HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
08 Apr 2025 04:02 PM IST
HAL 24APR2025 4950 CE | ||||||||||
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Delta: 0.05
Vega: 0.81
Theta: -1.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 4041.95 | 8.1 | -3.5 | 53.07 | 234 | 17 | 157 | |||
7 Apr | 4008.20 | 10 | -2.05 | 54.97 | 198 | 33 | 147 | |||
4 Apr | 4239.10 | 11.55 | -5.8 | 41.31 | 64 | 36 | 115 | |||
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3 Apr | 4319.20 | 17.35 | -1.45 | 40.05 | 147 | 1 | 78 | |||
2 Apr | 4234.40 | 18.55 | -2.55 | 44.23 | 82 | 47 | 73 | |||
1 Apr | 4223.70 | 20 | 16.35 | 44.29 | 121 | 25 | 25 |
For Hindustan Aeronautics Ltd - strike price 4950 expiring on 24APR2025
Delta for 4950 CE is 0.05
Historical price for 4950 CE is as follows
On 8 Apr HAL was trading at 4041.95. The strike last trading price was 8.1, which was -3.5 lower than the previous day. The implied volatity was 53.07, the open interest changed by 17 which increased total open position to 157
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was 54.97, the open interest changed by 33 which increased total open position to 147
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 11.55, which was -5.8 lower than the previous day. The implied volatity was 41.31, the open interest changed by 36 which increased total open position to 115
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 17.35, which was -1.45 lower than the previous day. The implied volatity was 40.05, the open interest changed by 1 which increased total open position to 78
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 18.55, which was -2.55 lower than the previous day. The implied volatity was 44.23, the open interest changed by 47 which increased total open position to 73
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 20, which was 16.35 higher than the previous day. The implied volatity was 44.29, the open interest changed by 25 which increased total open position to 25
HAL 24APR2025 4950 PE | |||||||
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Delta: -0.88
Vega: 1.73
Theta: -2.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 4041.95 | 905.65 | 206.5 | 74.88 | 30 | 13 | 13 |
7 Apr | 4008.20 | 699.15 | 0 | 0.00 | 0 | -1 | 0 |
4 Apr | 4239.10 | 699.15 | -49.4 | 43.27 | 1 | 0 | 1 |
3 Apr | 4319.20 | 748.55 | 0 | 0.00 | 0 | 1 | 0 |
2 Apr | 4234.40 | 748.55 | -589.1 | 62.22 | 1 | 0 | 0 |
1 Apr | 4223.70 | 1337.65 | 0 | - | 0 | 0 | 0 |
For Hindustan Aeronautics Ltd - strike price 4950 expiring on 24APR2025
Delta for 4950 PE is -0.88
Historical price for 4950 PE is as follows
On 8 Apr HAL was trading at 4041.95. The strike last trading price was 905.65, which was 206.5 higher than the previous day. The implied volatity was 74.88, the open interest changed by 13 which increased total open position to 13
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 699.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 699.15, which was -49.4 lower than the previous day. The implied volatity was 43.27, the open interest changed by 0 which decreased total open position to 1
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 748.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 748.55, which was -589.1 lower than the previous day. The implied volatity was 62.22, the open interest changed by 0 which decreased total open position to 0
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 1337.65, 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