HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 560 CE | ||||||||||
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Delta: 0.88
Vega: 0.24
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 74.1 | 3.05 | 53.31 | 6 | 2 | 10 | |||
| 13 Nov | 626.60 | 71.05 | -28.10 | - | 4 | 1 | 7 | |||
| 12 Nov | 651.65 | 99.15 | 5.15 | 71.16 | 15 | 4 | 6 | |||
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| 11 Nov | 655.35 | 94 | -8.20 | - | 3 | 2 | 3 | |||
| 8 Nov | 650.45 | 102.2 | 102.20 | 72.57 | 2 | 1 | 1 | |||
| 11 Sept | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 659.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 658.55 | 0 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 560 expiring on 28NOV2024
Delta for 560 CE is 0.88
Historical price for 560 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 74.1, which was 3.05 higher than the previous day. The implied volatity was 53.31, the open interest changed by 2 which increased total open position to 10
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 71.05, which was -28.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 99.15, which was 5.15 higher than the previous day. The implied volatity was 71.16, the open interest changed by 4 which increased total open position to 6
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 94, which was -8.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 102.2, which was 102.20 higher than the previous day. The implied volatity was 72.57, the open interest changed by 1 which increased total open position to 1
On 11 Sept HINDALCO was trading at 647.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept HINDALCO was trading at 659.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept HINDALCO was trading at 658.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDALCO 28NOV2024 560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.12
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 0.9 | -0.30 | 36.85 | 239 | 48 | 230 |
| 13 Nov | 626.60 | 1.2 | 0.70 | 38.48 | 412 | 108 | 181 |
| 12 Nov | 651.65 | 0.5 | -0.25 | 37.94 | 74 | -32 | 70 |
| 11 Nov | 655.35 | 0.75 | -0.05 | 41.33 | 235 | 30 | 100 |
| 8 Nov | 650.45 | 0.8 | 0.80 | 36.90 | 78 | 67 | 67 |
| 11 Sept | 647.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 659.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 658.55 | 0 | - | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 560 expiring on 28NOV2024
Delta for 560 PE is -0.05
Historical price for 560 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 36.85, the open interest changed by 48 which increased total open position to 230
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 1.2, which was 0.70 higher than the previous day. The implied volatity was 38.48, the open interest changed by 108 which increased total open position to 181
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 37.94, the open interest changed by -32 which decreased total open position to 70
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 41.33, the open interest changed by 30 which increased total open position to 100
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 0.8, which was 0.80 higher than the previous day. The implied volatity was 36.90, the open interest changed by 67 which increased total open position to 67
On 11 Sept HINDALCO was trading at 647.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept HINDALCO was trading at 659.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept HINDALCO was trading at 658.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
