HAVELLS
Havells India Limited
Historical option data for HAVELLS
16 Mar 2026 04:11 PM IST
| HAVELLS 30-MAR-2026 1370 CE | ||||||||||||||||
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Delta: 0.2
Vega: 0.72
Theta: -0.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 1297.30 | 9 | -4.2 | 31.74 | 256 | 32 | 200 | |||||||||
| 13 Mar | 1310.20 | 13.8 | -14.1 | 26.9 | 365 | 3 | 165 | |||||||||
| 12 Mar | 1354.00 | 27.6 | -10.3 | 26.33 | 385 | 5 | 160 | |||||||||
| 11 Mar | 1365.50 | 35.75 | 5.45 | 29.56 | 312 | 11 | 158 | |||||||||
| 10 Mar | 1358.00 | 29.9 | 8.7 | 26.54 | 793 | 43 | 149 | |||||||||
| 9 Mar | 1331.40 | 20.85 | -6.1 | 26.11 | 59 | 8 | 107 | |||||||||
| 6 Mar | 1349.20 | 26.6 | -0.25 | 22.61 | 110 | 8 | 99 | |||||||||
| 5 Mar | 1352.50 | 25.05 | 5.05 | 21.35 | 53 | 6 | 92 | |||||||||
| 4 Mar | 1318.70 | 19.95 | -11.8 | 25.93 | 102 | 64 | 86 | |||||||||
| 2 Mar | 1354.00 | 32.85 | -0.75 | 22.39 | 47 | 22 | 22 | |||||||||
| 27 Feb | 1397.10 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1413.70 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1417.60 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1403.80 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1412.80 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1412.90 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1396.10 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1434.80 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1434.40 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1420.70 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1404.00 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1400.50 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1383.80 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 1373.10 | 33.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1371.90 | 33.6 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1355.00 | 33.6 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1350.20 | 33.6 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
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| 4 Feb | 1344.20 | 33.6 | 0 | 0.45 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1318.00 | 33.6 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1278.50 | 33.6 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1277.50 | 33.6 | 0 | 3.82 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1285.00 | 33.6 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1273.90 | 33.6 | 0 | 3.65 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1286.80 | 33.6 | 0 | 2.99 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1370 expiring on 30MAR2026
Delta for 1370 CE is 0.2
Historical price for 1370 CE is as follows
On 16 Mar HAVELLS was trading at 1297.30. The strike last trading price was 9, which was -4.2 lower than the previous day. The implied volatity was 31.74, the open interest changed by 32 which increased total open position to 200
On 13 Mar HAVELLS was trading at 1310.20. The strike last trading price was 13.8, which was -14.1 lower than the previous day. The implied volatity was 26.9, the open interest changed by 3 which increased total open position to 165
On 12 Mar HAVELLS was trading at 1354.00. The strike last trading price was 27.6, which was -10.3 lower than the previous day. The implied volatity was 26.33, the open interest changed by 5 which increased total open position to 160
On 11 Mar HAVELLS was trading at 1365.50. The strike last trading price was 35.75, which was 5.45 higher than the previous day. The implied volatity was 29.56, the open interest changed by 11 which increased total open position to 158
On 10 Mar HAVELLS was trading at 1358.00. The strike last trading price was 29.9, which was 8.7 higher than the previous day. The implied volatity was 26.54, the open interest changed by 43 which increased total open position to 149
On 9 Mar HAVELLS was trading at 1331.40. The strike last trading price was 20.85, which was -6.1 lower than the previous day. The implied volatity was 26.11, the open interest changed by 8 which increased total open position to 107
On 6 Mar HAVELLS was trading at 1349.20. The strike last trading price was 26.6, which was -0.25 lower than the previous day. The implied volatity was 22.61, the open interest changed by 8 which increased total open position to 99
On 5 Mar HAVELLS was trading at 1352.50. The strike last trading price was 25.05, which was 5.05 higher than the previous day. The implied volatity was 21.35, the open interest changed by 6 which increased total open position to 92
On 4 Mar HAVELLS was trading at 1318.70. The strike last trading price was 19.95, which was -11.8 lower than the previous day. The implied volatity was 25.93, the open interest changed by 64 which increased total open position to 86
On 2 Mar HAVELLS was trading at 1354.00. The strike last trading price was 32.85, which was -0.75 lower than the previous day. The implied volatity was 22.39, the open interest changed by 22 which increased total open position to 22
