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

4518.85 14.10 (0.31%)

Back to Option Chain


Historical option data for HAL

03 Dec 2024 04:12 PM IST
HAL 26DEC2024 4900 CE
Delta: 0.15
Vega: 2.64
Theta: -1.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 4518.85 24.2 -5.55 28.31 1,095 9 888
2 Dec 4504.75 29.75 -0.20 30.05 1,321 170 882
29 Nov 4476.85 29.95 -8.10 30.11 1,382 152 712
28 Nov 4466.85 38.05 -6.90 32.68 1,699 225 560
27 Nov 4474.65 44.95 17.15 32.55 1,086 107 333
26 Nov 4364.55 27.8 8.20 32.98 369 109 226
25 Nov 4289.95 19.6 5.10 32.82 169 100 118
22 Nov 4111.35 14.5 7.05 36.41 25 11 29
21 Nov 3983.45 7.45 0.00 35.68 2 0 16
20 Nov 4057.15 7.45 0.00 32.51 3 1 17
19 Nov 4057.15 7.45 -9.65 32.51 3 2 17
18 Nov 4077.85 17.1 -3.05 36.60 12 6 15
14 Nov 4087.05 20.15 -24.50 35.36 6 0 9
13 Nov 4066.90 44.65 0.00 0.00 0 2 0
12 Nov 4243.50 44.65 -23.75 37.26 8 1 8
11 Nov 4443.70 68.4 -9.15 32.60 4 3 6
8 Nov 4400.60 77.55 8.55 35.90 1 0 2
7 Nov 4433.80 69 69.00 31.38 3 1 1
6 Nov 4390.15 0 0.00 0.00 0 0 0
5 Nov 4261.95 0 0.00 0.00 0 0 0
4 Nov 4208.25 0 0.00 0.00 0 0 0
1 Nov 4288.00 0 0.00 0 0 0


For Hindustan Aeronautics Ltd - strike price 4900 expiring on 26DEC2024

Delta for 4900 CE is 0.15

Historical price for 4900 CE is as follows

On 3 Dec HAL was trading at 4518.85. The strike last trading price was 24.2, which was -5.55 lower than the previous day. The implied volatity was 28.31, the open interest changed by 9 which increased total open position to 888


On 2 Dec HAL was trading at 4504.75. The strike last trading price was 29.75, which was -0.20 lower than the previous day. The implied volatity was 30.05, the open interest changed by 170 which increased total open position to 882


On 29 Nov HAL was trading at 4476.85. The strike last trading price was 29.95, which was -8.10 lower than the previous day. The implied volatity was 30.11, the open interest changed by 152 which increased total open position to 712


On 28 Nov HAL was trading at 4466.85. The strike last trading price was 38.05, which was -6.90 lower than the previous day. The implied volatity was 32.68, the open interest changed by 225 which increased total open position to 560


On 27 Nov HAL was trading at 4474.65. The strike last trading price was 44.95, which was 17.15 higher than the previous day. The implied volatity was 32.55, the open interest changed by 107 which increased total open position to 333


On 26 Nov HAL was trading at 4364.55. The strike last trading price was 27.8, which was 8.20 higher than the previous day. The implied volatity was 32.98, the open interest changed by 109 which increased total open position to 226


On 25 Nov HAL was trading at 4289.95. The strike last trading price was 19.6, which was 5.10 higher than the previous day. The implied volatity was 32.82, the open interest changed by 100 which increased total open position to 118


On 22 Nov HAL was trading at 4111.35. The strike last trading price was 14.5, which was 7.05 higher than the previous day. The implied volatity was 36.41, the open interest changed by 11 which increased total open position to 29


On 21 Nov HAL was trading at 3983.45. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 35.68, the open interest changed by 0 which decreased total open position to 16


On 20 Nov HAL was trading at 4057.15. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 17


On 19 Nov HAL was trading at 4057.15. The strike last trading price was 7.45, which was -9.65 lower than the previous day. The implied volatity was 32.51, the open interest changed by 2 which increased total open position to 17


On 18 Nov HAL was trading at 4077.85. The strike last trading price was 17.1, which was -3.05 lower than the previous day. The implied volatity was 36.60, the open interest changed by 6 which increased total open position to 15


On 14 Nov HAL was trading at 4087.05. The strike last trading price was 20.15, which was -24.50 lower than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 9


On 13 Nov HAL was trading at 4066.90. The strike last trading price was 44.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 12 Nov HAL was trading at 4243.50. The strike last trading price was 44.65, which was -23.75 lower than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 8


On 11 Nov HAL was trading at 4443.70. The strike last trading price was 68.4, which was -9.15 lower than the previous day. The implied volatity was 32.60, the open interest changed by 3 which increased total open position to 6


On 8 Nov HAL was trading at 4400.60. The strike last trading price was 77.55, which was 8.55 higher than the previous day. The implied volatity was 35.90, the open interest changed by 0 which decreased total open position to 2


