR2025
Delta for 4650 CE is 0.12
Historical price for 4650 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 27.15, which was -7.95 lower than the previous day. The implied volatity was 52.75, the open interest changed by 17 which increased total open position to 466
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 34.3, which was -18.2 lower than the previous day. The implied volatity was 38.13, the open interest changed by 94 which increased total open position to 451
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 52.25, which was 2.8 higher than the previous day. The implied volatity was 37.86, the open interest changed by 21 which increased total open position to 360
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 49.1, which was -3.85 lower than the previous day. The implied volatity was 41.88, the open interest changed by -25 which decreased total open position to 343
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 55, which was 8.65 higher than the previous day. The implied volatity was 43.15, the open interest changed by 167 which increased total open position to 367
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 46.6, which was -2 lower than the previous day. The implied volatity was 39.89, the open interest changed by 60 which increased total open position to 200
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 49.8, which was 4.35 higher than the previous day. The implied volatity was 40.71, the open interest changed by 72 which increased total open position to 138
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 46.2, which was 16.75 higher than the previous day. The implied volatity was 40.89, the open interest changed by 55 which increased total open position to 65
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 29.65, which was 21.55 higher than the previous day. The implied volatity was 41.51, the open interest changed by 11 which increased total open position to 11
HAL 24APR2025 4650 PE | |||||||
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Delta: -0.76
Vega: 2.68
Theta: -5.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Apr | 4008.20 | 682.45 | 260.2 | 79.23 | 1 | 0 | 4 |
4 Apr | 4239.10 | 422.25 | 10.2 | 38.66 | 1 | 0 | 5 |
3 Apr | 4319.20 | 412.05 | 0 | 0.00 | 0 | 0 | 0 |
2 Apr | 4234.40 | 412.05 | 0 | 0.00 | 0 | 5 | 0 |
1 Apr | 4223.70 | 412.05 | -888.45 | 29.01 | 10 | 5 | 5 |
28 Mar | 4177.45 | 1300.5 | 0 | - | 0 | 0 | 0 |
27 Mar | 4160.95 | 1300.5 | 0 | - | 0 | 0 | 0 |
26 Mar | 4128.30 | 1300.5 | 0 | - | 0 | 0 | 0 |
25 Mar | 4012.45 | 1300.5 | 0 | - | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4650 expiring on 24APR2025
Delta for 4650 PE is -0.76
Historical price for 4650 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 682.45, which was 260.2 higher than the previous day. The implied volatity was 79.23, the open interest changed by 0 which decreased total open position to 4
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 422.25, which was 10.2 higher than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 5
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 412.05, 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
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 412.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 412.05, which was -888.45 lower than the previous day. The implied volatity was 29.01, the open interest changed by 5 which increased total open position to 5
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 1300.5, 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 27 Mar HAL was trading at 4160.95. The strike last trading price was 1300.5, 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 1300.5, 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 1300.5, 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