HAL
Hindustan Aeronautics Ltd
Historical option data for HAL
07 Apr 2025 04:12 PM IST
| HAL 24APR2025 5000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.88
Theta: -1.52
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 4008.20 | 9.55 | -0.35 | 56.62 | 1,948 | 109 | 1,526 | |||
| 4 Apr | 4239.10 | 9.65 | -4.8 | 41.82 | 2,124 | 424 | 1,416 | |||
|
|
||||||||||
| 3 Apr | 4319.20 | 14 | -2 | 40.17 | 1,916 | 85 | 993 | |||
| 2 Apr | 4234.40 | 15.65 | -1.3 | 44.55 | 2,018 | 287 | 911 | |||
| 1 Apr | 4223.70 | 18.35 | -33.55 | 45.45 | 2,890 | 620 | 620 | |||
For Hindustan Aeronautics Ltd - strike price 5000 expiring on 24APR2025
Delta for 5000 CE is 0.05
Historical price for 5000 CE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 9.55, which was -0.35 lower than the previous day. The implied volatity was 56.62, the open interest changed by 109 which increased total open position to 1526
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 9.65, which was -4.8 lower than the previous day. The implied volatity was 41.82, the open interest changed by 424 which increased total open position to 1416
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 14, which was -2 lower than the previous day. The implied volatity was 40.17, the open interest changed by 85 which increased total open position to 993
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 15.65, which was -1.3 lower than the previous day. The implied volatity was 44.55, the open interest changed by 287 which increased total open position to 911
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 18.35, which was -33.55 lower than the previous day. The implied volatity was 45.45, the open interest changed by 620 which increased total open position to 620
| HAL 24APR2025 5000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 4008.20 | 1064 | 277 | - | 4 | 2 | 31 |
| 4 Apr | 4239.10 | 787 | 125.6 | 64.85 | 3 | 2 | 28 |
| 3 Apr | 4319.20 | 661.25 | -85.75 | 32.49 | 5 | 1 | 25 |
| 2 Apr | 4234.40 | 747 | 0 | 0.00 | 0 | 24 | 0 |
| 1 Apr | 4223.70 | 747 | -442.6 | 33.81 | 28 | 23 | 23 |
For Hindustan Aeronautics Ltd - strike price 5000 expiring on 24APR2025
Delta for 5000 PE is -
Historical price for 5000 PE is as follows
On 7 Apr HAL was trading at 4008.20. The strike last trading price was 1064, which was 277 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 31
On 4 Apr HAL was trading at 4239.10. The strike last trading price was 787, which was 125.6 higher than the previous day. The implied volatity was 64.85, the open interest changed by 2 which increased total open position to 28
On 3 Apr HAL was trading at 4319.20. The strike last trading price was 661.25, which was -85.75 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1 which increased total open position to 25
On 2 Apr HAL was trading at 4234.40. The strike last trading price was 747, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 1 Apr HAL was trading at 4223.70. The strike last trading price was 747, which was -442.6 lower than the previous day. The implied volatity was 33.81, the open interest changed by 23 which increased total open position to 23
