HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
20 Dec 2024 04:10 PM IST
| HINDALCO 26DEC2024 630 CE | ||||||||||
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Delta: 0.42
Vega: 0.31
Theta: -0.72
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 622.65 | 5.95 | -2.90 | 24.98 | 3,777 | -44 | 584 | |||
| 19 Dec | 629.35 | 8.85 | -2.80 | 23.68 | 2,560 | 197 | 626 | |||
| 18 Dec | 633.00 | 11.65 | -5.25 | 24.64 | 1,685 | 207 | 433 | |||
| 17 Dec | 639.45 | 16.9 | -11.40 | 27.78 | 828 | 115 | 224 | |||
| 16 Dec | 653.50 | 28.3 | -7.50 | 28.96 | 281 | 26 | 110 | |||
| 13 Dec | 662.10 | 35.8 | -6.00 | - | 198 | -12 | 85 | |||
| 12 Dec | 668.70 | 41.8 | -8.00 | 20.23 | 2 | 1 | 97 | |||
| 11 Dec | 670.50 | 49.8 | 3.85 | 42.62 | 5 | -1 | 97 | |||
| 10 Dec | 668.90 | 45.95 | 0.15 | 30.89 | 7 | 0 | 97 | |||
| 9 Dec | 670.90 | 45.8 | -1.20 | 27.68 | 202 | 40 | 98 | |||
| 6 Dec | 670.15 | 47 | 1.45 | 28.47 | 15 | 0 | 57 | |||
| 5 Dec | 670.85 | 45.55 | 3.75 | 22.09 | 64 | -19 | 56 | |||
| 4 Dec | 663.05 | 41.8 | -3.00 | 28.99 | 4 | 1 | 74 | |||
| 3 Dec | 667.55 | 44.8 | 7.45 | 27.32 | 36 | 13 | 73 | |||
| 2 Dec | 662.60 | 37.35 | -1.65 | 13.86 | 2 | -1 | 60 | |||
| 29 Nov | 656.20 | 39 | 4.70 | 27.56 | 11 | 1 | 61 | |||
| 28 Nov | 650.25 | 34.3 | -7.95 | 25.25 | 34 | 11 | 60 | |||
| 27 Nov | 661.10 | 42.25 | -3.80 | 26.00 | 29 | 2 | 49 | |||
| 26 Nov | 666.10 | 46.05 | 3.05 | 27.64 | 14 | 4 | 47 | |||
| 25 Nov | 659.85 | 43 | 6.60 | 27.69 | 25 | 5 | 43 | |||
| 22 Nov | 652.10 | 36.4 | -0.25 | 24.96 | 7 | 0 | 38 | |||
| 21 Nov | 648.05 | 36.65 | 5.10 | 29.17 | 33 | 2 | 38 | |||
| 20 Nov | 640.00 | 31.55 | 0.00 | 29.57 | 51 | 7 | 36 | |||
| 19 Nov | 640.00 | 31.55 | -8.25 | 29.57 | 51 | 7 | 36 | |||
| 18 Nov | 651.05 | 39.8 | 15.75 | 28.59 | 46 | 5 | 29 | |||
| 14 Nov | 627.35 | 24.05 | -3.15 | 25.23 | 31 | 13 | 27 | |||
| 13 Nov | 626.60 | 27.2 | -50.80 | 27.54 | 15 | 12 | 12 | |||
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| 12 Nov | 651.65 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 655.35 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 650.45 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 648.10 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 708.20 | 78 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 78 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 CE is 0.42
Historical price for 630 CE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 5.95, which was -2.90 lower than the previous day. The implied volatity was 24.98, the open interest changed by -44 which decreased total open position to 584
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 8.85, which was -2.80 lower than the previous day. The implied volatity was 23.68, the open interest changed by 197 which increased total open position to 626
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 11.65, which was -5.25 lower than the previous day. The implied volatity was 24.64, the open interest changed by 207 which increased total open position to 433
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 16.9, which was -11.40 lower than the previous day. The implied volatity was 27.78, the open interest changed by 115 which increased total open position to 224
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 28.3, which was -7.50 lower than the previous day. The implied volatity was 28.96, the open interest changed by 26 which increased total open position to 110
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 35.8, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 85
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 41.8, which was -8.00 lower than the previous day. The implied volatity was 20.23, the open interest changed by 1 which increased total open position to 97
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 49.8, which was 3.85 higher than the previous day. The implied volatity was 42.62, the open interest changed by -1 which decreased total open position to 97
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 45.95, which was 0.15 higher than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 97
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 45.8, which was -1.20 lower than the previous day. The implied volatity was 27.68, the open interest changed by 40 which increased total open position to 98
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 47, which was 1.45 higher than the previous day. The implied volatity was 28.47, the open interest changed by 0 which decreased total open position to 57
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 45.55, which was 3.75 higher than the previous day. The implied volatity was 22.09, the open interest changed by -19 which decreased total open position to 56
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 41.8, which was -3.00 lower than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 74
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 44.8, which was 7.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 13 which increased total open position to 73
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 37.35, which was -1.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by -1 which decreased total open position to 60
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 39, which was 4.70 higher than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 61