On 27 Feb HAVELLS was trading at 1397.10. The strike last trading price was 33.6, 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 1413.70. The strike last trading price was 33.6, 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 1417.60. The strike last trading price was 33.6, 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 1403.80. The strike last trading price was 33.6, 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 Feb HAVELLS was trading at 1412.80. The strike last trading price was 33.6, 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 1412.90. The strike last trading price was 33.6, 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 1396.10. The strike last trading price was 33.6, 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 1434.80. The strike last trading price was 33.6, 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 1434.40. The strike last trading price was 33.6, 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 Feb HAVELLS was trading at 1420.70. The strike last trading price was 33.6, 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 1404.00. The strike last trading price was 33.6, 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 1400.50. The strike last trading price was 33.6, 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 1383.80. The strike last trading price was 33.6, 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 10 Feb HAVELLS was trading at 1373.10. The strike last trading price was 33.6, 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 Feb HAVELLS was trading at 1371.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 6 Feb HAVELLS was trading at 1355.00. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 5 Feb HAVELLS was trading at 1350.20. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 4 Feb HAVELLS was trading at 1344.20. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 3 Feb HAVELLS was trading at 1318.00. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 2 Feb HAVELLS was trading at 1278.50. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 1 Feb HAVELLS was trading at 1277.50. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 30 Jan HAVELLS was trading at 1285.00. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 29 Jan HAVELLS was trading at 1273.90. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 3.65, the open interest changed by 0 which decreased total open position to 0
On 28 Jan HAVELLS was trading at 1286.80. The strike last trading price was 33.6, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 30MAR2026 1370 PE | |||||||
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Delta: -0.7
Vega: 0.88
Theta: -1.19
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 1297.30 | 91.8 | 19.6 | 46.73 | 1 | 0 | 66 |
| 13 Mar | 1310.20 | 71.75 | 30.35 | 40.05 | 62 | 4 | 66 |
| 12 Mar | 1354.00 | 42.35 | 4.75 | 31.5 | 102 | -3 | 63 |
| 11 Mar | 1365.50 | 39.4 | 0.2 | 31.06 | 394 | -4 | 60 |
| 10 Mar | 1358.00 | 37.4 | -19.45 | 26.29 | 360 | -18 | 70 |
| 9 Mar | 1331.40 | 58.25 | 13.05 | 32.36 | 15 | -4 | 87 |
| 6 Mar | 1349.20 | 45.2 | 2.05 | 28.84 | 18 | -2 | 92 |
| 5 Mar | 1352.50 | 44.45 | -20.05 | 27.38 | 124 | -80 | 95 |
| 4 Mar | 1318.70 | 64.5 | 23 | 28.45 | 12 | -7 | 176 |
| 2 Mar | 1354.00 | 39.6 | 20.75 | 25.87 | 202 | -2 | 182 |
| 27 Feb | 1397.10 | 19.6 | 2.8 | 21.28 | 82 | 28 | 182 |
| 26 Feb | 1413.70 | 16.8 | 2.6 | 23.45 | 76 | 15 | 152 |
| 25 Feb | 1417.60 | 15.45 | -2.4 | 22.64 | 175 | 122 | 136 |
| 24 Feb | 1403.80 | 17.65 | 1.55 | 20.83 | 9 | 4 | 12 |
| 23 Feb | 1412.80 | 16.1 | -3.45 | 20.76 | 8 | 4 | 7 |
| 20 Feb | 1412.90 | 19.55 | 8.05 | - | 0 | 0 | 3 |
| 19 Feb | 1396.10 | 19.55 | 8.05 | 21 | 2 | 1 | 2 |
| 18 Feb | 1434.80 | 11.5 | -88.85 | 20.98 | 1 | 0 | 0 |
| 17 Feb | 1434.40 | 100.35 | 0 | 4.8 | 0 | 0 | 0 |
| 16 Feb | 1420.70 | 100.35 | 0 | 3.74 | 0 | 0 | 0 |
| 13 Feb | 1404.00 | 100.35 | 0 | 2.83 | 0 | 0 | 0 |
| 12 Feb | 1400.50 | 100.35 | 0 | 2.58 | 0 | 0 | 0 |
| 11 Feb | 1383.80 | 100.35 | 0 | 1.6 | 0 | 0 | 0 |
| 10 Feb | 1373.10 | 100.35 | 0 | 1.14 | 0 | 0 | 0 |
| 9 Feb | 1371.90 | 100.35 | 0 | 1.19 | 0 | 0 | 0 |
| 6 Feb | 1355.00 | 100.35 | 0 | 0.03 | 0 | 0 | 0 |
| 5 Feb | 1350.20 | 100.35 | 0 | 0 | 0 | 0 | 0 |
| 4 Feb | 1344.20 | 100.35 | 0 | 0.01 | 0 | 0 | 0 |
| 3 Feb | 1318.00 | 100.35 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1278.50 | 100.35 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1277.50 | 100.35 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1285.00 | 100.35 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1273.90 | 100.35 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1286.80 | 100.35 | 0 | 0 | 0 | 0 | 0 |
For Havells India Limited - strike price 1370 expiring on 30MAR2026
Delta for 1370 PE is -0.7
Historical price for 1370 PE is as follows
On 16 Mar HAVELLS was trading at 1297.30. The strike last trading price was 91.8, which was 19.6 higher than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 66
On 13 Mar HAVELLS was trading at 1310.20. The strike last trading price was 71.75, which was 30.35 higher than the previous day. The implied volatity was 40.05, the open interest changed by 4 which increased total open position to 66
On 12 Mar HAVELLS was trading at 1354.00. The strike last trading price was 42.35, which was 4.75 higher than the previous day. The implied volatity was 31.5, the open interest changed by -3 which decreased total open position to 63
