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[--[65.84.65.76]--]
HAVELLS
Havells India Limited

1657.4 -35.75 (-2.11%)

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Historical option data for HAVELLS

20 Dec 2024 04:12 PM IST
HAVELLS 26DEC2024 1640 CE
Delta: 0.72
Vega: 0.72
Theta: -1.38
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 27.7 -31.50 17.74 62 0 26
19 Dec 1693.15 59.2 -3.80 - 7 1 26
18 Dec 1697.05 63 -49.00 17.77 8 0 29
17 Dec 1732.40 112 0.00 0.00 0 0 0
16 Dec 1768.80 112 0.00 0.00 0 0 0
13 Dec 1757.85 112 0.00 0.00 0 -3 0
12 Dec 1757.95 112 32.00 - 4 -2 30
11 Dec 1752.25 80 0.00 0.00 0 1 0
10 Dec 1709.00 80 -13.85 19.44 5 -1 30
9 Dec 1704.70 93.85 0.00 0.00 0 0 0
6 Dec 1738.75 93.85 0.00 0.00 0 1 0
5 Dec 1746.70 93.85 -32.50 - 1 0 30
4 Dec 1732.65 126.35 25.20 39.22 2 0 30
3 Dec 1757.20 101.15 0.00 0.00 0 0 0
2 Dec 1739.35 101.15 1.15 - 3 0 30
29 Nov 1718.00 100 -6.00 19.30 21 3 34
28 Nov 1717.60 106 -4.00 29.27 25 23 31
27 Nov 1728.75 110 0.00 0.00 0 0 0
26 Nov 1711.20 110 42.00 30.12 1 0 8
25 Nov 1708.15 68 0.00 0.00 0 6 0
22 Nov 1665.80 68 11.35 20.73 5 -1 8
21 Nov 1636.10 56.65 -1.60 25.62 11 6 9
20 Nov 1632.70 58.25 0.00 26.51 3 0 3
19 Nov 1632.70 58.25 13.00 26.51 3 0 3
18 Nov 1619.05 45.25 -372.85 21.80 5 2 2
14 Nov 1618.85 418.1 0.00 0.08 0 0 0
13 Nov 1614.10 418.1 0.00 0.17 0 0 0
12 Nov 1603.40 418.1 0.00 0.85 0 0 0
11 Nov 1641.75 418.1 0.00 - 0 0 0
8 Nov 1660.65 418.1 0.00 - 0 0 0
4 Nov 1628.30 418.1 0.00 - 0 0 0
1 Nov 1647.30 418.1 0.00 - 0 0 0
31 Oct 1638.40 418.1 418.10 - 0 0 0
30 Oct 1662.50 0 0.00 - 0 0 0
29 Oct 1672.20 0 0.00 - 0 0 0
28 Oct 1668.40 0 0.00 - 0 0 0
25 Oct 1694.95 0 0.00 - 0 0 0
24 Oct 1723.30 0 0.00 - 0 0 0
23 Oct 1749.80 0 0.00 - 0 0 0
22 Oct 1770.80 0 0.00 - 0 0 0
21 Oct 1812.70 0 0.00 - 0 0 0
17 Oct 1805.55 0 - 0 0 0


For Havells India Limited - strike price 1640 expiring on 26DEC2024

Delta for 1640 CE is 0.72

Historical price for 1640 CE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 27.7, which was -31.50 lower than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 26


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 59.2, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 26


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 63, which was -49.00 lower than the previous day. The implied volatity was 17.77, the open interest changed by 0 which decreased total open position to 29


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 112, 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 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 112, 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 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 112, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 112, which was 32.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 30


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 80, 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 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 80, which was -13.85 lower than the previous day. The implied volatity was 19.44, the open interest changed by -1 which decreased total open position to 30


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 93.85, 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 Dec HAVELLS was trading at 1738.75. The strike last trading price was 93.85, 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 Dec HAVELLS was trading at 1746.70. The strike last trading price was 93.85, which was -32.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 126.35, which was 25.20 higher than the previous day. The implied volatity was 39.22, the open interest changed by 0 which decreased total open position to 30


