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

4008.2 -230.90 (-5.45%)

Back to Option Chain


Historical option data for HAL

07 Apr 2025 04:12 PM IST
HAL 24APR2025 4650 CE
Delta: 0.12
Vega: 1.79
Theta: -2.91
Gamma: 0.00
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
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
Delta: -0.76
Vega: 2.68
Theta: -5.22
Gamma: 0.00
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