HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.23
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 31.65 | -3.30 | 20.77 | 116 | 10 | 147 | |||
| 13 Nov | 626.60 | 34.95 | -19.10 | 26.77 | 277 | 13 | 136 | |||
| 12 Nov | 651.65 | 54.05 | -6.95 | 31.38 | 89 | 16 | 126 | |||
| 11 Nov | 655.35 | 61 | 5.65 | 37.39 | 89 | 24 | 108 | |||
| 8 Nov | 650.45 | 55.35 | -1.35 | 32.30 | 66 | -5 | 84 | |||
| 7 Nov | 648.10 | 56.7 | -52.90 | 35.76 | 153 | 56 | 87 | |||
| 6 Nov | 708.20 | 109.6 | 9.60 | - | 1 | 0 | 31 | |||
| 5 Nov | 697.55 | 100 | 18.55 | - | 3 | 0 | 31 | |||
| 4 Nov | 674.30 | 81.45 | -19.55 | 39.55 | 19 | 2 | 31 | |||
| 1 Nov | 690.90 | 101 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 686.05 | 101 | 0.00 | - | 0 | 7 | 0 | |||
| 30 Oct | 688.40 | 101 | 11.55 | - | 7 | 6 | 28 | |||
| 29 Oct | 693.60 | 89.45 | -9.55 | - | 20 | 18 | 21 | |||
| 28 Oct | 692.90 | 99 | -25.00 | - | 3 | 1 | 1 | |||
| 25 Oct | 678.75 | 124 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 690.70 | 124 | 124.00 | - | 0 | 0 | 0 | |||
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| 23 Sept | 690.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Sept | 694.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 684.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 685.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 683.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 685.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 673.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 676.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 667.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 669.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 666.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 678.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 683.90 | 0 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 600 expiring on 28NOV2024
Delta for 600 CE is 0.89
Historical price for 600 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 31.65, which was -3.30 lower than the previous day. The implied volatity was 20.77, the open interest changed by 10 which increased total open position to 147
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 34.95, which was -19.10 lower than the previous day. The implied volatity was 26.77, the open interest changed by 13 which increased total open position to 136
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 54.05, which was -6.95 lower than the previous day. The implied volatity was 31.38, the open interest changed by 16 which increased total open position to 126
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 61, which was 5.65 higher than the previous day. The implied volatity was 37.39, the open interest changed by 24 which increased total open position to 108
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 55.35, which was -1.35 lower than the previous day. The implied volatity was 32.30, the open interest changed by -5 which decreased total open position to 84
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 56.7, which was -52.90 lower than the previous day. The implied volatity was 35.76, the open interest changed by 56 which increased total open position to 87
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 109.6, which was 9.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 100, which was 18.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 81.45, which was -19.55 lower than the previous day. The implied volatity was 39.55, the open interest changed by 2 which increased total open position to 31
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 101, 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 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 101, 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 101, which was 11.55 higher 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 89.45, which was -9.55 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 99, which was -25.00 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 124, 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 124, which was 124.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept HINDALCO was trading at 690.55. 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 20 Sept HINDALCO was trading at 694.40. 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 19 Sept HINDALCO was trading at 684.20. 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 18 Sept HINDALCO was trading at 685.25. 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 17 Sept HINDALCO was trading at 683.00. 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 16 Sept HINDALCO was trading at 685.15. 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 13 Sept HINDALCO was trading at 673.25. 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 12 Sept HINDALCO was trading at 676.20. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept HINDALCO was trading at 667.10. 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 5 Sept HINDALCO was trading at 669.95. 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 4 Sept HINDALCO was trading at 666.80. 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 3 Sept HINDALCO was trading at 678.90. 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 2 Sept HINDALCO was trading at 683.90. 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 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.33
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 3.7 | -0.85 | 29.04 | 1,744 | 25 | 1,550 |
| 13 Nov | 626.60 | 4.55 | 2.35 | 31.43 | 4,158 | 4 | 1,529 |
| 12 Nov | 651.65 | 2.2 | -0.85 | 32.33 | 2,640 | -8 | 1,573 |
| 11 Nov | 655.35 | 3.05 | -1.35 | 36.99 | 2,759 | 182 | 1,582 |
| 8 Nov | 650.45 | 4.4 | -1.15 | 35.97 | 2,525 | -135 | 1,393 |
| 7 Nov | 648.10 | 5.55 | 4.30 | 38.11 | 6,714 | 1,116 | 1,513 |
