HAVELLS
Havells India Limited
Historical option data for HAVELLS
24 Dec 2025 04:11 PM IST
| HAVELLS 27-JAN-2026 1420 CE | ||||||||||||||||
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Delta: 0.58
Vega: 1.70
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 1424.40 | 43.05 | -0.95 | 20.63 | 29 | 8 | 42 | |||||||||
| 23 Dec | 1426.80 | 44 | -6.2 | 19.95 | 20 | 15 | 33 | |||||||||
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| 22 Dec | 1431.20 | 50.2 | 8.2 | 20.47 | 3 | 0 | 18 | |||||||||
| 19 Dec | 1416.90 | 42 | 8 | 19.12 | 9 | 3 | 18 | |||||||||
| 18 Dec | 1401.20 | 34 | -1 | 19.48 | 5 | 3 | 15 | |||||||||
| 17 Dec | 1397.00 | 35 | -9 | 21.31 | 2 | 0 | 11 | |||||||||
| 16 Dec | 1412.00 | 44 | 8.85 | - | 0 | 0 | 11 | |||||||||
| 15 Dec | 1412.30 | 44 | 8.85 | 19.88 | 1 | 0 | 10 | |||||||||
| 12 Dec | 1409.60 | 35 | -16 | - | 0 | 0 | 10 | |||||||||
| 11 Dec | 1402.40 | 35 | -16 | - | 0 | 0 | 10 | |||||||||
| 10 Dec | 1389.90 | 35 | -16 | 20.97 | 5 | 2 | 10 | |||||||||
| 9 Dec | 1419.80 | 51 | 5 | 20.67 | 1 | 0 | 9 | |||||||||
| 8 Dec | 1407.30 | 46 | -25.9 | 20.64 | 12 | 8 | 8 | |||||||||
| 5 Dec | 1436.50 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1433.50 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1420.60 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1422.50 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1435.30 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1441.90 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1434.60 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1439.80 | 71.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1420 expiring on 27JAN2026
Delta for 1420 CE is 0.58
Historical price for 1420 CE is as follows
On 24 Dec HAVELLS was trading at 1424.40. The strike last trading price was 43.05, which was -0.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 8 which increased total open position to 42
On 23 Dec HAVELLS was trading at 1426.80. The strike last trading price was 44, which was -6.2 lower than the previous day. The implied volatity was 19.95, the open interest changed by 15 which increased total open position to 33
On 22 Dec HAVELLS was trading at 1431.20. The strike last trading price was 50.2, which was 8.2 higher than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 18
On 19 Dec HAVELLS was trading at 1416.90. The strike last trading price was 42, which was 8 higher than the previous day. The implied volatity was 19.12, the open interest changed by 3 which increased total open position to 18
On 18 Dec HAVELLS was trading at 1401.20. The strike last trading price was 34, which was -1 lower than the previous day. The implied volatity was 19.48, the open interest changed by 3 which increased total open position to 15
On 17 Dec HAVELLS was trading at 1397.00. The strike last trading price was 35, which was -9 lower than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 11
On 16 Dec HAVELLS was trading at 1412.00. The strike last trading price was 44, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Dec HAVELLS was trading at 1412.30. The strike last trading price was 44, which was 8.85 higher than the previous day. The implied volatity was 19.88, the open interest changed by 0 which decreased total open position to 10
On 12 Dec HAVELLS was trading at 1409.60. The strike last trading price was 35, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Dec HAVELLS was trading at 1402.40. The strike last trading price was 35, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 35, which was -16 lower than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 10
On 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 51, which was 5 higher than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 9
On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 46, which was -25.9 lower than the previous day. The implied volatity was 20.64, the open interest changed by 8 which increased total open position to 8
On 5 Dec HAVELLS was trading at 1436.50. The strike last trading price was 71.9, 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 4 Dec HAVELLS was trading at 1433.50. The strike last trading price was 71.9, 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 3 Dec HAVELLS was trading at 1420.60. The strike last trading price was 71.9, 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 Dec HAVELLS was trading at 1422.50. The strike last trading price was 71.9, 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 Dec HAVELLS was trading at 1435.30. The strike last trading price was 71.9, 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 Nov HAVELLS was trading at 1441.90. The strike last trading price was 71.9, 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 Nov HAVELLS was trading at 1434.60. The strike last trading price was 71.9, 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 Nov HAVELLS was trading at 1439.80. The strike last trading price was 71.9, 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 27JAN2026 1420 PE | |||||||
