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[--[65.84.65.76]--]
HINDALCO
Hindalco Industries Ltd

622.65 -6.70 (-1.06%)

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Historical option data for HINDALCO

20 Dec 2024 04:10 PM IST
HINDALCO 26DEC2024 650 CE
Delta: 0.16
Vega: 0.19
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 622.65 1.85 -1.05 29.02 6,508 -133 1,215
19 Dec 629.35 2.9 -1.30 26.80 2,813 -151 1,346
18 Dec 633.00 4.2 -3.20 26.62 2,716 89 1,500
17 Dec 639.45 7.4 -6.70 28.81 3,512 802 1,417
16 Dec 653.50 14.1 -6.05 27.03 1,181 225 609
13 Dec 662.10 20.15 -4.85 18.13 2,569 -28 387
12 Dec 668.70 25 -3.20 22.00 651 -82 417
11 Dec 670.50 28.2 0.40 26.39 683 92 502
10 Dec 668.90 27.8 -1.50 24.70 481 61 410
9 Dec 670.90 29.3 -0.70 26.12 1,173 33 346
6 Dec 670.15 30 0.50 25.15 316 6 314
5 Dec 670.85 29.5 4.05 22.88 385 -67 309
4 Dec 663.05 25.45 -2.70 24.96 351 53 377
3 Dec 667.55 28.15 1.55 24.00 705 -30 343
2 Dec 662.60 26.6 2.20 25.07 633 -11 371
29 Nov 656.20 24.4 1.90 25.33 966 -25 384
28 Nov 650.25 22.5 -6.20 26.30 751 148 408
27 Nov 661.10 28.7 -2.30 26.39 231 35 261
26 Nov 666.10 31 1.00 26.07 407 -9 227
25 Nov 659.85 30 4.70 28.14 729 -18 240
22 Nov 652.10 25.3 1.60 26.68 276 -30 228
21 Nov 648.05 23.7 3.70 27.24 397 48 259
20 Nov 640.00 20 0.00 27.80 243 54 208
19 Nov 640.00 20 -7.20 27.80 243 51 208
18 Nov 651.05 27.2 11.90 27.71 535 -3 157
14 Nov 627.35 15.3 -2.70 25.38 123 21 159
13 Nov 626.60 18 -12.00 27.45 143 59 138
12 Nov 651.65 30 -4.10 29.33 99 46 78
11 Nov 655.35 34.1 1.15 29.84 42 13 33
8 Nov 650.45 32.95 -1.55 31.20 20 -1 19
7 Nov 648.10 34.5 -25.50 32.62 28 16 18
6 Nov 708.20 60 0.00 0.00 0 0 0
5 Nov 697.55 60 15.00 30.47 1 0 2
4 Nov 674.30 45 45.00 25.20 2 1 1
1 Nov 690.90 0 - 0 0 0


For Hindalco Industries Ltd - strike price 650 expiring on 26DEC2024

Delta for 650 CE is 0.16

Historical price for 650 CE is as follows

On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 29.02, the open interest changed by -133 which decreased total open position to 1215


On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was 26.80, the open interest changed by -151 which decreased total open position to 1346


On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 4.2, which was -3.20 lower than the previous day. The implied volatity was 26.62, the open interest changed by 89 which increased total open position to 1500


On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 7.4, which was -6.70 lower than the previous day. The implied volatity was 28.81, the open interest changed by 802 which increased total open position to 1417


On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 14.1, which was -6.05 lower than the previous day. The implied volatity was 27.03, the open interest changed by 225 which increased total open position to 609


On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 20.15, which was -4.85 lower than the previous day. The implied volatity was 18.13, the open interest changed by -28 which decreased total open position to 387


On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 25, which was -3.20 lower than the previous day. The implied volatity was 22.00, the open interest changed by -82 which decreased total open position to 417


On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 28.2, which was 0.40 higher than the previous day. The implied volatity was 26.39, the open interest changed by 92 which increased total open position to 502


On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 27.8, which was -1.50 lower than the previous day. The implied volatity was 24.70, the open interest changed by 61 which increased total open position to 410


On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 29.3, which was -0.70 lower than the previous day. The implied volatity was 26.12, the open interest changed by 33 which increased total open position to 346


On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 30, which was 0.50 higher than the previous day. The implied volatity was 25.15, the open interest changed by 6 which increased total open position to 314


On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 29.5, which was 4.05 higher than the previous day. The implied volatity was 22.88, the open interest changed by -67 which decreased total open position to 309


On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 25.45, which was -2.70 lower than the previous day. The implied volatity was 24.96, the open interest changed by 53 which increased total open position to 377


On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 28.15, which was 1.55 higher than the previous day. The implied volatity was 24.00, the open interest changed by -30 which decreased total open position to 343


