HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.36
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 23.65 | -3.70 | 21.74 | 65 | 0 | 35 | |||
| 13 Nov | 626.60 | 27.35 | -17.65 | 27.22 | 75 | 22 | 35 | |||
| 12 Nov | 651.65 | 45 | -6.35 | 29.99 | 14 | 1 | 15 | |||
| 11 Nov | 655.35 | 51.35 | 4.45 | 33.55 | 9 | 0 | 14 | |||
| 8 Nov | 650.45 | 46.9 | -2.10 | 31.83 | 26 | -4 | 14 | |||
| 7 Nov | 648.10 | 49 | -22.40 | 36.29 | 35 | 14 | 16 | |||
| 6 Nov | 708.20 | 71.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 71.4 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 674.30 | 71.4 | -66.25 | 35.26 | 2 | 1 | 1 | |||
| 1 Nov | 690.90 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 686.05 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 688.40 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 693.60 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 692.90 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 678.75 | 137.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 690.70 | 137.65 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 CE is 0.79
Historical price for 610 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 23.65, which was -3.70 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 35
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 27.35, which was -17.65 lower than the previous day. The implied volatity was 27.22, the open interest changed by 22 which increased total open position to 35
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 45, which was -6.35 lower than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 15
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 51.35, which was 4.45 higher than the previous day. The implied volatity was 33.55, the open interest changed by 0 which decreased total open position to 14
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 46.9, which was -2.10 lower than the previous day. The implied volatity was 31.83, the open interest changed by -4 which decreased total open position to 14
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 49, which was -22.40 lower than the previous day. The implied volatity was 36.29, the open interest changed by 14 which increased total open position to 16
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 71.4, 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 71.4, 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 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 71.4, which was -66.25 lower than the previous day. The implied volatity was 35.26, the open interest changed by 1 which increased total open position to 1
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 137.65, 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 137.65, 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 137.65, 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 137.65, 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 137.65, 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 137.65, 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 137.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDALCO 28NOV2024 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.40
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 5.65 | -0.90 | 27.85 | 1,371 | -27 | 637 |
| 13 Nov | 626.60 | 6.55 | 3.35 | 30.12 | 2,170 | 9 | 661 |
| 12 Nov | 651.65 | 3.2 | -1.00 | 30.86 | 1,840 | 111 | 672 |
| 11 Nov | 655.35 | 4.2 | -1.90 | 35.82 | 1,430 | -68 | 563 |
| 8 Nov | 650.45 | 6.1 | -1.30 | 35.37 | 1,099 | 165 | 627 |
| 7 Nov | 648.10 | 7.4 | 5.70 | 37.40 | 2,267 | 403 | 461 |
| 6 Nov | 708.20 | 1.7 | -1.05 | 40.68 | 116 | -31 | 59 |
| 5 Nov | 697.55 | 2.75 | -2.40 | 41.29 | 395 | 22 | 93 |
| 4 Nov | 674.30 | 5.15 | 1.05 | 40.17 | 168 | 44 | 70 |
| 1 Nov | 690.90 | 4.1 | 0.10 | 41.17 | 5 | 1 | 26 |
| 31 Oct | 686.05 | 4 | -1.35 | - | 47 | 25 | 25 |
| 30 Oct | 688.40 | 5.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 693.60 | 5.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 692.90 | 5.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 678.75 | 5.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 690.70 | 5.35 | - | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 610 expiring on 28NOV2024
Delta for 610 PE is -0.26
Historical price for 610 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 5.65, which was -0.90 lower than the previous day. The implied volatity was 27.85, the open interest changed by -27 which decreased total open position to 637
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 6.55, which was 3.35 higher than the previous day. The implied volatity was 30.12, the open interest changed by 9 which increased total open position to 661
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 3.2, which was -1.00 lower than the previous day. The implied volatity was 30.86, the open interest changed by 111 which increased total open position to 672
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 4.2, which was -1.90 lower than the previous day. The implied volatity was 35.82, the open interest changed by -68 which decreased total open position to 563
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 6.1, which was -1.30 lower than the previous day. The implied volatity was 35.37, the open interest changed by 165 which increased total open position to 627
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 7.4, which was 5.70 higher than the previous day. The implied volatity was 37.40, the open interest changed by 403 which increased total open position to 461
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 40.68, the open interest changed by -31 which decreased total open position to 59
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 2.75, which was -2.40 lower than the previous day. The implied volatity was 41.29, the open interest changed by 22 which increased total open position to 93
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 5.15, which was 1.05 higher than the previous day. The implied volatity was 40.17, the open interest changed by 44 which increased total open position to 70
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 4.1, which was 0.10 higher than the previous day. The implied volatity was 41.17, the open interest changed by 1 which increased total open position to 26
On 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 4, which was -1.35 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
