Historical option data for HAVELLS
22 Jun 2026 02:12 PM IST
| HAVELLS 28-Jul-2026 (36d) 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.01
Theta: -0.65
Gamma: 0.00371
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1178.50 | 36 | 0 (0.00%) | 28.74 | 133 | 45 | 221 | |||||||||
| 19 Jun | 1176.30 | 36.45 | -8.55 (-19.00%) | 27.48 | 113 | 45 | 171 | |||||||||
| 18 Jun | 1194.40 | 45 | -1 (-2.17%) | 27.71 | 80 | 25 | 126 | |||||||||
| 17 Jun | 1196.80 | 45.2 | 6.2 (15.90%) | 26.68 | 170 | 0 | 102 | |||||||||
| 16 Jun | 1180.20 | 39.2 | 2.2 (5.95%) | 27.76 | 38 | 3 | 101 | |||||||||
| 15 Jun | 1171.10 | 36.8 | 4.8 (15.00%) | 29.36 | 92 | 40 | 96 | |||||||||
| 12 Jun | 1154.10 | 31.5 | 6.5 (26.00%) | 28.9 | 27 | 18 | 56 | |||||||||
| 11 Jun | 1129.00 | 24.9 | -9.1 (-26.76%) | 30.47 | 16 | -3 | 37 | |||||||||
| 10 Jun | 1155.50 | 34.5 | -0.5 (-1.43%) | 30.06 | 25 | 22 | 41 | |||||||||
| 9 Jun | 1150.50 | 34.9 | 2.9 (9.06%) | 30.51 | 5 | 3 | 18 | |||||||||
| 8 Jun | 1140.30 | 31.05 | -6.95 (-18.29%) | 31.43 | 8 | 3 | 15 | |||||||||
| 5 Jun | 1150.50 | 38 | -5 (-11.63%) | 31.03 | 1 | 1 | 12 | |||||||||
| 4 Jun | 1166.40 | 50.2 | 0.2 (0.40%) | - | 2 | 0 | 11 | |||||||||
| 3 Jun | 1156.40 | 50.2 | 0.2 (0.40%) | 30.12 | 2 | 0 | 11 | |||||||||
| 2 Jun | 1174.60 | 43.25 | -2.75 (-5.98%) | 30.12 | 2 | 1 | 10 | |||||||||
| 1 Jun | 1143.20 | 45.5 | -82.5 (-64.45%) | 36.07 | 9 | 8 | 8 | |||||||||
| 29 May | 1176.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 1209.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 1213.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 1199.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1254.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1256.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1200 expiring on 28JUL2026
Delta for 1200 CE is 0.46
Historical price for 1200 CE is as follows
On 22 Jun HAVELLS was trading at 1178.50. The strike last trading price was 36, which was 0 lower than the previous day. The implied volatity was 28.74, the open interest changed by 45 which increased total open position to 221
On 19 Jun HAVELLS was trading at 1176.30. The strike last trading price was 36.45, which was -8.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 45 which increased total open position to 171
On 18 Jun HAVELLS was trading at 1194.40. The strike last trading price was 45, which was -1 lower than the previous day. The implied volatity was 27.71, the open interest changed by 25 which increased total open position to 126
On 17 Jun HAVELLS was trading at 1196.80. The strike last trading price was 45.2, which was 6.2 higher than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 102
On 16 Jun HAVELLS was trading at 1180.20. The strike last trading price was 39.2, which was 2.2 higher than the previous day. The implied volatity was 27.76, the open interest changed by 3 which increased total open position to 101
On 15 Jun HAVELLS was trading at 1171.10. The strike last trading price was 36.8, which was 4.8 higher than the previous day. The implied volatity was 29.36, the open interest changed by 40 which increased total open position to 96
On 12 Jun HAVELLS was trading at 1154.10. The strike last trading price was 31.5, which was 6.5 higher than the previous day. The implied volatity was 28.9, the open interest changed by 18 which increased total open position to 56
On 11 Jun HAVELLS was trading at 1129.00. The strike last trading price was 24.9, which was -9.1 lower than the previous day. The implied volatity was 30.47, the open interest changed by -3 which decreased total open position to 37
On 10 Jun HAVELLS was trading at 1155.50. The strike last trading price was 34.5, which was -0.5 lower than the previous day. The implied volatity was 30.06, the open interest changed by 22 which increased total open position to 41
On 9 Jun HAVELLS was trading at 1150.50. The strike last trading price was 34.9, which was 2.9 higher than the previous day. The implied volatity was 30.51, the open interest changed by 3 which increased total open position to 18
On 8 Jun HAVELLS was trading at 1140.30. The strike last trading price was 31.05, which was -6.95 lower than the previous day. The implied volatity was 31.43, the open interest changed by 3 which increased total open position to 15
On 5 Jun HAVELLS was trading at 1150.50. The strike last trading price was 38, which was -5 lower than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 12
On 4 Jun HAVELLS was trading at 1166.40. The strike last trading price was 50.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 3 Jun HAVELLS was trading at 1156.40. The strike last trading price was 50.2, which was 0.2 higher than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 11
On 2 Jun HAVELLS was trading at 1174.60. The strike last trading price was 43.25, which was -2.75 lower than the previous day. The implied volatity was 30.12, the open interest changed by 1 which increased total open position to 10
On 1 Jun HAVELLS was trading at 1143.20. The strike last trading price was 45.5, which was -82.5 lower than the previous day. The implied volatity was 36.07, the open interest changed by 8 which increased total open position to 8
On 29 May HAVELLS was trading at 1176.80. 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 May HAVELLS was trading at 1209.60. 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 14 May HAVELLS was trading at 1213.10. 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 13 May HAVELLS was trading at 1199.20. 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 5 May HAVELLS was trading at 1254.00. 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 4 May HAVELLS was trading at 1256.60. 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
