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[--[65.84.65.76]--]
HINDPETRO
Hindustan Petroleum Corp

399.5 -7.90 (-1.94%)

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Historical option data for HINDPETRO

20 Dec 2024 04:10 PM IST
HINDPETRO 26DEC2024 375 CE
Delta: 0.96
Vega: 0.04
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 399.50 25.85 1.85 29.45 16 -4 85
19 Dec 407.40 24 -0.30 - 2 0 91
18 Dec 398.05 24.3 -10.25 25.10 15 2 90
17 Dec 407.10 34.55 0.00 0.00 0 -12 0
16 Dec 407.10 34.55 -7.45 39.78 22 -12 88
13 Dec 415.05 42 3.40 39.72 5 -2 102
12 Dec 411.70 38.6 1.95 25.04 5 -1 105
11 Dec 410.10 36.65 3.85 29.37 41 -3 109
10 Dec 404.90 32.8 3.90 33.93 20 -2 110
9 Dec 399.70 28.9 -1.05 33.36 6 1 110
6 Dec 399.20 29.95 6.55 38.37 37 -13 109
5 Dec 391.80 23.4 2.85 31.40 109 0 122
4 Dec 387.65 20.55 1.20 31.51 70 14 124
3 Dec 384.55 19.35 0.60 32.24 117 2 110
2 Dec 380.95 18.75 -2.40 34.90 120 17 105
29 Nov 383.10 21.15 0.35 34.22 299 15 90
28 Nov 380.00 20.8 1.10 37.74 157 36 76
27 Nov 380.15 19.7 1.00 35.97 72 13 41
26 Nov 379.60 18.7 1.60 34.71 15 5 28
25 Nov 376.85 17.1 6.85 31.73 58 13 24
22 Nov 360.70 10.25 0.55 33.48 10 4 15
21 Nov 360.10 9.7 -6.10 31.41 10 6 12
20 Nov 362.15 15.8 0.00 44.43 3 -1 7
19 Nov 362.15 15.8 0.90 44.43 3 0 7
18 Nov 367.30 14.9 -3.40 34.57 9 4 6
14 Nov 372.40 18.3 0.00 0.00 0 1 0
13 Nov 371.40 18.3 -8.70 33.46 1 0 1
12 Nov 375.55 27 0.00 0.00 0 0 0
11 Nov 380.95 27 0.00 0.00 0 0 0
8 Nov 383.05 27 0.00 0.00 0 0 0
7 Nov 396.50 27 0.00 0.00 0 0 0
6 Nov 391.60 27 5.70 24.84 1 0 1
5 Nov 374.85 21.3 33.69 1 0 0


For Hindustan Petroleum Corp - strike price 375 expiring on 26DEC2024

Delta for 375 CE is 0.96

Historical price for 375 CE is as follows

On 20 Dec HINDPETRO was trading at 399.50. The strike last trading price was 25.85, which was 1.85 higher than the previous day. The implied volatity was 29.45, the open interest changed by -4 which decreased total open position to 85


On 19 Dec HINDPETRO was trading at 407.40. The strike last trading price was 24, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91


On 18 Dec HINDPETRO was trading at 398.05. The strike last trading price was 24.3, which was -10.25 lower than the previous day. The implied volatity was 25.10, the open interest changed by 2 which increased total open position to 90


On 17 Dec HINDPETRO was trading at 407.10. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12 which decreased total open position to 0


On 16 Dec HINDPETRO was trading at 407.10. The strike last trading price was 34.55, which was -7.45 lower than the previous day. The implied volatity was 39.78, the open interest changed by -12 which decreased total open position to 88


On 13 Dec HINDPETRO was trading at 415.05. The strike last trading price was 42, which was 3.40 higher than the previous day. The implied volatity was 39.72, the open interest changed by -2 which decreased total open position to 102


On 12 Dec HINDPETRO was trading at 411.70. The strike last trading price was 38.6, which was 1.95 higher than the previous day. The implied volatity was 25.04, the open interest changed by -1 which decreased total open position to 105


On 11 Dec HINDPETRO was trading at 410.10. The strike last trading price was 36.65, which was 3.85 higher than the previous day. The implied volatity was 29.37, the open interest changed by -3 which decreased total open position to 109


On 10 Dec HINDPETRO was trading at 404.90. The strike last trading price was 32.8, which was 3.90 higher than the previous day. The implied volatity was 33.93, the open interest changed by -2 which decreased total open position to 110


On 9 Dec HINDPETRO was trading at 399.70. The strike last trading price was 28.9, which was -1.05 lower than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 110


On 6 Dec HINDPETRO was trading at 399.20. The strike last trading price was 29.95, which was 6.55 higher than the previous day. The implied volatity was 38.37, the open interest changed by -13 which decreased total open position to 109


On 5 Dec HINDPETRO was trading at 391.80. The strike last trading price was 23.4, which was 2.85 higher than the previous day. The implied volatity was 31.40, the open interest changed by 0 which decreased total open position to 122


