HAVELLS
Havells India Limited
Historical option data for HAVELLS
16 Jan 2026 04:11 PM IST
| HAVELLS 27-JAN-2026 1450 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.95
Theta: -1.52
Gamma: 0
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.61
Vega: 0.95
Theta: -1.18
Gamma: 0
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| 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































































































































































































































