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[--[65.84.65.76]--]
HAVELLS
Havells India Limited

1463.15 7.05 (0.48%)

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Historical option data for HAVELLS

08 Apr 2025 05:52 PM IST
HAVELLS 24APR2025 1400 CE
Delta: 0.83
Vega: 0.77
Theta: -0.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1468.00 81.65 1.45 26.55 4 2 33
7 Apr 1456.10 80.2 -6.8 30.18 25 14 32
4 Apr 1469.25 86.05 -50.95 28.08 16 1 18
3 Apr 1518.70 137 22.1 36.80 4 2 17
2 Apr 1510.45 114.9 -9.9 - 3 1 14
1 Apr 1501.30 124.8 -27.4 37.18 1 -1 12
28 Mar 1528.90 152.2 12.2 41.89 11 5 13
27 Mar 1515.35 140 18.2 29.53 5 2 9
26 Mar 1493.00 121.8 10.75 34.79 3 0 7
25 Mar 1477.25 111.05 0 0.00 0 0 0
24 Mar 1483.20 111.05 0 0.00 0 2 0
21 Mar 1480.80 111.05 -53.95 27.61 3 1 6
20 Mar 1501.35 165 0 0.00 0 5 0
19 Mar 1557.95 165 -27.7 - 5 2 2
18 Mar 1518.10 192.7 0 - 0 0 0
17 Mar 1462.15 192.7 0 - 0 0 0
13 Mar 1458.65 192.7 0 - 0 0 0
12 Mar 1480.05 192.7 0 - 0 0 0
11 Mar 1470.05 192.7 0 - 0 0 0
7 Mar 1460.55 192.7 0 - 0 0 0
5 Mar 1443.20 192.7 0 - 0 0 0
28 Feb 1421.80 192.7 0 - 0 0 0
27 Feb 1451.25 192.7 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
10 Feb 1597.90 0 0 - 0 0 0


For Havells India Limited - strike price 1400 expiring on 24APR2025

Delta for 1400 CE is 0.83

Historical price for 1400 CE is as follows

On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 81.65, which was 1.45 higher than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 33


On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 80.2, which was -6.8 lower than the previous day. The implied volatity was 30.18, the open interest changed by 14 which increased total open position to 32


On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 86.05, which was -50.95 lower than the previous day. The implied volatity was 28.08, the open interest changed by 1 which increased total open position to 18


On 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 137, which was 22.1 higher than the previous day. The implied volatity was 36.80, the open interest changed by 2 which increased total open position to 17


On 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 114.9, which was -9.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14


On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 124.8, which was -27.4 lower than the previous day. The implied volatity was 37.18, the open interest changed by -1 which decreased total open position to 12


On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 152.2, which was 12.2 higher than the previous day. The implied volatity was 41.89, the open interest changed by 5 which increased total open position to 13


On 27 Mar HAVELLS was trading at 1515.35. The strike last trading price was 140, which was 18.2 higher than the previous day. The implied volatity was 29.53, the open interest changed by 2 which increased total open position to 9


On 26 Mar HAVELLS was trading at 1493.00. The strike last trading price was 121.8, which was 10.75 higher than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 7


On 25 Mar HAVELLS was trading at 1477.25. The strike last trading price was 111.05, 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 111.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 21 Mar HAVELLS was trading at 1480.80. The strike last trading price was 111.05, which was -53.95 lower than the previous day. The implied volatity was 27.61, the open interest changed by 1 which increased total open position to 6


On 20 Mar HAVELLS was trading at 1501.35. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 19 Mar HAVELLS was trading at 1557.95. The strike last trading price was 165, which was -27.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 18 Mar HAVELLS was trading at 1518.10. The strike last trading price was 192.7, 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 Mar HAVELLS was trading at 1462.15. The strike last trading price was 192.7, 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 Mar HAVELLS was trading at 1458.65. The strike last trading price was 192.7, 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 Mar HAVELLS was trading at 1480.05. The strike last trading price was 192.7, 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 Mar HAVELLS was trading at 1470.05. The strike last trading price was 192.7, 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 192.7, 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 192.7, 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 192.7, 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 Feb HAVELLS was trading at 1451.25. The strike last trading price was 192.7, 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