On 4 Dec HINDPETRO was trading at 387.65. The strike last trading price was 20.55, which was 1.20 higher than the previous day. The implied volatity was 31.51, the open interest changed by 14 which increased total open position to 124


On 3 Dec HINDPETRO was trading at 384.55. The strike last trading price was 19.35, which was 0.60 higher than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 110


On 2 Dec HINDPETRO was trading at 380.95. The strike last trading price was 18.75, which was -2.40 lower than the previous day. The implied volatity was 34.90, the open interest changed by 17 which increased total open position to 105


On 29 Nov HINDPETRO was trading at 383.10. The strike last trading price was 21.15, which was 0.35 higher than the previous day. The implied volatity was 34.22, the open interest changed by 15 which increased total open position to 90


On 28 Nov HINDPETRO was trading at 380.00. The strike last trading price was 20.8, which was 1.10 higher than the previous day. The implied volatity was 37.74, the open interest changed by 36 which increased total open position to 76


On 27 Nov HINDPETRO was trading at 380.15. The strike last trading price was 19.7, which was 1.00 higher than the previous day. The implied volatity was 35.97, the open interest changed by 13 which increased total open position to 41


On 26 Nov HINDPETRO was trading at 379.60. The strike last trading price was 18.7, which was 1.60 higher than the previous day. The implied volatity was 34.71, the open interest changed by 5 which increased total open position to 28


On 25 Nov HINDPETRO was trading at 376.85. The strike last trading price was 17.1, which was 6.85 higher than the previous day. The implied volatity was 31.73, the open interest changed by 13 which increased total open position to 24


On 22 Nov HINDPETRO was trading at 360.70. The strike last trading price was 10.25, which was 0.55 higher than the previous day. The implied volatity was 33.48, the open interest changed by 4 which increased total open position to 15


On 21 Nov HINDPETRO was trading at 360.10. The strike last trading price was 9.7, which was -6.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by 6 which increased total open position to 12


On 20 Nov HINDPETRO was trading at 362.15. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 44.43, the open interest changed by -1 which decreased total open position to 7


On 19 Nov HINDPETRO was trading at 362.15. The strike last trading price was 15.8, which was 0.90 higher than the previous day. The implied volatity was 44.43, the open interest changed by 0 which decreased total open position to 7


On 18 Nov HINDPETRO was trading at 367.30. The strike last trading price was 14.9, which was -3.40 lower than the previous day. The implied volatity was 34.57, the open interest changed by 4 which increased total open position to 6


On 14 Nov HINDPETRO was trading at 372.40. The strike last trading price was 18.3, 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 13 Nov HINDPETRO was trading at 371.40. The strike last trading price was 18.3, which was -8.70 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 1


On 12 Nov HINDPETRO was trading at 375.55. The strike last trading price was 27, 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 27, 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 8 Nov HINDPETRO was trading at 383.05. The strike last trading price was 27, 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 27, 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 27, which was 5.70 higher than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 1


On 5 Nov HINDPETRO was trading at 374.85. The strike last trading price was 21.3, which was lower than the previous day. The implied volatity was 33.69, the open interest changed by 0 which decreased total open position to 0


HINDPETRO 26DEC2024 375 PE
Delta: -0.07
Vega: 0.07
Theta: -0.19
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 399.50 0.55 -0.05 35.17 87 -4 203
19 Dec 407.40 0.6 -0.55 39.78 469 13 207
18 Dec 398.05 1.15 0.50 35.27 374 9 196
17 Dec 407.10 0.65 -0.20 35.46 242 13 188
16 Dec 407.10 0.85 0.25 36.65 413 13 175
13 Dec 415.05 0.6 -0.25 34.47 524 -143 163
12 Dec 411.70 0.85 -0.25 34.31 546 29 306
11 Dec 410.10 1.1 -0.85 33.74 321 -15 280
10 Dec 404.90 1.95 -0.75 34.73 284 25 297
9 Dec 399.70 2.7 -0.40 34.02 425 58 274
6 Dec 399.20 3.1 -1.85 32.26 819 55 218
5 Dec 391.80 4.95 -1.70 33.26 315 27 168
4 Dec 387.65 6.65 -0.75 34.09 198 -5 145
3 Dec 384.55 7.4 -1.65 33.25 246 5 149
2 Dec 380.95 9.05 0.35 34.38 168 25 144
29 Nov 383.10 8.7 -1.80 34.26 297 37 122
28 Nov 380.00 10.5 -1.15 35.30 174 21 85
27 Nov 380.15 11.65 -1.45 36.50 48 0 63
26 Nov 379.60 13.1 0.50 38.19 87 42 63
25 Nov 376.85 12.6 -11.55 35.51 64 21 21
22 Nov 360.70 24.15 0.00 - 0 0 0
21 Nov 360.10 24.15 0.00 - 0 0 0
20 Nov 362.15 24.15 0.00 - 0 0 0
19 Nov 362.15 24.15 0.00 - 0 0 0
18 Nov 367.30 24.15 0.00 - 0 0 0
14 Nov 372.40 24.15 0.00 0.81 0 0 0
13 Nov 371.40 24.15 0.00 0.67 0 0 0
12 Nov 375.55 24.15 0.00 1.16 0 0 0
11 Nov 380.95 24.15 0.00 2.66 0 0 0
8 Nov 383.05 24.15 0.00 2.82 0 0 0
7 Nov 396.50 24.15 0.00 5.30 0 0 0
6 Nov 391.60 24.15 0.00 4.66 0 0 0
5 Nov 374.85 24.15 1.23 0 0 0


