HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.84
Theta: -1.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 13 | 0.10 | 24.76 | 1,252 | -11 | 578 | |||
| 20 Nov | 1632.70 | 12.9 | 0.00 | 22.85 | 1,728 | -27 | 589 | |||
| 19 Nov | 1632.70 | 12.9 | 3.10 | 22.85 | 1,728 | -27 | 589 | |||
| 18 Nov | 1619.05 | 9.8 | -2.90 | 20.86 | 807 | 91 | 617 | |||
| 14 Nov | 1618.85 | 12.7 | -3.90 | 20.42 | 901 | 60 | 526 | |||
| 13 Nov | 1614.10 | 16.6 | 6.05 | 23.57 | 1,533 | -143 | 466 | |||
| 12 Nov | 1603.40 | 10.55 | -15.10 | 20.90 | 1,256 | 104 | 623 | |||
| 11 Nov | 1641.75 | 25.65 | -9.70 | 22.17 | 632 | 11 | 524 | |||
| 8 Nov | 1660.65 | 35.35 | -4.65 | 20.86 | 611 | 8 | 512 | |||
| 7 Nov | 1666.05 | 40 | -9.65 | 21.62 | 928 | 281 | 504 | |||
| 6 Nov | 1675.15 | 49.65 | 17.65 | 21.20 | 902 | -22 | 223 | |||
| 5 Nov | 1633.55 | 32 | -1.55 | 23.90 | 684 | 21 | 246 | |||
| 4 Nov | 1628.30 | 33.55 | -9.40 | 25.91 | 639 | 4 | 228 | |||
| 1 Nov | 1647.30 | 42.95 | -4.90 | 24.04 | 91 | -1 | 223 | |||
| 31 Oct | 1638.40 | 47.85 | -16.10 | - | 558 | 156 | 224 | |||
| 30 Oct | 1662.50 | 63.95 | -3.60 | - | 105 | 29 | 67 | |||
| 29 Oct | 1672.20 | 67.55 | -318.90 | - | 42 | 37 | 37 | |||
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| 28 Oct | 1668.40 | 386.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1694.95 | 386.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1723.30 | 386.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 386.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 386.45 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.35
Historical price for 1660 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 13, which was 0.10 higher than the previous day. The implied volatity was 24.76, the open interest changed by -11 which decreased total open position to 578
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by -27 which decreased total open position to 589
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 12.9, which was 3.10 higher than the previous day. The implied volatity was 22.85, the open interest changed by -27 which decreased total open position to 589
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 9.8, which was -2.90 lower than the previous day. The implied volatity was 20.86, the open interest changed by 91 which increased total open position to 617
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 12.7, which was -3.90 lower than the previous day. The implied volatity was 20.42, the open interest changed by 60 which increased total open position to 526
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 16.6, which was 6.05 higher than the previous day. The implied volatity was 23.57, the open interest changed by -143 which decreased total open position to 466
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 10.55, which was -15.10 lower than the previous day. The implied volatity was 20.90, the open interest changed by 104 which increased total open position to 623
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 25.65, which was -9.70 lower than the previous day. The implied volatity was 22.17, the open interest changed by 11 which increased total open position to 524
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 35.35, which was -4.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by 8 which increased total open position to 512
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 40, which was -9.65 lower than the previous day. The implied volatity was 21.62, the open interest changed by 281 which increased total open position to 504
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 49.65, which was 17.65 higher than the previous day. The implied volatity was 21.20, the open interest changed by -22 which decreased total open position to 223
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 32, which was -1.55 lower than the previous day. The implied volatity was 23.90, the open interest changed by 21 which increased total open position to 246
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 33.55, which was -9.40 lower than the previous day. The implied volatity was 25.91, the open interest changed by 4 which increased total open position to 228
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 42.95, which was -4.90 lower than the previous day. The implied volatity was 24.04, the open interest changed by -1 which decreased total open position to 223
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 47.85, which was -16.10 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 63.95, which was -3.60 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 67.55, which was -318.90 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 386.45, 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 386.45, 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 386.45, 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 386.45, 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 17 Oct HAVELLS was trading at 1805.55. The strike last trading price was 386.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.83
