[--[65.84.65.76]--]

HAVELLS

Havells India Limited
1426.1 -11.00 (-0.77%)
L: 1420 H: 1447.4

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Historical option data for HAVELLS

16 Jan 2026 04:11 PM IST
HAVELLS 27-JAN-2026 1450 CE
Delta: 0.39
Vega: 0.95
Theta: -1.52
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 1426.10 20.9 -5.1 31.95 1,159 491 695
14 Jan 1437.10 25.7 0.95 26.94 464 -18 209
13 Jan 1431.70 23.55 -12.15 27.63 347 73 229
12 Jan 1450.40 34.95 -9.35 27.25 1,492 61 156
9 Jan 1464.90 46.55 -6.6 26.43 146 -4 96
8 Jan 1483.70 52 -12.8 22.26 49 -1 101
7 Jan 1496.20 63 -7.65 22.03 27 -9 101
6 Jan 1501.70 71.2 35.05 21.66 435 -60 111
5 Jan 1451.40 36.35 5.95 21.06 737 97 171
2 Jan 1439.90 30.45 10.1 19.98 176 60 74
1 Jan 1417.50 20.5 -8 19.39 32 14 14
31 Dec 1424.90 28.5 0 1.16 0 0 0


For Havells India Limited - strike price 1450 expiring on 27JAN2026

Delta for 1450 CE is 0.39

Historical price for 1450 CE is as follows

On 16 Jan HAVELLS was trading at 1426.10. The strike last trading price was 20.9, which was -5.1 lower than the previous day. The implied volatity was 31.95, the open interest changed by 491 which increased total open position to 695


On 14 Jan HAVELLS was trading at 1437.10. The strike last trading price was 25.7, which was 0.95 higher than the previous day. The implied volatity was 26.94, the open interest changed by -18 which decreased total open position to 209


On 13 Jan HAVELLS was trading at 1431.70. The strike last trading price was 23.55, which was -12.15 lower than the previous day. The implied volatity was 27.63, the open interest changed by 73 which increased total open position to 229


On 12 Jan HAVELLS was trading at 1450.40. The strike last trading price was 34.95, which was -9.35 lower than the previous day. The implied volatity was 27.25, the open interest changed by 61 which increased total open position to 156


On 9 Jan HAVELLS was trading at 1464.90. The strike last trading price was 46.55, which was -6.6 lower than the previous day. The implied volatity was 26.43, the open interest changed by -4 which decreased total open position to 96


On 8 Jan HAVELLS was trading at 1483.70. The strike last trading price was 52, which was -12.8 lower than the previous day. The implied volatity was 22.26, the open interest changed by -1 which decreased total open position to 101


On 7 Jan HAVELLS was trading at 1496.20. The strike last trading price was 63, which was -7.65 lower than the previous day. The implied volatity was 22.03, the open interest changed by -9 which decreased total open position to 101


On 6 Jan HAVELLS was trading at 1501.70. The strike last trading price was 71.2, which was 35.05 higher than the previous day. The implied volatity was 21.66, the open interest changed by -60 which decreased total open position to 111


On 5 Jan HAVELLS was trading at 1451.40. The strike last trading price was 36.35, which was 5.95 higher than the previous day. The implied volatity was 21.06, the open interest changed by 97 which increased total open position to 171


On 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 30.45, which was 10.1 higher than the previous day. The implied volatity was 19.98, the open interest changed by 60 which increased total open position to 74


On 1 Jan HAVELLS was trading at 1417.50. The strike last trading price was 20.5, which was -8 lower than the previous day. The implied volatity was 19.39, the open interest changed by 14 which increased total open position to 14


On 31 Dec HAVELLS was trading at 1424.90. The strike last trading price was 28.5, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0


HAVELLS 27JAN2026 1450 PE
Delta: -0.61
Vega: 0.95
Theta: -1.18
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 1426.10 46.7 8.3 33.17 502 182 539
14 Jan 1437.10 38.35 -2.2 31.85 60 5 358
13 Jan 1431.70 40.35 8.85 28.13 135 -3 354
12 Jan 1450.40 30.75 4.75 28.75 439 15 358
9 Jan 1464.90 24.7 2.65 27.06 1,703 99 344
8 Jan 1483.70 20.95 6 27.57 457 25 246
7 Jan 1496.20 15.35 2.65 25.84 422 120 217
6 Jan 1501.70 12.6 -15.7 25.08 331 92 96
5 Jan 1451.40 28.55 -30.3 24.21 6 4 4
2 Jan 1439.90 58.85 0 0.08 0 0 0
1 Jan 1417.50 58.85 0 - 0 0 0
31 Dec 1424.90 58.85 0 - 0 0 0


For Havells India Limited - strike price 1450 expiring on 27JAN2026

Delta for 1450 PE is -0.61

Historical price for 1450 PE is as follows

On 16 Jan HAVELLS was trading at 1426.10. The strike last trading price was 46.7, which was 8.3 higher than the previous day. The implied volatity was 33.17, the open interest changed by 182 which increased total open position to 539


On 14 Jan HAVELLS was trading at 1437.10. The strike last trading price was 38.35, which was -2.2 lower than the previous day. The implied volatity was 31.85, the open interest changed by 5 which increased total open position to 358


On 13 Jan HAVELLS was trading at 1431.70. The strike last trading price was 40.35, which was 8.85 higher than the previous day. The implied volatity was 28.13, the open interest changed by -3 which decreased total open position to 354


On 12 Jan HAVELLS was trading at 1450.40. The strike last trading price was 30.75, which was 4.75 higher than the previous day. The implied volatity was 28.75, the open interest changed by 15 which increased total open position to 358


On 9 Jan HAVELLS was trading at 1464.90. The strike last trading price was 24.7, which was 2.65 higher than the previous day. The implied volatity was 27.06, the open interest changed by 99 which increased total open position to 344


On 8 Jan HAVELLS was trading at 1483.70. The strike last trading price was 20.95, which was 6 higher than the previous day. The implied volatity was 27.57, the open interest changed by 25 which increased total open position to 246


On 7 Jan HAVELLS was trading at 1496.20. The strike last trading price was 15.35, which was 2.65 higher than the previous day. The implied volatity was 25.84, the open interest changed by 120 which increased total open position to 217


On 6 Jan HAVELLS was trading at 1501.70. The strike last trading price was 12.6, which was -15.7 lower than the previous day. The implied volatity was 25.08, the open interest changed by 92 which increased total open position to 96


On 5 Jan HAVELLS was trading at 1451.40. The strike last trading price was 28.55, which was -30.3 lower than the previous day. The implied volatity was 24.21, the open interest changed by 4 which increased total open position to 4


On 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 58.85, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 1 Jan HAVELLS was trading at 1417.50. The strike last trading price was 58.85, 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 Dec HAVELLS was trading at 1424.90. The strike last trading price was 58.85, 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