On 10 Feb HAVELLS was trading at 1597.90. 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


HAVELLS 24APR2025 1400 PE
Delta: -0.24
Vega: 0.96
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1468.00 17.45 -10 37.80 596 -14 323
7 Apr 1456.10 27.15 12.75 44.27 1,099 111 487
4 Apr 1469.25 14.6 8.4 31.27 584 -24 387
3 Apr 1518.70 6.35 -1.55 30.77 275 12 411
2 Apr 1510.45 7.8 -2.1 31.26 291 38 398
1 Apr 1501.30 9.8 1.65 30.83 390 47 361
28 Mar 1528.90 8.1 -1.55 30.22 332 11 314
27 Mar 1515.35 8.95 -5.5 30.60 125 -12 302
26 Mar 1493.00 14 -3.05 30.38 235 11 313
25 Mar 1477.25 16.9 0.95 29.02 76 -6 303
24 Mar 1483.20 16 -1.45 30.11 58 -10 308
21 Mar 1480.80 17.2 2.55 29.63 123 32 318
20 Mar 1501.35 15.25 10.1 30.33 716 240 284
19 Mar 1557.95 5.1 -5.2 27.08 43 28 40
18 Mar 1518.10 10.3 -13.7 28.47 12 5 13
17 Mar 1462.15 24 -2 29.06 2 1 8
13 Mar 1458.65 26 1 27.76 5 4 6
12 Mar 1480.05 25 0 31.84 1 0 1
11 Mar 1470.05 25 5 30.37 1 0 1
7 Mar 1460.55 25.4 0 4.23 0 0 0
5 Mar 1443.20 25.4 0 3.54 0 0 0
28 Feb 1421.80 25.4 0 2.37 0 0 0
27 Feb 1451.25 25.4 0 3.03 0 0 0
26 Feb 1540.00 25.4 0 7.43 0 0 0
25 Feb 1547.90 25.4 0 7.43 0 0 0
24 Feb 1522.85 25.4 0 6.72 0 0 0
21 Feb 1520.30 25.4 0 6.35 0 0 0
20 Feb 1528.55 25.4 0 6.93 0 0 0
19 Feb 1515.65 25.4 0 5.91 0 0 0
18 Feb 1510.95 0 0 5.82 0 0 0
17 Feb 1532.55 0 0 6.87 0 0 0
14 Feb 1498.25 0 0 5.10 0 0 0
13 Feb 1522.55 0 0 5.97 0 0 0
12 Feb 1528.95 0 0 6.06 0 0 0
11 Feb 1548.55 0 0 6.80 0 0 0
10 Feb 1597.90 0 0 8.85 0 0 0


For Havells India Limited - strike price 1400 expiring on 24APR2025

Delta for 1400 PE is -0.24

Historical price for 1400 PE is as follows

On 8 Apr HAVELLS was trading at 1468.00. The strike last trading price was 17.45, which was -10 lower than the previous day. The implied volatity was 37.80, the open interest changed by -14 which decreased total open position to 323


On 7 Apr HAVELLS was trading at 1456.10. The strike last trading price was 27.15, which was 12.75 higher than the previous day. The implied volatity was 44.27, the open interest changed by 111 which increased total open position to 487


On 4 Apr HAVELLS was trading at 1469.25. The strike last trading price was 14.6, which was 8.4 higher than the previous day. The implied volatity was 31.27, the open interest changed by -24 which decreased total open position to 387


On 3 Apr HAVELLS was trading at 1518.70. The strike last trading price was 6.35, which was -1.55 lower than the previous day. The implied volatity was 30.77, the open interest changed by 12 which increased total open position to 411


On 2 Apr HAVELLS was trading at 1510.45. The strike last trading price was 7.8, which was -2.1 lower than the previous day. The implied volatity was 31.26, the open interest changed by 38 which increased total open position to 398


