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Related Pages for HAVELLS
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HAVELLS
Havells India Limited
1618.85 4.75 (0.29%)

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Historical option data for HAVELLS

14 Nov 2024 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
HAVELLS 28NOV2024 1580 CE
Delta: 0.77
Vega: 0.97
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1618.85 55.2 -4.15 20.70 35 -1 33
13 Nov 1614.10 59.35 -33.20 25.24 86 19 35
12 Nov 1603.40 92.55 0.00 0.00 0 0 0
11 Nov 1641.75 92.55 0.00 0.00 0 1 0
8 Nov 1660.65 92.55 -10.55 22.43 1 0 15
7 Nov 1666.05 103.1 -10.45 28.32 1 0 14
6 Nov 1675.15 113.55 30.85 24.82 5 1 14
5 Nov 1633.55 82.7 11.90 27.10 25 1 14
4 Nov 1628.30 70.8 -72.20 20.93 27 13 14
1 Nov 1647.30 143 0.00 0.00 0 0 0
31 Oct 1638.40 143 0.00 - 0 0 0
30 Oct 1662.50 143 0.00 - 0 0 0
29 Oct 1672.20 143 - 0 0 0

For Havells India Limited - strike price 1580 expiring on 28NOV2024

Delta for 1580 CE is 0.77

Historical price for 1580 CE is as follows

On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 55.2, which was -4.15 lower than the previous day. The implied volatity was 20.70, the open interest changed by -1 which decreased total open position to 33


On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 59.35, which was -33.20 lower than the previous day. The implied volatity was 25.24, the open interest changed by 19 which increased total open position to 35


On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 92.55, 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 92.55, 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 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 92.55, which was -10.55 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 15


On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 103.1, which was -10.45 lower than the previous day. The implied volatity was 28.32, the open interest changed by 0 which decreased total open position to 14


On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 113.55, which was 30.85 higher than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 14


On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 82.7, which was 11.90 higher than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 14


On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 70.8, which was -72.20 lower than the previous day. The implied volatity was 20.93, the open interest changed by 13 which increased total open position to 14


On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 143, 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 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 143, 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 143, 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 143, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HAVELLS 28NOV2024 1580 PE
Delta: -0.26
Vega: 1.03
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1618.85 12.35 -3.70 23.99 368 6 147
13 Nov 1614.10 16.05 -5.05 26.07 620 -19 141
12 Nov 1603.40 21.1 10.40 26.00 406 2 170
11 Nov 1641.75 10.7 0.30 24.86 124 18 168
8 Nov 1660.65 10.4 1.20 26.02 270 49 152
7 Nov 1666.05 9.2 1.30 25.06 321 45 103
6 Nov 1675.15 7.9 -11.55 25.69 247 -1 61
5 Nov 1633.55 19.45 -3.45 27.60 151 -2 62
4 Nov 1628.30 22.9 4.55 28.29 299 24 64
1 Nov 1647.30 18.35 -6.00 27.60 6 3 41
31 Oct 1638.40 24.35 6.35 - 107 4 40
30 Oct 1662.50 18 1.25 - 19 6 35
29 Oct 1672.20 16.75 - 30 24 24

For Havells India Limited - strike price 1580 expiring on 28NOV2024

Delta for 1580 PE is -0.26

Historical price for 1580 PE is as follows

On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 12.35, which was -3.70 lower than the previous day. The implied volatity was 23.99, the open interest changed by 6 which increased total open position to 147


On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 16.05, which was -5.05 lower than the previous day. The implied volatity was 26.07, the open interest changed by -19 which decreased total open position to 141


On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 21.1, which was 10.40 higher than the previous day. The implied volatity was 26.00, the open interest changed by 2 which increased total open position to 170


On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 10.7, which was 0.30 higher than the previous day. The implied volatity was 24.86, the open interest changed by 18 which increased total open position to 168


On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 10.4, which was 1.20 higher than the previous day. The implied volatity was 26.02, the open interest changed by 49 which increased total open position to 152


On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 9.2, which was 1.30 higher than the previous day. The implied volatity was 25.06, the open interest changed by 45 which increased total open position to 103


On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 7.9, which was -11.55 lower than the previous day. The implied volatity was 25.69, the open interest changed by -1 which decreased total open position to 61


On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 19.45, which was -3.45 lower than the previous day. The implied volatity was 27.60, the open interest changed by -2 which decreased total open position to 62


On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 22.9, which was 4.55 higher than the previous day. The implied volatity was 28.29, the open interest changed by 24 which increased total open position to 64


On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 18.35, which was -6.00 lower than the previous day. The implied volatity was 27.60, the open interest changed by 3 which increased total open position to 41


On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 24.35, which was 6.35 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 18, which was 1.25 higher 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 16.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to