HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 590 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.08
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 40.5 | 1.50 | 17.90 | 25 | 3 | 12 | |||
| 13 Nov | 626.60 | 39 | -32.40 | - | 19 | 6 | 10 | |||
| 12 Nov | 651.65 | 71.4 | 2.10 | 60.10 | 12 | 3 | 6 | |||
| 11 Nov | 655.35 | 69.3 | 1.95 | 34.78 | 4 | 1 | 2 | |||
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| 8 Nov | 650.45 | 67.35 | -88.05 | 43.15 | 3 | 0 | 0 | |||
| 7 Nov | 648.10 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 708.20 | 155.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 674.30 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 690.90 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 686.05 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 688.40 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 693.60 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 692.90 | 155.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 690.70 | 155.4 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 CE is 0.97
Historical price for 590 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 40.5, which was 1.50 higher than the previous day. The implied volatity was 17.90, the open interest changed by 3 which increased total open position to 12
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 39, which was -32.40 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 71.4, which was 2.10 higher than the previous day. The implied volatity was 60.10, the open interest changed by 3 which increased total open position to 6
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 69.3, which was 1.95 higher than the previous day. The implied volatity was 34.78, the open interest changed by 1 which increased total open position to 2
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 67.35, which was -88.05 lower than the previous day. The implied volatity was 43.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 155.4, 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 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 155.4, 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 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 155.4, 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 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 155.4, 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 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 155.4, 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 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 155.4, 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 30 Oct HINDALCO was trading at 688.40. The strike last trading price was 155.4, 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 29 Oct HINDALCO was trading at 693.60. The strike last trading price was 155.4, 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 28 Oct HINDALCO was trading at 692.90. The strike last trading price was 155.4, 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 24 Oct HINDALCO was trading at 690.70. The strike last trading price was 155.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDALCO 28NOV2024 590 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.25
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 2.4 | -0.80 | 30.33 | 902 | 44 | 481 |
| 13 Nov | 626.60 | 3.2 | 1.75 | 33.01 | 1,473 | 70 | 437 |
| 12 Nov | 651.65 | 1.45 | -0.60 | 33.18 | 595 | -67 | 372 |
| 11 Nov | 655.35 | 2.05 | -0.90 | 37.49 | 747 | -3 | 437 |
| 8 Nov | 650.45 | 2.95 | -1.00 | 36.00 | 538 | -10 | 441 |
| 7 Nov | 648.10 | 3.95 | 2.95 | 38.34 | 1,615 | 361 | 447 |
| 6 Nov | 708.20 | 1 | -0.65 | 42.93 | 100 | -7 | 84 |
| 5 Nov | 697.55 | 1.65 | -1.35 | 43.60 | 54 | 5 | 87 |
| 4 Nov | 674.30 | 3 | 0.80 | 41.64 | 137 | 35 | 83 |
| 1 Nov | 690.90 | 2.2 | 0.00 | 0.00 | 0 | -4 | 0 |
| 31 Oct | 686.05 | 2.2 | 0.25 | - | 28 | -3 | 49 |
| 30 Oct | 688.40 | 1.95 | -0.45 | - | 38 | 18 | 51 |
| 29 Oct | 693.60 | 2.4 | 0.35 | - | 19 | 2 | 33 |
| 28 Oct | 692.90 | 2.05 | -1.25 | - | 35 | 20 | 20 |
| 24 Oct | 690.70 | 3.3 | - | 31 | 6 | 6 | |
For Hindalco Industries Ltd - strike price 590 expiring on 28NOV2024
Delta for 590 PE is -0.13
Historical price for 590 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 30.33, the open interest changed by 44 which increased total open position to 481
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 3.2, which was 1.75 higher than the previous day. The implied volatity was 33.01, the open interest changed by 70 which increased total open position to 437
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 33.18, the open interest changed by -67 which decreased total open position to 372
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 2.05, which was -0.90 lower than the previous day. The implied volatity was 37.49, the open interest changed by -3 which decreased total open position to 437
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 2.95, which was -1.00 lower than the previous day. The implied volatity was 36.00, the open interest changed by -10 which decreased total open position to 441
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 3.95, which was 2.95 higher than the previous day. The implied volatity was 38.34, the open interest changed by 361 which increased total open position to 447
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 42.93, the open interest changed by -7 which decreased total open position to 84
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 43.60, the open interest changed by 5 which increased total open position to 87
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 3, which was 0.80 higher than the previous day. The implied volatity was 41.64, the open interest changed by 35 which increased total open position to 83
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 2.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HINDALCO was trading at 688.40. The strike last trading price was 1.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HINDALCO was trading at 693.60. The strike last trading price was 2.4, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HINDALCO was trading at 692.90. The strike last trading price was 2.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HINDALCO was trading at 690.70. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
