HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
24 Jan 2025 01:00 PM IST
HINDALCO 30JAN2025 550 CE | ||||||||||
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Delta: 0.98
Vega: 0.04
Theta: -0.27
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 611.55 | 63 | -3 | 40.94 | 8 | 0 | 87 | |||
23 Jan | 608.25 | 66 | 4.00 | 83.49 | 10 | 0 | 97 | |||
22 Jan | 613.45 | 62 | -8.10 | - | 5 | -3 | 98 | |||
21 Jan | 614.95 | 70.1 | 0.00 | 0.00 | 0 | -2 | 0 | |||
20 Jan | 618.15 | 70.1 | 2.55 | 38.64 | 2 | -1 | 102 | |||
17 Jan | 617.00 | 67.55 | 9.55 | - | 1 | 0 | 104 | |||
16 Jan | 602.60 | 58 | 13.95 | 44.07 | 13 | -3 | 104 | |||
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15 Jan | 591.55 | 44.05 | -2.40 | 22.85 | 5 | -1 | 107 | |||
14 Jan | 590.90 | 46.45 | 23.80 | 36.37 | 46 | -16 | 109 | |||
13 Jan | 563.75 | 22.65 | -8.70 | 28.50 | 83 | 6 | 126 | |||
10 Jan | 574.45 | 31.35 | -14.25 | 25.00 | 67 | 14 | 121 | |||
9 Jan | 589.25 | 45.6 | 4.00 | 24.46 | 76 | -4 | 117 | |||
8 Jan | 586.65 | 41.6 | 0.45 | 24.11 | 7 | 6 | 120 | |||
7 Jan | 584.50 | 41.15 | 7.55 | 28.60 | 21 | -5 | 116 | |||
6 Jan | 574.10 | 33.6 | -13.40 | 27.93 | 50 | 10 | 121 | |||
3 Jan | 591.15 | 47 | -8.50 | 25.89 | 40 | -3 | 109 | |||
2 Jan | 599.00 | 55.5 | 4.75 | 21.30 | 48 | 1 | 105 | |||
1 Jan | 592.95 | 50.75 | -9.00 | 25.54 | 44 | 19 | 103 | |||
31 Dec | 602.45 | 59.75 | 0.45 | 30.73 | 51 | 39 | 81 | |||
30 Dec | 601.10 | 59.3 | -54.40 | 24.82 | 55 | 41 | 41 | |||
27 Dec | 617.40 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
26 Dec | 628.75 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 627.45 | 113.7 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 634.15 | 113.7 | 113.70 | - | 0 | 0 | 0 | |||
20 Dec | 622.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 629.35 | 0 | 0.00 | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 CE is 0.98
Historical price for 550 CE is as follows
On 24 Jan HINDALCO was trading at 611.55. The strike last trading price was 63, which was -3 lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 87
On 23 Jan HINDALCO was trading at 608.25. The strike last trading price was 66, which was 4.00 higher than the previous day. The implied volatity was 83.49, the open interest changed by 0 which decreased total open position to 97
On 22 Jan HINDALCO was trading at 613.45. The strike last trading price was 62, which was -8.10 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 98
On 21 Jan HINDALCO was trading at 614.95. The strike last trading price was 70.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Jan HINDALCO was trading at 618.15. The strike last trading price was 70.1, which was 2.55 higher than the previous day. The implied volatity was 38.64, the open interest changed by -1 which decreased total open position to 102
On 17 Jan HINDALCO was trading at 617.00. The strike last trading price was 67.55, which was 9.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104
On 16 Jan HINDALCO was trading at 602.60. The strike last trading price was 58, which was 13.95 higher than the previous day. The implied volatity was 44.07, the open interest changed by -3 which decreased total open position to 104
On 15 Jan HINDALCO was trading at 591.55. The strike last trading price was 44.05, which was -2.40 lower than the previous day. The implied volatity was 22.85, the open interest changed by -1 which decreased total open position to 107
On 14 Jan HINDALCO was trading at 590.90. The strike last trading price was 46.45, which was 23.80 higher than the previous day. The implied volatity was 36.37, the open interest changed by -16 which decreased total open position to 109
On 13 Jan HINDALCO was trading at 563.75. The strike last trading price was 22.65, which was -8.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 6 which increased total open position to 126
On 10 Jan HINDALCO was trading at 574.45. The strike last trading price was 31.35, which was -14.25 lower than the previous day. The implied volatity was 25.00, the open interest changed by 14 which increased total open position to 121
On 9 Jan HINDALCO was trading at 589.25. The strike last trading price was 45.6, which was 4.00 higher than the previous day. The implied volatity was 24.46, the open interest changed by -4 which decreased total open position to 117
On 8 Jan HINDALCO was trading at 586.65. The strike last trading price was 41.6, which was 0.45 higher than the previous day. The implied volatity was 24.11, the open interest changed by 6 which increased total open position to 120