For Hindustan Petroleum Corp - strike price 375 expiring on 26DEC2024

Delta for 375 PE is -0.07

Historical price for 375 PE is as follows

On 20 Dec HINDPETRO was trading at 399.50. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 35.17, the open interest changed by -4 which decreased total open position to 203


On 19 Dec HINDPETRO was trading at 407.40. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 39.78, the open interest changed by 13 which increased total open position to 207


On 18 Dec HINDPETRO was trading at 398.05. The strike last trading price was 1.15, which was 0.50 higher than the previous day. The implied volatity was 35.27, the open interest changed by 9 which increased total open position to 196


On 17 Dec HINDPETRO was trading at 407.10. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 35.46, the open interest changed by 13 which increased total open position to 188


On 16 Dec HINDPETRO was trading at 407.10. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 36.65, the open interest changed by 13 which increased total open position to 175


On 13 Dec HINDPETRO was trading at 415.05. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 34.47, the open interest changed by -143 which decreased total open position to 163


On 12 Dec HINDPETRO was trading at 411.70. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 34.31, the open interest changed by 29 which increased total open position to 306


On 11 Dec HINDPETRO was trading at 410.10. The strike last trading price was 1.1, which was -0.85 lower than the previous day. The implied volatity was 33.74, the open interest changed by -15 which decreased total open position to 280


On 10 Dec HINDPETRO was trading at 404.90. The strike last trading price was 1.95, which was -0.75 lower than the previous day. The implied volatity was 34.73, the open interest changed by 25 which increased total open position to 297


On 9 Dec HINDPETRO was trading at 399.70. The strike last trading price was 2.7, which was -0.40 lower than the previous day. The implied volatity was 34.02, the open interest changed by 58 which increased total open position to 274


On 6 Dec HINDPETRO was trading at 399.20. The strike last trading price was 3.1, which was -1.85 lower than the previous day. The implied volatity was 32.26, the open interest changed by 55 which increased total open position to 218


On 5 Dec HINDPETRO was trading at 391.80. The strike last trading price was 4.95, which was -1.70 lower than the previous day. The implied volatity was 33.26, the open interest changed by 27 which increased total open position to 168


On 4 Dec HINDPETRO was trading at 387.65. The strike last trading price was 6.65, which was -0.75 lower than the previous day. The implied volatity was 34.09, the open interest changed by -5 which decreased total open position to 145


On 3 Dec HINDPETRO was trading at 384.55. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 33.25, the open interest changed by 5 which increased total open position to 149


On 2 Dec HINDPETRO was trading at 380.95. The strike last trading price was 9.05, which was 0.35 higher than the previous day. The implied volatity was 34.38, the open interest changed by 25 which increased total open position to 144


On 29 Nov HINDPETRO was trading at 383.10. The strike last trading price was 8.7, which was -1.80 lower than the previous day. The implied volatity was 34.26, the open interest changed by 37 which increased total open position to 122


On 28 Nov HINDPETRO was trading at 380.00. The strike last trading price was 10.5, which was -1.15 lower than the previous day. The implied volatity was 35.30, the open interest changed by 21 which increased total open position to 85


On 27 Nov HINDPETRO was trading at 380.15. The strike last trading price was 11.65, which was -1.45 lower than the previous day. The implied volatity was 36.50, the open interest changed by 0 which decreased total open position to 63


On 26 Nov HINDPETRO was trading at 379.60. The strike last trading price was 13.1, which was 0.50 higher than the previous day. The implied volatity was 38.19, the open interest changed by 42 which increased total open position to 63


On 25 Nov HINDPETRO was trading at 376.85. The strike last trading price was 12.6, which was -11.55 lower than the previous day. The implied volatity was 35.51, the open interest changed by 21 which increased total open position to 21


On 22 Nov HINDPETRO was trading at 360.70. The strike last trading price was 24.15, 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 21 Nov HINDPETRO was trading at 360.10. The strike last trading price was 24.15, 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 20 Nov HINDPETRO was trading at 362.15. The strike last trading price was 24.15, 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 19 Nov HINDPETRO was trading at 362.15. The strike last trading price was 24.15, 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 18 Nov HINDPETRO was trading at 367.30. The strike last trading price was 24.15, 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 14 Nov HINDPETRO was trading at 372.40. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HINDPETRO was trading at 371.40. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HINDPETRO was trading at 375.55. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 2.66, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HINDPETRO was trading at 383.05. The strike last trading price was 24.15, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 5.30, 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 24.15, which was 0.00 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0


On 5 Nov HINDPETRO was trading at 374.85. The strike last trading price was 24.15, which was lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0