HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
20 Dec 2024 04:10 PM IST
| HINDALCO 26DEC2024 600 CE | ||||||||||
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Delta: 0.90
Vega: 0.14
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 622.65 | 26.4 | -6.25 | 25.50 | 90 | 20 | 78 | |||
| 19 Dec | 629.35 | 32.65 | -2.15 | 30.78 | 64 | 2 | 58 | |||
| 18 Dec | 633.00 | 34.8 | -7.75 | 21.21 | 43 | 12 | 55 | |||
| 17 Dec | 639.45 | 42.55 | -12.45 | 36.98 | 9 | 6 | 42 | |||
| 16 Dec | 653.50 | 55 | -11.50 | 29.60 | 14 | 6 | 35 | |||
| 13 Dec | 662.10 | 66.5 | -12.50 | - | 10 | 0 | 29 | |||
| 12 Dec | 668.70 | 79 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 11 Dec | 670.50 | 79 | 3.00 | 58.09 | 8 | 0 | 27 | |||
| 10 Dec | 668.90 | 76 | 1.50 | 46.29 | 11 | -4 | 28 | |||
| 9 Dec | 670.90 | 74.5 | -1.50 | 35.58 | 21 | -6 | 34 | |||
| 6 Dec | 670.15 | 76 | 3.70 | 38.68 | 6 | -4 | 41 | |||
| 5 Dec | 670.85 | 72.3 | 6.65 | - | 39 | -9 | 44 | |||
| 4 Dec | 663.05 | 65.65 | -4.00 | - | 36 | 0 | 52 | |||
| 3 Dec | 667.55 | 69.65 | 2.65 | - | 74 | -8 | 51 | |||
| 2 Dec | 662.60 | 67 | 4.40 | 21.56 | 4 | 0 | 60 | |||
| 29 Nov | 656.20 | 62.6 | 2.60 | 23.96 | 34 | 12 | 60 | |||
| 28 Nov | 650.25 | 60 | -7.75 | 29.62 | 11 | 5 | 48 | |||
| 27 Nov | 661.10 | 67.75 | -4.85 | 26.57 | 18 | 5 | 42 | |||
| 26 Nov | 666.10 | 72.6 | 5.70 | 31.92 | 2 | 1 | 37 | |||
| 25 Nov | 659.85 | 66.9 | 7.15 | 25.72 | 52 | 3 | 35 | |||
| 22 Nov | 652.10 | 59.75 | 2.75 | 23.82 | 45 | 5 | 37 | |||
| 21 Nov | 648.05 | 57 | 5.00 | 25.95 | 32 | -6 | 22 | |||
| 20 Nov | 640.00 | 52 | 0.00 | 30.39 | 24 | 17 | 30 | |||
| 19 Nov | 640.00 | 52 | -10.75 | 30.39 | 24 | 19 | 30 | |||
| 18 Nov | 651.05 | 62.75 | 21.25 | 29.90 | 6 | -3 | 10 | |||
| 14 Nov | 627.35 | 41.5 | -4.00 | 23.31 | 4 | 2 | 12 | |||
| 13 Nov | 626.60 | 45.5 | -107.70 | 27.16 | 11 | 9 | 9 | |||
| 12 Nov | 651.65 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 655.35 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 650.45 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 648.10 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 708.20 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 693.60 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 692.90 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 678.75 | 153.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 690.70 | 153.2 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 CE is 0.90
Historical price for 600 CE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 26.4, which was -6.25 lower than the previous day. The implied volatity was 25.50, the open interest changed by 20 which increased total open position to 78
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 32.65, which was -2.15 lower than the previous day. The implied volatity was 30.78, the open interest changed by 2 which increased total open position to 58
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 34.8, which was -7.75 lower than the previous day. The implied volatity was 21.21, the open interest changed by 12 which increased total open position to 55
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 42.55, which was -12.45 lower than the previous day. The implied volatity was 36.98, the open interest changed by 6 which increased total open position to 42
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 55, which was -11.50 lower than the previous day. The implied volatity was 29.60, the open interest changed by 6 which increased total open position to 35
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 66.5, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 79, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 79, which was 3.00 higher than the previous day. The implied volatity was 58.09, the open interest changed by 0 which decreased total open position to 27
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 76, which was 1.50 higher than the previous day. The implied volatity was 46.29, the open interest changed by -4 which decreased total open position to 28
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 74.5, which was -1.50 lower than the previous day. The implied volatity was 35.58, the open interest changed by -6 which decreased total open position to 34
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 76, which was 3.70 higher than the previous day. The implied volatity was 38.68, the open interest changed by -4 which decreased total open position to 41
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 72.3, which was 6.65 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 44
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 65.65, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 69.65, which was 2.65 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 51
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 67, which was 4.40 higher than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 60
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 62.6, which was 2.60 higher than the previous day. The implied volatity was 23.96, the open interest changed by 12 which increased total open position to 60
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 60, which was -7.75 lower than the previous day. The implied volatity was 29.62, the open interest changed by 5 which increased total open position to 48
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 67.75, which was -4.85 lower than the previous day. The implied volatity was 26.57, the open interest changed by 5 which increased total open position to 42
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 72.6, which was 5.70 higher than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 37