On 11 Mar HAVELLS was trading at 1365.50. The strike last trading price was 39.4, which was 0.2 higher than the previous day. The implied volatity was 31.06, the open interest changed by -4 which decreased total open position to 60
On 10 Mar HAVELLS was trading at 1358.00. The strike last trading price was 37.4, which was -19.45 lower than the previous day. The implied volatity was 26.29, the open interest changed by -18 which decreased total open position to 70
On 9 Mar HAVELLS was trading at 1331.40. The strike last trading price was 58.25, which was 13.05 higher than the previous day. The implied volatity was 32.36, the open interest changed by -4 which decreased total open position to 87
On 6 Mar HAVELLS was trading at 1349.20. The strike last trading price was 45.2, which was 2.05 higher than the previous day. The implied volatity was 28.84, the open interest changed by -2 which decreased total open position to 92
On 5 Mar HAVELLS was trading at 1352.50. The strike last trading price was 44.45, which was -20.05 lower than the previous day. The implied volatity was 27.38, the open interest changed by -80 which decreased total open position to 95
On 4 Mar HAVELLS was trading at 1318.70. The strike last trading price was 64.5, which was 23 higher than the previous day. The implied volatity was 28.45, the open interest changed by -7 which decreased total open position to 176
On 2 Mar HAVELLS was trading at 1354.00. The strike last trading price was 39.6, which was 20.75 higher than the previous day. The implied volatity was 25.87, the open interest changed by -2 which decreased total open position to 182
On 27 Feb HAVELLS was trading at 1397.10. The strike last trading price was 19.6, which was 2.8 higher than the previous day. The implied volatity was 21.28, the open interest changed by 28 which increased total open position to 182
On 26 Feb HAVELLS was trading at 1413.70. The strike last trading price was 16.8, which was 2.6 higher than the previous day. The implied volatity was 23.45, the open interest changed by 15 which increased total open position to 152
On 25 Feb HAVELLS was trading at 1417.60. The strike last trading price was 15.45, which was -2.4 lower than the previous day. The implied volatity was 22.64, the open interest changed by 122 which increased total open position to 136
On 24 Feb HAVELLS was trading at 1403.80. The strike last trading price was 17.65, which was 1.55 higher than the previous day. The implied volatity was 20.83, the open interest changed by 4 which increased total open position to 12
On 23 Feb HAVELLS was trading at 1412.80. The strike last trading price was 16.1, which was -3.45 lower than the previous day. The implied volatity was 20.76, the open interest changed by 4 which increased total open position to 7
On 20 Feb HAVELLS was trading at 1412.90. The strike last trading price was 19.55, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb HAVELLS was trading at 1396.10. The strike last trading price was 19.55, which was 8.05 higher than the previous day. The implied volatity was 21, the open interest changed by 1 which increased total open position to 2
On 18 Feb HAVELLS was trading at 1434.80. The strike last trading price was 11.5, which was -88.85 lower than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 0
On 17 Feb HAVELLS was trading at 1434.40. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 4.8, the open interest changed by 0 which decreased total open position to 0
On 16 Feb HAVELLS was trading at 1420.70. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 13 Feb HAVELLS was trading at 1404.00. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 12 Feb HAVELLS was trading at 1400.50. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 11 Feb HAVELLS was trading at 1383.80. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 10 Feb HAVELLS was trading at 1373.10. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 9 Feb HAVELLS was trading at 1371.90. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 1.19, the open interest changed by 0 which decreased total open position to 0
On 6 Feb HAVELLS was trading at 1355.00. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 5 Feb HAVELLS was trading at 1350.20. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 4 Feb HAVELLS was trading at 1344.20. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 3 Feb HAVELLS was trading at 1318.00. The strike last trading price was 100.35, 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 Feb HAVELLS was trading at 1278.50. The strike last trading price was 100.35, 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 1 Feb HAVELLS was trading at 1277.50. The strike last trading price was 100.35, 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 30 Jan HAVELLS was trading at 1285.00. The strike last trading price was 100.35, 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 Jan HAVELLS was trading at 1273.90. The strike last trading price was 100.35, 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 Jan HAVELLS was trading at 1286.80. The strike last trading price was 100.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
