HINDALCO
Hindalco Industries Ltd
Historical option data for HINDALCO
20 Dec 2024 04:10 PM IST
HINDALCO 26DEC2024 690 CE | ||||||||||
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Delta: 0.03
Vega: 0.05
Theta: -0.16
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.93
Vega: 0.11
Theta: -0.28
Gamma: 0.00
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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