| HAVELLS 28-Jul-2026 (36d) 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.42
Gamma: 0.00409
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1178.50 | 45.85 | 0.2 (0.44%) | 26.03 | 23 | 6 | 108 |
| 19 Jun | 1176.30 | 46 | 7.9 (20.73%) | 24.72 | 42 | 30 | 103 |
| 18 Jun | 1194.40 | 38.6 | -1.4 (-3.50%) | 25.1 | 43 | 17 | 72 |
| 17 Jun | 1196.80 | 40 | -6.8 (-14.53%) | 25.91 | 32 | 17 | 54 |
| 16 Jun | 1180.20 | 46.8 | -7.9 (-14.44%) | 25.32 | 17 | 13 | 36 |
| 15 Jun | 1171.10 | 54.75 | -13.25 (-19.49%) | 26.9 | 22 | 4 | 23 |
| 12 Jun | 1154.10 | 68 | 8 (13.33%) | 26.69 | 6 | 0 | 16 |
| 11 Jun | 1129.00 | 60 | 60 | - | 1 | 0 | 16 |
| 10 Jun | 1155.50 | 60 | 60 | - | 1 | 0 | 16 |
| 9 Jun | 1150.50 | 60 | 60 | - | 1 | 0 | 16 |
| 8 Jun | 1140.30 | 60 | 60 | - | 1 | 0 | 16 |
| 5 Jun | 1150.50 | 60 | 60 (2.56%) | 27.15 | 1 | 0 | 16 |
| 4 Jun | 1166.40 | 60 | 1.5 (2.56%) | 27.15 | 1 | 1 | 16 |
| 3 Jun | 1156.40 | 58.5 | 58.5 (-15.22%) | 27.75 | 2 | 0 | 15 |
| 2 Jun | 1174.60 | 58.5 | -10.5 (-15.22%) | 27.75 | 2 | 1 | 15 |
| 1 Jun | 1143.20 | 69 | 16 (30.19%) | 26.18 | 9 | 6 | 13 |
| 29 May | 1176.80 | 53 | 14.15 (36.42%) | 26.71 | 7 | 6 | 6 |
| 15 May | 1209.60 | 0 | -38.85 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1213.10 | 0 | -38.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1199.20 | 0 | -38.85 (-100.00%) | 0 | 0 | 0 | 0 |
| 5 May | 1254.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1256.60 | 0 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1200 expiring on 28JUL2026
Delta for 1200 PE is -0.54
Historical price for 1200 PE is as follows
On 22 Jun HAVELLS was trading at 1178.50. The strike last trading price was 45.85, which was 0.2 higher than the previous day. The implied volatity was 26.03, the open interest changed by 6 which increased total open position to 108
On 19 Jun HAVELLS was trading at 1176.30. The strike last trading price was 46, which was 7.9 higher than the previous day. The implied volatity was 24.72, the open interest changed by 30 which increased total open position to 103
On 18 Jun HAVELLS was trading at 1194.40. The strike last trading price was 38.6, which was -1.4 lower than the previous day. The implied volatity was 25.1, the open interest changed by 17 which increased total open position to 72
On 17 Jun HAVELLS was trading at 1196.80. The strike last trading price was 40, which was -6.8 lower than the previous day. The implied volatity was 25.91, the open interest changed by 17 which increased total open position to 54
On 16 Jun HAVELLS was trading at 1180.20. The strike last trading price was 46.8, which was -7.9 lower than the previous day. The implied volatity was 25.32, the open interest changed by 13 which increased total open position to 36
On 15 Jun HAVELLS was trading at 1171.10. The strike last trading price was 54.75, which was -13.25 lower than the previous day. The implied volatity was 26.9, the open interest changed by 4 which increased total open position to 23
On 12 Jun HAVELLS was trading at 1154.10. The strike last trading price was 68, which was 8 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 16
On 11 Jun HAVELLS was trading at 1129.00. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 10 Jun HAVELLS was trading at 1155.50. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 9 Jun HAVELLS was trading at 1150.50. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 8 Jun HAVELLS was trading at 1140.30. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Jun HAVELLS was trading at 1150.50. The strike last trading price was 60, which was 60 higher than the previous day. The implied volatity was 27.15, the open interest changed by 0 which decreased total open position to 16
On 4 Jun HAVELLS was trading at 1166.40. The strike last trading price was 60, which was 1.5 higher than the previous day. The implied volatity was 27.15, the open interest changed by 1 which increased total open position to 16
On 3 Jun HAVELLS was trading at 1156.40. The strike last trading price was 58.5, which was 58.5 higher than the previous day. The implied volatity was 27.75, the open interest changed by 0 which decreased total open position to 15
On 2 Jun HAVELLS was trading at 1174.60. The strike last trading price was 58.5, which was -10.5 lower than the previous day. The implied volatity was 27.75, the open interest changed by 1 which increased total open position to 15
On 1 Jun HAVELLS was trading at 1143.20. The strike last trading price was 69, which was 16 higher than the previous day. The implied volatity was 26.18, the open interest changed by 6 which increased total open position to 13
On 29 May HAVELLS was trading at 1176.80. The strike last trading price was 53, which was 14.15 higher than the previous day. The implied volatity was 26.71, the open interest changed by 6 which increased total open position to 6
On 15 May HAVELLS was trading at 1209.60. The strike last trading price was 0, which was -38.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May HAVELLS was trading at 1213.10. The strike last trading price was 0, which was -38.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HAVELLS was trading at 1199.20. The strike last trading price was 0, which was -38.85 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 5 May HAVELLS was trading at 1254.00. 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 4 May HAVELLS was trading at 1256.60. 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
