HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1640 CE | ||||||||||
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Delta: 0.49
Vega: 0.90
Theta: -1.87
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 22 | 1.40 | 25.77 | 1,406 | 161 | 495 | |||
| 20 Nov | 1632.70 | 20.6 | 0.00 | 22.80 | 1,640 | 40 | 334 | |||
| 19 Nov | 1632.70 | 20.6 | 4.20 | 22.80 | 1,640 | 40 | 334 | |||
| 18 Nov | 1619.05 | 16.4 | -3.80 | 20.76 | 903 | 3 | 295 | |||
| 14 Nov | 1618.85 | 20.2 | -3.40 | 20.81 | 1,015 | 57 | 291 | |||
| 13 Nov | 1614.10 | 23.6 | 7.55 | 23.39 | 1,305 | 4 | 261 | |||
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| 12 Nov | 1603.40 | 16.05 | -19.75 | 20.73 | 724 | 102 | 280 | |||
| 11 Nov | 1641.75 | 35.8 | -12.45 | 22.61 | 358 | 24 | 177 | |||
| 8 Nov | 1660.65 | 48.25 | -5.95 | 21.95 | 126 | 2 | 154 | |||
| 7 Nov | 1666.05 | 54.2 | -8.00 | 23.34 | 171 | -6 | 150 | |||
| 6 Nov | 1675.15 | 62.2 | 20.80 | 20.85 | 883 | -51 | 158 | |||
| 5 Nov | 1633.55 | 41.4 | -3.10 | 24.00 | 606 | 39 | 209 | |||
| 4 Nov | 1628.30 | 44.5 | -8.80 | 27.18 | 461 | 69 | 170 | |||
| 1 Nov | 1647.30 | 53.3 | -3.95 | 24.01 | 20 | 0 | 101 | |||
| 31 Oct | 1638.40 | 57.25 | -26.25 | - | 171 | 84 | 101 | |||
| 30 Oct | 1662.50 | 83.5 | 4.80 | - | 5 | 2 | 17 | |||
| 29 Oct | 1672.20 | 78.7 | -3.30 | - | 16 | 2 | 14 | |||
| 28 Oct | 1668.40 | 82 | -218.70 | - | 12 | 11 | 11 | |||
| 25 Oct | 1694.95 | 300.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1723.30 | 300.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 300.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 300.7 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is 0.49
Historical price for 1640 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 22, which was 1.40 higher than the previous day. The implied volatity was 25.77, the open interest changed by 161 which increased total open position to 495
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 20.6, which was 0.00 lower than the previous day. The implied volatity was 22.80, the open interest changed by 40 which increased total open position to 334
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 20.6, which was 4.20 higher than the previous day. The implied volatity was 22.80, the open interest changed by 40 which increased total open position to 334
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 16.4, which was -3.80 lower than the previous day. The implied volatity was 20.76, the open interest changed by 3 which increased total open position to 295
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 20.2, which was -3.40 lower than the previous day. The implied volatity was 20.81, the open interest changed by 57 which increased total open position to 291
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 23.6, which was 7.55 higher than the previous day. The implied volatity was 23.39, the open interest changed by 4 which increased total open position to 261
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 16.05, which was -19.75 lower than the previous day. The implied volatity was 20.73, the open interest changed by 102 which increased total open position to 280
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 35.8, which was -12.45 lower than the previous day. The implied volatity was 22.61, the open interest changed by 24 which increased total open position to 177
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 48.25, which was -5.95 lower than the previous day. The implied volatity was 21.95, the open interest changed by 2 which increased total open position to 154
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 54.2, which was -8.00 lower than the previous day. The implied volatity was 23.34, the open interest changed by -6 which decreased total open position to 150
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 62.2, which was 20.80 higher than the previous day. The implied volatity was 20.85, the open interest changed by -51 which decreased total open position to 158
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 41.4, which was -3.10 lower than the previous day. The implied volatity was 24.00, the open interest changed by 39 which increased total open position to 209
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 44.5, which was -8.80 lower than the previous day. The implied volatity was 27.18, the open interest changed by 69 which increased total open position to 170
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 53.3, which was -3.95 lower than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 101
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 57.25, which was -26.25 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 83.5, which was 4.80 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 78.7, which was -3.30 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 82, which was -218.70 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 300.7, 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 300.7, 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 300.7, 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 17 Oct HAVELLS was trading at 1805.55. The strike last trading price was 300.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 0.90
