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Historical option data for HAVELLS

01 Jun 2026 04:10 PM IST
HAVELLS 30-Jun-2026 (28d) 1200 CE
Delta: 0.29
Vega: 0.01
Theta: -0.55
Gamma: 0.00409
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 1143.20 14.85 -17.1 (-53.52%) 25.86 1,004 129 669
29 May 1176.80 31 -16.4 (-34.60%) 25.06 1,084 121 543
27 May 1211.00 46.25 3.85 (9.08%) 24.01 492 -4 422
26 May 1201.00 43.55 -2.5 (-5.43%) 25.64 426 164 427
25 May 1203.80 46.95 0.55 (1.19%) 26.74 197 71 263
22 May 1200.90 45.75 -3.25 (-6.63%) 26.53 160 61 189
21 May 1209.70 49.3 -0.2 (-0.40%) 24.33 100 51 129
20 May 1207.80 51.8 0.3 (0.58%) 26.33 103 28 78
19 May 1207.20 51.5 6.25 (13.81%) 26.63 29 -6 48
18 May 1194.80 46.95 -8 (-14.56%) 27.21 54 20 56
15 May 1209.60 54.95 0.9 (1.67%) 26.44 5 1 36
14 May 1210.80 54.05 5.05 (10.31%) 25.73 17 8 36
13 May 1199.20 49 -1 (-2.00%) 0 7 1 28
12 May 1190.90 50 -19.05 (-27.59%) 0 26 21 25
11 May 1230.00 69 -24.5 (-26.20%) 0 2 1 3
8 May 1255.20 93.5 0 (0.00%) - 0 0 2
7 May 1268.90 93.5 0 (0.00%) - 0 0 2
6 May 1257.30 93.5 0 (0.00%) - 0 0 2
5 May 1239.60 93.5 0 (0.00%) 27.61 0 0 2
4 May 1256.60 93.5 17.3 (22.70%) 27.61 2 0 0
30 Apr 1240.60 0 0 - 0 0 0
29 Apr 1252.50 0 0 - 0 0 0
28 Apr 1272.20 0 0 - 0 0 0
27 Apr 1274.10 0 0 - 0 0 0
24 Apr 1238.60 0 0 - 0 0 0
23 Apr 1260.30 0 0 - 0 0 0
22 Apr 1348.70 - - - 0 0 0
10 Apr 1266.60 0 0 (0.00%) - 0 0 0
9 Apr 1257.00 0 0 (0.00%) - 0 0 0
8 Apr 1246.40 0 0 (0.00%) - 0 0 0
7 Apr 1234.10 0 0 (0.00%) - 0 0 0
6 Apr 1206.60 0 0 (0.00%) - 0 0 0
2 Apr 1180.60 0 0 (0.00%) 0.46 0 0 0


For Havells India Limited - strike price 1200 expiring on 30JUN2026

Delta for 1200 CE is 0.29

Historical price for 1200 CE is as follows

On 1 Jun HAVELLS was trading at 1143.20. The strike last trading price was 14.85, which was -17.1 lower than the previous day. The implied volatity was 25.86, the open interest changed by 129 which increased total open position to 669


On 29 May HAVELLS was trading at 1176.80. The strike last trading price was 31, which was -16.4 lower than the previous day. The implied volatity was 25.06, the open interest changed by 121 which increased total open position to 543


On 27 May HAVELLS was trading at 1211.00. The strike last trading price was 46.25, which was 3.85 higher than the previous day. The implied volatity was 24.01, the open interest changed by -4 which decreased total open position to 422


On 26 May HAVELLS was trading at 1201.00. The strike last trading price was 43.55, which was -2.5 lower than the previous day. The implied volatity was 25.64, the open interest changed by 164 which increased total open position to 427


On 25 May HAVELLS was trading at 1203.80. The strike last trading price was 46.95, which was 0.55 higher than the previous day. The implied volatity was 26.74, the open interest changed by 71 which increased total open position to 263


On 22 May HAVELLS was trading at 1200.90. The strike last trading price was 45.75, which was -3.25 lower than the previous day. The implied volatity was 26.53, the open interest changed by 61 which increased total open position to 189


On 21 May HAVELLS was trading at 1209.70. The strike last trading price was 49.3, which was -0.2 lower than the previous day. The implied volatity was 24.33, the open interest changed by 51 which increased total open position to 129


On 20 May HAVELLS was trading at 1207.80. The strike last trading price was 51.8, which was 0.3 higher than the previous day. The implied volatity was 26.33, the open interest changed by 28 which increased total open position to 78


On 19 May HAVELLS was trading at 1207.20. The strike last trading price was 51.5, which was 6.25 higher than the previous day. The implied volatity was 26.63, the open interest changed by -6 which decreased total open position to 48


On 18 May HAVELLS was trading at 1194.80. The strike last trading price was 46.95, which was -8 lower than the previous day. The implied volatity was 27.21, the open interest changed by 20 which increased total open position to 56


