HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1580 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.68
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 67.95 | 4.90 | 35.33 | 8 | -2 | 28 | |||
| 20 Nov | 1632.70 | 63.05 | 0.00 | 27.88 | 14 | -12 | 36 | |||
| 19 Nov | 1632.70 | 63.05 | 8.85 | 27.88 | 14 | -6 | 36 | |||
| 18 Nov | 1619.05 | 54.2 | -1.00 | 22.61 | 46 | 11 | 44 | |||
| 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 | |||
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| 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 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 67.95, which was 4.90 higher than the previous day. The implied volatity was 35.33, the open interest changed by -2 which decreased total open position to 28
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 63.05, which was 0.00 lower than the previous day. The implied volatity was 27.88, the open interest changed by -12 which decreased total open position to 36
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 63.05, which was 8.85 higher than the previous day. The implied volatity was 27.88, the open interest changed by -6 which decreased total open position to 36
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 54.2, which was -1.00 lower than the previous day. The implied volatity was 22.61, the open interest changed by 11 which increased total open position to 44
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 | |||||||
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Delta: -0.18
Vega: 0.60
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 6.65 | -2.05 | 29.06 | 819 | 0 | 254 |
| 20 Nov | 1632.70 | 8.7 | 0.00 | 27.67 | 408 | 73 | 255 |
| 19 Nov | 1632.70 | 8.7 | -1.95 | 27.67 | 408 | 74 | 255 |
| 18 Nov | 1619.05 | 10.65 | -1.70 | 26.57 | 396 | 34 | 181 |
| 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 -0.18
Historical price for 1580 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 6.65, which was -2.05 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 254
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 8.7, which was 0.00 lower than the previous day. The implied volatity was 27.67, the open interest changed by 73 which increased total open position to 255
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 8.7, which was -1.95 lower than the previous day. The implied volatity was 27.67, the open interest changed by 74 which increased total open position to 255
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 10.65, which was -1.70 lower than the previous day. The implied volatity was 26.57, the open interest changed by 34 which increased total open position to 181
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
