HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.75
Theta: -1.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 48.25 | 0.95 | 28.39 | 1,015 | 22 | 289 | |||
| 20 Nov | 1632.70 | 47.3 | 0.00 | 26.49 | 241 | 17 | 268 | |||
| 19 Nov | 1632.70 | 47.3 | 8.45 | 26.49 | 241 | 18 | 268 | |||
| 18 Nov | 1619.05 | 38.85 | -4.00 | 21.64 | 427 | 22 | 250 | |||
| 14 Nov | 1618.85 | 42.85 | -3.15 | 22.14 | 961 | -74 | 228 | |||
| 13 Nov | 1614.10 | 46 | 12.40 | 24.96 | 1,721 | 115 | 271 | |||
| 12 Nov | 1603.40 | 33.6 | -28.55 | 20.64 | 159 | 73 | 159 | |||
| 11 Nov | 1641.75 | 62.15 | -16.30 | 23.85 | 70 | -21 | 86 | |||
| 8 Nov | 1660.65 | 78.45 | -8.10 | 24.11 | 55 | 1 | 87 | |||
| 7 Nov | 1666.05 | 86.55 | -9.75 | 27.13 | 3 | 1 | 85 | |||
| 6 Nov | 1675.15 | 96.3 | 31.30 | 24.06 | 72 | 1 | 85 | |||
| 5 Nov | 1633.55 | 65 | -2.05 | 24.22 | 413 | 39 | 85 | |||
| 4 Nov | 1628.30 | 67.05 | -15.25 | 27.61 | 71 | 19 | 46 | |||
| 1 Nov | 1647.30 | 82.3 | 0.00 | 0.00 | 0 | 18 | 0 | |||
| 31 Oct | 1638.40 | 82.3 | -17.40 | - | 32 | 18 | 27 | |||
| 30 Oct | 1662.50 | 99.7 | -6.65 | - | 4 | 3 | 8 | |||
| 29 Oct | 1672.20 | 106.35 | 5.55 | - | 6 | 4 | 6 | |||
| 28 Oct | 1668.40 | 100.8 | -233.90 | - | 3 | 0 | 0 | |||
| 25 Oct | 1694.95 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 1723.30 | 334.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 334.7 | 334.70 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 0 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is 0.73
Historical price for 1600 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 48.25, which was 0.95 higher than the previous day. The implied volatity was 28.39, the open interest changed by 22 which increased total open position to 289
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 47.3, which was 0.00 lower than the previous day. The implied volatity was 26.49, the open interest changed by 17 which increased total open position to 268
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 47.3, which was 8.45 higher than the previous day. The implied volatity was 26.49, the open interest changed by 18 which increased total open position to 268
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 38.85, which was -4.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by 22 which increased total open position to 250
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 42.85, which was -3.15 lower than the previous day. The implied volatity was 22.14, the open interest changed by -74 which decreased total open position to 228
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 46, which was 12.40 higher than the previous day. The implied volatity was 24.96, the open interest changed by 115 which increased total open position to 271
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 33.6, which was -28.55 lower than the previous day. The implied volatity was 20.64, the open interest changed by 73 which increased total open position to 159
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 62.15, which was -16.30 lower than the previous day. The implied volatity was 23.85, the open interest changed by -21 which decreased total open position to 86
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 78.45, which was -8.10 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 87
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 86.55, which was -9.75 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 85
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 96.3, which was 31.30 higher than the previous day. The implied volatity was 24.06, the open interest changed by 1 which increased total open position to 85
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 65, which was -2.05 lower than the previous day. The implied volatity was 24.22, the open interest changed by 39 which increased total open position to 85
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 67.05, which was -15.25 lower than the previous day. The implied volatity was 27.61, the open interest changed by 19 which increased total open position to 46
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 82.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 82.3, which was -17.40 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 99.7, which was -6.65 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 106.35, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HAVELLS was trading at 1668.40. The strike last trading price was 100.8, which was -233.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HAVELLS was trading at 1694.95. The strike last trading price was 334.7, 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 24 Oct HAVELLS was trading at 1723.30. The strike last trading price was 334.7, 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 23 Oct HAVELLS was trading at 1749.80. The strike last trading price was 334.7, which was 334.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HAVELLS was trading at 1805.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.74
