HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1620 CE | ||||||||||
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Delta: 0.62
Vega: 0.86
Theta: -1.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 33.75 | 2.05 | 26.82 | 1,828 | 10 | 303 | |||
| 20 Nov | 1632.70 | 31.7 | 0.00 | 23.48 | 603 | -66 | 293 | |||
| 19 Nov | 1632.70 | 31.7 | 5.40 | 23.48 | 603 | -66 | 293 | |||
| 18 Nov | 1619.05 | 26.3 | -3.95 | 21.23 | 1,023 | 46 | 361 | |||
| 14 Nov | 1618.85 | 30.25 | -3.45 | 21.36 | 1,607 | -14 | 314 | |||
| 13 Nov | 1614.10 | 33.7 | 10.05 | 24.08 | 1,519 | 134 | 322 | |||
| 12 Nov | 1603.40 | 23.65 | -25.30 | 20.63 | 268 | 59 | 179 | |||
| 11 Nov | 1641.75 | 48.95 | -13.80 | 23.86 | 18 | -1 | 121 | |||
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| 8 Nov | 1660.65 | 62.75 | -7.45 | 23.05 | 4 | -1 | 122 | |||
| 7 Nov | 1666.05 | 70.2 | -10.10 | 25.44 | 18 | -3 | 123 | |||
| 6 Nov | 1675.15 | 80.3 | 28.30 | 23.62 | 203 | -40 | 128 | |||
| 5 Nov | 1633.55 | 52 | -2.35 | 23.84 | 598 | 39 | 166 | |||
| 4 Nov | 1628.30 | 54.35 | -14.80 | 26.94 | 409 | 119 | 128 | |||
| 1 Nov | 1647.30 | 69.15 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 31 Oct | 1638.40 | 69.15 | -26.60 | - | 10 | 5 | 8 | |||
| 30 Oct | 1662.50 | 95.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1672.20 | 95.75 | 0.00 | - | 0 | 3 | 0 | |||
| 28 Oct | 1668.40 | 95.75 | -328.70 | - | 4 | 3 | 3 | |||
| 25 Oct | 1694.95 | 424.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1723.30 | 424.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 424.45 | 424.45 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 0 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is 0.62
Historical price for 1620 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 33.75, which was 2.05 higher than the previous day. The implied volatity was 26.82, the open interest changed by 10 which increased total open position to 303
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was 23.48, the open interest changed by -66 which decreased total open position to 293
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 31.7, which was 5.40 higher than the previous day. The implied volatity was 23.48, the open interest changed by -66 which decreased total open position to 293
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 26.3, which was -3.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 46 which increased total open position to 361
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 30.25, which was -3.45 lower than the previous day. The implied volatity was 21.36, the open interest changed by -14 which decreased total open position to 314
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 33.7, which was 10.05 higher than the previous day. The implied volatity was 24.08, the open interest changed by 134 which increased total open position to 322
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 23.65, which was -25.30 lower than the previous day. The implied volatity was 20.63, the open interest changed by 59 which increased total open position to 179
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 48.95, which was -13.80 lower than the previous day. The implied volatity was 23.86, the open interest changed by -1 which decreased total open position to 121
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 62.75, which was -7.45 lower than the previous day. The implied volatity was 23.05, the open interest changed by -1 which decreased total open position to 122
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 70.2, which was -10.10 lower than the previous day. The implied volatity was 25.44, the open interest changed by -3 which decreased total open position to 123
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 80.3, which was 28.30 higher than the previous day. The implied volatity was 23.62, the open interest changed by -40 which decreased total open position to 128
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 52, which was -2.35 lower than the previous day. The implied volatity was 23.84, the open interest changed by 39 which increased total open position to 166
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 54.35, which was -14.80 lower than the previous day. The implied volatity was 26.94, the open interest changed by 119 which increased total open position to 128
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 69.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 69.15, which was -26.60 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 95.75, 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 95.75, 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 28 Oct HAVELLS was trading at 1668.40. The strike last trading price was 95.75, which was -328.70 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 424.45, 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 424.45, 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 424.45, which was 424.45 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 1620 PE | |||||||