Theta: -1.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 34 | -4.35 | 22.88 | 242 | -22 | 321 |
| 20 Nov | 1632.70 | 38.35 | 0.00 | 22.68 | 603 | 51 | 346 |
| 19 Nov | 1632.70 | 38.35 | -8.50 | 22.68 | 603 | 54 | 346 |
| 18 Nov | 1619.05 | 46.85 | -1.75 | 25.16 | 145 | -28 | 292 |
| 14 Nov | 1618.85 | 48.6 | -3.30 | 22.50 | 65 | 2 | 320 |
| 13 Nov | 1614.10 | 51.9 | -13.25 | 23.45 | 95 | -16 | 319 |
| 12 Nov | 1603.40 | 65.15 | 27.70 | 26.39 | 667 | -183 | 393 |
| 11 Nov | 1641.75 | 37.45 | 5.55 | 21.82 | 447 | -17 | 576 |
| 8 Nov | 1660.65 | 31.9 | 2.10 | 22.57 | 523 | -62 | 595 |
| 7 Nov | 1666.05 | 29.8 | 2.55 | 22.08 | 1,159 | 497 | 659 |
| 6 Nov | 1675.15 | 27.25 | -22.40 | 24.10 | 320 | 23 | 162 |
| 5 Nov | 1633.55 | 49.65 | -7.60 | 25.18 | 29 | -3 | 140 |
| 4 Nov | 1628.30 | 57.25 | 2.60 | 27.30 | 169 | 43 | 144 |
| 1 Nov | 1647.30 | 54.65 | -2.30 | 30.70 | 8 | 0 | 99 |
| 31 Oct | 1638.40 | 56.95 | 10.30 | - | 186 | 56 | 99 |
| 30 Oct | 1662.50 | 46.65 | 6.55 | - | 81 | 19 | 43 |
| 29 Oct | 1672.20 | 40.1 | -2.30 | - | 66 | -5 | 25 |
| 28 Oct | 1668.40 | 42.4 | 8.85 | - | 63 | 11 | 31 |
| 25 Oct | 1694.95 | 33.55 | 5.55 | - | 11 | 1 | 20 |
| 24 Oct | 1723.30 | 28 | 9.00 | - | 14 | 11 | 20 |
| 23 Oct | 1749.80 | 19 | 15.40 | - | 9 | 8 | 8 |
| 17 Oct | 1805.55 | 3.6 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.66
Historical price for 1660 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 34, which was -4.35 lower than the previous day. The implied volatity was 22.88, the open interest changed by -22 which decreased total open position to 321
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 38.35, which was 0.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 51 which increased total open position to 346
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 38.35, which was -8.50 lower than the previous day. The implied volatity was 22.68, the open interest changed by 54 which increased total open position to 346
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 46.85, which was -1.75 lower than the previous day. The implied volatity was 25.16, the open interest changed by -28 which decreased total open position to 292
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 48.6, which was -3.30 lower than the previous day. The implied volatity was 22.50, the open interest changed by 2 which increased total open position to 320
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 51.9, which was -13.25 lower than the previous day. The implied volatity was 23.45, the open interest changed by -16 which decreased total open position to 319
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 65.15, which was 27.70 higher than the previous day. The implied volatity was 26.39, the open interest changed by -183 which decreased total open position to 393
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 37.45, which was 5.55 higher than the previous day. The implied volatity was 21.82, the open interest changed by -17 which decreased total open position to 576
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 31.9, which was 2.10 higher than the previous day. The implied volatity was 22.57, the open interest changed by -62 which decreased total open position to 595
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 29.8, which was 2.55 higher than the previous day. The implied volatity was 22.08, the open interest changed by 497 which increased total open position to 659
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 27.25, which was -22.40 lower than the previous day. The implied volatity was 24.10, the open interest changed by 23 which increased total open position to 162
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 49.65, which was -7.60 lower than the previous day. The implied volatity was 25.18, the open interest changed by -3 which decreased total open position to 140
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 57.25, which was 2.60 higher than the previous day. The implied volatity was 27.30, the open interest changed by 43 which increased total open position to 144
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 54.65, which was -2.30 lower than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 99
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 56.95, which was 10.30 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 46.65, which was 6.55 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 40.1, which was -2.30 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 42.4, 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 25 Oct HAVELLS was trading at 1694.95. The strike last trading price was 33.55, 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 24 Oct HAVELLS was trading at 1723.30. The strike last trading price was 28, which was 9.00 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 19, which was 15.40 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 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