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 66.9, which was 7.15 higher than the previous day. The implied volatity was 25.72, the open interest changed by 3 which increased total open position to 35
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 59.75, which was 2.75 higher than the previous day. The implied volatity was 23.82, the open interest changed by 5 which increased total open position to 37
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 57, which was 5.00 higher than the previous day. The implied volatity was 25.95, the open interest changed by -6 which decreased total open position to 22
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 30.39, the open interest changed by 17 which increased total open position to 30
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 52, which was -10.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 19 which increased total open position to 30
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 62.75, which was 21.25 higher than the previous day. The implied volatity was 29.90, the open interest changed by -3 which decreased total open position to 10
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 41.5, which was -4.00 lower than the previous day. The implied volatity was 23.31, the open interest changed by 2 which increased total open position to 12
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 45.5, which was -107.70 lower than the previous day. The implied volatity was 27.16, the open interest changed by 9 which increased total open position to 9
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 153.2, 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 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 153.2, 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 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 153.2, 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 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 153.2, 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 153.2, 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 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 153.2, 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 29 Oct HINDALCO was trading at 693.60. The strike last trading price was 153.2, 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 153.2, 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 25 Oct HINDALCO was trading at 678.75. The strike last trading price was 153.2, 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 153.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDALCO 26DEC2024 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.14
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 622.65 | 1.05 | -0.50 | 26.10 | 1,677 | -130 | 520 |
| 19 Dec | 629.35 | 1.55 | 0.05 | 31.08 | 2,134 | 81 | 642 |
| 18 Dec | 633.00 | 1.5 | 0.40 | 30.90 | 985 | 40 | 561 |
| 17 Dec | 639.45 | 1.1 | 0.45 | 29.88 | 562 | 44 | 527 |
| 16 Dec | 653.50 | 0.65 | 0.10 | 31.64 | 328 | -11 | 485 |
| 13 Dec | 662.10 | 0.55 | -0.10 | 31.52 | 766 | -44 | 498 |
| 12 Dec | 668.70 | 0.65 | 0.00 | 32.73 | 267 | -5 | 542 |
| 11 Dec | 670.50 | 0.65 | -0.05 | 32.09 | 196 | 35 | 555 |
| 10 Dec | 668.90 | 0.7 | -0.15 | 31.50 | 115 | 21 | 523 |
| 9 Dec | 670.90 | 0.85 | -0.05 | 31.96 | 504 | -1 | 504 |
| 6 Dec | 670.15 | 0.9 | -0.25 | 29.89 | 580 | -25 | 506 |
| 5 Dec | 670.85 | 1.15 | -0.60 | 30.84 | 926 | -309 | 533 |
| 4 Dec | 663.05 | 1.75 | 0.05 | 30.64 | 346 | -45 | 836 |
| 3 Dec | 667.55 | 1.7 | -0.70 | 31.11 | 462 | 43 | 887 |
| 2 Dec | 662.60 | 2.4 | -0.80 | 32.04 | 493 | 54 | 844 |
| 29 Nov | 656.20 | 3.2 | -0.90 | 31.05 | 947 | 87 | 764 |
| 28 Nov | 650.25 | 4.1 | 1.05 | 31.26 | 747 | 90 | 676 |
| 27 Nov | 661.10 | 3.05 | -0.20 | 31.01 | 209 | 46 | 586 |
| 26 Nov | 666.10 | 3.25 | -0.55 | 32.09 | 378 | -3 | 540 |
| 25 Nov | 659.85 | 3.8 | -1.70 | 31.75 | 407 | 73 | 543 |
| 22 Nov | 652.10 | 5.5 | -1.00 | 31.79 | 303 | 39 | 509 |
| 21 Nov | 648.05 | 6.5 | -1.40 | 31.92 | 346 | 9 | 468 |
| 20 Nov | 640.00 | 7.9 | 0.00 | 30.31 | 288 | 13 | 459 |
| 19 Nov | 640.00 | 7.9 | 2.15 | 30.31 | 288 | 13 | 459 |
| 18 Nov | 651.05 | 5.75 | -5.25 | 30.51 | 564 | 4 | 444 |
| 14 Nov | 627.35 | 11 | -0.20 | 29.80 | 134 | 3 | 439 |
| 13 Nov | 626.60 | 11.2 | 4.30 | 30.36 | 636 | 147 | 436 |
| 12 Nov | 651.65 | 6.9 | -1.05 | 30.21 | 288 | 29 | 290 |
| 11 Nov | 655.35 | 7.95 | -2.05 | 33.36 | 208 | 13 | 259 |
| 8 Nov | 650.45 | 10 | -0.70 | 33.78 | 107 | 0 | 247 |
| 7 Nov | 648.10 | 10.7 | 6.65 | 34.41 | 434 | 215 | 245 |
| 6 Nov | 708.20 | 4.05 | -0.90 | 37.23 | 37 | 13 | 29 |
| 5 Nov | 697.55 | 4.95 | -5.05 | 36.66 | 18 | 15 | 16 |
| 29 Oct | 693.60 | 10 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 692.90 | 10 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 678.75 | 10 | 0.00 | - | 0 | 1 | 0 |
| 24 Oct | 690.70 | 10 | - | 1 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 600 expiring on 26DEC2024
Delta for 600 PE is -0.10
Historical price for 600 PE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 1.05, which was -0.50 lower than the previous day. The implied volatity was 26.10, the open interest changed by -130 which decreased total open position to 520
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 31.08, the open interest changed by 81 which increased total open position to 642
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 1.5, which was 0.40 higher than the previous day. The implied volatity was 30.90, the open interest changed by 40 which increased total open position to 561
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 1.1, which was 0.45 higher than the previous day. The implied volatity was 29.88, the open interest changed by 44 which increased total open position to 527
