HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 0.35
Theta: -1.04
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 79.55 | 10.80 | 25.82 | 1 | 0 | 17 | |||
| 20 Nov | 1632.70 | 68.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1632.70 | 68.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 1619.05 | 68.75 | 4.80 | 18.82 | 6 | 3 | 18 | |||
| 14 Nov | 1618.85 | 63.95 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 13 Nov | 1614.10 | 63.95 | -35.05 | - | 10 | 9 | 15 | |||
| 12 Nov | 1603.40 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1641.75 | 99 | 2.00 | 30.29 | 5 | 0 | 6 | |||
| 8 Nov | 1660.65 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1666.05 | 97 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 1675.15 | 97 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1633.55 | 97 | 7.00 | 26.74 | 1 | 0 | 5 | |||
| 4 Nov | 1628.30 | 90 | -279.95 | 24.23 | 5 | 4 | 4 | |||
| 1 Nov | 1647.30 | 369.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1638.40 | 369.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1662.50 | 369.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1672.20 | 369.95 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1560 expiring on 28NOV2024
Delta for 1560 CE is 0.91
Historical price for 1560 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 79.55, which was 10.80 higher than the previous day. The implied volatity was 25.82, the open interest changed by 0 which decreased total open position to 17
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 68.75, 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 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 68.75, 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 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 68.75, which was 4.80 higher than the previous day. The implied volatity was 18.82, the open interest changed by 3 which increased total open position to 18
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 63.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 63.95, which was -35.05 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 15
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 99, 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 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 99, which was 2.00 higher than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 6
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 97, 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 97, 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 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 97, 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 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 97, which was 7.00 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 5
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 90, which was -279.95 lower than the previous day. The implied volatity was 24.23, the open interest changed by 4 which increased total open position to 4
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 369.95, which was 0.00 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 1638.40. The strike last trading price was 369.95, 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 30 Oct HAVELLS was trading at 1662.50. The strike last trading price was 369.95, 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 369.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.46
Theta: -0.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 4.25 | -2.05 | 30.58 | 591 | -48 | 430 |
| 20 Nov | 1632.70 | 6.3 | 0.00 | 29.85 | 358 | -3 | 528 |
| 19 Nov | 1632.70 | 6.3 | -1.00 | 29.85 | 358 | 47 | 528 |
| 18 Nov | 1619.05 | 7.3 | -1.50 | 27.98 | 358 | 3 | 482 |
| 14 Nov | 1618.85 | 8.8 | -3.35 | 25.31 | 597 | 202 | 478 |
| 13 Nov | 1614.10 | 12.15 | -3.05 | 27.57 | 1,172 | 78 | 277 |
| 12 Nov | 1603.40 | 15.2 | 7.65 | 26.54 | 428 | 70 | 268 |
| 11 Nov | 1641.75 | 7.55 | -0.20 | 25.67 | 166 | 20 | 197 |
| 8 Nov | 1660.65 | 7.75 | 1.25 | 26.94 | 311 | 23 | 177 |
| 7 Nov | 1666.05 | 6.5 | 0.45 | 25.59 | 424 | 43 | 155 |
| 6 Nov | 1675.15 | 6.05 | -8.75 | 26.78 | 377 | -9 | 118 |
| 5 Nov | 1633.55 | 14.8 | -3.55 | 28.09 | 410 | 52 | 128 |
| 4 Nov | 1628.30 | 18.35 | 1.35 | 29.23 | 724 | 69 | 75 |
| 1 Nov | 1647.30 | 17 | -1.75 | 30.30 | 3 | 1 | 8 |
| 31 Oct | 1638.40 | 18.75 | 10.10 | - | 10 | 7 | 7 |
| 30 Oct | 1662.50 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1672.20 | 8.65 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1560 expiring on 28NOV2024
Delta for 1560 PE is -0.12
Historical price for 1560 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 4.25, which was -2.05 lower than the previous day. The implied volatity was 30.58, the open interest changed by -48 which decreased total open position to 430
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by -3 which decreased total open position to 528
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 6.3, which was -1.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by 47 which increased total open position to 528
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 7.3, which was -1.50 lower than the previous day. The implied volatity was 27.98, the open interest changed by 3 which increased total open position to 482
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 8.8, which was -3.35 lower than the previous day. The implied volatity was 25.31, the open interest changed by 202 which increased total open position to 478
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 12.15, which was -3.05 lower than the previous day. The implied volatity was 27.57, the open interest changed by 78 which increased total open position to 277
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 15.2, which was 7.65 higher than the previous day. The implied volatity was 26.54, the open interest changed by 70 which increased total open position to 268
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 7.55, which was -0.20 lower than the previous day. The implied volatity was 25.67, the open interest changed by 20 which increased total open position to 197
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 7.75, which was 1.25 higher than the previous day. The implied volatity was 26.94, the open interest changed by 23 which increased total open position to 177
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 6.5, which was 0.45 higher than the previous day. The implied volatity was 25.59, the open interest changed by 43 which increased total open position to 155
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 6.05, which was -8.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by -9 which decreased total open position to 118
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 14.8, which was -3.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by 52 which increased total open position to 128
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 18.35, which was 1.35 higher than the previous day. The implied volatity was 29.23, the open interest changed by 69 which increased total open position to 75
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 17, which was -1.75 lower than the previous day. The implied volatity was 30.30, the open interest changed by 1 which increased total open position to 8
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 18.75, which was 10.10 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 8.65, 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 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
