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

622.65 -6.70 (-1.06%)

Back to Option Chain


Historical option data for HINDALCO

20 Dec 2024 04:10 PM IST
HINDALCO 26DEC2024 690 CE
Delta: 0.03
Vega: 0.05
Theta: -0.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 622.65 0.3 -0.30 38.86 560 -153 1,120
19 Dec 629.35 0.6 -0.15 37.46 351 -113 1,274
18 Dec 633.00 0.75 -0.35 34.85 894 -100 1,387
17 Dec 639.45 1.1 -1.05 32.70 1,310 -18 1,498
16 Dec 653.50 2.15 -1.40 28.66 1,310 194 1,516
13 Dec 662.10 3.55 -2.15 22.52 2,389 -218 1,324
12 Dec 668.70 5.7 -1.10 24.38 2,850 264 1,543
11 Dec 670.50 6.8 -0.35 24.98 1,972 70 1,284
10 Dec 668.90 7.15 -1.00 24.90 1,285 74 1,217
9 Dec 670.90 8.15 -0.35 25.64 2,747 96 1,145
6 Dec 670.15 8.5 0.10 24.10 2,558 511 1,042
5 Dec 670.85 8.4 1.35 23.08 1,366 50 532
4 Dec 663.05 7.05 -1.55 24.45 644 61 482
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
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 0.03

Historical price for 690 CE is as follows

On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 38.86, the open interest changed by -153 which decreased total open position to 1120


On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 37.46, the open interest changed by -113 which decreased total open position to 1274


On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 34.85, the open interest changed by -100 which decreased total open position to 1387


On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -18 which decreased total open position to 1498


On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 2.15, which was -1.40 lower than the previous day. The implied volatity was 28.66, the open interest changed by 194 which increased total open position to 1516


On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 3.55, which was -2.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by -218 which decreased total open position to 1324


On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 5.7, which was -1.10 lower than the previous day. The implied volatity was 24.38, the open interest changed by 264 which increased total open position to 1543


On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 6.8, which was -0.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by 70 which increased total open position to 1284


On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 7.15, which was -1.00 lower than the previous day. The implied volatity was 24.90, the open interest changed by 74 which increased total open position to 1217


On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 8.15, which was -0.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by 96 which increased total open position to 1145


On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 8.5, which was 0.10 higher than the previous day. The implied volatity was 24.10, the open interest changed by 511 which increased total open position to 1042


On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 8.4, which was 1.35 higher than the previous day. The implied volatity was 23.08, the open interest changed by 50 which increased total open position to 532


On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 7.05, which was -1.55 lower than the previous day. The implied volatity was 24.45, the open interest changed by 61 which increased total open position to 482


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
Delta: -0.93
Vega: 0.11
Theta: -0.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 622.65 65.65 3.35 50.83 13 -5 320
19 Dec 629.35 62.3 5.60 58.29 12 -1 325
18 Dec 633.00 56.7 6.90 40.14 46 -4 326
17 Dec 639.45 49.8 13.30 23.62 41 3 331
16 Dec 653.50 36.5 7.90 24.70 49 2 329
13 Dec 662.10 28.6 2.65 28.78 76 -11 327
12 Dec 668.70 25.95 2.15 28.06 276 -2 338
11 Dec 670.50 23.8 -1.40 24.63 1,124 -300 341
10 Dec 668.90 25.2 -0.20 26.61 590 9 645
9 Dec 670.90 25.4 0.50 27.05 797 14 635
6 Dec 670.15 24.9 -1.30 24.40 1,921 593 635
5 Dec 670.85 26.2 -5.45 26.50 100 -19 39
4 Dec 663.05 31.65 2.80 26.48 41 -2 60
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 -0.93

Historical price for 690 PE is as follows

On 20 Dec HINDALCO was trading at 622.65. The strike last trading price was 65.65, which was 3.35 higher than the previous day. The implied volatity was 50.83, the open interest changed by -5 which decreased total open position to 320


On 19 Dec HINDALCO was trading at 629.35. The strike last trading price was 62.3, which was 5.60 higher than the previous day. The implied volatity was 58.29, the open interest changed by -1 which decreased total open position to 325


On 18 Dec HINDALCO was trading at 633.00. The strike last trading price was 56.7, which was 6.90 higher than the previous day. The implied volatity was 40.14, the open interest changed by -4 which decreased total open position to 326


On 17 Dec HINDALCO was trading at 639.45. The strike last trading price was 49.8, which was 13.30 higher than the previous day. The implied volatity was 23.62, the open interest changed by 3 which increased total open position to 331


On 16 Dec HINDALCO was trading at 653.50. The strike last trading price was 36.5, which was 7.90 higher than the previous day. The implied volatity was 24.70, the open interest changed by 2 which increased total open position to 329


On 13 Dec HINDALCO was trading at 662.10. The strike last trading price was 28.6, which was 2.65 higher than the previous day. The implied volatity was 28.78, the open interest changed by -11 which decreased total open position to 327


On 12 Dec HINDALCO was trading at 668.70. The strike last trading price was 25.95, which was 2.15 higher than the previous day. The implied volatity was 28.06, the open interest changed by -2 which decreased total open position to 338


On 11 Dec HINDALCO was trading at 670.50. The strike last trading price was 23.8, which was -1.40 lower than the previous day. The implied volatity was 24.63, the open interest changed by -300 which decreased total open position to 341


On 10 Dec HINDALCO was trading at 668.90. The strike last trading price was 25.2, which was -0.20 lower than the previous day. The implied volatity was 26.61, the open interest changed by 9 which increased total open position to 645


On 9 Dec HINDALCO was trading at 670.90. The strike last trading price was 25.4, which was 0.50 higher than the previous day. The implied volatity was 27.05, the open interest changed by 14 which increased total open position to 635


On 6 Dec HINDALCO was trading at 670.15. The strike last trading price was 24.9, which was -1.30 lower than the previous day. The implied volatity was 24.40, the open interest changed by 593 which increased total open position to 635


On 5 Dec HINDALCO was trading at 670.85. The strike last trading price was 26.2, which was -5.45 lower than the previous day. The implied volatity was 26.50, the open interest changed by -19 which decreased total open position to 39


On 4 Dec HINDALCO was trading at 663.05. The strike last trading price was 31.65, which was 2.80 higher than the previous day. The implied volatity was 26.48, the open interest changed by -2 which decreased total open position to 60


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