HAVELLS
Havells India Limited
Historical option data for HAVELLS
24 Dec 2025 04:11 PM IST
| HAVELLS 27-JAN-2026 1440 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 1.73
Theta: -0.71
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.49
Historical price for 1440 CE is as follows
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: -0.51
Vega: 1.73
Theta: -0.36
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.51
Historical price for 1440 PE is as follows
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































































































































































































