On 7 Nov HAL was trading at 4433.80. The strike last trading price was 69, which was 69.00 higher than the previous day. The implied volatity was 31.38, the open interest changed by 1 which increased total open position to 1


On 6 Nov HAL was trading at 4390.15. The strike last trading price was 0, which was 0.00 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 5 Nov HAL was trading at 4261.95. The strike last trading price was 0, which was 0.00 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 4 Nov HAL was trading at 4208.25. The strike last trading price was 0, which was 0.00 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 1 Nov HAL was trading at 4288.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


HAL 26DEC2024 4900 PE
Delta: -0.83
Vega: 2.90
Theta: -0.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
3 Dec 4518.85 388 -12.00 30.86 28 11 171
2 Dec 4504.75 400 -51.40 32.51 48 -7 167
29 Nov 4476.85 451.4 11.40 38.37 4 1 173
28 Nov 4466.85 440 7.00 32.18 63 48 171
27 Nov 4474.65 433 -87.15 36.00 74 62 119
26 Nov 4364.55 520.15 -89.85 32.04 29 17 56
25 Nov 4289.95 610 -155.00 40.29 27 25 37
22 Nov 4111.35 765 -95.00 38.95 3 2 14
21 Nov 3983.45 860 115.00 - 2 0 10
20 Nov 4057.15 745 0.00 - 8 8 2
19 Nov 4057.15 745 -21.00 - 8 0 2
18 Nov 4077.85 766 54.45 27.14 2 0 0
14 Nov 4087.05 711.55 0.00 - 0 0 0
13 Nov 4066.90 711.55 0.00 - 0 0 0
12 Nov 4243.50 711.55 0.00 - 0 0 0
11 Nov 4443.70 711.55 0.00 - 0 0 0
8 Nov 4400.60 711.55 0.00 - 0 0 0
7 Nov 4433.80 711.55 711.55 - 0 0 0
6 Nov 4390.15 0 0.00 0.00 0 0 0
5 Nov 4261.95 0 0.00 0.00 0 0 0
4 Nov 4208.25 0 0.00 0.00 0 0 0
1 Nov 4288.00 0 0.00 0 0 0


For Hindustan Aeronautics Ltd - strike price 4900 expiring on 26DEC2024

Delta for 4900 PE is -0.83

Historical price for 4900 PE is as follows

On 3 Dec HAL was trading at 4518.85. The strike last trading price was 388, which was -12.00 lower than the previous day. The implied volatity was 30.86, the open interest changed by 11 which increased total open position to 171


On 2 Dec HAL was trading at 4504.75. The strike last trading price was 400, which was -51.40 lower than the previous day. The implied volatity was 32.51, the open interest changed by -7 which decreased total open position to 167


On 29 Nov HAL was trading at 4476.85. The strike last trading price was 451.4, which was 11.40 higher than the previous day. The implied volatity was 38.37, the open interest changed by 1 which increased total open position to 173


On 28 Nov HAL was trading at 4466.85. The strike last trading price was 440, which was 7.00 higher than the previous day. The implied volatity was 32.18, the open interest changed by 48 which increased total open position to 171


On 27 Nov HAL was trading at 4474.65. The strike last trading price was 433, which was -87.15 lower than the previous day. The implied volatity was 36.00, the open interest changed by 62 which increased total open position to 119


On 26 Nov HAL was trading at 4364.55. The strike last trading price was 520.15, which was -89.85 lower than the previous day. The implied volatity was 32.04, the open interest changed by 17 which increased total open position to 56


On 25 Nov HAL was trading at 4289.95. The strike last trading price was 610, which was -155.00 lower than the previous day. The implied volatity was 40.29, the open interest changed by 25 which increased total open position to 37


On 22 Nov HAL was trading at 4111.35. The strike last trading price was 765, which was -95.00 lower than the previous day. The implied volatity was 38.95, the open interest changed by 2 which increased total open position to 14


On 21 Nov HAL was trading at 3983.45. The strike last trading price was 860, which was 115.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 20 Nov HAL was trading at 4057.15. The strike last trading price was 745, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 2


On 19 Nov HAL was trading at 4057.15. The strike last trading price was 745, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Nov HAL was trading at 4077.85. The strike last trading price was 766, which was 54.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HAL was trading at 4087.05. The strike last trading price was 711.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HAL was trading at 4066.90. The strike last trading price was 711.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HAL was trading at 4243.50. The strike last trading price was 711.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov HAL was trading at 4443.70. The strike last trading price was 711.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HAL was trading at 4400.60. The strike last trading price was 711.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HAL was trading at 4433.80. The strike last trading price was 711.55, which was 711.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HAL was trading at 4390.15. The strike last trading price was 0, which was 0.00 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 5 Nov HAL was trading at 4261.95. The strike last trading price was 0, which was 0.00 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 4 Nov HAL was trading at 4208.25. The strike last trading price was 0, which was 0.00 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 1 Nov HAL was trading at 4288.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0