HINDPETRO
Hindustan Petroleum Corp
Historical option data for HINDPETRO
21 Nov 2024 04:10 PM IST
| HINDPETRO 28NOV2024 345 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.13
Theta: -0.43
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 360.10 | 18.8 | 0.25 | 38.49 | 76.5 | 22.5 | 37.5 | |||
| 20 Nov | 362.15 | 18.55 | 0.00 | 34.27 | 19.5 | -4.5 | 16.5 | |||
| 19 Nov | 362.15 | 18.55 | -6.65 | 34.27 | 19.5 | -3 | 16.5 | |||
| 18 Nov | 367.30 | 25.2 | -5.30 | 35.41 | 15 | 4.5 | 19.5 | |||
|
|
||||||||||
| 14 Nov | 372.40 | 30.5 | 0.10 | 27.27 | 45 | 1.5 | 16.5 | |||
| 13 Nov | 371.40 | 30.4 | -8.60 | 30.04 | 9 | 4.5 | 16.5 | |||
| 12 Nov | 375.55 | 39 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 380.95 | 39 | 3.20 | 30.61 | 1.5 | 0 | 12 | |||
| 8 Nov | 383.05 | 35.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 396.50 | 35.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 391.60 | 35.8 | 0.00 | 0.00 | 0 | 1.5 | 0 | |||
| 5 Nov | 374.85 | 35.8 | 4.80 | 39.89 | 12 | 0 | 10.5 | |||
| 4 Nov | 368.50 | 31 | -55.70 | 40.19 | 18 | 7.5 | 7.5 | |||
| 1 Nov | 381.00 | 86.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 380.90 | 86.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 377.65 | 86.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 388.50 | 86.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 383.30 | 86.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 372.40 | 86.7 | 86.70 | - | 0 | 0 | 0 | |||
| 24 Oct | 404.75 | 0 | - | 0 | 0 | 0 | ||||
For Hindustan Petroleum Corp - strike price 345 expiring on 28NOV2024
Delta for 345 CE is 0.82
Historical price for 345 CE is as follows
On 21 Nov HINDPETRO was trading at 360.10. The strike last trading price was 18.8, which was 0.25 higher than the previous day. The implied volatity was 38.49, the open interest changed by 15 which increased total open position to 25
On 20 Nov HINDPETRO was trading at 362.15. The strike last trading price was 18.55, which was 0.00 lower than the previous day. The implied volatity was 34.27, the open interest changed by -3 which decreased total open position to 11
On 19 Nov HINDPETRO was trading at 362.15. The strike last trading price was 18.55, which was -6.65 lower than the previous day. The implied volatity was 34.27, the open interest changed by -2 which decreased total open position to 11
On 18 Nov HINDPETRO was trading at 367.30. The strike last trading price was 25.2, which was -5.30 lower than the previous day. The implied volatity was 35.41, the open interest changed by 3 which increased total open position to 13
On 14 Nov HINDPETRO was trading at 372.40. The strike last trading price was 30.5, which was 0.10 higher than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 11
On 13 Nov HINDPETRO was trading at 371.40. The strike last trading price was 30.4, which was -8.60 lower than the previous day. The implied volatity was 30.04, the open interest changed by 3 which increased total open position to 11
On 12 Nov HINDPETRO was trading at 375.55. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov HINDPETRO was trading at 380.95. The strike last trading price was 39, which was 3.20 higher than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 8
On 8 Nov HINDPETRO was trading at 383.05. The strike last trading price was 35.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HINDPETRO was trading at 396.50. The strike last trading price was 35.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HINDPETRO was trading at 391.60. The strike last trading price was 35.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov HINDPETRO was trading at 374.85. The strike last trading price was 35.8, which was 4.80 higher than the previous day. The implied volatity was 39.89, the open interest changed by 0 which decreased total open position to 7
On 4 Nov HINDPETRO was trading at 368.50. The strike last trading price was 31, which was -55.70 lower than the previous day. The implied volatity was 40.19, the open interest changed by 5 which increased total open position to 5
On 1 Nov HINDPETRO was trading at 381.00. The strike last trading price was 86.7, 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 31 Oct HINDPETRO was trading at 380.90. The strike last trading price was 86.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HINDPETRO was trading at 377.65. The strike last trading price was 86.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HINDPETRO was trading at 388.50. The strike last trading price was 86.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HINDPETRO was trading at 383.30. The strike last trading price was 86.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HINDPETRO was trading at 372.40. The strike last trading price was 86.7, which was 86.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HINDPETRO was trading at 404.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDPETRO 28NOV2024 345 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.20
