HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
11 Apr 2025 04:12 PM IST
| HAL 24APR2025 4800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.85
Theta: -1.66
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 4107.20 | 8.4 | -2.25 | 49.26 | 2,812 | -407 | 4,385 | |||
| 9 Apr | 4030.70 | 10.35 | -2.9 | 51.48 | 1,958 | -6 | 4,802 | |||
| 8 Apr | 4059.00 | 13.45 | -2.25 | 51.92 | 2,352 | -96 | 4,810 | |||
| 7 Apr | 4008.20 | 17.05 | -3.3 | 54.27 | 3,995 | -382 | 4,903 | |||
|
|
||||||||||
| 4 Apr | 4239.10 | 20 | -10.15 | 39.81 | 5,141 | 222 | 5,269 | |||
| 3 Apr | 4319.20 | 29.45 | -1.15 | 38.59 | 6,671 | -88 | 5,047 | |||
| 2 Apr | 4234.40 | 30.3 | -2.6 | 43.07 | 6,246 | -20 | 5,142 | |||
| 1 Apr | 4223.70 | 35.15 | 6.5 | 44.37 | 18,406 | 2,272 | 5,178 | |||
| 28 Mar | 4177.45 | 29.5 | -1.2 | 41.04 | 10,094 | 1,091 | 2,906 | |||
| 27 Mar | 4160.95 | 31.3 | 3.2 | 41.50 | 2,557 | 260 | 1,814 | |||
| 26 Mar | 4128.30 | 28.95 | 9.85 | 41.58 | 3,847 | 748 | 1,550 | |||
| 25 Mar | 4012.45 | 18.95 | -54.8 | 42.59 | 2,093 | 799 | 799 | |||
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 24APR2025
Delta for 4800 CE is 0.05
Historical price for 4800 CE is as follows
On 11 Apr HAL was trading at 4107.20. The strike last trading price was 8.4, which was -2.25 lower than the previous day. The implied volatity was 49.26, the open interest changed by -407 which decreased total open position to 4385
On 9 Apr HAL was trading at 4030.70. The strike last trading price was 10.35, which was -2.9 lower than the previous day. The implied volatity was 51.48, the open interest changed by -6 which decreased total open position to 4802
On 8 Apr HAL was trading at 4059.00. The strike last trading price was 13.45, which was -2.25 lower than the previous day. The implied volatity was 51.92, the open interest changed by -96 which decreased total open position to 4810
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 17.05, which was -3.3 lower than the previous day. The implied volatity was 54.27, the open interest changed by -382 which decreased total open position to 4903
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 20, which was -10.15 lower than the previous day. The implied volatity was 39.81, the open interest changed by 222 which increased total open position to 5269
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 29.45, which was -1.15 lower than the previous day. The implied volatity was 38.59, the open interest changed by -88 which decreased total open position to 5047
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 30.3, which was -2.6 lower than the previous day. The implied volatity was 43.07, the open interest changed by -20 which decreased total open position to 5142
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 35.15, which was 6.5 higher than the previous day. The implied volatity was 44.37, the open interest changed by 2272 which increased total open position to 5178
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 29.5, which was -1.2 lower than the previous day. The implied volatity was 41.04, the open interest changed by 1091 which increased total open position to 2906
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 31.3, which was 3.2 higher than the previous day. The implied volatity was 41.50, the open interest changed by 260 which increased total open position to 1814
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 28.95, which was 9.85 higher than the previous day. The implied volatity was 41.58, the open interest changed by 748 which increased total open position to 1550
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 18.95, which was -54.8 lower than the previous day. The implied volatity was 42.59, the open interest changed by 799 which increased total open position to 799
| HAL 24APR2025 4800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 4107.20 | 671.7 | -91.3 | - | 7 | -1 | 339 |
| 9 Apr | 4030.70 | 763 | 28 | 61.77 | 8 | 0 | 340 |
| 8 Apr | 4059.00 | 735 | -86.95 | 46.80 | 3 | -2 | 339 |
| 7 Apr | 4008.20 | 821.95 | 256.95 | - | 16 | -4 | 341 |
| 4 Apr | 4239.10 | 565 | 77.15 | 44.38 | 72 | 8 | 344 |
| 3 Apr | 4319.20 | 488.75 | -80.25 | 39.34 | 27 | 1 | 334 |
| 2 Apr | 4234.40 | 569 | -20.6 | 42.43 | 11 | 3 | 334 |
| 1 Apr | 4223.70 | 589.45 | -39.75 | 48.30 | 171 | -30 | 331 |
| 28 Mar | 4177.45 | 629.2 | 9.25 | 46.71 | 115 | 37 | 361 |
| 27 Mar | 4160.95 | 617.6 | -48.4 | 38.56 | 82 | 69 | 322 |
| 26 Mar | 4128.30 | 666 | -97.6 | 45.74 | 77 | 30 | 253 |
| 25 Mar | 4012.45 | 764.75 | -250 | 36.97 | 265 | 223 | 223 |
For Hindustan Aeronautics Ltd - strike price 4800 expiring on 24APR2025
Delta for 4800 PE is -
Historical price for 4800 PE is as follows
On 11 Apr HAL was trading at 4107.20. The strike last trading price was 671.7, which was -91.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 339
On 9 Apr HAL was trading at 4030.70. The strike last trading price was 763, which was 28 higher than the previous day. The implied volatity was 61.77, the open interest changed by 0 which decreased total open position to 340
On 8 Apr HAL was trading at 4059.00. The strike last trading price was 735, which was -86.95 lower than the previous day. The implied volatity was 46.80, the open interest changed by -2 which decreased total open position to 339
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 821.95, which was 256.95 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 341
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 565, which was 77.15 higher than the previous day. The implied volatity was 44.38, the open interest changed by 8 which increased total open position to 344
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 488.75, which was -80.25 lower than the previous day. The implied volatity was 39.34, the open interest changed by 1 which increased total open position to 334
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 569, which was -20.6 lower than the previous day. The implied volatity was 42.43, the open interest changed by 3 which increased total open position to 334
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 589.45, which was -39.75 lower than the previous day. The implied volatity was 48.30, the open interest changed by -30 which decreased total open position to 331
On 28 Mar HAL was trading at 4177.45. The strike last trading price was 629.2, which was 9.25 higher than the previous day. The implied volatity was 46.71, the open interest changed by 37 which increased total open position to 361
On 27 Mar HAL was trading at 4160.95. The strike last trading price was 617.6, which was -48.4 lower than the previous day. The implied volatity was 38.56, the open interest changed by 69 which increased total open position to 322
On 26 Mar HAL was trading at 4128.30. The strike last trading price was 666, which was -97.6 lower than the previous day. The implied volatity was 45.74, the open interest changed by 30 which increased total open position to 253
On 25 Mar HAL was trading at 4012.45. The strike last trading price was 764.75, which was -250 lower than the previous day. The implied volatity was 36.97, the open interest changed by 223 which increased total open position to 223
