Historical option data for HINDALCO
22 Jun 2026 01:17 PM IST
| HINDALCO 28-Jul-2026 (36d) 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.01
Theta: -0.55
Gamma: 0.00411
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1011.00 | 49 | -4 (-7.55%) | 29.24 | 9 | 8 | 60 | |||||||||
| 19 Jun | 1010.00 | 55 | 3 (5.77%) | 28.56 | 25 | 21 | 53 | |||||||||
| 18 Jun | 1008.50 | 53.55 | 2.55 (5.00%) | 28.16 | 9 | 0 | 32 | |||||||||
| 17 Jun | 1007.90 | 51.3 | 13.3 (35.00%) | 28.4 | 59 | 15 | 32 | |||||||||
| 16 Jun | 982.40 | 38.35 | -21.65 (-36.08%) | 29.05 | 37 | 15 | 16 | |||||||||
| 15 Jun | 1013.90 | 60 | -83 (-58.04%) | 31.92 | 1 | 1 | 1 | |||||||||
For Hindalco Industries Ltd - strike price 990 expiring on 28JUL2026
Delta for 990 CE is 0.61
Historical price for 990 CE is as follows
On 22 Jun HINDALCO was trading at 1011.00. The strike last trading price was 49, which was -4 lower than the previous day. The implied volatity was 29.24, the open interest changed by 8 which increased total open position to 60
On 19 Jun HINDALCO was trading at 1010.00. The strike last trading price was 55, which was 3 higher than the previous day. The implied volatity was 28.56, the open interest changed by 21 which increased total open position to 53
On 18 Jun HINDALCO was trading at 1008.50. The strike last trading price was 53.55, which was 2.55 higher than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 32
On 17 Jun HINDALCO was trading at 1007.90. The strike last trading price was 51.3, which was 13.3 higher than the previous day. The implied volatity was 28.4, the open interest changed by 15 which increased total open position to 32
On 16 Jun HINDALCO was trading at 982.40. The strike last trading price was 38.35, which was -21.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 15 which increased total open position to 16
On 15 Jun HINDALCO was trading at 1013.90. The strike last trading price was 60, which was -83 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 1
| HINDALCO 28-Jul-2026 (36d) 990 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.01
Theta: -0.44
Gamma: 0.00385
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1011.00 | 29.15 | 1.55 (5.62%) | 31.35 | 4 | 0 | 30 |
| 19 Jun | 1010.00 | 27.1 | -1.35 (-4.75%) | 30.09 | 21 | 12 | 27 |
| 18 Jun | 1008.50 | 28.45 | 28.45 (49.34%) | 29.71 | 20 | 0 | 15 |
| 17 Jun | 1007.90 | 28.45 | 9.4 (49.34%) | 29.71 | 20 | 15 | 15 |
| 16 Jun | 982.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1013.90 | 0 | 0 | - | 0 | 0 | 0 |
For Hindalco Industries Ltd - strike price 990 expiring on 28JUL2026
Delta for 990 PE is -0.39
Historical price for 990 PE is as follows
On 22 Jun HINDALCO was trading at 1011.00. The strike last trading price was 29.15, which was 1.55 higher than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 30
On 19 Jun HINDALCO was trading at 1010.00. The strike last trading price was 27.1, which was -1.35 lower than the previous day. The implied volatity was 30.09, the open interest changed by 12 which increased total open position to 27
On 18 Jun HINDALCO was trading at 1008.50. The strike last trading price was 28.45, which was 28.45 higher than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 15
On 17 Jun HINDALCO was trading at 1007.90. The strike last trading price was 28.45, which was 9.4 higher than the previous day. The implied volatity was 29.71, the open interest changed by 15 which increased total open position to 15
On 16 Jun HINDALCO was trading at 982.40. 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 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