On 15 May HAVELLS was trading at 1209.60. The strike last trading price was 54.95, which was 0.9 higher than the previous day. The implied volatity was 26.44, the open interest changed by 1 which increased total open position to 36


On 14 May HAVELLS was trading at 1210.80. The strike last trading price was 54.05, which was 5.05 higher than the previous day. The implied volatity was 25.73, the open interest changed by 8 which increased total open position to 36


On 13 May HAVELLS was trading at 1199.20. The strike last trading price was 49, which was -1 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 28


On 12 May HAVELLS was trading at 1190.90. The strike last trading price was 50, which was -19.05 lower than the previous day. The implied volatity was 0, the open interest changed by 21 which increased total open position to 25


On 11 May HAVELLS was trading at 1230.00. The strike last trading price was 69, which was -24.5 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3


On 8 May HAVELLS was trading at 1255.20. The strike last trading price was 93.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May HAVELLS was trading at 1268.90. The strike last trading price was 93.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May HAVELLS was trading at 1257.30. The strike last trading price was 93.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May HAVELLS was trading at 1239.60. The strike last trading price was 93.5, which was 0 lower than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 2


On 4 May HAVELLS was trading at 1256.60. The strike last trading price was 93.5, which was 17.3 higher than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 0


On 30 Apr HAVELLS was trading at 1240.60. 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 29 Apr HAVELLS was trading at 1252.50. 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 28 Apr HAVELLS was trading at 1272.20. 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 27 Apr HAVELLS was trading at 1274.10. 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 24 Apr HAVELLS was trading at 1238.60. 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 23 Apr HAVELLS was trading at 1260.30. 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


On 22 Apr HAVELLS was trading at 1348.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr HAVELLS was trading at 1266.60. 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 9 Apr HAVELLS was trading at 1257.00. 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 8 Apr HAVELLS was trading at 1246.40. 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 7 Apr HAVELLS was trading at 1234.10. 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 6 Apr HAVELLS was trading at 1206.60. 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 2 Apr HAVELLS was trading at 1180.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0


HAVELLS 30-Jun-2026 (28d) 1200 PE
Delta: -0.77
Vega: 0.01
Theta: -0.23
Gamma: 0.00441
Date Close Ltp Change IV Volume OI Chg OI
1 Jun 1143.20 63.15 24.4 (62.97%) 21.37 306 -20 631
29 May 1176.80 39.15 12.9 (49.14%) 24.34 480 58 652
27 May 1211.00 26.8 -3.1 (-10.37%) 22.19 362 -2 594
26 May 1201.00 28.65 -2.95 (-9.34%) 22.57 509 215 595
25 May 1203.80 31.3 -3.6 (-10.32%) 24.69 356 142 380
22 May 1200.90 35.75 1.05 (3.03%) 25.31 188 69 235
21 May 1209.70 34 -3 (-8.11%) 27 146 44 165
20 May 1207.80 36.6 -1.9 (-4.94%) 27.86 13 4 121
19 May 1207.20 38.5 -9.65 (-20.04%) 28.07 36 1 117
18 May 1194.80 48.15 7 (17.01%) 29.21 56 5 116
15 May 1209.60 40.6 -1.45 (-3.45%) 29.2 39 6 112
14 May 1210.80 42.05 -5.95 (-12.40%) 29.35 30 17 106
13 May 1199.20 48 -3 (-5.88%) 0 10 6 89
12 May 1190.90 51 18.65 (57.65%) 0 35 18 83
11 May 1230.00 34.55 7.65 (28.44%) 0 25 20 64
8 May 1255.20 27.65 2.65 (10.60%) 28.65 28 21 43
7 May 1268.90 25 -10 (-28.57%) 28.76 3 2 21
6 May 1257.30 35 35 (16.67%) 29.82 0 0 19
5 May 1239.60 35 5 (16.67%) 29.82 4 3 18
4 May 1256.60 30 -6.85 (-18.59%) 29.54 2 8 14
30 Apr 1240.60 36.85 15.05 (69.04%) 29.85 7 6 12
29 Apr 1252.50 21.8 -20.05 (-47.91%) 23.8 5 4 5
28 Apr 1272.20 41.85 0 (0.00%) - 0 0 1
27 Apr 1274.10 41.85 0 (0.00%) 30.2 0 0 1
24 Apr 1238.60 41.85 -22.25 (-34.71%) 30.2 1 0 0
23 Apr 1260.30 0 0 - 0 0 0
22 Apr 1348.70 - - - 0 0 0
10 Apr 1266.60 0 0 (0.00%) 4.58 0 0 0
9 Apr 1257.00 0 0 (0.00%) 3.92 0 0 0
8 Apr 1246.40 0 0 (0.00%) 4.12 0 0 0
7 Apr 1234.10 0 0 (0.00%) - 0 0 0
6 Apr 1206.60 0 0 (0.00%) 1.71 0 0 0
2 Apr 1180.60 0 0 (0.00%) 0.35 0 0 0


