HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
20 Dec 2024 04:10 PM IST
| HINDALCO 26DEC2024 610 CE | ||||||||||
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Delta: 0.77
Vega: 0.24
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 622.65 | 18.4 | -4.05 | 27.08 | 67 | 3 | 61 | |||
| 19 Dec | 629.35 | 22.45 | -3.45 | 22.23 | 212 | 39 | 54 | |||
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| 18 Dec | 633.00 | 25.9 | -6.85 | 23.42 | 26 | 4 | 14 | |||
| 17 Dec | 639.45 | 32.75 | -14.25 | 30.99 | 10 | 1 | 8 | |||
| 16 Dec | 653.50 | 47 | -8.95 | 37.26 | 1 | 0 | 6 | |||
| 13 Dec | 662.10 | 55.95 | -7.75 | - | 2 | 0 | 5 | |||
| 12 Dec | 668.70 | 63.7 | 0.25 | 39.56 | 1 | 0 | 4 | |||
| 11 Dec | 670.50 | 63.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 668.90 | 63.45 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 9 Dec | 670.90 | 63.45 | -0.25 | 23.53 | 4 | -2 | 5 | |||
| 6 Dec | 670.15 | 63.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 670.85 | 63.7 | 6.00 | - | 3 | 1 | 6 | |||
| 4 Dec | 663.05 | 57.7 | -4.80 | 26.43 | 1 | 0 | 5 | |||
| 3 Dec | 667.55 | 62.5 | 5.10 | 29.28 | 3 | 0 | 6 | |||
| 2 Dec | 662.60 | 57.4 | 5.55 | 21.10 | 2 | -1 | 5 | |||
| 29 Nov | 656.20 | 51.85 | 0.05 | 16.26 | 1 | 0 | 5 | |||
| 28 Nov | 650.25 | 51.8 | -2.40 | 29.74 | 2 | 0 | 3 | |||
| 27 Nov | 661.10 | 54.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 666.10 | 54.2 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 25 Nov | 659.85 | 54.2 | -38.70 | - | 3 | 1 | 1 | |||
| 22 Nov | 652.10 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 648.05 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 640.00 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 640.00 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 651.05 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 627.35 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 626.60 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 651.65 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 655.35 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 650.45 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 648.10 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 708.20 | 92.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 92.9 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 CE is 0.77
Historical price for 610 CE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 18.4, which was -4.05 lower than the previous day. The implied volatity was 27.08, the open interest changed by 3 which increased total open position to 61
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 22.45, which was -3.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by 39 which increased total open position to 54
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 25.9, which was -6.85 lower than the previous day. The implied volatity was 23.42, the open interest changed by 4 which increased total open position to 14
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 32.75, which was -14.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by 1 which increased total open position to 8
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 47, which was -8.95 lower than the previous day. The implied volatity was 37.26, the open interest changed by 0 which decreased total open position to 6
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 55.95, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 63.7, which was 0.25 higher than the previous day. The implied volatity was 39.56, the open interest changed by 0 which decreased total open position to 4
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 63.45, 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 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 63.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 63.45, which was -0.25 lower than the previous day. The implied volatity was 23.53, the open interest changed by -2 which decreased total open position to 5
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 63.7, 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 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 63.7, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 57.7, which was -4.80 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 5
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 62.5, which was 5.10 higher than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 6
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 57.4, which was 5.55 higher than the previous day. The implied volatity was 21.10, the open interest changed by -1 which decreased total open position to 5
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 51.85, which was 0.05 higher than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 5
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 51.8, which was -2.40 lower than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 3
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 54.2, 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 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 54.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 54.2, which was -38.70 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 92.9, 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 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 92.9, 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 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 92.9, 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 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 92.9, 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 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 92.9, 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 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 92.9, 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 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 92.9, 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 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 92.9, 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 92.9, 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 92.9, 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 92.9, 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 92.9, 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 92.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HINDALCO 26DEC2024 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.22
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 622.65 | 2.15 | -0.55 | 23.67 | 2,547 | 7 | 446 |
| 19 Dec | 629.35 | 2.7 | 0.25 | 28.88 | 2,476 | 113 | 464 |
| 18 Dec | 633.00 | 2.45 | 0.55 | 28.46 | 1,497 | -36 | 352 |
| 17 Dec | 639.45 | 1.9 | 0.90 | 28.12 | 969 | 135 | 392 |
| 16 Dec | 653.50 | 1 | 0.20 | 29.40 | 328 | 26 | 265 |
| 13 Dec | 662.10 | 0.8 | -0.10 | 29.54 | 798 | 11 | 244 |
| 12 Dec | 668.70 | 0.9 | 0.00 | 30.68 | 362 | 2 | 231 |
| 11 Dec | 670.50 | 0.9 | -0.15 | 30.14 | 154 | -15 | 229 |
