HAVELLS
Havells India Limited
Historical option data for HAVELLS
14 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.66
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1618.85 | 91.1 | 16.70 | 24.93 | 3 | 1 | 4 | |||
| 13 Nov | 1614.10 | 74.4 | -18.60 | - | 2 | 0 | 3 | |||
| 12 Nov | 1603.40 | 93 | -41.00 | 37.84 | 1 | 0 | 4 | |||
| 11 Nov | 1641.75 | 134 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1660.65 | 134 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1666.05 | 134 | -1.00 | 16.91 | 1 | 0 | 4 | |||
| 6 Nov | 1675.15 | 135 | 36.30 | - | 2 | 1 | 4 | |||
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| 5 Nov | 1633.55 | 98.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 1628.30 | 98.7 | -30.30 | 13.82 | 2 | 1 | 2 | |||
| 1 Nov | 1647.30 | 129 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 1638.40 | 129 | -373.00 | - | 1 | 0 | 0 | |||
| 30 Oct | 1662.50 | 502 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1672.20 | 502 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.87
Historical price for 1540 CE is as follows
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 91.1, which was 16.70 higher than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 4
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 74.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 93, which was -41.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by 0 which decreased total open position to 4
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 134, which was -1.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 4
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 135, which was 36.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 98.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 98.7, which was -30.30 lower than the previous day. The implied volatity was 13.82, the open interest changed by 1 which increased total open position to 2
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 129, which was -373.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HAVELLS was trading at 1662.50. The strike last trading price was 502, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HAVELLS was trading at 1672.20. The strike last trading price was 502, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.71
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1618.85 | 6.1 | -2.30 | 26.39 | 746 | 361 | 460 |
| 13 Nov | 1614.10 | 8.4 | -1.95 | 28.08 | 522 | 28 | 99 |
| 12 Nov | 1603.40 | 10.35 | 4.75 | 26.71 | 415 | 24 | 97 |
| 11 Nov | 1641.75 | 5.6 | 0.00 | 26.96 | 75 | 21 | 72 |
| 8 Nov | 1660.65 | 5.6 | 0.55 | 27.66 | 197 | -9 | 51 |
| 7 Nov | 1666.05 | 5.05 | 0.60 | 26.91 | 389 | 32 | 131 |
| 6 Nov | 1675.15 | 4.45 | -6.75 | 27.56 | 330 | -13 | 124 |
| 5 Nov | 1633.55 | 11.2 | -2.70 | 28.67 | 493 | 66 | 141 |
| 4 Nov | 1628.30 | 13.9 | 0.95 | 29.53 | 452 | 49 | 71 |
| 1 Nov | 1647.30 | 12.95 | -1.40 | 30.47 | 6 | 3 | 21 |
| 31 Oct | 1638.40 | 14.35 | 13.70 | - | 39 | 20 | 20 |
| 30 Oct | 1662.50 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1672.20 | 0.65 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.14
Historical price for 1540 PE is as follows
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 6.1, which was -2.30 lower than the previous day. The implied volatity was 26.39, the open interest changed by 361 which increased total open position to 460
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 8.4, which was -1.95 lower than the previous day. The implied volatity was 28.08, the open interest changed by 28 which increased total open position to 99
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 10.35, which was 4.75 higher than the previous day. The implied volatity was 26.71, the open interest changed by 24 which increased total open position to 97
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by 21 which increased total open position to 72
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 5.6, which was 0.55 higher than the previous day. The implied volatity was 27.66, the open interest changed by -9 which decreased total open position to 51
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 5.05, which was 0.60 higher than the previous day. The implied volatity was 26.91, the open interest changed by 32 which increased total open position to 131
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 4.45, which was -6.75 lower than the previous day. The implied volatity was 27.56, the open interest changed by -13 which decreased total open position to 124
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 11.2, which was -2.70 lower than the previous day. The implied volatity was 28.67, the open interest changed by 66 which increased total open position to 141
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 13.9, which was 0.95 higher than the previous day. The implied volatity was 29.53, the open interest changed by 49 which increased total open position to 71
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 12.95, which was -1.40 lower than the previous day. The implied volatity was 30.47, the open interest changed by 3 which increased total open position to 21
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 14.35, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HAVELLS was trading at 1662.50. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HAVELLS was trading at 1672.20. The strike last trading price was 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
