HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
20 Dec 2024 04:10 PM IST
| HINDALCO 26DEC2024 620 CE | ||||||||||
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Delta: 0.62
Vega: 0.30
Theta: -0.70
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 622.65 | 10.55 | -4.25 | 23.59 | 1,173 | 46 | 253 | |||
| 19 Dec | 629.35 | 14.8 | -3.20 | 23.17 | 1,569 | 147 | 211 | |||
| 18 Dec | 633.00 | 18 | -6.60 | 24.05 | 166 | 30 | 64 | |||
| 17 Dec | 639.45 | 24.6 | -13.30 | 30.07 | 41 | 10 | 32 | |||
| 16 Dec | 653.50 | 37.9 | -8.65 | 34.52 | 18 | -9 | 22 | |||
| 13 Dec | 662.10 | 46.55 | -5.30 | - | 12 | -5 | 32 | |||
| 12 Dec | 668.70 | 51.85 | -0.15 | 24.91 | 9 | 1 | 38 | |||
| 11 Dec | 670.50 | 52 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 10 Dec | 668.90 | 52 | 1.30 | - | 10 | -5 | 36 | |||
| 9 Dec | 670.90 | 50.7 | -6.10 | - | 25 | 7 | 40 | |||
| 6 Dec | 670.15 | 56.8 | 2.85 | 32.51 | 18 | 1 | 35 | |||
| 5 Dec | 670.85 | 53.95 | 5.75 | 15.35 | 6 | -2 | 33 | |||
| 4 Dec | 663.05 | 48.2 | -4.45 | 24.23 | 3 | 0 | 35 | |||
| 3 Dec | 667.55 | 52.65 | 3.65 | 25.78 | 15 | 0 | 35 | |||
| 2 Dec | 662.60 | 49 | 3.80 | 23.94 | 15 | -5 | 36 | |||
| 29 Nov | 656.20 | 45.2 | 2.30 | 24.43 | 3 | -1 | 40 | |||
| 28 Nov | 650.25 | 42.9 | -6.80 | 27.50 | 34 | 22 | 40 | |||
| 27 Nov | 661.10 | 49.7 | -5.00 | 24.87 | 5 | 3 | 17 | |||
| 26 Nov | 666.10 | 54.7 | 5.30 | 29.21 | 9 | 2 | 10 | |||
| 25 Nov | 659.85 | 49.4 | 2.40 | 25.13 | 7 | 7 | 7 | |||
| 22 Nov | 652.10 | 47 | -89.80 | 30.44 | 1 | 0 | 0 | |||
| 21 Nov | 648.05 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 640.00 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 640.00 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 651.05 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 627.35 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 626.60 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 651.65 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 655.35 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 650.45 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 648.10 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 708.20 | 136.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 136.8 | 136.80 | - | 0 | 0 | 0 | |||
| 29 Oct | 693.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 692.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 678.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 690.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 717.10 | 0 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 620 expiring on 26DEC2024
Delta for 620 CE is 0.62
Historical price for 620 CE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 10.55, which was -4.25 lower than the previous day. The implied volatity was 23.59, the open interest changed by 46 which increased total open position to 253
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 14.8, which was -3.20 lower than the previous day. The implied volatity was 23.17, the open interest changed by 147 which increased total open position to 211
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 18, which was -6.60 lower than the previous day. The implied volatity was 24.05, the open interest changed by 30 which increased total open position to 64
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 24.6, which was -13.30 lower than the previous day. The implied volatity was 30.07, the open interest changed by 10 which increased total open position to 32
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 37.9, which was -8.65 lower than the previous day. The implied volatity was 34.52, the open interest changed by -9 which decreased total open position to 22
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 46.55, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 32
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 51.85, which was -0.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 38
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 52, 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 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 52, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 36
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 50.7, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 40
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 56.8, which was 2.85 higher than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 35
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 53.95, which was 5.75 higher than the previous day. The implied volatity was 15.35, the open interest changed by -2 which decreased total open position to 33
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 48.2, which was -4.45 lower than the previous day. The implied volatity was 24.23, the open interest changed by 0 which decreased total open position to 35
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 52.65, which was 3.65 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 35
