HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
03 Dec 2024 04:10 PM IST
| HINDALCO 26DEC2024 690 CE | ||||||||||
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Delta: 0.33
Vega: 0.61
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 667.55 | 8.6 | 0.40 | 24.28 | 761 | 15 | 422 | |||
| 2 Dec | 662.60 | 8.2 | 0.60 | 25.02 | 589 | 87 | 405 | |||
| 29 Nov | 656.20 | 7.6 | -0.20 | 25.10 | 492 | 60 | 312 | |||
| 28 Nov | 650.25 | 7.8 | -2.90 | 27.19 | 363 | 60 | 252 | |||
| 27 Nov | 661.10 | 10.7 | -1.30 | 26.75 | 211 | 38 | 191 | |||
| 26 Nov | 666.10 | 12 | 0.25 | 26.47 | 336 | -7 | 156 | |||
| 25 Nov | 659.85 | 11.75 | 1.95 | 27.79 | 150 | 81 | 163 | |||
| 22 Nov | 652.10 | 9.8 | 0.40 | 27.19 | 83 | 33 | 115 | |||
| 21 Nov | 648.05 | 9.4 | 1.40 | 27.98 | 41 | 12 | 83 | |||
| 20 Nov | 640.00 | 8 | 0.00 | 28.77 | 61 | 0 | 71 | |||
| 19 Nov | 640.00 | 8 | -4.05 | 28.77 | 61 | 0 | 71 | |||
| 18 Nov | 651.05 | 12.05 | 4.60 | 28.85 | 85 | 51 | 66 | |||
| 14 Nov | 627.35 | 7.45 | 0.30 | 29.40 | 8 | 1 | 14 | |||
| 13 Nov | 626.60 | 7.15 | -6.75 | 28.01 | 11 | -6 | 17 | |||
| 12 Nov | 651.65 | 13.9 | 1.10 | 29.34 | 25 | 13 | 22 | |||
| 11 Nov | 655.35 | 12.8 | -29.35 | 25.36 | 12 | 9 | 9 | |||
| 8 Nov | 650.45 | 42.15 | 0.00 | 3.72 | 0 | 0 | 0 | |||
| 7 Nov | 648.10 | 42.15 | 0.00 | 3.70 | 0 | 0 | 0 | |||
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| 6 Nov | 708.20 | 42.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 697.55 | 42.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 674.30 | 42.15 | 42.15 | 0.68 | 0 | 0 | 0 | |||
| 1 Nov | 690.90 | 0 | - | 0 | 0 | 0 | ||||
For Hindalco Industries Ltd - strike price 690 expiring on 26DEC2024
Delta for 690 CE is 0.33
Historical price for 690 CE is as follows
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 8.6, which was 0.40 higher than the previous day. The implied volatity was 24.28, the open interest changed by 15 which increased total open position to 422
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 8.2, which was 0.60 higher than the previous day. The implied volatity was 25.02, the open interest changed by 87 which increased total open position to 405
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 7.6, which was -0.20 lower than the previous day. The implied volatity was 25.10, the open interest changed by 60 which increased total open position to 312
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 7.8, which was -2.90 lower than the previous day. The implied volatity was 27.19, the open interest changed by 60 which increased total open position to 252
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 10.7, which was -1.30 lower than the previous day. The implied volatity was 26.75, the open interest changed by 38 which increased total open position to 191
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 12, which was 0.25 higher than the previous day. The implied volatity was 26.47, the open interest changed by -7 which decreased total open position to 156
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 11.75, which was 1.95 higher than the previous day. The implied volatity was 27.79, the open interest changed by 81 which increased total open position to 163
On 22 Nov HINDALCO was trading at 652.10. The strike last trading price was 9.8, which was 0.40 higher than the previous day. The implied volatity was 27.19, the open interest changed by 33 which increased total open position to 115
On 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 9.4, which was 1.40 higher than the previous day. The implied volatity was 27.98, the open interest changed by 12 which increased total open position to 83
On 20 Nov HINDALCO was trading at 640.00. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 71
On 19 Nov HINDALCO was trading at 640.00. The strike last trading price was 8, which was -4.05 lower than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 71
On 18 Nov HINDALCO was trading at 651.05. The strike last trading price was 12.05, which was 4.60 higher than the previous day. The implied volatity was 28.85, the open interest changed by 51 which increased total open position to 66
On 14 Nov HINDALCO was trading at 627.35. The strike last trading price was 7.45, which was 0.30 higher than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 14
On 13 Nov HINDALCO was trading at 626.60. The strike last trading price was 7.15, which was -6.75 lower than the previous day. The implied volatity was 28.01, the open interest changed by -6 which decreased total open position to 17
