HAVELLS
Havells India Limited
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































































































































































































