| 10 Dec | 668.90 | 1.05 | -0.30 | 30.16 | 369 | -4 | 243 |
| 9 Dec | 670.90 | 1.35 | 0.05 | 31.20 | 556 | 9 | 248 |
| 6 Dec | 670.15 | 1.3 | -0.45 | 28.61 | 461 | 1 | 239 |
| 5 Dec | 670.85 | 1.75 | -0.80 | 30.13 | 404 | -8 | 241 |
| 4 Dec | 663.05 | 2.55 | 0.20 | 29.79 | 294 | 2 | 252 |
| 3 Dec | 667.55 | 2.35 | -1.00 | 29.93 | 381 | 46 | 253 |
| 2 Dec | 662.60 | 3.35 | -1.05 | 31.18 | 257 | 31 | 209 |
| 29 Nov | 656.20 | 4.4 | -1.15 | 30.28 | 531 | 27 | 179 |
| 28 Nov | 650.25 | 5.55 | 1.40 | 30.51 | 118 | 15 | 152 |
| 27 Nov | 661.10 | 4.15 | -0.15 | 30.23 | 100 | 11 | 136 |
| 26 Nov | 666.10 | 4.3 | -1.00 | 31.20 | 177 | 23 | 123 |
| 25 Nov | 659.85 | 5.3 | -1.95 | 31.52 | 72 | 43 | 99 |
| 22 Nov | 652.10 | 7.25 | -1.25 | 31.26 | 12 | 6 | 62 |
| 21 Nov | 648.05 | 8.5 | -1.40 | 31.45 | 28 | 3 | 56 |
| 20 Nov | 640.00 | 9.9 | 0.00 | 29.26 | 16 | 3 | 52 |
| 19 Nov | 640.00 | 9.9 | 2.10 | 29.26 | 16 | 2 | 52 |
| 18 Nov | 651.05 | 7.8 | -4.85 | 30.44 | 43 | 30 | 50 |
| 14 Nov | 627.35 | 12.65 | -1.80 | 27.64 | 2 | 0 | 20 |
| 13 Nov | 626.60 | 14.45 | 6.30 | 30.21 | 7 | 0 | 19 |
| 12 Nov | 651.65 | 8.15 | -0.95 | 28.66 | 36 | 9 | 28 |
| 11 Nov | 655.35 | 9.1 | -1.90 | 31.63 | 8 | 1 | 18 |
| 8 Nov | 650.45 | 11 | -3.25 | 31.54 | 1 | 0 | 17 |
| 7 Nov | 648.10 | 14.25 | 8.70 | 35.49 | 22 | -8 | 17 |
| 6 Nov | 708.20 | 5.55 | 0.00 | 0.00 | 0 | 25 | 0 |
| 5 Nov | 697.55 | 5.55 | 35.12 | 32 | 27 | 27 | |
For Hindalco Industries Ltd - strike price 610 expiring on 26DEC2024
Delta for 610 PE is -0.20
Historical price for 610 PE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 2.15, which was -0.55 lower than the previous day. The implied volatity was 23.67, the open interest changed by 7 which increased total open position to 446
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 28.88, the open interest changed by 113 which increased total open position to 464
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 2.45, which was 0.55 higher than the previous day. The implied volatity was 28.46, the open interest changed by -36 which decreased total open position to 352
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 1.9, which was 0.90 higher than the previous day. The implied volatity was 28.12, the open interest changed by 135 which increased total open position to 392
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 29.40, the open interest changed by 26 which increased total open position to 265
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 29.54, the open interest changed by 11 which increased total open position to 244
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 30.68, the open interest changed by 2 which increased total open position to 231
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 30.14, the open interest changed by -15 which decreased total open position to 229
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 30.16, the open interest changed by -4 which decreased total open position to 243
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 31.20, the open interest changed by 9 which increased total open position to 248
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 239
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 30.13, the open interest changed by -8 which decreased total open position to 241
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 29.79, the open interest changed by 2 which increased total open position to 252
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 2.35, which was -1.00 lower than the previous day. The implied volatity was 29.93, the open interest changed by 46 which increased total open position to 253
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 3.35, which was -1.05 lower than the previous day. The implied volatity was 31.18, the open interest changed by 31 which increased total open position to 209
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 4.4, which was -1.15 lower than the previous day. The implied volatity was 30.28, the open interest changed by 27 which increased total open position to 179
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 5.55, which was 1.40 higher than the previous day. The implied volatity was 30.51, the open interest changed by 15 which increased total open position to 152
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 4.15, which was -0.15 lower than the previous day. The implied volatity was 30.23, the open interest changed by 11 which increased total open position to 136
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 4.3, which was -1.00 lower than the previous day. The implied volatity was 31.20, the open interest changed by 23 which increased total open position to 123
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 5.3, which was -1.95 lower than the previous day. The implied volatity was 31.52, the open interest changed by 43 which increased total open position to 99
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 7.25, which was -1.25 lower than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 62
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 8.5, which was -1.40 lower than the previous day. The implied volatity was 31.45, the open interest changed by 3 which increased total open position to 56
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 9.9, which was 0.00 lower than the previous day. The implied volatity was 29.26, the open interest changed by 3 which increased total open position to 52
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 9.9, which was 2.10 higher than the previous day. The implied volatity was 29.26, the open interest changed by 2 which increased total open position to 52
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 7.8, which was -4.85 lower than the previous day. The implied volatity was 30.44, the open interest changed by 30 which increased total open position to 50
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 12.65, which was -1.80 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 20
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 14.45, which was 6.30 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 19
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 8.15, which was -0.95 lower than the previous day. The implied volatity was 28.66, the open interest changed by 9 which increased total open position to 28
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 9.1, which was -1.90 lower than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 18
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 11, which was -3.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 17
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 14.25, which was 8.70 higher than the previous day. The implied volatity was 35.49, the open interest changed by -8 which decreased total open position to 17
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was 35.12, the open interest changed by 27 which increased total open position to 27