For Havells India Limited - strike price 1200 expiring on 30JUN2026

Delta for 1200 PE is -0.77

Historical price for 1200 PE is as follows

On 1 Jun HAVELLS was trading at 1143.20. The strike last trading price was 63.15, which was 24.4 higher than the previous day. The implied volatity was 21.37, the open interest changed by -20 which decreased total open position to 631


On 29 May HAVELLS was trading at 1176.80. The strike last trading price was 39.15, which was 12.9 higher than the previous day. The implied volatity was 24.34, the open interest changed by 58 which increased total open position to 652


On 27 May HAVELLS was trading at 1211.00. The strike last trading price was 26.8, which was -3.1 lower than the previous day. The implied volatity was 22.19, the open interest changed by -2 which decreased total open position to 594


On 26 May HAVELLS was trading at 1201.00. The strike last trading price was 28.65, which was -2.95 lower than the previous day. The implied volatity was 22.57, the open interest changed by 215 which increased total open position to 595


On 25 May HAVELLS was trading at 1203.80. The strike last trading price was 31.3, which was -3.6 lower than the previous day. The implied volatity was 24.69, the open interest changed by 142 which increased total open position to 380


On 22 May HAVELLS was trading at 1200.90. The strike last trading price was 35.75, which was 1.05 higher than the previous day. The implied volatity was 25.31, the open interest changed by 69 which increased total open position to 235


On 21 May HAVELLS was trading at 1209.70. The strike last trading price was 34, which was -3 lower than the previous day. The implied volatity was 27, the open interest changed by 44 which increased total open position to 165


On 20 May HAVELLS was trading at 1207.80. The strike last trading price was 36.6, which was -1.9 lower than the previous day. The implied volatity was 27.86, the open interest changed by 4 which increased total open position to 121


On 19 May HAVELLS was trading at 1207.20. The strike last trading price was 38.5, which was -9.65 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1 which increased total open position to 117


On 18 May HAVELLS was trading at 1194.80. The strike last trading price was 48.15, which was 7 higher than the previous day. The implied volatity was 29.21, the open interest changed by 5 which increased total open position to 116


On 15 May HAVELLS was trading at 1209.60. The strike last trading price was 40.6, which was -1.45 lower than the previous day. The implied volatity was 29.2, the open interest changed by 6 which increased total open position to 112


On 14 May HAVELLS was trading at 1210.80. The strike last trading price was 42.05, which was -5.95 lower than the previous day. The implied volatity was 29.35, the open interest changed by 17 which increased total open position to 106


On 13 May HAVELLS was trading at 1199.20. The strike last trading price was 48, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 89


On 12 May HAVELLS was trading at 1190.90. The strike last trading price was 51, which was 18.65 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 83


On 11 May HAVELLS was trading at 1230.00. The strike last trading price was 34.55, which was 7.65 higher than the previous day. The implied volatity was 0, the open interest changed by 20 which increased total open position to 64


On 8 May HAVELLS was trading at 1255.20. The strike last trading price was 27.65, which was 2.65 higher than the previous day. The implied volatity was 28.65, the open interest changed by 21 which increased total open position to 43


On 7 May HAVELLS was trading at 1268.90. The strike last trading price was 25, which was -10 lower than the previous day. The implied volatity was 28.76, the open interest changed by 2 which increased total open position to 21


On 6 May HAVELLS was trading at 1257.30. The strike last trading price was 35, which was 35 higher than the previous day. The implied volatity was 29.82, the open interest changed by 0 which decreased total open position to 19


On 5 May HAVELLS was trading at 1239.60. The strike last trading price was 35, which was 5 higher than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 18


On 4 May HAVELLS was trading at 1256.60. The strike last trading price was 30, which was -6.85 lower than the previous day. The implied volatity was 29.54, the open interest changed by 8 which increased total open position to 14


On 30 Apr HAVELLS was trading at 1240.60. The strike last trading price was 36.85, which was 15.05 higher than the previous day. The implied volatity was 29.85, the open interest changed by 6 which increased total open position to 12


On 29 Apr HAVELLS was trading at 1252.50. The strike last trading price was 21.8, which was -20.05 lower than the previous day. The implied volatity was 23.8, the open interest changed by 4 which increased total open position to 5


On 28 Apr HAVELLS was trading at 1272.20. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Apr HAVELLS was trading at 1274.10. The strike last trading price was 41.85, which was 0 lower than the previous day. The implied volatity was 30.2, the open interest changed by 0 which decreased total open position to 1


On 24 Apr HAVELLS was trading at 1238.60. The strike last trading price was 41.85, which was -22.25 lower than the previous day. The implied volatity was 30.2, the open interest changed by 0 which decreased total open position to 0


On 23 Apr HAVELLS was trading at 1260.30. 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


On 22 Apr HAVELLS was trading at 1348.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr HAVELLS was trading at 1266.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0


On 9 Apr HAVELLS was trading at 1257.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 8 Apr HAVELLS was trading at 1246.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 7 Apr HAVELLS was trading at 1234.10. 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 6 Apr HAVELLS was trading at 1206.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 2 Apr HAVELLS was trading at 1180.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0