On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 26.6, which was 2.20 higher than the previous day. The implied volatity was 25.07, the open interest changed by -11 which decreased total open position to 371


On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 24.4, which was 1.90 higher than the previous day. The implied volatity was 25.33, the open interest changed by -25 which decreased total open position to 384


On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 22.5, which was -6.20 lower than the previous day. The implied volatity was 26.30, the open interest changed by 148 which increased total open position to 408


On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 28.7, which was -2.30 lower than the previous day. The implied volatity was 26.39, the open interest changed by 35 which increased total open position to 261


On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 31, which was 1.00 higher than the previous day. The implied volatity was 26.07, the open interest changed by -9 which decreased total open position to 227


On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 30, which was 4.70 higher than the previous day. The implied volatity was 28.14, the open interest changed by -18 which decreased total open position to 240


On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 25.3, which was 1.60 higher than the previous day. The implied volatity was 26.68, the open interest changed by -30 which decreased total open position to 228


On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 23.7, which was 3.70 higher than the previous day. The implied volatity was 27.24, the open interest changed by 48 which increased total open position to 259


On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 27.80, the open interest changed by 54 which increased total open position to 208


On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 20, which was -7.20 lower than the previous day. The implied volatity was 27.80, the open interest changed by 51 which increased total open position to 208


On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 27.2, which was 11.90 higher than the previous day. The implied volatity was 27.71, the open interest changed by -3 which decreased total open position to 157


On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 15.3, which was -2.70 lower than the previous day. The implied volatity was 25.38, the open interest changed by 21 which increased total open position to 159


On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 18, which was -12.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 59 which increased total open position to 138


On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 30, which was -4.10 lower than the previous day. The implied volatity was 29.33, the open interest changed by 46 which increased total open position to 78


On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 34.1, which was 1.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by 13 which increased total open position to 33


On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 32.95, which was -1.55 lower than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 19


On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 34.5, which was -25.50 lower than the previous day. The implied volatity was 32.62, the open interest changed by 16 which increased total open position to 18


On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 60, 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 60, which was 15.00 higher than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 2


On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 45, which was 45.00 higher than the previous day. The implied volatity was 25.20, 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 0, 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 650 PE
Delta: -0.85
Vega: 0.19
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 622.65 26.2 4.15 28.32 722 -171 733
19 Dec 629.35 22.05 1.35 28.30 449 -98 904
18 Dec 633.00 20.7 4.15 30.12 778 -126 1,003
17 Dec 639.45 16.55 7.95 27.36 1,996 211 1,130
16 Dec 653.50 8.6 3.30 25.09 1,625 133 919
13 Dec 662.10 5.3 -0.30 24.34 3,077 -72 788
12 Dec 668.70 5.6 0.35 26.63 2,128 -30 859
11 Dec 670.50 5.25 -0.85 25.73 2,313 -323 858
10 Dec 668.90 6.1 -0.75 26.80 1,701 -91 1,188
9 Dec 670.90 6.85 0.00 27.97 4,193 155 1,291
6 Dec 670.15 6.85 -0.55 25.93 3,691 520 1,139
5 Dec 670.85 7.4 -3.15 26.59 1,103 55 622
4 Dec 663.05 10.55 0.95 27.33 688 19 567
3 Dec 667.55 9.6 -2.25 27.48 1,019 100 570
2 Dec 662.60 11.85 -2.65 28.62 693 7 470
29 Nov 656.20 14.5 -2.85 28.09 895 44 466
28 Nov 650.25 17.35 3.35 28.79 1,055 126 422
27 Nov 661.10 14 0.50 28.90 340 4 296
26 Nov 666.10 13.5 -2.50 29.40 311 69 290
25 Nov 659.85 16 -4.20 30.26 265 61 220
22 Nov 652.10 20.2 -2.80 30.43 195 21 180
21 Nov 648.05 23 -4.00 31.20 143 14 160
20 Nov 640.00 27 0.00 29.72 122 45 146
19 Nov 640.00 27 6.45 29.72 122 45 146
18 Nov 651.05 20.55 -8.45 29.14 186 47 101
14 Nov 627.35 29 -5.00 24.34 14 -4 56
13 Nov 626.60 34 11.00 31.10 89 -5 69
12 Nov 651.65 23 0.60 29.59 85 40 74
11 Nov 655.35 22.4 -2.80 31.32 38 17 34
8 Nov 650.45 25.2 -3.05 30.81 14 -1 16
7 Nov 648.10 28.25 7.05 33.70 34 16 16
6 Nov 708.20 21.2 0.00 7.11 0 0 0
5 Nov 697.55 21.2 0.00 6.18 0 0 0
4 Nov 674.30 21.2 0.00 3.74 0 0 0
1 Nov 690.90 21.2 5.48 0 0 0


