HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 540 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 174.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 626.60 | 174.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 651.65 | 174.25 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 540 expiring on 28NOV2024
Delta for 540 CE is -
Historical price for 540 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 174.25, 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 HINDALCO was trading at 626.60. The strike last trading price was 174.25, 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 HINDALCO was trading at 651.65. The strike last trading price was 174.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HINDALCO 28NOV2024 540 PE | |||||||
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Delta: -0.03
Vega: 0.09
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 0.65 | 0.05 | 43.19 | 44 | 25 | 58 |
| 13 Nov | 626.60 | 0.6 | 0.30 | 41.72 | 48 | 32 | 32 |
| 12 Nov | 651.65 | 0.3 | 42.14 | 3 | 1 | 1 | |
For Hindalco Industries Ltd - strike price 540 expiring on 28NOV2024
Delta for 540 PE is -0.03
Historical price for 540 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 43.19, the open interest changed by 25 which increased total open position to 58
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 0.6, which was 0.30 higher than the previous day. The implied volatity was 41.72, the open interest changed by 32 which increased total open position to 32
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was 42.14, the open interest changed by 1 which increased total open position to 1