On 7 Jan HINDALCO was trading at 584.50. The strike last trading price was 41.15, which was 7.55 higher than the previous day. The implied volatity was 28.60, the open interest changed by -5 which decreased total open position to 116
On 6 Jan HINDALCO was trading at 574.10. The strike last trading price was 33.6, which was -13.40 lower than the previous day. The implied volatity was 27.93, the open interest changed by 10 which increased total open position to 121
On 3 Jan HINDALCO was trading at 591.15. The strike last trading price was 47, which was -8.50 lower than the previous day. The implied volatity was 25.89, the open interest changed by -3 which decreased total open position to 109
On 2 Jan HINDALCO was trading at 599.00. The strike last trading price was 55.5, which was 4.75 higher than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 105
On 1 Jan HINDALCO was trading at 592.95. The strike last trading price was 50.75, which was -9.00 lower than the previous day. The implied volatity was 25.54, the open interest changed by 19 which increased total open position to 103
On 31 Dec HINDALCO was trading at 602.45. The strike last trading price was 59.75, which was 0.45 higher than the previous day. The implied volatity was 30.73, the open interest changed by 39 which increased total open position to 81
On 30 Dec HINDALCO was trading at 601.10. The strike last trading price was 59.3, which was -54.40 lower than the previous day. The implied volatity was 24.82, the open interest changed by 41 which increased total open position to 41
On 27 Dec HINDALCO was trading at 617.40. The strike last trading price was 113.7, 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 26 Dec HINDALCO was trading at 628.75. The strike last trading price was 113.7, 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 24 Dec HINDALCO was trading at 627.45. The strike last trading price was 113.7, 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 23 Dec HINDALCO was trading at 634.15. The strike last trading price was 113.7, which was 113.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec HINDALCO was trading at 622.65. 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 19 Dec HINDALCO was trading at 629.35. 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
HINDALCO 30JAN2025 550 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.20
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 611.55 | 0.45 | -0.1 | 45.68 | 123 | -28 | 401 |
23 Jan | 608.25 | 0.6 | -0.10 | 42.96 | 66 | 4 | 429 |
22 Jan | 613.45 | 0.7 | 0.00 | 44.91 | 236 | 19 | 423 |
21 Jan | 614.95 | 0.7 | -0.15 | 41.97 | 243 | -83 | 406 |
20 Jan | 618.15 | 0.85 | -0.20 | 43.57 | 320 | -16 | 488 |
17 Jan | 617.00 | 1.05 | -0.60 | 39.23 | 530 | -25 | 512 |
16 Jan | 602.60 | 1.65 | -0.75 | 35.92 | 543 | 45 | 539 |
15 Jan | 591.55 | 2.4 | -0.35 | 33.00 | 463 | -50 | 497 |
14 Jan | 590.90 | 2.75 | -4.60 | 32.97 | 1,617 | 2 | 546 |
13 Jan | 563.75 | 7.35 | 1.95 | 28.63 | 2,281 | -124 | 562 |
10 Jan | 574.45 | 5.4 | 2.55 | 29.54 | 1,690 | -77 | 688 |
9 Jan | 589.25 | 2.85 | -0.75 | 29.76 | 1,751 | 237 | 761 |
8 Jan | 586.65 | 3.6 | -0.85 | 29.40 | 622 | -6 | 524 |
7 Jan | 584.50 | 4.45 | -2.60 | 29.94 | 673 | 35 | 531 |
6 Jan | 574.10 | 7.05 | 3.80 | 30.65 | 1,644 | 127 | 495 |
3 Jan | 591.15 | 3.25 | 0.20 | 27.49 | 1,470 | -173 | 685 |
2 Jan | 599.00 | 3.05 | -1.15 | 30.31 | 664 | -55 | 873 |
1 Jan | 592.95 | 4.2 | 1.75 | 30.57 | 2,364 | 691 | 931 |
31 Dec | 602.45 | 2.45 | 0.00 | 28.01 | 429 | 26 | 238 |
30 Dec | 601.10 | 2.45 | 1.05 | 28.01 | 590 | 161 | 209 |
27 Dec | 617.40 | 1.4 | -5.15 | 27.36 | 117 | 58 | 58 |
26 Dec | 628.75 | 6.55 | 0.00 | 12.25 | 0 | 0 | 0 |
24 Dec | 627.45 | 6.55 | 0.00 | 12.06 | 0 | 0 | 0 |
23 Dec | 634.15 | 6.55 | 6.55 | 12.40 | 0 | 0 | 0 |
20 Dec | 622.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 629.35 | 0 | 0.00 | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 550 expiring on 30JAN2025
Delta for 550 PE is -0.03
Historical price for 550 PE is as follows
On 24 Jan HINDALCO was trading at 611.55. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 45.68, the open interest changed by -28 which decreased total open position to 401
On 23 Jan HINDALCO was trading at 608.25. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 42.96, the open interest changed by 4 which increased total open position to 429
On 22 Jan HINDALCO was trading at 613.45. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 44.91, the open interest changed by 19 which increased total open position to 423
