[--[65.84.65.76]--]

HAVELLS

Havells India Limited
1389.9 -29.90 (-2.11%)
L: 1380 H: 1423.8

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Historical option data for HAVELLS

10 Dec 2025 04:11 PM IST
HAVELLS 30-DEC-2025 1420 CE
Delta: 0.35
Vega: 1.20
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 1389.90 14 -13.7 19.10 927 100 403
9 Dec 1419.80 27.35 6.95 18.24 861 -10 305
8 Dec 1407.30 20.25 -17.4 16.58 965 84 321
5 Dec 1436.50 36.8 1 14.25 512 -66 238
4 Dec 1433.50 36 7.05 14.46 298 -52 304
3 Dec 1420.60 30 -4.4 15.48 920 166 357
2 Dec 1422.50 34.65 -4.95 18.34 145 25 190
1 Dec 1435.30 39.9 -5.3 15.38 116 9 165
28 Nov 1441.90 45.65 4.45 13.72 159 -9 155
27 Nov 1434.60 41.25 -5.7 15.02 85 12 164
26 Nov 1439.80 46.5 12.6 16.21 199 -3 152
25 Nov 1419.40 32.6 -9.1 14.84 230 124 140
24 Nov 1424.60 40.8 -23.2 20.15 15 11 15
21 Nov 1441.10 64 7.05 - 0 1 0
20 Nov 1448.50 64 7.05 20.28 5 0 3
19 Nov 1440.40 56.85 -54.75 17.31 4 3 3
18 Nov 1468.00 111.6 0 - 0 0 0
17 Nov 1480.40 111.6 0 - 0 0 0
14 Nov 1469.40 111.6 0 - 0 0 0
13 Nov 1466.10 111.6 0 - 0 0 0
12 Nov 1458.00 111.6 0 - 0 0 0
11 Nov 1443.60 111.6 0 - 0 0 0
10 Nov 1457.70 111.6 0 - 0 0 0
7 Nov 1448.50 111.6 0 - 0 0 0
6 Nov 1442.30 111.6 0 - 0 0 0
4 Nov 1486.40 111.6 0 - 0 0 0
3 Nov 1497.30 111.6 0 - 0 0 0
31 Oct 1493.90 111.6 0 - 0 0 0
30 Oct 1506.30 111.6 0 - 0 0 0
29 Oct 1509.40 111.6 0 - 0 0 0


For Havells India Limited - strike price 1420 expiring on 30DEC2025

Delta for 1420 CE is 0.35

Historical price for 1420 CE is as follows

On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 14, which was -13.7 lower than the previous day. The implied volatity was 19.10, the open interest changed by 100 which increased total open position to 403


On 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 27.35, which was 6.95 higher than the previous day. The implied volatity was 18.24, the open interest changed by -10 which decreased total open position to 305


On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 20.25, which was -17.4 lower than the previous day. The implied volatity was 16.58, the open interest changed by 84 which increased total open position to 321


On 5 Dec HAVELLS was trading at 1436.50. The strike last trading price was 36.8, which was 1 higher than the previous day. The implied volatity was 14.25, the open interest changed by -66 which decreased total open position to 238


On 4 Dec HAVELLS was trading at 1433.50. The strike last trading price was 36, which was 7.05 higher than the previous day. The implied volatity was 14.46, the open interest changed by -52 which decreased total open position to 304


On 3 Dec HAVELLS was trading at 1420.60. The strike last trading price was 30, which was -4.4 lower than the previous day. The implied volatity was 15.48, the open interest changed by 166 which increased total open position to 357


On 2 Dec HAVELLS was trading at 1422.50. The strike last trading price was 34.65, which was -4.95 lower than the previous day. The implied volatity was 18.34, the open interest changed by 25 which increased total open position to 190


On 1 Dec HAVELLS was trading at 1435.30. The strike last trading price was 39.9, which was -5.3 lower than the previous day. The implied volatity was 15.38, the open interest changed by 9 which increased total open position to 165


On 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 45.65, which was 4.45 higher than the previous day. The implied volatity was 13.72, the open interest changed by -9 which decreased total open position to 155


On 27 Nov HAVELLS was trading at 1434.60. The strike last trading price was 41.25, which was -5.7 lower than the previous day. The implied volatity was 15.02, the open interest changed by 12 which increased total open position to 164