On 1 Apr HAVELLS was trading at 1501.30. The strike last trading price was 9.8, which was 1.65 higher than the previous day. The implied volatity was 30.83, the open interest changed by 47 which increased total open position to 361


On 28 Mar HAVELLS was trading at 1528.90. The strike last trading price was 8.1, which was -1.55 lower than the previous day. The implied volatity was 30.22, the open interest changed by 11 which increased total open position to 314


On 27 Mar HAVELLS was trading at 1515.35. The strike last trading price was 8.95, which was -5.5 lower than the previous day. The implied volatity was 30.60, the open interest changed by -12 which decreased total open position to 302


On 26 Mar HAVELLS was trading at 1493.00. The strike last trading price was 14, which was -3.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by 11 which increased total open position to 313


On 25 Mar HAVELLS was trading at 1477.25. The strike last trading price was 16.9, which was 0.95 higher than the previous day. The implied volatity was 29.02, the open interest changed by -6 which decreased total open position to 303


On 24 Mar HAVELLS was trading at 1483.20. The strike last trading price was 16, which was -1.45 lower than the previous day. The implied volatity was 30.11, the open interest changed by -10 which decreased total open position to 308


On 21 Mar HAVELLS was trading at 1480.80. The strike last trading price was 17.2, which was 2.55 higher than the previous day. The implied volatity was 29.63, the open interest changed by 32 which increased total open position to 318


On 20 Mar HAVELLS was trading at 1501.35. The strike last trading price was 15.25, which was 10.1 higher than the previous day. The implied volatity was 30.33, the open interest changed by 240 which increased total open position to 284


On 19 Mar HAVELLS was trading at 1557.95. The strike last trading price was 5.1, which was -5.2 lower than the previous day. The implied volatity was 27.08, the open interest changed by 28 which increased total open position to 40


On 18 Mar HAVELLS was trading at 1518.10. The strike last trading price was 10.3, which was -13.7 lower than the previous day. The implied volatity was 28.47, the open interest changed by 5 which increased total open position to 13


On 17 Mar HAVELLS was trading at 1462.15. The strike last trading price was 24, which was -2 lower than the previous day. The implied volatity was 29.06, the open interest changed by 1 which increased total open position to 8


On 13 Mar HAVELLS was trading at 1458.65. The strike last trading price was 26, which was 1 higher than the previous day. The implied volatity was 27.76, the open interest changed by 4 which increased total open position to 6


On 12 Mar HAVELLS was trading at 1480.05. The strike last trading price was 25, which was 0 lower than the previous day. The implied volatity was 31.84, the open interest changed by 0 which decreased total open position to 1


On 11 Mar HAVELLS was trading at 1470.05. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 30.37, the open interest changed by 0 which decreased total open position to 1


On 7 Mar HAVELLS was trading at 1460.55. The strike last trading price was 25.4, which was 0 lower than the previous day. The implied volatity was 4.23, 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 25.4, which was 0 lower than the previous day. The implied volatity was 3.54, 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 25.4, which was 0 lower than the previous day. The implied volatity was 2.37, 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 25.4, which was 0 lower than the previous day. The implied volatity was 3.03, 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 25.4, which was 0 lower than the previous day. The implied volatity was 7.43, 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 25.4, which was 0 lower than the previous day. The implied volatity was 7.43, 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 25.4, which was 0 lower than the previous day. The implied volatity was 6.72, 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 25.4, which was 0 lower than the previous day. The implied volatity was 6.35, 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 25.4, which was 0 lower than the previous day. The implied volatity was 6.93, 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 25.4, which was 0 lower than the previous day. The implied volatity was 5.91, 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 5.82, 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 6.87, 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 5.10, 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 5.97, 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 6.06, 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 6.80, the open interest changed by 0 which decreased total open position to 0


On 10 Feb HAVELLS was trading at 1597.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.85, the open interest changed by 0 which decreased total open position to 0