For Hindalco Industries Ltd - strike price 650 expiring on 26DEC2024

Delta for 650 PE is -0.85

Historical price for 650 PE is as follows

On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 26.2, which was 4.15 higher than the previous day. The implied volatity was 28.32, the open interest changed by -171 which decreased total open position to 733


On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 22.05, which was 1.35 higher than the previous day. The implied volatity was 28.30, the open interest changed by -98 which decreased total open position to 904


On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 20.7, which was 4.15 higher than the previous day. The implied volatity was 30.12, the open interest changed by -126 which decreased total open position to 1003


On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 16.55, which was 7.95 higher than the previous day. The implied volatity was 27.36, the open interest changed by 211 which increased total open position to 1130


On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 8.6, which was 3.30 higher than the previous day. The implied volatity was 25.09, the open interest changed by 133 which increased total open position to 919


On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 5.3, which was -0.30 lower than the previous day. The implied volatity was 24.34, the open interest changed by -72 which decreased total open position to 788


On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 5.6, which was 0.35 higher than the previous day. The implied volatity was 26.63, the open interest changed by -30 which decreased total open position to 859


On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 5.25, which was -0.85 lower than the previous day. The implied volatity was 25.73, the open interest changed by -323 which decreased total open position to 858


On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 6.1, which was -0.75 lower than the previous day. The implied volatity was 26.80, the open interest changed by -91 which decreased total open position to 1188


On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 6.85, which was 0.00 lower than the previous day. The implied volatity was 27.97, the open interest changed by 155 which increased total open position to 1291


On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 6.85, which was -0.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 520 which increased total open position to 1139


On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 7.4, which was -3.15 lower than the previous day. The implied volatity was 26.59, the open interest changed by 55 which increased total open position to 622


On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 10.55, which was 0.95 higher than the previous day. The implied volatity was 27.33, the open interest changed by 19 which increased total open position to 567


On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 9.6, which was -2.25 lower than the previous day. The implied volatity was 27.48, the open interest changed by 100 which increased total open position to 570


On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 11.85, which was -2.65 lower than the previous day. The implied volatity was 28.62, the open interest changed by 7 which increased total open position to 470


On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 14.5, which was -2.85 lower than the previous day. The implied volatity was 28.09, the open interest changed by 44 which increased total open position to 466


On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 17.35, which was 3.35 higher than the previous day. The implied volatity was 28.79, the open interest changed by 126 which increased total open position to 422


On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 14, which was 0.50 higher than the previous day. The implied volatity was 28.90, the open interest changed by 4 which increased total open position to 296


On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 13.5, which was -2.50 lower than the previous day. The implied volatity was 29.40, the open interest changed by 69 which increased total open position to 290


On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 16, which was -4.20 lower than the previous day. The implied volatity was 30.26, the open interest changed by 61 which increased total open position to 220


On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 20.2, which was -2.80 lower than the previous day. The implied volatity was 30.43, the open interest changed by 21 which increased total open position to 180


On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 23, which was -4.00 lower than the previous day. The implied volatity was 31.20, the open interest changed by 14 which increased total open position to 160


On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 29.72, the open interest changed by 45 which increased total open position to 146


On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 27, which was 6.45 higher than the previous day. The implied volatity was 29.72, the open interest changed by 45 which increased total open position to 146


On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 20.55, which was -8.45 lower than the previous day. The implied volatity was 29.14, the open interest changed by 47 which increased total open position to 101


On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 29, which was -5.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by -4 which decreased total open position to 56


On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 34, which was 11.00 higher than the previous day. The implied volatity was 31.10, the open interest changed by -5 which decreased total open position to 69


On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 23, which was 0.60 higher than the previous day. The implied volatity was 29.59, the open interest changed by 40 which increased total open position to 74


On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 22.4, which was -2.80 lower than the previous day. The implied volatity was 31.32, the open interest changed by 17 which increased total open position to 34


On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 25.2, which was -3.05 lower than the previous day. The implied volatity was 30.81, the open interest changed by -1 which decreased total open position to 16


On 7 Nov HINDALCO was trading at 648.10. The strike last trading price was 28.25, which was 7.05 higher than the previous day. The implied volatity was 33.70, the open interest changed by 16 which increased total open position to 16


On 6 Nov HINDALCO was trading at 708.20. The strike last trading price was 21.2, which was 0.00 lower than the previous day. The implied volatity was 7.11, 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 21.2, which was 0.00 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 21.2, which was 0.00 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HINDALCO was trading at 690.90. The strike last trading price was 21.2, which was lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0