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 34.3, which was -7.95 lower than the previous day. The implied volatity was 25.25, the open interest changed by 11 which increased total open position to 60
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 42.25, which was -3.80 lower than the previous day. The implied volatity was 26.00, the open interest changed by 2 which increased total open position to 49
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 46.05, which was 3.05 higher than the previous day. The implied volatity was 27.64, the open interest changed by 4 which increased total open position to 47
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 43, which was 6.60 higher than the previous day. The implied volatity was 27.69, the open interest changed by 5 which increased total open position to 43
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 36.4, which was -0.25 lower than the previous day. The implied volatity was 24.96, the open interest changed by 0 which decreased total open position to 38
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 36.65, which was 5.10 higher than the previous day. The implied volatity was 29.17, the open interest changed by 2 which increased total open position to 38
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 7 which increased total open position to 36
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 31.55, which was -8.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by 7 which increased total open position to 36
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 39.8, which was 15.75 higher than the previous day. The implied volatity was 28.59, the open interest changed by 5 which increased total open position to 29
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 24.05, which was -3.15 lower than the previous day. The implied volatity was 25.23, the open interest changed by 13 which increased total open position to 27
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 27.2, which was -50.80 lower than the previous day. The implied volatity was 27.54, the open interest changed by 12 which increased total open position to 12
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 78, 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 78, 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 78, 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 78, 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 78, 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 78, 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 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 0.31
Theta: -0.56
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 622.65 | 10.55 | 1.50 | 25.25 | 4,827 | -204 | 590 |
| 19 Dec | 629.35 | 9.05 | 0.95 | 27.73 | 2,480 | -33 | 805 |
| 18 Dec | 633.00 | 8.1 | 1.95 | 27.45 | 3,716 | 117 | 845 |
| 17 Dec | 639.45 | 6.15 | 3.15 | 26.43 | 1,985 | 200 | 736 |
| 16 Dec | 653.50 | 3 | 1.10 | 26.69 | 946 | 50 | 533 |
| 13 Dec | 662.10 | 1.9 | -0.25 | 26.11 | 1,685 | -13 | 482 |
| 12 Dec | 668.70 | 2.15 | 0.00 | 27.95 | 1,253 | 96 | 498 |
| 11 Dec | 670.50 | 2.15 | -0.40 | 27.61 | 760 | 9 | 403 |
| 10 Dec | 668.90 | 2.55 | -0.45 | 28.15 | 737 | -17 | 394 |
| 9 Dec | 670.90 | 3 | -0.05 | 29.06 | 1,216 | 72 | 411 |
| 6 Dec | 670.15 | 3.05 | -0.55 | 27.05 | 806 | 66 | 345 |
| 5 Dec | 670.85 | 3.6 | -1.70 | 28.10 | 659 | 22 | 281 |
| 4 Dec | 663.05 | 5.3 | 0.50 | 28.31 | 682 | 16 | 261 |
| 3 Dec | 667.55 | 4.8 | -1.55 | 28.38 | 584 | -4 | 250 |
| 2 Dec | 662.60 | 6.35 | -1.95 | 29.56 | 329 | 4 | 250 |
| 29 Nov | 656.20 | 8.3 | -1.35 | 29.22 | 377 | 31 | 247 |
| 28 Nov | 650.25 | 9.65 | 1.90 | 28.76 | 223 | 26 | 214 |
| 27 Nov | 661.10 | 7.75 | 0.05 | 29.21 | 133 | 36 | 188 |
| 26 Nov | 666.10 | 7.7 | -1.70 | 29.98 | 169 | 40 | 152 |
| 25 Nov | 659.85 | 9.4 | -2.80 | 30.64 | 102 | -4 | 111 |
| 22 Nov | 652.10 | 12.2 | -2.35 | 30.33 | 62 | 11 | 126 |
| 21 Nov | 648.05 | 14.55 | -2.95 | 31.32 | 86 | 11 | 105 |
| 20 Nov | 640.00 | 17.5 | 0.00 | 29.96 | 95 | 39 | 93 |
| 19 Nov | 640.00 | 17.5 | 4.65 | 29.96 | 95 | 38 | 93 |
| 18 Nov | 651.05 | 12.85 | -8.95 | 29.51 | 104 | 19 | 55 |
| 14 Nov | 627.35 | 21.8 | -2.70 | 28.74 | 20 | 12 | 35 |
| 13 Nov | 626.60 | 24.5 | 10.45 | 32.45 | 42 | 15 | 18 |
| 12 Nov | 651.65 | 14.05 | -1.05 | 28.73 | 3 | -2 | 2 |
| 11 Nov | 655.35 | 15.1 | 0.15 | 31.93 | 5 | 4 | 4 |
| 8 Nov | 650.45 | 14.95 | 0.00 | 3.31 | 0 | 0 | 0 |
| 7 Nov | 648.10 | 14.95 | 0.00 | 3.26 | 0 | 0 | 0 |
| 6 Nov | 708.20 | 14.95 | 0.00 | 9.79 | 0 | 0 | 0 |
| 5 Nov | 697.55 | 14.95 | 8.16 | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 630 expiring on 26DEC2024
Delta for 630 PE is -0.58
Historical price for 630 PE is as follows
On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 10.55, which was 1.50 higher than the previous day. The implied volatity was 25.25, the open interest changed by -204 which decreased total open position to 590
On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 9.05, which was 0.95 higher than the previous day. The implied volatity was 27.73, the open interest changed by -33 which decreased total open position to 805
On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 8.1, which was 1.95 higher than the previous day. The implied volatity was 27.45, the open interest changed by 117 which increased total open position to 845
