HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1619.05 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1603.40 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1641.75 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 1660.65 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1666.05 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1675.15 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1633.55 | 519.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1628.30 | 519.75 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1400 expiring on 28NOV2024
Delta for 1400 CE is -
Historical price for 1400 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 519.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 519.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 28NOV2024 1400 PE | |||||||
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Delta: -0.01
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 0.3 | -0.35 | 47.94 | 3 | -1 | 36 |
| 18 Nov | 1619.05 | 0.65 | -0.15 | 42.78 | 1 | 0 | 37 |
| 12 Nov | 1603.40 | 0.8 | -0.50 | 32.91 | 7 | 1 | 37 |
| 11 Nov | 1641.75 | 1.3 | 0.10 | 39.09 | 2 | 0 | 36 |
| 8 Nov | 1660.65 | 1.2 | 0.05 | 37.57 | 36 | -3 | 36 |
| 7 Nov | 1666.05 | 1.15 | 0.05 | 36.93 | 71 | -7 | 35 |
| 6 Nov | 1675.15 | 1.1 | -1.05 | 37.43 | 57 | 1 | 47 |
| 5 Nov | 1633.55 | 2.15 | -0.10 | 36.34 | 148 | -1 | 47 |
| 4 Nov | 1628.30 | 2.25 | 35.24 | 95 | 46 | 47 | |
For Havells India Limited - strike price 1400 expiring on 28NOV2024
Delta for 1400 PE is -0.01
Historical price for 1400 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 47.94, the open interest changed by -1 which decreased total open position to 36
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 42.78, the open interest changed by 0 which decreased total open position to 37
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 32.91, the open interest changed by 1 which increased total open position to 37
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 1.3, which was 0.10 higher than the previous day. The implied volatity was 39.09, the open interest changed by 0 which decreased total open position to 36
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 37.57, the open interest changed by -3 which decreased total open position to 36
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 36.93, the open interest changed by -7 which decreased total open position to 35
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 47
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 2.15, which was -0.10 lower than the previous day. The implied volatity was 36.34, the open interest changed by -1 which decreased total open position to 47
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was 35.24, the open interest changed by 46 which increased total open position to 47
