HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
| HAL 24APR2025 4700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.61
Theta: -2.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4008.20 | 22.75 | -6.2 | 52.95 | 2,351 | -353 | 1,810 | |||
| 4 Apr | 4239.10 | 28.25 | -14.8 | 38.52 | 3,073 | 445 | 2,158 | |||
| 3 Apr | 4319.20 | 42.5 | 0.65 | 37.82 | 2,769 | 143 | 1,708 | |||
| 2 Apr | 4234.40 | 41.2 | -3.65 | 42.04 | 2,620 | 254 | 1,572 | |||
| 1 Apr | 4223.70 | 47 | 8.05 | 43.42 | 6,970 | 499 | 1,347 | |||
| 28 Mar | 4177.45 | 40.3 | -1.05 | 40.36 | 4,419 | 298 | 848 | |||
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| 27 Mar | 4160.95 | 41.95 | 3.55 | 40.72 | 1,271 | 124 | 551 | |||
| 26 Mar | 4128.30 | 40.35 | 14.7 | 41.38 | 1,882 | 234 | 427 | |||
| 25 Mar | 4012.45 | 24.9 | -62.6 | 41.59 | 553 | 193 | 193 | |||
For Hindustan Aeronautics Ltd - strike price 4700 expiring on 24APR2025
Delta for 4700 CE is 0.11
Historical price for 4700 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 22.75, which was -6.2 lower than the previous day. The implied volatity was 52.95, the open interest changed by -353 which decreased total open position to 1810
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 28.25, which was -14.8 lower than the previous day. The implied volatity was 38.52, the open interest changed by 445 which increased total open position to 2158
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 42.5, which was 0.65 higher than the previous day. The implied volatity was 37.82, the open interest changed by 143 which increased total open position to 1708
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 41.2, which was -3.65 lower than the previous day. The implied volatity was 42.04, the open interest changed by 254 which increased total open position to 1572
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 47, which was 8.05 higher than the previous day. The implied volatity was 43.42, the open interest changed by 499 which increased total open position to 1347
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 40.3, which was -1.05 lower than the previous day. The implied volatity was 40.36, the open interest changed by 298 which increased total open position to 848
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 41.95, which was 3.55 higher than the previous day. The implied volatity was 40.72, the open interest changed by 124 which increased total open position to 551
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 40.35, which was 14.7 higher than the previous day. The implied volatity was 41.38, the open interest changed by 234 which increased total open position to 427
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 24.9, which was -62.6 lower than the previous day. The implied volatity was 41.59, the open interest changed by 193 which increased total open position to 193
| HAL 24APR2025 4700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 2.77
Theta: -6.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4008.20 | 750 | 264.7 | 89.22 | 16 | -3 | 193 |
| 4 Apr | 4239.10 | 485.3 | 83.35 | 46.64 | 13 | 0 | 195 |
| 3 Apr | 4319.20 | 404.3 | -148.65 | 39.09 | 28 | -5 | 194 |
| 2 Apr | 4234.40 | 552.95 | 55.9 | 64.09 | 8 | 3 | 198 |
| 1 Apr | 4223.70 | 504.1 | 26.4 | 47.53 | 144 | 6 | 196 |
| 28 Mar | 4177.45 | 477.7 | -56.2 | - | 233 | 103 | 190 |
| 27 Mar | 4160.95 | 533.9 | -156.1 | 39.99 | 88 | 6 | 7 |
| 26 Mar | 4128.30 | 690 | -240.2 | 74.60 | 1 | 0 | 0 |
| 25 Mar | 4012.45 | 930.2 | 0 | - | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4700 expiring on 24APR2025
Delta for 4700 PE is -0.75
Historical price for 4700 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 750, which was 264.7 higher than the previous day. The implied volatity was 89.22, the open interest changed by -3 which decreased total open position to 193
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 485.3, which was 83.35 higher than the previous day. The implied volatity was 46.64, the open interest changed by 0 which decreased total open position to 195
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 404.3, which was -148.65 lower than the previous day. The implied volatity was 39.09, the open interest changed by -5 which decreased total open position to 194
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 552.95, which was 55.9 higher than the previous day. The implied volatity was 64.09, the open interest changed by 3 which increased total open position to 198
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 504.1, which was 26.4 higher than the previous day. The implied volatity was 47.53, the open interest changed by 6 which increased total open position to 196
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 477.7, which was -56.2 lower than the previous day. The implied volatity was -, the open interest changed by 103 which increased total open position to 190
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 533.9, which was -156.1 lower than the previous day. The implied volatity was 39.99, the open interest changed by 6 which increased total open position to 7
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 690, which was -240.2 lower than the previous day. The implied volatity was 74.60, 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 930.2, 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