| 6 Nov | 708.20 | 1.25 | -0.90 | 41.27 | 535 | -9 | 397 |
| 5 Nov | 697.55 | 2.15 | -1.95 | 42.63 | 345 | 12 | 405 |
| 4 Nov | 674.30 | 4.1 | 1.00 | 41.36 | 550 | 132 | 393 |
| 1 Nov | 690.90 | 3.1 | 0.00 | 41.59 | 18 | 3 | 259 |
| 31 Oct | 686.05 | 3.1 | 0.55 | - | 261 | 43 | 248 |
| 30 Oct | 688.40 | 2.55 | -0.40 | - | 230 | 13 | 202 |
| 29 Oct | 693.60 | 2.95 | 0.40 | - | 283 | 41 | 169 |
| 28 Oct | 692.90 | 2.55 | -2.85 | - | 781 | 56 | 127 |
| 25 Oct | 678.75 | 5.4 | 1.50 | - | 766 | 48 | 71 |
| 24 Oct | 690.70 | 3.9 | -8.80 | - | 464 | 47 | 47 |
| 23 Sept | 690.55 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 694.40 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 684.20 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 685.25 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 683.00 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 685.15 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 673.25 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 676.20 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 647.70 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 659.50 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 658.55 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 667.10 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 669.95 | 12.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 666.80 | 12.7 | 12.70 | - | 0 | 0 | 0 |
| 3 Sept | 678.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 683.90 | 0 | - | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 600 expiring on 28NOV2024
Delta for 600 PE is -0.18
Historical price for 600 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 3.7, which was -0.85 lower than the previous day. The implied volatity was 29.04, the open interest changed by 25 which increased total open position to 1550
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 4.55, which was 2.35 higher than the previous day. The implied volatity was 31.43, the open interest changed by 4 which increased total open position to 1529
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 32.33, the open interest changed by -8 which decreased total open position to 1573
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 36.99, the open interest changed by 182 which increased total open position to 1582
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 4.4, which was -1.15 lower than the previous day. The implied volatity was 35.97, the open interest changed by -135 which decreased total open position to 1393
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 5.55, which was 4.30 higher than the previous day. The implied volatity was 38.11, the open interest changed by 1116 which increased total open position to 1513
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 41.27, the open interest changed by -9 which decreased total open position to 397
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 2.15, which was -1.95 lower than the previous day. The implied volatity was 42.63, the open interest changed by 12 which increased total open position to 405
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 4.1, which was 1.00 higher than the previous day. The implied volatity was 41.36, the open interest changed by 132 which increased total open position to 393
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 41.59, the open interest changed by 3 which increased total open position to 259
On 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 3.1, which was 0.55 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 2.55, which was -0.40 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 2.95, which was 0.40 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 2.55, which was -2.85 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 5.4, which was 1.50 higher 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 3.9, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept HINDALCO was trading at 690.55. The strike last trading price was 12.7, 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 20 Sept HINDALCO was trading at 694.40. The strike last trading price was 12.7, 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 19 Sept HINDALCO was trading at 684.20. The strike last trading price was 12.7, 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 18 Sept HINDALCO was trading at 685.25. The strike last trading price was 12.7, 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 17 Sept HINDALCO was trading at 683.00. The strike last trading price was 12.7, 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 16 Sept HINDALCO was trading at 685.15. The strike last trading price was 12.7, 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 13 Sept HINDALCO was trading at 673.25. The strike last trading price was 12.7, 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 12 Sept HINDALCO was trading at 676.20. The strike last trading price was 12.7, 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 11 Sept HINDALCO was trading at 647.70. The strike last trading price was 12.7, 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 12.7, 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 12.7, 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 6 Sept HINDALCO was trading at 667.10. The strike last trading price was 12.7, 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 5 Sept HINDALCO was trading at 669.95. The strike last trading price was 12.7, 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 4 Sept HINDALCO was trading at 666.80. The strike last trading price was 12.7, which was 12.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept HINDALCO was trading at 678.90. 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 2 Sept HINDALCO was trading at 683.90. 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
