[--[65.84.65.76]--]

HAVELLS

Havells India Limited
1439.9 +22.40 (1.58%)
L: 1417.7 H: 1445.6

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Historical option data for HAVELLS

02 Jan 2026 04:01 PM IST
HAVELLS 27-JAN-2026 1440 CE
Delta: 0.57
Vega: 1.48
Theta: -0.80
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 1439.90 35.5 11.55 19.90 1,312 -9 534
1 Jan 1417.50 24.4 -4.6 19.29 624 163 545
31 Dec 1424.90 28.55 1.5 20.94 368 23 384
30 Dec 1413.00 26.2 -0.8 19.37 277 58 357
29 Dec 1415.20 26.5 -4.15 21.39 214 21 300
26 Dec 1418.20 31.2 -1.5 21.40 430 105 280
24 Dec 1424.40 33.2 -1.35 20.74 272 98 175
23 Dec 1426.80 34 -5.35 20.12 94 43 74
22 Dec 1431.20 39.35 4.05 20.53 25 10 30
19 Dec 1416.90 34.4 6.4 20.37 7 1 19
18 Dec 1401.20 28 4 20.82 3 2 19
17 Dec 1397.00 24 -14.5 20.08 4 0 16
16 Dec 1412.00 38.5 6.5 22.78 1 0 16
15 Dec 1412.30 32 4 - 0 0 0
12 Dec 1409.60 32 4 18.82 3 1 15
11 Dec 1402.40 28 -2 18.08 2 0 12
10 Dec 1389.90 30 -9 22.39 1 0 12
9 Dec 1419.80 39 5 19.05 1 0 12
8 Dec 1407.30 34 -15 19.56 3 0 12
5 Dec 1436.50 49 1.1 18.33 4 3 11
4 Dec 1433.50 47.9 8.9 18.27 7 4 7
3 Dec 1420.60 39 -10.7 17.13 1 0 2
2 Dec 1422.50 49.7 -66.4 21.89 2 1 1
1 Dec 1435.30 116.1 0 - 0 0 0
28 Nov 1441.90 116.1 0 - 0 0 0
27 Nov 1434.60 116.1 0 - 0 0 0
26 Nov 1439.80 116.1 0 - 0 0 0
24 Nov 1424.60 116.1 0 - 0 0 0
20 Nov 1448.50 116.1 0 - 0 0 0
14 Nov 1469.40 116.1 0 - 0 0 0
12 Nov 1458.00 116.1 0 - 0 0 0
10 Nov 1457.70 116.1 0 - 0 0 0
4 Nov 1486.40 0 0 - 0 0 0
3 Nov 1497.30 0 0 - 0 0 0
31 Oct 1493.90 0 0 - 0 0 0
30 Oct 1506.30 0 0 - 0 0 0


For Havells India Limited - strike price 1440 expiring on 27JAN2026

Delta for 1440 CE is 0.57

Historical price for 1440 CE is as follows

On 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 35.5, which was 11.55 higher than the previous day. The implied volatity was 19.90, the open interest changed by -9 which decreased total open position to 534


On 1 Jan HAVELLS was trading at 1417.50. The strike last trading price was 24.4, which was -4.6 lower than the previous day. The implied volatity was 19.29, the open interest changed by 163 which increased total open position to 545


On 31 Dec HAVELLS was trading at 1424.90. The strike last trading price was 28.55, which was 1.5 higher than the previous day. The implied volatity was 20.94, the open interest changed by 23 which increased total open position to 384


On 30 Dec HAVELLS was trading at 1413.00. The strike last trading price was 26.2, which was -0.8 lower than the previous day. The implied volatity was 19.37, the open interest changed by 58 which increased total open position to 357


On 29 Dec HAVELLS was trading at 1415.20. The strike last trading price was 26.5, which was -4.15 lower than the previous day. The implied volatity was 21.39, the open interest changed by 21 which increased total open position to 300


On 26 Dec HAVELLS was trading at 1418.20. The strike last trading price was 31.2, which was -1.5 lower than the previous day. The implied volatity was 21.40, the open interest changed by 105 which increased total open position to 280


On 24 Dec HAVELLS was trading at 1424.40. The strike last trading price was 33.2, which was -1.35 lower than the previous day. The implied volatity was 20.74, the open interest changed by 98 which increased total open position to 175


On 23 Dec HAVELLS was trading at 1426.80. The strike last trading price was 34, which was -5.35 lower than the previous day. The implied volatity was 20.12, the open interest changed by 43 which increased total open position to 74


