HAVELLS
Havells India Limited
Historical option data for HAVELLS
29 Jan 2026 04:12 PM IST
| HAVELLS 24-FEB-2026 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 1.33
Theta: -0.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 29 Jan | 1273.90 | 25.6 | -8.1 | 25.05 | 817 | 51 | 625 | |||||||||
| 28 Jan | 1286.80 | 35.3 | 0.1 | 25.33 | 795 | 161 | 575 | |||||||||
| 27 Jan | 1288.90 | 35 | 0.3 | 22.82 | 606 | 157 | 413 | |||||||||
| 23 Jan | 1287.00 | 33.4 | -15.05 | 23.16 | 396 | 133 | 253 | |||||||||
| 22 Jan | 1311.80 | 48.5 | -3.65 | 21.05 | 99 | 20 | 121 | |||||||||
| 21 Jan | 1316.00 | 51.5 | -26.5 | 22.63 | 386 | 87 | 101 | |||||||||
| 20 Jan | 1346.30 | 78 | -61.4 | 26.75 | 18 | 14 | 14 | |||||||||
| 19 Jan | 1447.10 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 1426.10 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 1437.10 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 1431.70 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 1450.40 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 1464.90 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 1483.70 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 1496.20 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 1501.70 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 1451.40 | 139.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1300 expiring on 24FEB2026
Delta for 1300 CE is 0.43
Historical price for 1300 CE is as follows
On 29 Jan HAVELLS was trading at 1273.90. The strike last trading price was 25.6, which was -8.1 lower than the previous day. The implied volatity was 25.05, the open interest changed by 51 which increased total open position to 625
On 28 Jan HAVELLS was trading at 1286.80. The strike last trading price was 35.3, which was 0.1 higher than the previous day. The implied volatity was 25.33, the open interest changed by 161 which increased total open position to 575
On 27 Jan HAVELLS was trading at 1288.90. The strike last trading price was 35, which was 0.3 higher than the previous day. The implied volatity was 22.82, the open interest changed by 157 which increased total open position to 413
On 23 Jan HAVELLS was trading at 1287.00. The strike last trading price was 33.4, which was -15.05 lower than the previous day. The implied volatity was 23.16, the open interest changed by 133 which increased total open position to 253
On 22 Jan HAVELLS was trading at 1311.80. The strike last trading price was 48.5, which was -3.65 lower than the previous day. The implied volatity was 21.05, the open interest changed by 20 which increased total open position to 121
On 21 Jan HAVELLS was trading at 1316.00. The strike last trading price was 51.5, which was -26.5 lower than the previous day. The implied volatity was 22.63, the open interest changed by 87 which increased total open position to 101
On 20 Jan HAVELLS was trading at 1346.30. The strike last trading price was 78, which was -61.4 lower than the previous day. The implied volatity was 26.75, the open interest changed by 14 which increased total open position to 14
On 19 Jan HAVELLS was trading at 1447.10. The strike last trading price was 139.4, 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 16 Jan HAVELLS was trading at 1426.10. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1437.10. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1431.70. The strike last trading price was 139.4, 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 12 Jan HAVELLS was trading at 1450.40. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1464.90. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1483.70. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1496.20. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1501.70. The strike last trading price was 139.4, 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 Jan HAVELLS was trading at 1451.40. The strike last trading price was 139.4, 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 24FEB2026 1300 PE | |||||||
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Delta: -0.58
Vega: 1.33
Theta: -0.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 1273.90 | 42.9 | 6.15 | 23.94 | 156 | -24 | 751 |
| 28 Jan | 1286.80 | 34.2 | -3.9 | 24.32 | 385 | 200 | 773 |
| 27 Jan | 1288.90 | 36.55 | -5.75 | 27.23 | 482 | 79 | 572 |
| 23 Jan | 1287.00 | 45 | 13.35 | 28.4 | 512 | 120 | 496 |
| 22 Jan | 1311.80 | 31.05 | 1.95 | 27.84 | 146 | 16 | 375 |
| 21 Jan | 1316.00 | 29.4 | 10.65 | 26.42 | 1,247 | 109 | 366 |
| 20 Jan | 1346.30 | 22 | 15 | 27.66 | 491 | 253 | 256 |
| 19 Jan | 1447.10 | 7 | 1.35 | 29.71 | 1 | 0 | 2 |
| 16 Jan | 1426.10 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 14 Jan | 1437.10 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 13 Jan | 1431.70 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 12 Jan | 1450.40 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 9 Jan | 1464.90 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 8 Jan | 1483.70 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 7 Jan | 1496.20 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 6 Jan | 1501.70 | 5.65 | -8.75 | - | 0 | 0 | 2 |
| 5 Jan | 1451.40 | 5.65 | -8.75 | - | 0 | 0 | 2 |
For Havells India Limited - strike price 1300 expiring on 24FEB2026
Delta for 1300 PE is -0.58
Historical price for 1300 PE is as follows
On 29 Jan HAVELLS was trading at 1273.90. The strike last trading price was 42.9, which was 6.15 higher than the previous day. The implied volatity was 23.94, the open interest changed by -24 which decreased total open position to 751
On 28 Jan HAVELLS was trading at 1286.80. The strike last trading price was 34.2, which was -3.9 lower than the previous day. The implied volatity was 24.32, the open interest changed by 200 which increased total open position to 773
On 27 Jan HAVELLS was trading at 1288.90. The strike last trading price was 36.55, which was -5.75 lower than the previous day. The implied volatity was 27.23, the open interest changed by 79 which increased total open position to 572
On 23 Jan HAVELLS was trading at 1287.00. The strike last trading price was 45, which was 13.35 higher than the previous day. The implied volatity was 28.4, the open interest changed by 120 which increased total open position to 496
On 22 Jan HAVELLS was trading at 1311.80. The strike last trading price was 31.05, which was 1.95 higher than the previous day. The implied volatity was 27.84, the open interest changed by 16 which increased total open position to 375
On 21 Jan HAVELLS was trading at 1316.00. The strike last trading price was 29.4, which was 10.65 higher than the previous day. The implied volatity was 26.42, the open interest changed by 109 which increased total open position to 366
On 20 Jan HAVELLS was trading at 1346.30. The strike last trading price was 22, which was 15 higher than the previous day. The implied volatity was 27.66, the open interest changed by 253 which increased total open position to 256
On 19 Jan HAVELLS was trading at 1447.10. The strike last trading price was 7, which was 1.35 higher than the previous day. The implied volatity was 29.71, the open interest changed by 0 which decreased total open position to 2
On 16 Jan HAVELLS was trading at 1426.10. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan HAVELLS was trading at 1437.10. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Jan HAVELLS was trading at 1431.70. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jan HAVELLS was trading at 1450.40. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan HAVELLS was trading at 1464.90. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan HAVELLS was trading at 1483.70. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan HAVELLS was trading at 1496.20. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan HAVELLS was trading at 1501.70. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan HAVELLS was trading at 1451.40. The strike last trading price was 5.65, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2






























































































































































































































