HAVELLS
Havells India Limited
Historical option data for HAVELLS
08 Apr 2025 05:52 PM IST
| HAVELLS 24APR2025 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.54
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1468.00 | 118.65 | 15.6 | 31.05 | 2 | 0 | 15 | |||
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| 7 Apr | 1456.10 | 103.05 | -11.2 | - | 7 | 3 | 15 | |||
| 4 Apr | 1469.25 | 114.25 | -35.75 | - | 2 | 0 | 12 | |||
| 3 Apr | 1518.70 | 150 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 1510.45 | 150 | 0 | 0.00 | 0 | 12 | 0 | |||
| 1 Apr | 1501.30 | 150 | 19.85 | 24.01 | 12 | 10 | 10 | |||
| 28 Mar | 1528.90 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 1515.35 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1493.00 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1477.25 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1483.20 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1480.80 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 1501.35 | 130.15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 1460.55 | 130.15 | 4.15 | 25.21 | 1 | 0 | 1 | |||
| 5 Mar | 1443.20 | 126 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 1421.80 | 126 | -97.95 | 36.10 | 1 | 0 | 0 | |||
| 27 Feb | 1451.25 | 223.95 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 1540.00 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 1547.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 1522.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 1520.30 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 1528.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 1515.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 1510.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 1532.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 1498.25 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 1522.55 | 0 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 1528.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 1548.55 | 0 | 0 | - | 0 | 0 | 0 | |||
For Havells India Limited - strike price 1360 expiring on 24APR2025
Delta for 1360 CE is 0.90
Historical price for 1360 CE is as follows
On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 118.65, which was 15.6 higher than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 15
On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 103.05, which was -11.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 114.25, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 150, which was 0 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 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 150, which was 19.85 higher than the previous day. The implied volatity was 24.01, the open interest changed by 10 which increased total open position to 10
On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 130.15, which was 0 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 27 Mar HAVELLS was trading at 1515.35. The strike last trading price was 130.15, which was 0 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 26 Mar HAVELLS was trading at 1493.00. The strike last trading price was 130.15, which was 0 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 25 Mar HAVELLS was trading at 1477.25. The strike last trading price was 130.15, which was 0 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 24 Mar HAVELLS was trading at 1483.20. The strike last trading price was 130.15, which was 0 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 21 Mar HAVELLS was trading at 1480.80. The strike last trading price was 130.15, which was 0 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 20 Mar HAVELLS was trading at 1501.35. The strike last trading price was 130.15, which was 0 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 Mar HAVELLS was trading at 1460.55. The strike last trading price was 130.15, which was 4.15 higher than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 1
On 5 Mar HAVELLS was trading at 1443.20. The strike last trading price was 126, which was 0 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 28 Feb HAVELLS was trading at 1421.80. The strike last trading price was 126, which was -97.95 lower than the previous day. The implied volatity was 36.10, the open interest changed by 0 which decreased total open position to 0
On 27 Feb HAVELLS was trading at 1451.25. The strike last trading price was 223.95, 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 26 Feb HAVELLS was trading at 1540.00. 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 25 Feb HAVELLS was trading at 1547.90. 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 Feb HAVELLS was trading at 1522.85. 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 21 Feb HAVELLS was trading at 1520.30. 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 20 Feb HAVELLS was trading at 1528.55. 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 19 Feb HAVELLS was trading at 1515.65. 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 18 Feb HAVELLS was trading at 1510.95. 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 17 Feb HAVELLS was trading at 1532.55. 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 Feb HAVELLS was trading at 1498.25. 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 Feb HAVELLS was trading at 1522.55. 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 12 Feb HAVELLS was trading at 1528.95. 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 11 Feb HAVELLS was trading at 1548.55. 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 24APR2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.74
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1468.00 | 10.35 | -8.3 | 39.78 | 213 | 39 | 172 |
| 7 Apr | 1456.10 | 18.3 | 10.55 | 46.64 | 252 | 16 | 134 |
| 4 Apr | 1469.25 | 8.2 | 5 | 32.99 | 324 | 57 | 117 |
| 3 Apr | 1518.70 | 3.2 | -0.95 | 32.05 | 26 | 3 | 59 |
| 2 Apr | 1510.45 | 4.15 | -1.4 | 32.64 | 59 | -7 | 56 |
| 1 Apr | 1501.30 | 5.7 | 0.8 | 32.76 | 105 | 20 | 63 |
| 28 Mar | 1528.90 | 5.2 | -1.1 | 32.64 | 65 | -1 | 43 |
| 27 Mar | 1515.35 | 6.3 | -2.4 | 33.85 | 4 | -3 | 45 |
| 26 Mar | 1493.00 | 8.7 | -1.35 | 32.13 | 39 | 8 | 48 |