On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 101.15, 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 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 101.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 100, which was -6.00 lower than the previous day. The implied volatity was 19.30, the open interest changed by 3 which increased total open position to 34


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 106, which was -4.00 lower than the previous day. The implied volatity was 29.27, the open interest changed by 23 which increased total open position to 31


On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 110, 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 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 110, which was 42.00 higher than the previous day. The implied volatity was 30.12, the open interest changed by 0 which decreased total open position to 8


On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 68, 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 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 68, which was 11.35 higher than the previous day. The implied volatity was 20.73, the open interest changed by -1 which decreased total open position to 8


On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 56.65, which was -1.60 lower than the previous day. The implied volatity was 25.62, the open interest changed by 6 which increased total open position to 9


On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 58.25, which was 0.00 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 3


On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 58.25, which was 13.00 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 3


On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 45.25, which was -372.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 2 which increased total open position to 2


On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 418.1, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 418.1, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 418.1, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 418.1, 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 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 418.1, 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 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 418.1, 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 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 418.1, 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 418.1, which was 418.10 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 0, 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 0, 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 0, 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 25 Oct HAVELLS was trading at 1694.95. The strike last trading price was 0, 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 0, 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 0, 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 22 Oct HAVELLS was trading at 1770.80. The strike last trading price was 0, 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 21 Oct HAVELLS was trading at 1812.70. The strike last trading price was 0, 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 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 26DEC2024 1640 PE
Delta: -0.34
Vega: 0.78
Theta: -1.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 12.9 8.65 25.85 1,039 32 137
19 Dec 1693.15 4.25 -1.80 25.46 610 -14 106
18 Dec 1697.05 6.05 3.15 26.40 439 45 121
17 Dec 1732.40 2.9 1.30 24.66 124 11 82
16 Dec 1768.80 1.6 -0.15 27.97 40 -6 74
13 Dec 1757.85 1.75 -0.85 23.99 199 -8 80
12 Dec 1757.95 2.6 -1.50 25.34 150 -36 90
11 Dec 1752.25 4.1 -3.60 26.69 327 -24 126
10 Dec 1709.00 7.7 -3.45 23.19 312 10 150
9 Dec 1704.70 11.15 5.05 25.15 475 -10 135
6 Dec 1738.75 6.1 -0.90 23.70 304 -21 144
5 Dec 1746.70 7 -1.95 25.99 258 -8 160
4 Dec 1732.65 8.95 2.25 24.84 285 64 168
3 Dec 1757.20 6.7 -3.40 25.59 317 -33 103
2 Dec 1739.35 10.1 -3.60 26.06 145 17 138
29 Nov 1718.00 13.7 -1.30 25.41 254 62 119
28 Nov 1717.60 15 -0.15 24.44 101 0 55
27 Nov 1728.75 15.15 -2.25 26.99 44 -3 54
26 Nov 1711.20 17.4 -1.60 25.49 25 5 57
25 Nov 1708.15 19 -11.90 26.50 59 44 51
22 Nov 1665.80 30.9 -15.10 25.08 35 22 29
21 Nov 1636.10 46 0.65 25.24 2 1 7
20 Nov 1632.70 45.35 0.00 0.00 0 0 0
19 Nov 1632.70 45.35 0.00 0.00 0 0 0
18 Nov 1619.05 45.35 0.00 0.00 0 0 0
14 Nov 1618.85 45.35 0.00 0.00 0 0 0
13 Nov 1614.10 45.35 0.00 0.00 0 4 0
12 Nov 1603.40 45.35 3.70 16.48 4 3 5
11 Nov 1641.75 41.65 35.20 22.37 2 0 0
8 Nov 1660.65 6.45 0.00 1.84 0 0 0
4 Nov 1628.30 6.45 0.00 0.56 0 0 0
1 Nov 1647.30 6.45 0.00 1.47 0 0 0
31 Oct 1638.40 6.45 0.00 - 0 0 0
30 Oct 1662.50 6.45 0.00 - 0 0 0
29 Oct 1672.20 6.45 0.00 - 0 0 0
28 Oct 1668.40 6.45 0.00 - 0 0 0
25 Oct 1694.95 6.45 0.00 - 0 0 0
24 Oct 1723.30 6.45 6.45 - 0 0 0
23 Oct 1749.80 0 0.00 - 0 0 0
22 Oct 1770.80 0 0.00 - 0 0 0
21 Oct 1812.70 0 0.00 - 0 0 0
17 Oct 1805.55 0 - 0 0 0


