Historical option data for HINDALCO
29 Jun 2026 10:50 AM IST
| HINDALCO 28-Jul-2026 (27d) 970 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.01
Theta: -0.61
Gamma: 0.00484
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 966.70 | 33.4 | 4.4 (15.17%) | 29.92 | 369 | 10 | 352 | |||||||||
| 25 Jun | 953.20 | 28.45 | -12.55 (-30.61%) | 29.97 | 830 | 200 | 345 | |||||||||
| 24 Jun | 976.60 | 41.25 | -5.75 (-12.23%) | 29.89 | 165 | 48 | 144 | |||||||||
| 23 Jun | 986.80 | 47.05 | -18.95 (-28.71%) | 28.79 | 46 | 23 | 94 | |||||||||
| 22 Jun | 1014.20 | 66 | 0 (0.00%) | 28.21 | 16 | 0 | 74 | |||||||||
| 19 Jun | 1010.00 | 66 | 1 (1.54%) | 29.15 | 4 | 1 | 75 | |||||||||
| 18 Jun | 1008.50 | 67.4 | 3.4 (5.31%) | 29.06 | 209 | -135 | 75 | |||||||||
| 17 Jun | 1007.90 | 64 | 16 (33.33%) | 28.96 | 253 | 182 | 211 | |||||||||
| 16 Jun | 982.40 | 48 | -36 (-42.86%) | 28.57 | 65 | 27 | 29 | |||||||||
| 15 Jun | 1013.90 | 84.5 | 0.5 (0.60%) | - | 2 | 0 | 2 | |||||||||
| 12 Jun | 1021.60 | 84.5 | 0.5 (0.60%) | 33.11 | 2 | 0 | 2 | |||||||||
| 11 Jun | 1024.30 | 84.5 | -73.5 (-46.52%) | 33.11 | 2 | 2 | 2 | |||||||||
For Hindalco Industries Ltd - strike price 970 expiring on 28JUL2026
Delta for 970 CE is 0.52
Historical price for 970 CE is as follows
On 29 Jun HINDALCO was trading at 966.70. The strike last trading price was 33.4, which was 4.4 higher than the previous day. The implied volatity was 29.92, the open interest changed by 10 which increased total open position to 352
On 25 Jun HINDALCO was trading at 953.20. The strike last trading price was 28.45, which was -12.55 lower than the previous day. The implied volatity was 29.97, the open interest changed by 200 which increased total open position to 345
On 24 Jun HINDALCO was trading at 976.60. The strike last trading price was 41.25, which was -5.75 lower than the previous day. The implied volatity was 29.89, the open interest changed by 48 which increased total open position to 144
On 23 Jun HINDALCO was trading at 986.80. The strike last trading price was 47.05, which was -18.95 lower than the previous day. The implied volatity was 28.79, the open interest changed by 23 which increased total open position to 94
On 22 Jun HINDALCO was trading at 1014.20. The strike last trading price was 66, which was 0 lower than the previous day. The implied volatity was 28.21, the open interest changed by 0 which decreased total open position to 74
On 19 Jun HINDALCO was trading at 1010.00. The strike last trading price was 66, which was 1 higher than the previous day. The implied volatity was 29.15, the open interest changed by 1 which increased total open position to 75
On 18 Jun HINDALCO was trading at 1008.50. The strike last trading price was 67.4, which was 3.4 higher than the previous day. The implied volatity was 29.06, the open interest changed by -135 which decreased total open position to 75
On 17 Jun HINDALCO was trading at 1007.90. The strike last trading price was 64, which was 16 higher than the previous day. The implied volatity was 28.96, the open interest changed by 182 which increased total open position to 211
On 16 Jun HINDALCO was trading at 982.40. The strike last trading price was 48, which was -36 lower than the previous day. The implied volatity was 28.57, the open interest changed by 27 which increased total open position to 29
On 15 Jun HINDALCO was trading at 1013.90. The strike last trading price was 84.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun HINDALCO was trading at 1021.60. The strike last trading price was 84.5, which was 0.5 higher than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 2
On 11 Jun HINDALCO was trading at 1024.30. The strike last trading price was 84.5, which was -73.5 lower than the previous day. The implied volatity was 33.11, the open interest changed by 2 which increased total open position to 2
| HINDALCO 28-Jul-2026 (27d) 970 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.01
Theta: -0.51
Gamma: 0.0045
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 966.70 | 34.25 | -8.45 (-19.79%) | 32.14 | 132 | 58 | 173 |
| 25 Jun | 953.20 | 42.95 | 10.95 (34.22%) | 31.07 | 234 | 12 | 116 |
| 24 Jun | 976.60 | 31.95 | 2.5 (8.49%) | 31.34 | 210 | 38 | 105 |
| 23 Jun | 986.80 | 29.3 | 10.6 (56.68%) | 33.18 | 82 | 29 | 68 |
| 22 Jun | 1014.20 | 18.7 | -1.5 (-7.43%) | 30.83 | 2 | 0 | 39 |
| 19 Jun | 1010.00 | 19.3 | -2.1 (-9.81%) | 30.65 | 14 | 1 | 41 |
| 18 Jun | 1008.50 | 21.4 | 0.85 (4.14%) | 29.42 | 19 | 9 | 40 |
| 17 Jun | 1007.90 | 20.5 | -8.95 (-30.39%) | 29.14 | 53 | 18 | 30 |
| 16 Jun | 982.40 | 29.75 | 15 (101.69%) | 29.49 | 17 | 12 | 12 |
| 15 Jun | 1013.90 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 1021.60 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 1024.30 | 0 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 970 expiring on 28JUL2026
Delta for 970 PE is -0.47
Historical price for 970 PE is as follows
On 29 Jun HINDALCO was trading at 966.70. The strike last trading price was 34.25, which was -8.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by 58 which increased total open position to 173
On 25 Jun HINDALCO was trading at 953.20. The strike last trading price was 42.95, which was 10.95 higher than the previous day. The implied volatity was 31.07, the open interest changed by 12 which increased total open position to 116
On 24 Jun HINDALCO was trading at 976.60. The strike last trading price was 31.95, which was 2.5 higher than the previous day. The implied volatity was 31.34, the open interest changed by 38 which increased total open position to 105
On 23 Jun HINDALCO was trading at 986.80. The strike last trading price was 29.3, which was 10.6 higher than the previous day. The implied volatity was 33.18, the open interest changed by 29 which increased total open position to 68
On 22 Jun HINDALCO was trading at 1014.20. The strike last trading price was 18.7, which was -1.5 lower than the previous day. The implied volatity was 30.83, the open interest changed by 0 which decreased total open position to 39
On 19 Jun HINDALCO was trading at 1010.00. The strike last trading price was 19.3, which was -2.1 lower than the previous day. The implied volatity was 30.65, the open interest changed by 1 which increased total open position to 41
On 18 Jun HINDALCO was trading at 1008.50. The strike last trading price was 21.4, which was 0.85 higher than the previous day. The implied volatity was 29.42, the open interest changed by 9 which increased total open position to 40
On 17 Jun HINDALCO was trading at 1007.90. The strike last trading price was 20.5, which was -8.95 lower than the previous day. The implied volatity was 29.14, the open interest changed by 18 which increased total open position to 30
On 16 Jun HINDALCO was trading at 982.40. The strike last trading price was 29.75, which was 15 higher than the previous day. The implied volatity was 29.49, the open interest changed by 12 which increased total open position to 12
On 15 Jun HINDALCO was trading at 1013.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun HINDALCO was trading at 1021.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun HINDALCO was trading at 1024.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