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 49, which was 3.80 higher than the previous day. The implied volatity was 23.94, the open interest changed by -5 which decreased total open position to 36
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 45.2, which was 2.30 higher than the previous day. The implied volatity was 24.43, the open interest changed by -1 which decreased total open position to 40
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 42.9, which was -6.80 lower than the previous day. The implied volatity was 27.50, the open interest changed by 22 which increased total open position to 40
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 49.7, which was -5.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 3 which increased total open position to 17
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 54.7, which was 5.30 higher than the previous day. The implied volatity was 29.21, the open interest changed by 2 which increased total open position to 10
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 49.4, which was 2.40 higher than the previous day. The implied volatity was 25.13, the open interest changed by 7 which increased total open position to 7
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 47, which was -89.80 lower than the previous day. The implied volatity was 30.44, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, 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 136.8, which was 136.80 higher 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 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 28 Oct HINDALCO was trading at 692.90. 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 25 Oct HINDALCO was trading at 678.75. 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 24 Oct HINDALCO was trading at 690.70. 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 23 Oct HINDALCO was trading at 717.10. 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 26DEC2024 620 PE | |||||||
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Delta: -0.38
Vega: 0.31
Theta: -0.54
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 622.65 | 5.2 | 0.00 | 23.98 | 4,466 | -72 | 667 |
| 19 Dec | 629.35 | 5.2 | 0.70 | 28.39 | 3,211 | 128 | 738 |
| 18 Dec | 633.00 | 4.5 | 1.05 | 27.49 | 2,166 | -55 | 613 |
| 17 Dec | 639.45 | 3.45 | 1.80 | 27.03 | 2,045 | 156 | 681 |
| 16 Dec | 653.50 | 1.65 | 0.45 | 27.57 | 665 | 3 | 523 |
| 13 Dec | 662.10 | 1.2 | -0.15 | 27.67 | 1,343 | 24 | 520 |
| 12 Dec | 668.70 | 1.35 | 0.00 | 29.09 | 921 | 10 | 504 |
| 11 Dec | 670.50 | 1.35 | -0.30 | 28.65 | 491 | -64 | 500 |
| 10 Dec | 668.90 | 1.65 | -0.30 | 29.16 | 528 | -5 | 560 |
| 9 Dec | 670.90 | 1.95 | -0.05 | 29.83 | 1,162 | 75 | 571 |
| 6 Dec | 670.15 | 2 | -0.50 | 27.79 | 852 | 85 | 496 |
| 5 Dec | 670.85 | 2.5 | -1.10 | 29.05 | 665 | 14 | 410 |
| 4 Dec | 663.05 | 3.6 | 0.25 | 28.76 | 816 | 2 | 397 |
| 3 Dec | 667.55 | 3.35 | -1.15 | 29.06 | 829 | 64 | 388 |
| 2 Dec | 662.60 | 4.5 | -1.55 | 30.03 | 554 | 23 | 328 |
| 29 Nov | 656.20 | 6.05 | -0.95 | 29.66 | 467 | 52 | 305 |
| 28 Nov | 650.25 | 7 | 1.30 | 28.98 | 341 | 79 | 251 |
| 27 Nov | 661.10 | 5.7 | -0.15 | 29.68 | 136 | 37 | 171 |
| 26 Nov | 666.10 | 5.85 | -1.05 | 30.71 | 192 | 38 | 133 |
| 25 Nov | 659.85 | 6.9 | -2.40 | 30.68 | 78 | 23 | 95 |
| 22 Nov | 652.10 | 9.3 | -1.95 | 30.52 | 67 | 4 | 76 |
| 21 Nov | 648.05 | 11.25 | -2.05 | 31.40 | 64 | 5 | 71 |
| 20 Nov | 640.00 | 13.3 | 0.00 | 29.52 | 87 | 9 | 67 |
| 19 Nov | 640.00 | 13.3 | 3.40 | 29.52 | 87 | 10 | 67 |
| 18 Nov | 651.05 | 9.9 | -6.95 | 29.71 | 157 | 31 | 57 |
| 14 Nov | 627.35 | 16.85 | -2.65 | 28.16 | 17 | 12 | 25 |
| 13 Nov | 626.60 | 19.5 | 6.85 | 31.83 | 18 | 11 | 14 |
| 12 Nov | 651.65 | 12.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Nov | 655.35 | 12.65 | 1.65 | 32.86 | 3 | 1 | 1 |
| 8 Nov | 650.45 | 11 | 0.00 | 4.49 | 0 | 0 | 0 |
| 7 Nov | 648.10 | 11 | 0.00 | 4.43 | 0 | 0 | 0 |
| 6 Nov | 708.20 | 11 | 0.00 | 10.77 | 0 | 0 | 0 |
| 5 Nov | 697.55 | 11 | 0.00 | 9.74 | 0 | 0 | 0 |
| 29 Oct | 693.60 | 11 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 692.90 | 11 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 678.75 | 11 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 690.70 | 11 | 11.00 | - | 0 | 0 | 0 |
| 23 Oct | 717.10 | 0 | - | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 620 expiring on 26DEC2024
Delta for 620 PE is -0.38
Historical price for 620 PE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 23.98, the open interest changed by -72 which decreased total open position to 667
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 5.2, which was 0.70 higher than the previous day. The implied volatity was 28.39, the open interest changed by 128 which increased total open position to 738
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 4.5, which was 1.05 higher than the previous day. The implied volatity was 27.49, the open interest changed by -55 which decreased total open position to 613
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 3.45, which was 1.80 higher than the previous day. The implied volatity was 27.03, the open interest changed by 156 which increased total open position to 681