Vega: 0.14
Theta: -0.42
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 360.10 | 2.55 | -0.75 | 43.35 | 948 | 27 | 207 |
| 20 Nov | 362.15 | 3.3 | 0.00 | 42.28 | 526.5 | -36 | 178.5 |
| 19 Nov | 362.15 | 3.3 | 1.30 | 42.28 | 526.5 | -37.5 | 178.5 |
| 18 Nov | 367.30 | 2 | 0.00 | 40.64 | 373.5 | 0 | 211.5 |
| 14 Nov | 372.40 | 2 | -0.15 | 39.70 | 735 | 57 | 211.5 |
| 13 Nov | 371.40 | 2.15 | 0.05 | 38.86 | 912 | 27 | 156 |
| 12 Nov | 375.55 | 2.1 | 0.45 | 38.85 | 127.5 | -15 | 130.5 |
| 11 Nov | 380.95 | 1.65 | -0.50 | 40.01 | 162 | 12 | 148.5 |
| 8 Nov | 383.05 | 2.15 | 0.80 | 40.65 | 114 | 33 | 138 |
| 7 Nov | 396.50 | 1.35 | -0.35 | 41.95 | 130.5 | -22.5 | 109.5 |
| 6 Nov | 391.60 | 1.7 | -2.45 | 41.72 | 573 | -22.5 | 136.5 |
| 5 Nov | 374.85 | 4.15 | -1.90 | 42.00 | 406.5 | 49.5 | 159 |
| 4 Nov | 368.50 | 6.05 | 1.55 | 43.18 | 202.5 | 79.5 | 108 |
| 1 Nov | 381.00 | 4.5 | 2.75 | 44.46 | 10.5 | 6 | 24 |
| 31 Oct | 380.90 | 1.75 | -2.60 | - | 33 | 16.5 | 18 |
| 30 Oct | 377.65 | 4.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 388.50 | 4.35 | 0.00 | - | 0 | 1.5 | 0 |
| 28 Oct | 383.30 | 4.35 | -1.10 | - | 57 | 1.5 | 1.5 |
| 25 Oct | 372.40 | 5.45 | 5.45 | - | 0 | 0 | 0 |
| 24 Oct | 404.75 | 0 | - | 0 | 0 | 0 | |
For Hindustan Petroleum Corp - strike price 345 expiring on 28NOV2024
Delta for 345 PE is -0.20
Historical price for 345 PE is as follows
On 21 Nov HINDPETRO was trading at 360.10. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 43.35, the open interest changed by 18 which increased total open position to 138
On 20 Nov HINDPETRO was trading at 362.15. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 42.28, the open interest changed by -24 which decreased total open position to 119
On 19 Nov HINDPETRO was trading at 362.15. The strike last trading price was 3.3, which was 1.30 higher than the previous day. The implied volatity was 42.28, the open interest changed by -25 which decreased total open position to 119
On 18 Nov HINDPETRO was trading at 367.30. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 40.64, the open interest changed by 0 which decreased total open position to 141
On 14 Nov HINDPETRO was trading at 372.40. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 39.70, the open interest changed by 38 which increased total open position to 141
On 13 Nov HINDPETRO was trading at 371.40. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 38.86, the open interest changed by 18 which increased total open position to 104
On 12 Nov HINDPETRO was trading at 375.55. The strike last trading price was 2.1, which was 0.45 higher than the previous day. The implied volatity was 38.85, the open interest changed by -10 which decreased total open position to 87
On 11 Nov HINDPETRO was trading at 380.95. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 40.01, the open interest changed by 8 which increased total open position to 99
On 8 Nov HINDPETRO was trading at 383.05. The strike last trading price was 2.15, which was 0.80 higher than the previous day. The implied volatity was 40.65, the open interest changed by 22 which increased total open position to 92
On 7 Nov HINDPETRO was trading at 396.50. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 41.95, the open interest changed by -15 which decreased total open position to 73
On 6 Nov HINDPETRO was trading at 391.60. The strike last trading price was 1.7, which was -2.45 lower than the previous day. The implied volatity was 41.72, the open interest changed by -15 which decreased total open position to 91
On 5 Nov HINDPETRO was trading at 374.85. The strike last trading price was 4.15, which was -1.90 lower than the previous day. The implied volatity was 42.00, the open interest changed by 33 which increased total open position to 106
On 4 Nov HINDPETRO was trading at 368.50. The strike last trading price was 6.05, which was 1.55 higher than the previous day. The implied volatity was 43.18, the open interest changed by 53 which increased total open position to 72
On 1 Nov HINDPETRO was trading at 381.00. The strike last trading price was 4.5, which was 2.75 higher than the previous day. The implied volatity was 44.46, the open interest changed by 4 which increased total open position to 16
On 31 Oct HINDPETRO was trading at 380.90. The strike last trading price was 1.75, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HINDPETRO was trading at 377.65. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HINDPETRO was trading at 388.50. The strike last trading price was 4.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HINDPETRO was trading at 383.30. The strike last trading price was 4.35, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HINDPETRO was trading at 372.40. The strike last trading price was 5.45, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HINDPETRO was trading at 404.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
