HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
14 Nov 2024 04:10 PM IST
| HINDALCO 28NOV2024 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.49
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 627.35 | 11.3 | -3.15 | 22.62 | 3,627 | 147 | 969 | |||
| 13 Nov | 626.60 | 14.45 | -14.20 | 26.33 | 3,558 | 630 | 837 | |||
| 12 Nov | 651.65 | 28.65 | -7.95 | 28.15 | 146 | 6 | 209 | |||
| 11 Nov | 655.35 | 36.6 | 4.70 | 35.35 | 437 | 22 | 203 | |||
| 8 Nov | 650.45 | 31.9 | -2.65 | 31.30 | 422 | 54 | 181 | |||
| 7 Nov | 648.10 | 34.55 | -44.75 | 35.51 | 319 | 109 | 126 | |||
| 6 Nov | 708.20 | 79.3 | 4.40 | - | 1 | 0 | 16 | |||
| 5 Nov | 697.55 | 74.9 | 20.85 | 34.79 | 5 | 0 | 16 | |||
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| 4 Nov | 674.30 | 54.05 | -17.10 | 33.34 | 8 | -2 | 15 | |||
| 1 Nov | 690.90 | 71.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 686.05 | 71.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 688.40 | 71.15 | 0.00 | - | 0 | -2 | 0 | |||
| 29 Oct | 693.60 | 71.15 | 9.15 | - | 4 | 0 | 19 | |||
| 28 Oct | 692.90 | 62 | 0.00 | - | 0 | 19 | 0 | |||
| 25 Oct | 678.75 | 62 | -58.75 | - | 19 | 15 | 15 | |||
| 24 Oct | 690.70 | 120.75 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 CE is 0.51
Historical price for 630 CE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 11.3, which was -3.15 lower than the previous day. The implied volatity was 22.62, the open interest changed by 147 which increased total open position to 969
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 14.45, which was -14.20 lower than the previous day. The implied volatity was 26.33, the open interest changed by 630 which increased total open position to 837
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 28.65, which was -7.95 lower than the previous day. The implied volatity was 28.15, the open interest changed by 6 which increased total open position to 209
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 36.6, which was 4.70 higher than the previous day. The implied volatity was 35.35, the open interest changed by 22 which increased total open position to 203
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 31.9, which was -2.65 lower than the previous day. The implied volatity was 31.30, the open interest changed by 54 which increased total open position to 181
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 34.55, which was -44.75 lower than the previous day. The implied volatity was 35.51, the open interest changed by 109 which increased total open position to 126
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 79.3, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 74.9, which was 20.85 higher than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 16
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 54.05, which was -17.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by -2 which decreased total open position to 15
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 71.15, 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 71.15, 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 71.15, 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 71.15, which was 9.15 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 62, 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 62, which was -58.75 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 120.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDALCO 28NOV2024 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.49
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 627.35 | 13.25 | -0.80 | 27.43 | 2,880 | -31 | 1,030 |
| 13 Nov | 626.60 | 14.05 | 6.85 | 29.65 | 7,348 | 516 | 1,063 |
| 12 Nov | 651.65 | 7.2 | -1.00 | 29.82 | 2,776 | 47 | 543 |
| 11 Nov | 655.35 | 8.2 | -3.45 | 34.44 | 2,253 | 196 | 509 |
| 8 Nov | 650.45 | 11.65 | -1.70 | 35.20 | 1,264 | -199 | 312 |
| 7 Nov | 648.10 | 13.35 | 10.20 | 37.31 | 3,337 | 302 | 512 |
| 6 Nov | 708.20 | 3.15 | -1.55 | 39.48 | 428 | 10 | 210 |
| 5 Nov | 697.55 | 4.7 | -4.20 | 39.74 | 423 | 41 | 202 |
| 4 Nov | 674.30 | 8.9 | 1.80 | 39.50 | 664 | 74 | 162 |
| 1 Nov | 690.90 | 7.1 | 0.30 | 40.74 | 6 | -3 | 88 |
| 31 Oct | 686.05 | 6.8 | 0.50 | - | 174 | 46 | 92 |
| 30 Oct | 688.40 | 6.3 | 0.15 | - | 92 | 24 | 43 |
| 29 Oct | 693.60 | 6.15 | 0.15 | - | 44 | 16 | 20 |
| 28 Oct | 692.90 | 6 | -5.05 | - | 4 | 4 | 4 |
| 25 Oct | 678.75 | 11.05 | 2.85 | - | 1 | 0 | 0 |
| 24 Oct | 690.70 | 8.2 | - | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 630 expiring on 28NOV2024
Delta for 630 PE is -0.48
Historical price for 630 PE is as follows
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 13.25, which was -0.80 lower than the previous day. The implied volatity was 27.43, the open interest changed by -31 which decreased total open position to 1030
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 14.05, which was 6.85 higher than the previous day. The implied volatity was 29.65, the open interest changed by 516 which increased total open position to 1063
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 7.2, which was -1.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by 47 which increased total open position to 543
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 8.2, which was -3.45 lower than the previous day. The implied volatity was 34.44, the open interest changed by 196 which increased total open position to 509
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 11.65, which was -1.70 lower than the previous day. The implied volatity was 35.20, the open interest changed by -199 which decreased total open position to 312
On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 13.35, which was 10.20 higher than the previous day. The implied volatity was 37.31, the open interest changed by 302 which increased total open position to 512
On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 39.48, the open interest changed by 10 which increased total open position to 210
On 5 Nov HINDALCO was trading at 697.55. The strike last trading price was 4.7, which was -4.20 lower than the previous day. The implied volatity was 39.74, the open interest changed by 41 which increased total open position to 202
On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 8.9, which was 1.80 higher than the previous day. The implied volatity was 39.50, the open interest changed by 74 which increased total open position to 162
On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 7.1, which was 0.30 higher than the previous day. The implied volatity was 40.74, the open interest changed by -3 which decreased total open position to 88
On 31 Oct HINDALCO was trading at 686.05. The strike last trading price was 6.8, which was 0.50 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 6.3, which was 0.15 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 6.15, which was 0.15 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 6, which was -5.05 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 11.05, which was 2.85 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 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