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 31.64, the open interest changed by -11 which decreased total open position to 485
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 31.52, the open interest changed by -44 which decreased total open position to 498
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 32.73, the open interest changed by -5 which decreased total open position to 542
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 32.09, the open interest changed by 35 which increased total open position to 555
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 31.50, the open interest changed by 21 which increased total open position to 523
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 31.96, the open interest changed by -1 which decreased total open position to 504
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 29.89, the open interest changed by -25 which decreased total open position to 506
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 30.84, the open interest changed by -309 which decreased total open position to 533
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 1.75, which was 0.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by -45 which decreased total open position to 836
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 1.7, which was -0.70 lower than the previous day. The implied volatity was 31.11, the open interest changed by 43 which increased total open position to 887
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 32.04, the open interest changed by 54 which increased total open position to 844
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 3.2, which was -0.90 lower than the previous day. The implied volatity was 31.05, the open interest changed by 87 which increased total open position to 764
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 4.1, which was 1.05 higher than the previous day. The implied volatity was 31.26, the open interest changed by 90 which increased total open position to 676
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 3.05, which was -0.20 lower than the previous day. The implied volatity was 31.01, the open interest changed by 46 which increased total open position to 586
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 32.09, the open interest changed by -3 which decreased total open position to 540
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 3.8, which was -1.70 lower than the previous day. The implied volatity was 31.75, the open interest changed by 73 which increased total open position to 543
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 5.5, which was -1.00 lower than the previous day. The implied volatity was 31.79, the open interest changed by 39 which increased total open position to 509
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 6.5, which was -1.40 lower than the previous day. The implied volatity was 31.92, the open interest changed by 9 which increased total open position to 468
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 30.31, the open interest changed by 13 which increased total open position to 459
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 7.9, which was 2.15 higher than the previous day. The implied volatity was 30.31, the open interest changed by 13 which increased total open position to 459
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 5.75, which was -5.25 lower than the previous day. The implied volatity was 30.51, the open interest changed by 4 which increased total open position to 444
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 11, which was -0.20 lower than the previous day. The implied volatity was 29.80, the open interest changed by 3 which increased total open position to 439
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 11.2, which was 4.30 higher than the previous day. The implied volatity was 30.36, the open interest changed by 147 which increased total open position to 436
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 6.9, which was -1.05 lower than the previous day. The implied volatity was 30.21, the open interest changed by 29 which increased total open position to 290
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 7.95, which was -2.05 lower than the previous day. The implied volatity was 33.36, the open interest changed by 13 which increased total open position to 259
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 10, which was -0.70 lower than the previous day. The implied volatity was 33.78, the open interest changed by 0 which decreased total open position to 247
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 10.7, which was 6.65 higher than the previous day. The implied volatity was 34.41, the open interest changed by 215 which increased total open position to 245
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 4.05, which was -0.90 lower than the previous day. The implied volatity was 37.23, the open interest changed by 13 which increased total open position to 29
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 4.95, which was -5.05 lower than the previous day. The implied volatity was 36.66, the open interest changed by 15 which increased total open position to 16
On 29 Oct HINDALCO was trading at 693.60. The strike last trading price was 10, 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 10, 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 25 Oct HINDALCO was trading at 678.75. The strike last trading price was 10, 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 10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