For Havells India Limited - strike price 1640 expiring on 26DEC2024

Delta for 1640 PE is -0.34

Historical price for 1640 PE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 12.9, which was 8.65 higher than the previous day. The implied volatity was 25.85, the open interest changed by 32 which increased total open position to 137


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 4.25, which was -1.80 lower than the previous day. The implied volatity was 25.46, the open interest changed by -14 which decreased total open position to 106


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 6.05, which was 3.15 higher than the previous day. The implied volatity was 26.40, the open interest changed by 45 which increased total open position to 121


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 2.9, which was 1.30 higher than the previous day. The implied volatity was 24.66, the open interest changed by 11 which increased total open position to 82


On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 27.97, the open interest changed by -6 which decreased total open position to 74


On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 23.99, the open interest changed by -8 which decreased total open position to 80


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 2.6, which was -1.50 lower than the previous day. The implied volatity was 25.34, the open interest changed by -36 which decreased total open position to 90


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 4.1, which was -3.60 lower than the previous day. The implied volatity was 26.69, the open interest changed by -24 which decreased total open position to 126


On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 7.7, which was -3.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by 10 which increased total open position to 150


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 11.15, which was 5.05 higher than the previous day. The implied volatity was 25.15, the open interest changed by -10 which decreased total open position to 135


On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 23.70, the open interest changed by -21 which decreased total open position to 144


On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 7, which was -1.95 lower than the previous day. The implied volatity was 25.99, the open interest changed by -8 which decreased total open position to 160


On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 8.95, which was 2.25 higher than the previous day. The implied volatity was 24.84, the open interest changed by 64 which increased total open position to 168


On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 6.7, which was -3.40 lower than the previous day. The implied volatity was 25.59, the open interest changed by -33 which decreased total open position to 103


On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 10.1, which was -3.60 lower than the previous day. The implied volatity was 26.06, the open interest changed by 17 which increased total open position to 138


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 13.7, which was -1.30 lower than the previous day. The implied volatity was 25.41, the open interest changed by 62 which increased total open position to 119


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 15, which was -0.15 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 55


On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 15.15, which was -2.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by -3 which decreased total open position to 54


On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 17.4, which was -1.60 lower than the previous day. The implied volatity was 25.49, the open interest changed by 5 which increased total open position to 57


On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 19, which was -11.90 lower than the previous day. The implied volatity was 26.50, the open interest changed by 44 which increased total open position to 51


On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 30.9, which was -15.10 lower than the previous day. The implied volatity was 25.08, the open interest changed by 22 which increased total open position to 29


On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 46, which was 0.65 higher than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 7


On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 45.35, 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 45.35, 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 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 45.35, 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 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 45.35, 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 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 45.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 45.35, which was 3.70 higher than the previous day. The implied volatity was 16.48, the open interest changed by 3 which increased total open position to 5


On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 41.65, which was 35.20 higher than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 6.45, 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 30 Oct HAVELLS was trading at 1662.50. The strike last trading price was 6.45, 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 29 Oct HAVELLS was trading at 1672.20. The strike last trading price was 6.45, 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 28 Oct HAVELLS was trading at 1668.40. The strike last trading price was 6.45, 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 25 Oct HAVELLS was trading at 1694.95. The strike last trading price was 6.45, 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 6.45, which was 6.45 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 0, 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 22 Oct HAVELLS was trading at 1770.80. The strike last trading price was 0, 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 21 Oct HAVELLS was trading at 1812.70. The strike last trading price was 0, 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 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