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Delta: -0.37
Vega: 0.86
Theta: -1.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 15.25 | -3.50 | 25.49 | 1,759 | 47 | 311 |
| 20 Nov | 1632.70 | 18.75 | 0.00 | 24.84 | 733 | 48 | 263 |
| 19 Nov | 1632.70 | 18.75 | -5.15 | 24.84 | 733 | 47 | 263 |
| 18 Nov | 1619.05 | 23.9 | -1.40 | 25.45 | 587 | 13 | 216 |
| 14 Nov | 1618.85 | 25.3 | -4.45 | 22.43 | 553 | -31 | 203 |
| 13 Nov | 1614.10 | 29.75 | -8.05 | 24.42 | 865 | -122 | 236 |
| 12 Nov | 1603.40 | 37.8 | 17.70 | 24.82 | 910 | 264 | 377 |
| 11 Nov | 1641.75 | 20.1 | 1.75 | 22.86 | 146 | 5 | 113 |
| 8 Nov | 1660.65 | 18.35 | 1.85 | 24.14 | 161 | 11 | 107 |
| 7 Nov | 1666.05 | 16.5 | 2.30 | 23.23 | 226 | 4 | 97 |
| 6 Nov | 1675.15 | 14.2 | -19.20 | 24.08 | 187 | -4 | 93 |
| 5 Nov | 1633.55 | 33.4 | -4.40 | 27.37 | 279 | -18 | 100 |
| 4 Nov | 1628.30 | 37.8 | 3.50 | 28.02 | 392 | 17 | 110 |
| 1 Nov | 1647.30 | 34.3 | -1.35 | 29.42 | 4 | 2 | 92 |
| 31 Oct | 1638.40 | 35.65 | 6.65 | - | 149 | 61 | 90 |
| 30 Oct | 1662.50 | 29 | -9.90 | - | 35 | 12 | 29 |
| 29 Oct | 1672.20 | 38.9 | 8.85 | - | 1 | 0 | 17 |
| 28 Oct | 1668.40 | 30.05 | 8.05 | - | 7 | 1 | 17 |
| 25 Oct | 1694.95 | 22 | 5.00 | - | 2 | 0 | 16 |
| 24 Oct | 1723.30 | 17 | 14.85 | - | 19 | 15 | 15 |
| 23 Oct | 1749.80 | 2.15 | 2.15 | - | 0 | 0 | 0 |
| 17 Oct | 1805.55 | 0 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.37
Historical price for 1620 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 15.25, which was -3.50 lower than the previous day. The implied volatity was 25.49, the open interest changed by 47 which increased total open position to 311
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 18.75, which was 0.00 lower than the previous day. The implied volatity was 24.84, the open interest changed by 48 which increased total open position to 263
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 18.75, which was -5.15 lower than the previous day. The implied volatity was 24.84, the open interest changed by 47 which increased total open position to 263
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 23.9, which was -1.40 lower than the previous day. The implied volatity was 25.45, the open interest changed by 13 which increased total open position to 216
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 25.3, which was -4.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by -31 which decreased total open position to 203
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 29.75, which was -8.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by -122 which decreased total open position to 236
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 37.8, which was 17.70 higher than the previous day. The implied volatity was 24.82, the open interest changed by 264 which increased total open position to 377
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 20.1, which was 1.75 higher than the previous day. The implied volatity was 22.86, the open interest changed by 5 which increased total open position to 113
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 18.35, which was 1.85 higher than the previous day. The implied volatity was 24.14, the open interest changed by 11 which increased total open position to 107
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 16.5, which was 2.30 higher than the previous day. The implied volatity was 23.23, the open interest changed by 4 which increased total open position to 97
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 14.2, which was -19.20 lower than the previous day. The implied volatity was 24.08, the open interest changed by -4 which decreased total open position to 93
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 33.4, which was -4.40 lower than the previous day. The implied volatity was 27.37, the open interest changed by -18 which decreased total open position to 100
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 37.8, which was 3.50 higher than the previous day. The implied volatity was 28.02, the open interest changed by 17 which increased total open position to 110
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 34.3, which was -1.35 lower than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 92
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 35.65, which was 6.65 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 29, which was -9.90 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 38.9, which was 8.85 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 30.05, which was 8.05 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 22, which was 5.00 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 17, which was 14.85 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 2.15, which was 2.15 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