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Delta: -0.43
Vega: 1.70
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 1424.40 | 31.2 | 5.8 | 22.00 | 44 | 21 | 41 |
| 23 Dec | 1426.80 | 25.4 | -1.05 | 18.99 | 5 | 1 | 19 |
| 22 Dec | 1431.20 | 26.95 | -16.05 | 21.46 | 16 | 5 | 17 |
| 19 Dec | 1416.90 | 43 | 1 | - | 0 | 0 | 12 |
| 18 Dec | 1401.20 | 43 | 1 | 22.06 | 1 | 0 | 12 |
| 17 Dec | 1397.00 | 42 | 6 | 19.63 | 2 | 0 | 11 |
| 16 Dec | 1412.00 | 36 | -1.2 | 19.70 | 3 | 1 | 11 |
| 15 Dec | 1412.30 | 37.2 | 2.65 | 21.89 | 5 | 2 | 10 |
| 12 Dec | 1409.60 | 34.55 | -10.9 | - | 0 | 0 | 8 |
| 11 Dec | 1402.40 | 34.55 | -10.9 | - | 0 | 0 | 8 |
| 10 Dec | 1389.90 | 34.55 | -10.9 | - | 0 | 0 | 8 |
| 9 Dec | 1419.80 | 34.55 | -10.9 | 20.42 | 1 | 0 | 7 |
| 8 Dec | 1407.30 | 45.45 | 15.5 | 23.20 | 3 | 1 | 7 |
| 5 Dec | 1436.50 | 30.3 | -4.7 | 21.47 | 5 | 4 | 5 |
| 4 Dec | 1433.50 | 35 | -22.65 | - | 0 | 0 | 0 |
| 3 Dec | 1420.60 | 35 | -22.65 | - | 0 | 0 | 0 |
| 2 Dec | 1422.50 | 35 | -22.65 | - | 0 | 0 | 0 |
| 1 Dec | 1435.30 | 35 | -22.65 | - | 0 | 0 | 0 |
| 28 Nov | 1441.90 | 35 | -22.65 | - | 0 | 1 | 0 |
| 27 Nov | 1434.60 | 35 | -22.65 | 22.39 | 1 | 0 | 0 |
| 26 Nov | 1439.80 | 57.65 | 0 | 1.99 | 0 | 0 | 0 |
For Havells India Limited - strike price 1420 expiring on 27JAN2026
Delta for 1420 PE is -0.43
Historical price for 1420 PE is as follows
On 24 Dec HAVELLS was trading at 1424.40. The strike last trading price was 31.2, which was 5.8 higher than the previous day. The implied volatity was 22.00, the open interest changed by 21 which increased total open position to 41
On 23 Dec HAVELLS was trading at 1426.80. The strike last trading price was 25.4, which was -1.05 lower than the previous day. The implied volatity was 18.99, the open interest changed by 1 which increased total open position to 19
On 22 Dec HAVELLS was trading at 1431.20. The strike last trading price was 26.95, which was -16.05 lower than the previous day. The implied volatity was 21.46, the open interest changed by 5 which increased total open position to 17
On 19 Dec HAVELLS was trading at 1416.90. The strike last trading price was 43, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 Dec HAVELLS was trading at 1401.20. The strike last trading price was 43, which was 1 higher than the previous day. The implied volatity was 22.06, the open interest changed by 0 which decreased total open position to 12
On 17 Dec HAVELLS was trading at 1397.00. The strike last trading price was 42, which was 6 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 11
On 16 Dec HAVELLS was trading at 1412.00. The strike last trading price was 36, which was -1.2 lower than the previous day. The implied volatity was 19.70, the open interest changed by 1 which increased total open position to 11
On 15 Dec HAVELLS was trading at 1412.30. The strike last trading price was 37.2, which was 2.65 higher than the previous day. The implied volatity was 21.89, the open interest changed by 2 which increased total open position to 10
On 12 Dec HAVELLS was trading at 1409.60. The strike last trading price was 34.55, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Dec HAVELLS was trading at 1402.40. The strike last trading price was 34.55, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 34.55, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 34.55, which was -10.9 lower than the previous day. The implied volatity was 20.42, the open interest changed by 0 which decreased total open position to 7
On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 45.45, which was 15.5 higher than the previous day. The implied volatity was 23.20, the open interest changed by 1 which increased total open position to 7
On 5 Dec HAVELLS was trading at 1436.50. The strike last trading price was 30.3, which was -4.7 lower than the previous day. The implied volatity was 21.47, the open interest changed by 4 which increased total open position to 5
On 4 Dec HAVELLS was trading at 1433.50. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec HAVELLS was trading at 1420.60. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec HAVELLS was trading at 1422.50. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec HAVELLS was trading at 1435.30. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov HAVELLS was trading at 1434.60. The strike last trading price was 35, which was -22.65 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 0
On 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 57.65, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0































































































































































































































