HAVELLS

Havells India Limited

1464.9 -18.80 (-1.27%)

L: 1461.2 H: 1514.7

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Historical option data for HAVELLS
09 Jan 2026 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

HAVELLS 27-JAN-2026 1470 CE
Delta: 0.52 Vega: 1.30 Theta: -1.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1464.90	35.25 ₹ 17,625	-6.25 -3125.00	26.11	403 2,01,500	91 45,500	171 85,500
8 Jan	1483.70	40.95 ₹ 20,475	-9.4 -4700.00	23.46	167 83,500	3 1,500	82 41,000
7 Jan	1496.20	48.7 ₹ 24,350	-8.1 -4050.00	21.74	36 18,000	-2 -1,000	79 39,500
6 Jan	1501.70	56.6 ₹ 28,300	29.75 14875.00	21.81	716 3,58,000	82 41,000	87 43,500
5 Jan	1451.40	26.85 ₹ 13,425	5.1 2550.00	21.39	8 4,000	6 3,000	6 3,000
2 Jan	1439.90	21.75 ₹ 10,875	0 0.00	1.56	0 0	0 0	0 0
1 Jan	1417.50	21.75 ₹ 10,875	0 0.00	2.94	0 0	0 0	0 0

31 Dec	1424.90	21.75 ₹ 10,875	0 0.00	2.48	0 0	0 0	0 0

For Havells India Limited - strike price 1470 expiring on 27JAN2026

Delta for 1470 CE is 0.52

Historical price for 1470 CE is as follows

On 9 Jan HAVELLS was trading at 1464.90. The strike last trading price was 35.25, which was -6.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by 91 which increased total open position to 171

On 8 Jan HAVELLS was trading at 1483.70. The strike last trading price was 40.95, which was -9.4 lower than the previous day. The implied volatity was 23.46, the open interest changed by 3 which increased total open position to 82

On 7 Jan HAVELLS was trading at 1496.20. The strike last trading price was 48.7, which was -8.1 lower than the previous day. The implied volatity was 21.74, the open interest changed by -2 which decreased total open position to 79

On 6 Jan HAVELLS was trading at 1501.70. The strike last trading price was 56.6, which was 29.75 higher than the previous day. The implied volatity was 21.81, the open interest changed by 82 which increased total open position to 87

On 5 Jan HAVELLS was trading at 1451.40. The strike last trading price was 26.85, which was 5.1 higher than the previous day. The implied volatity was 21.39, the open interest changed by 6 which increased total open position to 6

On 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 21.75, which was 0 lower than the previous day. The implied volatity was 1.56, 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 21.75, which was 0 lower than the previous day. The implied volatity was 2.94, 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 21.75, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0

HAVELLS 27JAN2026 1470 PE
Delta: -0.48 Vega: 1.30 Theta: -0.77 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1464.90	33.7 ₹ 16,850	5.15 2575.00	27.02	1,166 5,83,000	298 1,49,000	430 2,15,000
8 Jan	1483.70	28.75 ₹ 14,375	7.25 3625.00	27.53	468 2,34,000	52 26,000	133 66,500
7 Jan	1496.20	21.95 ₹ 10,975	3.35 1675.00	25.87	78 39,000	7 3,500	82 41,000
6 Jan	1501.70	18.2 ₹ 9,100	-53.85 -26925.00	24.97	199 99,500	76 38,000	76 38,000
5 Jan	1451.40	72.05 ₹ 36,025	0 0.00	-	0 0	0 0	0 0
2 Jan	1439.90	72.05 ₹ 36,025	0 0.00	-	0 0	0 0	0 0
1 Jan	1417.50	72.05 ₹ 36,025	0 0.00	-	0 0	0 0	0 0
31 Dec	1424.90	72.05 ₹ 36,025	0 0.00	-	0 0	0 0	0 0

For Havells India Limited - strike price 1470 expiring on 27JAN2026

Delta for 1470 PE is -0.48

Historical price for 1470 PE is as follows

On 9 Jan HAVELLS was trading at 1464.90. The strike last trading price was 33.7, which was 5.15 higher than the previous day. The implied volatity was 27.02, the open interest changed by 298 which increased total open position to 430

On 8 Jan HAVELLS was trading at 1483.70. The strike last trading price was 28.75, which was 7.25 higher than the previous day. The implied volatity was 27.53, the open interest changed by 52 which increased total open position to 133

On 7 Jan HAVELLS was trading at 1496.20. The strike last trading price was 21.95, which was 3.35 higher than the previous day. The implied volatity was 25.87, the open interest changed by 7 which increased total open position to 82

On 6 Jan HAVELLS was trading at 1501.70. The strike last trading price was 18.2, which was -53.85 lower than the previous day. The implied volatity was 24.97, the open interest changed by 76 which increased total open position to 76

On 5 Jan HAVELLS was trading at 1451.40. The strike last trading price was 72.05, 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 2 Jan HAVELLS was trading at 1439.90. The strike last trading price was 72.05, 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 1 Jan HAVELLS was trading at 1417.50. The strike last trading price was 72.05, 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 72.05, 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

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