HAVELLS
Havells India Limited
Historical option data for HAVELLS
09 Apr 2025 04:12 PM IST
| HAVELLS 24APR2025 1380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.83
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 1469.70 | 104.65 | 9.5 | 39.27 | 1 | 0 | 13 | |||
| 8 Apr | 1468.00 | 95.15 | -1.45 | 18.96 | 4 | 2 | 12 | |||
| 7 Apr | 1456.10 | 96.6 | -47 | 31.07 | 10 | 2 | 9 | |||
| 4 Apr | 1469.25 | 143.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 1518.70 | 143.6 | 0.45 | 19.97 | 1 | 0 | 7 | |||
| 2 Apr | 1510.45 | 143.15 | 9.15 | 22.74 | 2 | 0 | 5 | |||
| 1 Apr | 1501.30 | 134 | 12.85 | 28.78 | 6 | 5 | 5 | |||
| 28 Mar | 1528.90 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 1515.35 | 121.15 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 1493.00 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 1477.25 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 1483.20 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1480.80 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 1501.35 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 1460.55 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 1443.20 | 121.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 1421.80 | 121.15 | 0 | - | 0 | 0 | 0 | |||
For Havells India Limited - strike price 1380 expiring on 24APR2025
Delta for 1380 CE is 0.80
Historical price for 1380 CE is as follows
On 9 Apr HAVELLS was trading at 1469.70. The strike last trading price was 104.65, which was 9.5 higher than the previous day. The implied volatity was 39.27, the open interest changed by 0 which decreased total open position to 13
On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 95.15, which was -1.45 lower than the previous day. The implied volatity was 18.96, the open interest changed by 2 which increased total open position to 12
On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 96.6, which was -47 lower than the previous day. The implied volatity was 31.07, the open interest changed by 2 which increased total open position to 9
On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 143.6, 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 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 143.6, which was 0.45 higher than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 7
On 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 143.15, which was 9.15 higher than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 5
On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 134, which was 12.85 higher than the previous day. The implied volatity was 28.78, the open interest changed by 5 which increased total open position to 5
On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1515.35. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1493.00. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1477.25. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1483.20. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1480.80. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1501.35. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1460.55. The strike last trading price was 121.15, 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 Mar HAVELLS was trading at 1443.20. The strike last trading price was 121.15, 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 Feb HAVELLS was trading at 1421.80. The strike last trading price was 121.15, 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 1380 PE | |||||||
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Delta: -0.19
Vega: 0.81
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 1469.70 | 12.25 | -1.4 | 37.87 | 136 | 2 | 117 |
| 8 Apr | 1468.00 | 13.55 | -9.2 | 38.86 | 193 | -18 | 110 |
| 7 Apr | 1456.10 | 21.85 | 11 | 44.96 | 259 | -4 | 129 |
| 4 Apr | 1469.25 | 10.55 | 6.15 | 31.63 | 256 | 70 | 132 |
| 3 Apr | 1518.70 | 4.4 | -1.45 | 30.76 | 63 | -17 | 62 |
| 2 Apr | 1510.45 | 5.75 | -1.75 | 32.10 | 98 | 9 | 78 |
| 1 Apr | 1501.30 | 7.4 | 1.1 | 31.68 | 176 | 50 | 67 |
| 28 Mar | 1528.90 | 6.25 | -3.5 | 31.11 | 25 | 1 | 17 |
| 27 Mar | 1515.35 | 9.75 | -1.05 | 35.03 | 1 | 0 | 17 |
| 26 Mar | 1493.00 | 10.8 | -2.4 | 31.00 | 14 | 2 | 15 |
| 25 Mar | 1477.25 | 13 | 0.05 | 29.58 | 26 | 2 | 11 |
| 24 Mar | 1483.20 | 12.95 | -0.8 | 31.14 | 3 | 0 | 8 |
| 21 Mar | 1480.80 | 13.5 | -21.3 | 30.21 | 10 | 8 | 8 |
| 20 Mar | 1501.35 | 34.8 | 0 | 7.94 | 0 | 0 | 0 |
| 7 Mar | 1460.55 | 34.8 | 0 | 5.13 | 0 | 0 | 0 |
| 5 Mar | 1443.20 | 34.8 | 0 | 4.28 | 0 | 0 | 0 |
| 28 Feb | 1421.80 | 34.8 | 0 | 3.20 | 0 | 0 | 0 |
For Havells India Limited - strike price 1380 expiring on 24APR2025
Delta for 1380 PE is -0.19
Historical price for 1380 PE is as follows
On 9 Apr HAVELLS was trading at 1469.70. The strike last trading price was 12.25, which was -1.4 lower than the previous day. The implied volatity was 37.87, the open interest changed by 2 which increased total open position to 117
On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 13.55, which was -9.2 lower than the previous day. The implied volatity was 38.86, the open interest changed by -18 which decreased total open position to 110
On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 21.85, which was 11 higher than the previous day. The implied volatity was 44.96, the open interest changed by -4 which decreased total open position to 129
On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 10.55, which was 6.15 higher than the previous day. The implied volatity was 31.63, the open interest changed by 70 which increased total open position to 132
On 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 4.4, which was -1.45 lower than the previous day. The implied volatity was 30.76, the open interest changed by -17 which decreased total open position to 62
On 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 5.75, which was -1.75 lower than the previous day. The implied volatity was 32.10, the open interest changed by 9 which increased total open position to 78
On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 7.4, which was 1.1 higher than the previous day. The implied volatity was 31.68, the open interest changed by 50 which increased total open position to 67
On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 6.25, which was -3.5 lower than the previous day. The implied volatity was 31.11, the open interest changed by 1 which increased total open position to 17
On 27 Mar HAVELLS was trading at 1515.35. The strike last trading price was 9.75, which was -1.05 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 17
On 26 Mar HAVELLS was trading at 1493.00. The strike last trading price was 10.8, which was -2.4 lower than the previous day. The implied volatity was 31.00, the open interest changed by 2 which increased total open position to 15
On 25 Mar HAVELLS was trading at 1477.25. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 29.58, the open interest changed by 2 which increased total open position to 11
On 24 Mar HAVELLS was trading at 1483.20. The strike last trading price was 12.95, which was -0.8 lower than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 8
On 21 Mar HAVELLS was trading at 1480.80. The strike last trading price was 13.5, which was -21.3 lower than the previous day. The implied volatity was 30.21, the open interest changed by 8 which increased total open position to 8
On 20 Mar HAVELLS was trading at 1501.35. The strike last trading price was 34.8, which was 0 lower than the previous day. The implied volatity was 7.94, 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 34.8, which was 0 lower than the previous day. The implied volatity was 5.13, 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 34.8, which was 0 lower than the previous day. The implied volatity was 4.28, 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 34.8, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
