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[--[65.84.65.76]--]
HINDALCO
Hindalco Industries Ltd

627.35 0.75 (0.12%)

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Historical option data for HINDALCO

14 Nov 2024 04:10 PM IST
HINDALCO 28NOV2024 560 CE
Delta: 0.88
Vega: 0.24
Theta: -0.59
Gamma: 0.00
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
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
Delta: -0.05
Vega: 0.12
Theta: -0.15
Gamma: 0.00
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