On 22 Dec HAVELLS was trading at 1431.20. The strike last trading price was 39.35, which was 4.05 higher than the previous day. The implied volatity was 20.53, the open interest changed by 10 which increased total open position to 30


On 19 Dec HAVELLS was trading at 1416.90. The strike last trading price was 34.4, which was 6.4 higher than the previous day. The implied volatity was 20.37, the open interest changed by 1 which increased total open position to 19


On 18 Dec HAVELLS was trading at 1401.20. The strike last trading price was 28, which was 4 higher than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 19


On 17 Dec HAVELLS was trading at 1397.00. The strike last trading price was 24, which was -14.5 lower than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 16


On 16 Dec HAVELLS was trading at 1412.00. The strike last trading price was 38.5, which was 6.5 higher than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 16


On 15 Dec HAVELLS was trading at 1412.30. The strike last trading price was 32, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec HAVELLS was trading at 1409.60. The strike last trading price was 32, which was 4 higher than the previous day. The implied volatity was 18.82, the open interest changed by 1 which increased total open position to 15


On 11 Dec HAVELLS was trading at 1402.40. The strike last trading price was 28, which was -2 lower than the previous day. The implied volatity was 18.08, the open interest changed by 0 which decreased total open position to 12


On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 30, which was -9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 0 which decreased total open position to 12


On 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 39, which was 5 higher than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 12


On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 34, which was -15 lower than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 12


On 5 Dec HAVELLS was trading at 1436.50. The strike last trading price was 49, which was 1.1 higher than the previous day. The implied volatity was 18.33, the open interest changed by 3 which increased total open position to 11


On 4 Dec HAVELLS was trading at 1433.50. The strike last trading price was 47.9, which was 8.9 higher than the previous day. The implied volatity was 18.27, the open interest changed by 4 which increased total open position to 7


On 3 Dec HAVELLS was trading at 1420.60. The strike last trading price was 39, which was -10.7 lower than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 2


On 2 Dec HAVELLS was trading at 1422.50. The strike last trading price was 49.7, which was -66.4 lower than the previous day. The implied volatity was 21.89, the open interest changed by 1 which increased total open position to 1


On 1 Dec HAVELLS was trading at 1435.30. The strike last trading price was 116.1, 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 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 116.1, 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 27 Nov HAVELLS was trading at 1434.60. The strike last trading price was 116.1, 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 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 116.1, 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 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 116.1, 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 20 Nov HAVELLS was trading at 1448.50. The strike last trading price was 116.1, 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 14 Nov HAVELLS was trading at 1469.40. The strike last trading price was 116.1, 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 12 Nov HAVELLS was trading at 1458.00. The strike last trading price was 116.1, 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 10 Nov HAVELLS was trading at 1457.70. The strike last trading price was 116.1, 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 4 Nov HAVELLS was trading at 1486.40. 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 3 Nov HAVELLS was trading at 1497.30. 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 31 Oct HAVELLS was trading at 1493.90. 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 30 Oct HAVELLS was trading at 1506.30. 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


HAVELLS 27JAN2026 1440 PE
Delta: -0.44
Vega: 1.48
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
2 Jan 1439.90 26.95 -11.3 21.37 241 65 309
1 Jan 1417.50 38.25 2.2 21.66 72 20 244
31 Dec 1424.90 36 -7.05 20.59 108 36 223
30 Dec 1413.00 43 0.9 24.36 19 6 187
29 Dec 1415.20 42.65 1.2 21.10 98 37 178
26 Dec 1418.20 42.5 0.95 22.22 141 62 142
24 Dec 1424.40 41.5 3.2 22.28 65 38 78
23 Dec 1426.80 38.25 2.25 20.91 44 28 38
22 Dec 1431.20 36 -17.75 21.52 10 4 4
19 Dec 1416.90 53.75 0 - 0 0 0
18 Dec 1401.20 53.75 0 - 0 0 0
17 Dec 1397.00 53.75 0 - 0 0 0
16 Dec 1412.00 53.75 0 - 0 0 0
15 Dec 1412.30 53.75 0 - 0 0 0
12 Dec 1409.60 53.75 0 - 0 0 0
11 Dec 1402.40 53.75 0 - 0 0 0
10 Dec 1389.90 53.75 0 - 0 0 0
9 Dec 1419.80 53.75 0 - 0 0 0
8 Dec 1407.30 53.75 0 - 0 0 0
5 Dec 1436.50 53.75 0 0.96 0 0 0
4 Dec 1433.50 53.75 0 0.85 0 0 0
3 Dec 1420.60 53.75 0 0.16 0 0 0
2 Dec 1422.50 53.75 0 0.50 0 0 0
1 Dec 1435.30 53.75 0 0.78 0 0 0
28 Nov 1441.90 53.75 0 1.19 0 0 0
27 Nov 1434.60 53.75 0 0.89 0 0 0
26 Nov 1439.80 53.75 0 1.10 0 0 0
24 Nov 1424.60 53.75 0 0.29 0 0 0
20 Nov 1448.50 53.75 0 - 0 0 0
14 Nov 1469.40 53.75 0 2.57 0 0 0
12 Nov 1458.00 53.75 0 1.95 0 0 0
10 Nov 1457.70 53.75 0 1.88 0 0 0
4 Nov 1486.40 53.75 0 2.88 0 0 0
3 Nov 1497.30 53.75 0 3.40 0 0 0
31 Oct 1493.90 53.75 0 - 0 0 0
30 Oct 1506.30 53.75 0 - 0 0 0


