HAVELLS
Havells India Limited
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































































































































































































