On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 6.15, which was 3.15 higher than the previous day. The implied volatity was 26.43, the open interest changed by 200 which increased total open position to 736
On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 3, which was 1.10 higher than the previous day. The implied volatity was 26.69, the open interest changed by 50 which increased total open position to 533
On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by -13 which decreased total open position to 482
On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 27.95, the open interest changed by 96 which increased total open position to 498
On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 27.61, the open interest changed by 9 which increased total open position to 403
On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 28.15, the open interest changed by -17 which decreased total open position to 394
On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 29.06, the open interest changed by 72 which increased total open position to 411
On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by 66 which increased total open position to 345
On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 3.6, which was -1.70 lower than the previous day. The implied volatity was 28.10, the open interest changed by 22 which increased total open position to 281
On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 28.31, the open interest changed by 16 which increased total open position to 261
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 4.8, which was -1.55 lower than the previous day. The implied volatity was 28.38, the open interest changed by -4 which decreased total open position to 250
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 6.35, which was -1.95 lower than the previous day. The implied volatity was 29.56, the open interest changed by 4 which increased total open position to 250
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 8.3, which was -1.35 lower than the previous day. The implied volatity was 29.22, the open interest changed by 31 which increased total open position to 247
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 9.65, which was 1.90 higher than the previous day. The implied volatity was 28.76, the open interest changed by 26 which increased total open position to 214
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 7.75, which was 0.05 higher than the previous day. The implied volatity was 29.21, the open interest changed by 36 which increased total open position to 188
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 7.7, which was -1.70 lower than the previous day. The implied volatity was 29.98, the open interest changed by 40 which increased total open position to 152
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 9.4, which was -2.80 lower than the previous day. The implied volatity was 30.64, the open interest changed by -4 which decreased total open position to 111
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 12.2, which was -2.35 lower than the previous day. The implied volatity was 30.33, the open interest changed by 11 which increased total open position to 126
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 14.55, which was -2.95 lower than the previous day. The implied volatity was 31.32, the open interest changed by 11 which increased total open position to 105
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 17.5, which was 0.00 lower than the previous day. The implied volatity was 29.96, the open interest changed by 39 which increased total open position to 93
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 17.5, which was 4.65 higher than the previous day. The implied volatity was 29.96, the open interest changed by 38 which increased total open position to 93
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 12.85, which was -8.95 lower than the previous day. The implied volatity was 29.51, the open interest changed by 19 which increased total open position to 55
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 21.8, which was -2.70 lower than the previous day. The implied volatity was 28.74, the open interest changed by 12 which increased total open position to 35
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 24.5, which was 10.45 higher than the previous day. The implied volatity was 32.45, the open interest changed by 15 which increased total open position to 18
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 14.05, which was -1.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by -2 which decreased total open position to 2
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 15.1, which was 0.15 higher than the previous day. The implied volatity was 31.93, the open interest changed by 4 which increased total open position to 4
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 14.95, which was 0.00 lower than the previous day. The implied volatity was 3.26, 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 14.95, which was 0.00 lower than the previous day. The implied volatity was 9.79, 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 14.95, which was lower than the previous day. The implied volatity was 8.16, the open interest changed by 0 which decreased total open position to 0