For Havells India Limited - strike price 1440 expiring on 27JAN2026

Delta for 1440 PE is -0.44

Historical price for 1440 PE is as follows

On 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 26.95, which was -11.3 lower than the previous day. The implied volatity was 21.37, the open interest changed by 65 which increased total open position to 309


On 1 Jan HAVELLS was trading at 1417.50. The strike last trading price was 38.25, which was 2.2 higher than the previous day. The implied volatity was 21.66, the open interest changed by 20 which increased total open position to 244


On 31 Dec HAVELLS was trading at 1424.90. The strike last trading price was 36, which was -7.05 lower than the previous day. The implied volatity was 20.59, the open interest changed by 36 which increased total open position to 223


On 30 Dec HAVELLS was trading at 1413.00. The strike last trading price was 43, which was 0.9 higher than the previous day. The implied volatity was 24.36, the open interest changed by 6 which increased total open position to 187


On 29 Dec HAVELLS was trading at 1415.20. The strike last trading price was 42.65, which was 1.2 higher than the previous day. The implied volatity was 21.10, the open interest changed by 37 which increased total open position to 178


On 26 Dec HAVELLS was trading at 1418.20. The strike last trading price was 42.5, which was 0.95 higher than the previous day. The implied volatity was 22.22, the open interest changed by 62 which increased total open position to 142


On 24 Dec HAVELLS was trading at 1424.40. The strike last trading price was 41.5, which was 3.2 higher than the previous day. The implied volatity was 22.28, the open interest changed by 38 which increased total open position to 78


On 23 Dec HAVELLS was trading at 1426.80. The strike last trading price was 38.25, which was 2.25 higher than the previous day. The implied volatity was 20.91, the open interest changed by 28 which increased total open position to 38


On 22 Dec HAVELLS was trading at 1431.20. The strike last trading price was 36, which was -17.75 lower than the previous day. The implied volatity was 21.52, the open interest changed by 4 which increased total open position to 4


On 19 Dec HAVELLS was trading at 1416.90. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1401.20. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1397.00. The strike last trading price was 53.75, 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 16 Dec HAVELLS was trading at 1412.00. The strike last trading price was 53.75, 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 15 Dec HAVELLS was trading at 1412.30. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1409.60. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1402.40. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1389.90. The strike last trading price was 53.75, 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 9 Dec HAVELLS was trading at 1419.80. The strike last trading price was 53.75, 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 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 53.75, 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 Dec HAVELLS was trading at 1436.50. The strike last trading price was 53.75, which was 0 lower than the previous day. The implied volatity was 0.96, 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 53.75, which was 0 lower than the previous day. The implied volatity was 0.85, 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 53.75, which was 0 lower than the previous day. The implied volatity was 0.16, 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 53.75, which was 0 lower than the previous day. The implied volatity was 0.50, 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 53.75, which was 0 lower than the previous day. The implied volatity was 0.78, 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 53.75, which was 0 lower than the previous day. The implied volatity was 1.19, 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 53.75, which was 0 lower than the previous day. The implied volatity was 0.89, 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 53.75, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0


On 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 53.75, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HAVELLS was trading at 1448.50. The strike last trading price was 53.75, 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 53.75, which was 0 lower than the previous day. The implied volatity was 2.57, 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 53.75, which was 0 lower than the previous day. The implied volatity was 1.95, 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 53.75, which was 0 lower than the previous day. The implied volatity was 1.88, 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 53.75, which was 0 lower than the previous day. The implied volatity was 2.88, 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 53.75, which was 0 lower than the previous day. The implied volatity was 3.40, 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 53.75, 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 53.75, 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