On 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 46.5, which was 12.6 higher than the previous day. The implied volatity was 16.21, the open interest changed by -3 which decreased total open position to 152


On 25 Nov HAVELLS was trading at 1419.40. The strike last trading price was 32.6, which was -9.1 lower than the previous day. The implied volatity was 14.84, the open interest changed by 124 which increased total open position to 140


On 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 40.8, which was -23.2 lower than the previous day. The implied volatity was 20.15, the open interest changed by 11 which increased total open position to 15


On 21 Nov HAVELLS was trading at 1441.10. The strike last trading price was 64, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov HAVELLS was trading at 1448.50. The strike last trading price was 64, which was 7.05 higher than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 3


On 19 Nov HAVELLS was trading at 1440.40. The strike last trading price was 56.85, which was -54.75 lower than the previous day. The implied volatity was 17.31, the open interest changed by 3 which increased total open position to 3


On 18 Nov HAVELLS was trading at 1468.00. The strike last trading price was 111.6, 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 Nov HAVELLS was trading at 1480.40. The strike last trading price was 111.6, 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 14 Nov HAVELLS was trading at 1469.40. The strike last trading price was 111.6, 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 Nov HAVELLS was trading at 1466.10. The strike last trading price was 111.6, 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 Nov HAVELLS was trading at 1458.00. The strike last trading price was 111.6, 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 Nov HAVELLS was trading at 1443.60. The strike last trading price was 111.6, 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 Nov HAVELLS was trading at 1457.70. The strike last trading price was 111.6, 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 7 Nov HAVELLS was trading at 1448.50. The strike last trading price was 111.6, 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 6 Nov HAVELLS was trading at 1442.30. The strike last trading price was 111.6, 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 4 Nov HAVELLS was trading at 1486.40. The strike last trading price was 111.6, 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 3 Nov HAVELLS was trading at 1497.30. The strike last trading price was 111.6, 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 31 Oct HAVELLS was trading at 1493.90. The strike last trading price was 111.6, 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 30 Oct HAVELLS was trading at 1506.30. The strike last trading price was 111.6, 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 29 Oct HAVELLS was trading at 1509.40. The strike last trading price was 111.6, 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


HAVELLS 30DEC2025 1420 PE
Delta: -0.66
Vega: 1.19
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
10 Dec 1389.90 40.1 20.5 18.99 197 -23 442
9 Dec 1419.80 20.4 -9.4 16.91 214 -57 472
8 Dec 1407.30 30.5 15.4 20.06 252 -46 531
5 Dec 1436.50 15.35 -1.25 17.77 226 -2 577
4 Dec 1433.50 16.85 -5.85 17.97 173 -18 579
3 Dec 1420.60 22.5 1.25 18.17 638 186 597
2 Dec 1422.50 20.9 1.7 16.72 141 29 411
1 Dec 1435.30 19.7 3.1 19.44 53 5 383
28 Nov 1441.90 17.15 -1.9 19.05 126 11 383
27 Nov 1434.60 19.45 2.65 18.23 141 11 371
26 Nov 1439.80 16 -11.05 16.76 224 53 359
25 Nov 1419.40 28 1.45 19.41 392 208 292
24 Nov 1424.60 27.9 7.75 18.46 59 11 85
21 Nov 1441.10 19.2 -1.9 18.43 69 32 78
20 Nov 1448.50 20.75 -2.75 20.53 51 20 46
19 Nov 1440.40 23.5 8 21.25 52 15 26
18 Nov 1468.00 15.5 -20.6 19.96 22 11 11
17 Nov 1480.40 36.1 0 4.16 0 0 0
14 Nov 1469.40 36.1 0 3.62 0 0 0
13 Nov 1466.10 36.1 0 3.49 0 0 0
12 Nov 1458.00 36.1 0 2.87 0 0 0
11 Nov 1443.60 36.1 0 2.39 0 0 0
10 Nov 1457.70 36.1 0 2.80 0 0 0
7 Nov 1448.50 36.1 0 2.63 0 0 0
6 Nov 1442.30 36.1 0 2.33 0 0 0
4 Nov 1486.40 36.1 0 4.17 0 0 0
3 Nov 1497.30 36.1 0 4.82 0 0 0
31 Oct 1493.90 36.1 0 - 0 0 0
30 Oct 1506.30 36.1 0 4.69 0 0 0
29 Oct 1509.40 36.1 0 5.02 0 0 0