Theta: -1.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 23.3 | -4.45 | 24.32 | 675 | 47 | 283 |
| 20 Nov | 1632.70 | 27.75 | 0.00 | 24.26 | 908 | 55 | 236 |
| 19 Nov | 1632.70 | 27.75 | -6.05 | 24.26 | 908 | 55 | 236 |
| 18 Nov | 1619.05 | 33.8 | -1.50 | 24.88 | 207 | 11 | 180 |
| 14 Nov | 1618.85 | 35.3 | -4.70 | 22.00 | 231 | 21 | 169 |
| 13 Nov | 1614.10 | 40 | -8.00 | 24.07 | 345 | -18 | 149 |
| 12 Nov | 1603.40 | 48 | 21.25 | 23.49 | 432 | 13 | 172 |
| 11 Nov | 1641.75 | 26.75 | 2.40 | 21.59 | 313 | 5 | 160 |
| 8 Nov | 1660.65 | 24.35 | 2.75 | 23.35 | 372 | 8 | 150 |
| 7 Nov | 1666.05 | 21.6 | 1.95 | 22.14 | 512 | 12 | 144 |
| 6 Nov | 1675.15 | 19.65 | -21.05 | 23.85 | 483 | 27 | 132 |
| 5 Nov | 1633.55 | 40.7 | -6.40 | 26.20 | 125 | -6 | 107 |
| 4 Nov | 1628.30 | 47.1 | 7.05 | 27.81 | 166 | 21 | 112 |
| 1 Nov | 1647.30 | 40.05 | -6.40 | 27.89 | 11 | 3 | 91 |
| 31 Oct | 1638.40 | 46.45 | 16.65 | - | 234 | 72 | 88 |
| 30 Oct | 1662.50 | 29.8 | -1.55 | - | 9 | -1 | 15 |
| 29 Oct | 1672.20 | 31.35 | 6.90 | - | 12 | 8 | 17 |
| 28 Oct | 1668.40 | 24.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1694.95 | 24.45 | 0.00 | - | 0 | 9 | 0 |
| 24 Oct | 1723.30 | 24.45 | 6.50 | - | 9 | 1 | 1 |
| 23 Oct | 1749.80 | 17.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1805.55 | 17.95 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.51
Historical price for 1640 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 23.3, which was -4.45 lower than the previous day. The implied volatity was 24.32, the open interest changed by 47 which increased total open position to 283
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was 24.26, the open interest changed by 55 which increased total open position to 236
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 27.75, which was -6.05 lower than the previous day. The implied volatity was 24.26, the open interest changed by 55 which increased total open position to 236
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 33.8, which was -1.50 lower than the previous day. The implied volatity was 24.88, the open interest changed by 11 which increased total open position to 180
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 35.3, which was -4.70 lower than the previous day. The implied volatity was 22.00, the open interest changed by 21 which increased total open position to 169
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 40, which was -8.00 lower than the previous day. The implied volatity was 24.07, the open interest changed by -18 which decreased total open position to 149
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 48, which was 21.25 higher than the previous day. The implied volatity was 23.49, the open interest changed by 13 which increased total open position to 172
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 26.75, which was 2.40 higher than the previous day. The implied volatity was 21.59, the open interest changed by 5 which increased total open position to 160
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 24.35, which was 2.75 higher than the previous day. The implied volatity was 23.35, the open interest changed by 8 which increased total open position to 150
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 21.6, which was 1.95 higher than the previous day. The implied volatity was 22.14, the open interest changed by 12 which increased total open position to 144
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 19.65, which was -21.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by 27 which increased total open position to 132
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 40.7, which was -6.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by -6 which decreased total open position to 107
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 47.1, which was 7.05 higher than the previous day. The implied volatity was 27.81, the open interest changed by 21 which increased total open position to 112
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 40.05, which was -6.40 lower than the previous day. The implied volatity was 27.89, the open interest changed by 3 which increased total open position to 91
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 46.45, which was 16.65 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 29.8, which was -1.55 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 31.35, which was 6.90 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 24.45, 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 24.45, 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 24.45, which was 6.50 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 17.95, 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 17.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