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 1.65, which was 0.45 higher than the previous day. The implied volatity was 27.57, the open interest changed by 3 which increased total open position to 523
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 27.67, the open interest changed by 24 which increased total open position to 520
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 29.09, the open interest changed by 10 which increased total open position to 504
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 1.35, which was -0.30 lower than the previous day. The implied volatity was 28.65, the open interest changed by -64 which decreased total open position to 500
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was 29.16, the open interest changed by -5 which decreased total open position to 560
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 29.83, the open interest changed by 75 which increased total open position to 571
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 27.79, the open interest changed by 85 which increased total open position to 496
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 2.5, which was -1.10 lower than the previous day. The implied volatity was 29.05, the open interest changed by 14 which increased total open position to 410
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 3.6, which was 0.25 higher than the previous day. The implied volatity was 28.76, the open interest changed by 2 which increased total open position to 397
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by 64 which increased total open position to 388
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 4.5, which was -1.55 lower than the previous day. The implied volatity was 30.03, the open interest changed by 23 which increased total open position to 328
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 29.66, the open interest changed by 52 which increased total open position to 305
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 7, which was 1.30 higher than the previous day. The implied volatity was 28.98, the open interest changed by 79 which increased total open position to 251
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 29.68, the open interest changed by 37 which increased total open position to 171
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 5.85, which was -1.05 lower than the previous day. The implied volatity was 30.71, the open interest changed by 38 which increased total open position to 133
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 6.9, which was -2.40 lower than the previous day. The implied volatity was 30.68, the open interest changed by 23 which increased total open position to 95
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 9.3, which was -1.95 lower than the previous day. The implied volatity was 30.52, the open interest changed by 4 which increased total open position to 76
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 11.25, which was -2.05 lower than the previous day. The implied volatity was 31.40, the open interest changed by 5 which increased total open position to 71
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 29.52, the open interest changed by 9 which increased total open position to 67
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 13.3, which was 3.40 higher than the previous day. The implied volatity was 29.52, the open interest changed by 10 which increased total open position to 67
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 9.9, which was -6.95 lower than the previous day. The implied volatity was 29.71, the open interest changed by 31 which increased total open position to 57
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 16.85, which was -2.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by 12 which increased total open position to 25
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 19.5, which was 6.85 higher than the previous day. The implied volatity was 31.83, the open interest changed by 11 which increased total open position to 14
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 12.65, 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 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 12.65, which was 1.65 higher than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 1
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 11, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 11, which was 0.00 lower than the previous day. The implied volatity was 10.77, 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 11, which was 0.00 lower than the previous day. The implied volatity was 9.74, 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 11, 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 11, 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 11, 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 11, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HINDALCO was trading at 717.10. 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