On 12 Nov HINDALCO was trading at 651.65. The strike last trading price was 13.9, which was 1.10 higher than the previous day. The implied volatity was 29.34, the open interest changed by 13 which increased total open position to 22
On 11 Nov HINDALCO was trading at 655.35. The strike last trading price was 12.8, which was -29.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by 9 which increased total open position to 9
On 8 Nov HINDALCO was trading at 650.45. The strike last trading price was 42.15, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 42.15, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 42.15, 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 42.15, 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 4 Nov HINDALCO was trading at 674.30. The strike last trading price was 42.15, which was 42.15 higher than the previous day. The implied volatity was 0.68, 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 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 690 PE | |||||||
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Delta: -0.66
Vega: 0.62
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 667.55 | 28.85 | -4.95 | 26.05 | 34 | 2 | 60 |
| 2 Dec | 662.60 | 33.8 | -3.70 | 29.63 | 12 | -3 | 57 |
| 29 Nov | 656.20 | 37.5 | -4.70 | 28.31 | 11 | 5 | 58 |
| 28 Nov | 650.25 | 42.2 | 6.65 | 29.86 | 27 | 12 | 53 |
| 27 Nov | 661.10 | 35.55 | 1.80 | 29.09 | 57 | 12 | 41 |
| 26 Nov | 666.10 | 33.75 | -5.50 | 29.10 | 72 | 21 | 28 |
| 25 Nov | 659.85 | 39.25 | 0.80 | 32.51 | 16 | 7 | 7 |
| 22 Nov | 652.10 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 648.05 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 640.00 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 640.00 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 651.05 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 627.35 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 626.60 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 651.65 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 655.35 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 650.45 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 648.10 | 38.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 708.20 | 38.45 | 0.00 | 2.94 | 0 | 0 | 0 |
| 5 Nov | 697.55 | 38.45 | 0.00 | 2.10 | 0 | 0 | 0 |
| 4 Nov | 674.30 | 38.45 | 38.45 | - | 0 | 0 | 0 |
| 1 Nov | 690.90 | 0 | 1.17 | 0 | 0 | 0 | |
For Hindalco Industries Ltd - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -0.66
Historical price for 690 PE is as follows
On 3 Dec HINDALCO was trading at 667.55. The strike last trading price was 28.85, which was -4.95 lower than the previous day. The implied volatity was 26.05, the open interest changed by 2 which increased total open position to 60
On 2 Dec HINDALCO was trading at 662.60. The strike last trading price was 33.8, which was -3.70 lower than the previous day. The implied volatity was 29.63, the open interest changed by -3 which decreased total open position to 57
On 29 Nov HINDALCO was trading at 656.20. The strike last trading price was 37.5, which was -4.70 lower than the previous day. The implied volatity was 28.31, the open interest changed by 5 which increased total open position to 58
On 28 Nov HINDALCO was trading at 650.25. The strike last trading price was 42.2, which was 6.65 higher than the previous day. The implied volatity was 29.86, the open interest changed by 12 which increased total open position to 53
On 27 Nov HINDALCO was trading at 661.10. The strike last trading price was 35.55, which was 1.80 higher than the previous day. The implied volatity was 29.09, the open interest changed by 12 which increased total open position to 41
On 26 Nov HINDALCO was trading at 666.10. The strike last trading price was 33.75, which was -5.50 lower than the previous day. The implied volatity was 29.10, the open interest changed by 21 which increased total open position to 28
On 25 Nov HINDALCO was trading at 659.85. The strike last trading price was 39.25, which was 0.80 higher than the previous day. The implied volatity was 32.51, 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 38.45, 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 21 Nov HINDALCO was trading at 648.05. The strike last trading price was 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, 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 38.45, which was 0.00 lower than the previous day. The implied volatity was 2.94, 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 38.45, which was 0.00 lower than the previous day. The implied volatity was 2.10, 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 38.45, which was 38.45 higher than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