| 25 Mar | 1477.25 | 10.1 | 0.85 | 30.35 | 1,634 | 2 | 40 |
| 24 Mar | 1483.20 | 9.25 | -1.75 | 30.89 | 4 | 0 | 37 |
| 21 Mar | 1480.80 | 11 | 1.6 | 31.22 | 24 | 17 | 37 |
| 20 Mar | 1501.35 | 9.4 | -7.9 | 31.44 | 21 | 18 | 18 |
| 7 Mar | 1460.55 | 17.3 | 0 | 6.28 | 0 | 0 | 0 |
| 5 Mar | 1443.20 | 17.3 | 0 | 5.59 | 0 | 0 | 0 |
| 28 Feb | 1421.80 | 17.3 | 0 | 4.38 | 0 | 0 | 0 |
| 27 Feb | 1451.25 | 17.3 | 0 | 5.00 | 0 | 0 | 0 |
| 26 Feb | 1540.00 | 0 | 0 | 9.53 | 0 | 0 | 0 |
| 25 Feb | 1547.90 | 0 | 0 | 9.53 | 0 | 0 | 0 |
| 24 Feb | 1522.85 | 0 | 0 | 8.45 | 0 | 0 | 0 |
| 21 Feb | 1520.30 | 0 | 0 | 8.19 | 0 | 0 | 0 |
| 20 Feb | 1528.55 | 0 | 0 | 8.46 | 0 | 0 | 0 |
| 19 Feb | 1515.65 | 0 | 0 | 7.98 | 0 | 0 | 0 |
| 18 Feb | 1510.95 | 0 | 0 | 7.87 | 0 | 0 | 0 |
| 17 Feb | 1532.55 | 0 | 0 | 8.49 | 0 | 0 | 0 |
| 14 Feb | 1498.25 | 0 | 0 | 7.10 | 0 | 0 | 0 |
| 13 Feb | 1522.55 | 0 | 0 | 7.97 | 0 | 0 | 0 |
| 12 Feb | 1528.95 | 0 | 0 | 8.04 | 0 | 0 | 0 |
| 11 Feb | 1548.55 | 0 | 0 | 8.77 | 0 | 0 | 0 |
For Havells India Limited - strike price 1360 expiring on 24APR2025
Delta for 1360 PE is -0.16
Historical price for 1360 PE is as follows
On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 10.35, which was -8.3 lower than the previous day. The implied volatity was 39.78, the open interest changed by 39 which increased total open position to 172
On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 18.3, which was 10.55 higher than the previous day. The implied volatity was 46.64, the open interest changed by 16 which increased total open position to 134
On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 8.2, which was 5 higher than the previous day. The implied volatity was 32.99, the open interest changed by 57 which increased total open position to 117
On 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 32.05, the open interest changed by 3 which increased total open position to 59
On 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 4.15, which was -1.4 lower than the previous day. The implied volatity was 32.64, the open interest changed by -7 which decreased total open position to 56
On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 5.7, which was 0.8 higher than the previous day. The implied volatity was 32.76, the open interest changed by 20 which increased total open position to 63
On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 5.2, which was -1.1 lower than the previous day. The implied volatity was 32.64, the open interest changed by -1 which decreased total open position to 43
On 27 Mar HAVELLS was trading at 1515.35. The strike last trading price was 6.3, which was -2.4 lower than the previous day. The implied volatity was 33.85, the open interest changed by -3 which decreased total open position to 45
On 26 Mar HAVELLS was trading at 1493.00. The strike last trading price was 8.7, which was -1.35 lower than the previous day. The implied volatity was 32.13, the open interest changed by 8 which increased total open position to 48
On 25 Mar HAVELLS was trading at 1477.25. The strike last trading price was 10.1, which was 0.85 higher than the previous day. The implied volatity was 30.35, the open interest changed by 2 which increased total open position to 40
On 24 Mar HAVELLS was trading at 1483.20. The strike last trading price was 9.25, which was -1.75 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 37
On 21 Mar HAVELLS was trading at 1480.80. The strike last trading price was 11, which was 1.6 higher than the previous day. The implied volatity was 31.22, the open interest changed by 17 which increased total open position to 37
On 20 Mar HAVELLS was trading at 1501.35. The strike last trading price was 9.4, which was -7.9 lower than the previous day. The implied volatity was 31.44, the open interest changed by 18 which increased total open position to 18
On 7 Mar HAVELLS was trading at 1460.55. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 6.28, the open interest changed by 0 which decreased total open position to 0
On 5 Mar HAVELLS was trading at 1443.20. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 5.59, the open interest changed by 0 which decreased total open position to 0
On 28 Feb HAVELLS was trading at 1421.80. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 27 Feb HAVELLS was trading at 1451.25. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0
On 26 Feb HAVELLS was trading at 1540.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.53, the open interest changed by 0 which decreased total open position to 0
On 25 Feb HAVELLS was trading at 1547.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.53, the open interest changed by 0 which decreased total open position to 0
On 24 Feb HAVELLS was trading at 1522.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
On 21 Feb HAVELLS was trading at 1520.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.19, the open interest changed by 0 which decreased total open position to 0
On 20 Feb HAVELLS was trading at 1528.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 19 Feb HAVELLS was trading at 1515.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.98, the open interest changed by 0 which decreased total open position to 0
On 18 Feb HAVELLS was trading at 1510.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.87, the open interest changed by 0 which decreased total open position to 0
On 17 Feb HAVELLS was trading at 1532.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.49, the open interest changed by 0 which decreased total open position to 0
On 14 Feb HAVELLS was trading at 1498.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.10, the open interest changed by 0 which decreased total open position to 0
On 13 Feb HAVELLS was trading at 1522.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.97, the open interest changed by 0 which decreased total open position to 0
On 12 Feb HAVELLS was trading at 1528.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.04, the open interest changed by 0 which decreased total open position to 0
On 11 Feb HAVELLS was trading at 1548.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.77, the open interest changed by 0 which decreased total open position to 0