On 21 Jan HINDALCO was trading at 614.95. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 41.97, the open interest changed by -83 which decreased total open position to 406
On 20 Jan HINDALCO was trading at 618.15. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 43.57, the open interest changed by -16 which decreased total open position to 488
On 17 Jan HINDALCO was trading at 617.00. The strike last trading price was 1.05, which was -0.60 lower than the previous day. The implied volatity was 39.23, the open interest changed by -25 which decreased total open position to 512
On 16 Jan HINDALCO was trading at 602.60. The strike last trading price was 1.65, which was -0.75 lower than the previous day. The implied volatity was 35.92, the open interest changed by 45 which increased total open position to 539
On 15 Jan HINDALCO was trading at 591.55. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 33.00, the open interest changed by -50 which decreased total open position to 497
On 14 Jan HINDALCO was trading at 590.90. The strike last trading price was 2.75, which was -4.60 lower than the previous day. The implied volatity was 32.97, the open interest changed by 2 which increased total open position to 546
On 13 Jan HINDALCO was trading at 563.75. The strike last trading price was 7.35, which was 1.95 higher than the previous day. The implied volatity was 28.63, the open interest changed by -124 which decreased total open position to 562
On 10 Jan HINDALCO was trading at 574.45. The strike last trading price was 5.4, which was 2.55 higher than the previous day. The implied volatity was 29.54, the open interest changed by -77 which decreased total open position to 688
On 9 Jan HINDALCO was trading at 589.25. The strike last trading price was 2.85, which was -0.75 lower than the previous day. The implied volatity was 29.76, the open interest changed by 237 which increased total open position to 761
On 8 Jan HINDALCO was trading at 586.65. The strike last trading price was 3.6, which was -0.85 lower than the previous day. The implied volatity was 29.40, the open interest changed by -6 which decreased total open position to 524
On 7 Jan HINDALCO was trading at 584.50. The strike last trading price was 4.45, which was -2.60 lower than the previous day. The implied volatity was 29.94, the open interest changed by 35 which increased total open position to 531
On 6 Jan HINDALCO was trading at 574.10. The strike last trading price was 7.05, which was 3.80 higher than the previous day. The implied volatity was 30.65, the open interest changed by 127 which increased total open position to 495
On 3 Jan HINDALCO was trading at 591.15. The strike last trading price was 3.25, which was 0.20 higher than the previous day. The implied volatity was 27.49, the open interest changed by -173 which decreased total open position to 685
On 2 Jan HINDALCO was trading at 599.00. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 30.31, the open interest changed by -55 which decreased total open position to 873
On 1 Jan HINDALCO was trading at 592.95. The strike last trading price was 4.2, which was 1.75 higher than the previous day. The implied volatity was 30.57, the open interest changed by 691 which increased total open position to 931
On 31 Dec HINDALCO was trading at 602.45. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 28.01, the open interest changed by 26 which increased total open position to 238
On 30 Dec HINDALCO was trading at 601.10. The strike last trading price was 2.45, which was 1.05 higher than the previous day. The implied volatity was 28.01, the open interest changed by 161 which increased total open position to 209
On 27 Dec HINDALCO was trading at 617.40. The strike last trading price was 1.4, which was -5.15 lower than the previous day. The implied volatity was 27.36, the open interest changed by 58 which increased total open position to 58
On 26 Dec HINDALCO was trading at 628.75. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 12.25, the open interest changed by 0 which decreased total open position to 0
On 24 Dec HINDALCO was trading at 627.45. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 12.06, the open interest changed by 0 which decreased total open position to 0
On 23 Dec HINDALCO was trading at 634.15. The strike last trading price was 6.55, which was 6.55 higher than the previous day. The implied volatity was 12.40, the open interest changed by 0 which decreased total open position to 0
On 20 Dec HINDALCO was trading at 622.65. 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 19 Dec HINDALCO was trading at 629.35. 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