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 10 | -2.95 | 27.14 | 1,280 | 37 | 905 |
| 20 Nov | 1632.70 | 12.95 | 0.00 | 26.37 | 709 | 45 | 869 |
| 19 Nov | 1632.70 | 12.95 | -3.30 | 26.37 | 709 | 46 | 869 |
| 18 Nov | 1619.05 | 16.25 | -1.35 | 25.99 | 848 | 55 | 826 |
| 14 Nov | 1618.85 | 17.6 | -4.50 | 22.97 | 838 | 26 | 770 |
| 13 Nov | 1614.10 | 22.1 | -6.50 | 25.29 | 994 | 57 | 749 |
| 12 Nov | 1603.40 | 28.6 | 13.80 | 25.45 | 632 | -17 | 694 |
| 11 Nov | 1641.75 | 14.8 | 0.95 | 23.92 | 362 | 19 | 710 |
| 8 Nov | 1660.65 | 13.85 | 1.90 | 25.07 | 337 | 34 | 695 |
| 7 Nov | 1666.05 | 11.95 | 0.45 | 23.80 | 602 | -28 | 664 |
| 6 Nov | 1675.15 | 11.5 | -13.85 | 25.67 | 585 | 68 | 697 |
| 5 Nov | 1633.55 | 25.35 | -4.65 | 27.20 | 1,430 | 307 | 629 |
| 4 Nov | 1628.30 | 30 | 2.00 | 28.34 | 935 | 67 | 320 |
| 1 Nov | 1647.30 | 28 | -2.15 | 30.02 | 19 | 6 | 252 |
| 31 Oct | 1638.40 | 30.15 | 8.10 | - | 677 | 106 | 246 |
| 30 Oct | 1662.50 | 22.05 | 2.05 | - | 91 | 18 | 140 |
| 29 Oct | 1672.20 | 20 | -4.65 | - | 109 | 37 | 122 |
| 28 Oct | 1668.40 | 24.65 | 7.80 | - | 130 | 33 | 85 |
| 25 Oct | 1694.95 | 16.85 | 3.85 | - | 74 | 15 | 52 |
| 24 Oct | 1723.30 | 13 | 4.65 | - | 54 | 28 | 37 |
| 23 Oct | 1749.80 | 8.35 | -3.65 | - | 3 | 2 | 8 |
| 17 Oct | 1805.55 | 12 | - | 7 | 6 | 6 | |
For Havells India Limited - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.26
Historical price for 1600 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 10, which was -2.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by 37 which increased total open position to 905
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 12.95, which was 0.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 45 which increased total open position to 869
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 12.95, which was -3.30 lower than the previous day. The implied volatity was 26.37, the open interest changed by 46 which increased total open position to 869
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 16.25, which was -1.35 lower than the previous day. The implied volatity was 25.99, the open interest changed by 55 which increased total open position to 826
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 17.6, which was -4.50 lower than the previous day. The implied volatity was 22.97, the open interest changed by 26 which increased total open position to 770
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 22.1, which was -6.50 lower than the previous day. The implied volatity was 25.29, the open interest changed by 57 which increased total open position to 749
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 28.6, which was 13.80 higher than the previous day. The implied volatity was 25.45, the open interest changed by -17 which decreased total open position to 694
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 14.8, which was 0.95 higher than the previous day. The implied volatity was 23.92, the open interest changed by 19 which increased total open position to 710
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 13.85, which was 1.90 higher than the previous day. The implied volatity was 25.07, the open interest changed by 34 which increased total open position to 695
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 11.95, which was 0.45 higher than the previous day. The implied volatity was 23.80, the open interest changed by -28 which decreased total open position to 664
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 11.5, which was -13.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by 68 which increased total open position to 697
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 25.35, which was -4.65 lower than the previous day. The implied volatity was 27.20, the open interest changed by 307 which increased total open position to 629
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 30, which was 2.00 higher than the previous day. The implied volatity was 28.34, the open interest changed by 67 which increased total open position to 320
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 28, which was -2.15 lower than the previous day. The implied volatity was 30.02, the open interest changed by 6 which increased total open position to 252
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 30.15, which was 8.10 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 22.05, which was 2.05 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 20, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HAVELLS was trading at 1668.40. The strike last trading price was 24.65, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HAVELLS was trading at 1694.95. The strike last trading price was 16.85, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HAVELLS was trading at 1723.30. The strike last trading price was 13, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HAVELLS was trading at 1749.80. The strike last trading price was 8.35, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct HAVELLS was trading at 1805.55. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