For Havells India Limited - strike price 1420 expiring on 30DEC2025

Delta for 1420 PE is -0.66

Historical price for 1420 PE is as follows

On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 40.1, which was 20.5 higher than the previous day. The implied volatity was 18.99, the open interest changed by -23 which decreased total open position to 442


On 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 20.4, which was -9.4 lower than the previous day. The implied volatity was 16.91, the open interest changed by -57 which decreased total open position to 472


On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 30.5, which was 15.4 higher than the previous day. The implied volatity was 20.06, the open interest changed by -46 which decreased total open position to 531


On 5 Dec HAVELLS was trading at 1436.50. The strike last trading price was 15.35, which was -1.25 lower than the previous day. The implied volatity was 17.77, the open interest changed by -2 which decreased total open position to 577


On 4 Dec HAVELLS was trading at 1433.50. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was 17.97, the open interest changed by -18 which decreased total open position to 579


On 3 Dec HAVELLS was trading at 1420.60. The strike last trading price was 22.5, which was 1.25 higher than the previous day. The implied volatity was 18.17, the open interest changed by 186 which increased total open position to 597


On 2 Dec HAVELLS was trading at 1422.50. The strike last trading price was 20.9, which was 1.7 higher than the previous day. The implied volatity was 16.72, the open interest changed by 29 which increased total open position to 411


On 1 Dec HAVELLS was trading at 1435.30. The strike last trading price was 19.7, which was 3.1 higher than the previous day. The implied volatity was 19.44, the open interest changed by 5 which increased total open position to 383


On 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 17.15, which was -1.9 lower than the previous day. The implied volatity was 19.05, the open interest changed by 11 which increased total open position to 383


On 27 Nov HAVELLS was trading at 1434.60. The strike last trading price was 19.45, which was 2.65 higher than the previous day. The implied volatity was 18.23, the open interest changed by 11 which increased total open position to 371


On 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 16, which was -11.05 lower than the previous day. The implied volatity was 16.76, the open interest changed by 53 which increased total open position to 359


On 25 Nov HAVELLS was trading at 1419.40. The strike last trading price was 28, which was 1.45 higher than the previous day. The implied volatity was 19.41, the open interest changed by 208 which increased total open position to 292


On 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 27.9, which was 7.75 higher than the previous day. The implied volatity was 18.46, the open interest changed by 11 which increased total open position to 85


On 21 Nov HAVELLS was trading at 1441.10. The strike last trading price was 19.2, which was -1.9 lower than the previous day. The implied volatity was 18.43, the open interest changed by 32 which increased total open position to 78


On 20 Nov HAVELLS was trading at 1448.50. The strike last trading price was 20.75, which was -2.75 lower than the previous day. The implied volatity was 20.53, the open interest changed by 20 which increased total open position to 46


On 19 Nov HAVELLS was trading at 1440.40. The strike last trading price was 23.5, which was 8 higher than the previous day. The implied volatity was 21.25, the open interest changed by 15 which increased total open position to 26


On 18 Nov HAVELLS was trading at 1468.00. The strike last trading price was 15.5, which was -20.6 lower than the previous day. The implied volatity was 19.96, the open interest changed by 11 which increased total open position to 11


On 17 Nov HAVELLS was trading at 1480.40. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HAVELLS was trading at 1469.40. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HAVELLS was trading at 1466.10. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HAVELLS was trading at 1458.00. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0


On 11 Nov HAVELLS was trading at 1443.60. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0


On 10 Nov HAVELLS was trading at 1457.70. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HAVELLS was trading at 1448.50. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HAVELLS was trading at 1442.30. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HAVELLS was trading at 1486.40. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0


On 3 Nov HAVELLS was trading at 1497.30. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0


On 31 Oct HAVELLS was trading at 1493.90. The strike last trading price was 36.1, 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 Oct HAVELLS was trading at 1506.30. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0


On 29 Oct HAVELLS was trading at 1509.40. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0