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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 1680 CE
Delta: 0.33
Vega: 0.77
Theta: -1.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 8.9 -23.10 19.59 500 30 73
19 Dec 1693.15 32 -0.85 19.37 197 23 42
18 Dec 1697.05 32.85 -29.95 20.41 38 3 18
17 Dec 1732.40 62.8 -22.60 33.61 7 1 16
16 Dec 1768.80 85.4 0.00 0.00 0 -1 0
13 Dec 1757.85 85.4 15.40 17.76 4 -2 14
12 Dec 1757.95 70 -15.00 - 3 2 16
11 Dec 1752.25 85 32.50 21.09 9 2 17
10 Dec 1709.00 52.5 -12.15 22.35 3 2 16
9 Dec 1704.70 64.65 -15.35 32.60 1 0 13
6 Dec 1738.75 80 0.00 0.00 0 0 0
5 Dec 1746.70 80 0.00 0.00 0 0 0
4 Dec 1732.65 80 0.00 0.00 0 0 0
3 Dec 1757.20 80 0.00 0.00 0 6 0
2 Dec 1739.35 80 8.00 20.72 9 5 12
29 Nov 1718.00 72 -309.90 21.42 14 7 7
28 Nov 1717.60 381.9 0.00 - 0 0 0
27 Nov 1728.75 381.9 0.00 - 0 0 0
26 Nov 1711.20 381.9 0.00 - 0 0 0
25 Nov 1708.15 381.9 0.00 - 0 0 0
22 Nov 1665.80 381.9 0.00 - 0 0 0
21 Nov 1636.10 381.9 0.00 1.66 0 0 0
20 Nov 1632.70 381.9 0.00 1.78 0 0 0
19 Nov 1632.70 381.9 0.00 1.78 0 0 0
18 Nov 1619.05 381.9 0.00 2.21 0 0 0
14 Nov 1618.85 381.9 0.00 2.04 0 0 0
13 Nov 1614.10 381.9 0.00 2.12 0 0 0
12 Nov 1603.40 381.9 0.00 2.90 0 0 0
11 Nov 1641.75 381.9 0.00 0.91 0 0 0
8 Nov 1660.65 381.9 0.00 - 0 0 0
4 Nov 1628.30 381.9 0.00 1.25 0 0 0
1 Nov 1647.30 381.9 0.00 0.22 0 0 0
31 Oct 1638.40 381.9 381.90 - 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
18 Oct 1849.70 0 0.00 - 0 0 0
17 Oct 1805.55 0 - 0 0 0


For Havells India Limited - strike price 1680 expiring on 26DEC2024

Delta for 1680 CE is 0.33

Historical price for 1680 CE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 8.9, which was -23.10 lower than the previous day. The implied volatity was 19.59, the open interest changed by 30 which increased total open position to 73


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 32, which was -0.85 lower than the previous day. The implied volatity was 19.37, the open interest changed by 23 which increased total open position to 42


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 32.85, which was -29.95 lower than the previous day. The implied volatity was 20.41, the open interest changed by 3 which increased total open position to 18


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 62.8, which was -22.60 lower than the previous day. The implied volatity was 33.61, the open interest changed by 1 which increased total open position to 16


On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 85.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 85.4, which was 15.40 higher than the previous day. The implied volatity was 17.76, the open interest changed by -2 which decreased total open position to 14


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 70, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 16


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 85, which was 32.50 higher than the previous day. The implied volatity was 21.09, the open interest changed by 2 which increased total open position to 17


On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 52.5, which was -12.15 lower than the previous day. The implied volatity was 22.35, the open interest changed by 2 which increased total open position to 16


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 64.65, which was -15.35 lower than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 13


On 6 Dec HAVELLS was trading at 1738.75. 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 0 which decreased total open position to 0


On 5 Dec HAVELLS was trading at 1746.70. 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 0 which decreased total open position to 0


On 4 Dec HAVELLS was trading at 1732.65. 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 0 which decreased total open position to 0


On 3 Dec HAVELLS was trading at 1757.20. 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 6 which increased total open position to 0


On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 80, which was 8.00 higher than the previous day. The implied volatity was 20.72, the open interest changed by 5 which increased total open position to 12


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 72, which was -309.90 lower than the previous day. The implied volatity was 21.42, the open interest changed by 7 which increased total open position to 7


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 381.9, 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 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 381.9, 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 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 381.9, 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 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 381.9, 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 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 381.9, 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 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 381.9, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 381.9, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 2.21, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 2.04, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 381.9, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 381.9, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 381.9, which was 381.90 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 18 Oct HAVELLS was trading at 1849.70. 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 1680 PE
Delta: -0.62
Vega: 0.81
Theta: -1.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 34.8 22.05 28.28 1,392 -76 132
19 Dec 1693.15 12.75 -2.80 24.10 1,453 71 211
18 Dec 1697.05 15.55 7.30 24.92 822 -36 138
17 Dec 1732.40 8.25 4.60 23.02 416 47 173
16 Dec 1768.80 3.65 -0.85 25.38 278 -35 125
13 Dec 1757.85 4.5 -1.15 22.42 589 -2 158
12 Dec 1757.95 5.65 -2.75 23.35 550 8 159
11 Dec 1752.25 8.4 -7.90 25.01 359 -4 147
10 Dec 1709.00 16.3 -5.50 21.88 196 18 152
9 Dec 1704.70 21.8 9.95 24.27 183 -4 134
6 Dec 1738.75 11.85 -1.25 22.17 173 5 139
5 Dec 1746.70 13.1 -2.95 24.87 204 6 131
4 Dec 1732.65 16.05 3.85 23.40 195 4 127
3 Dec 1757.20 12.2 -5.30 24.36 318 61 123
2 Dec 1739.35 17.5 -5.40 24.88 94 11 63
29 Nov 1718.00 22.9 -0.40 24.35 102 26 52
28 Nov 1717.60 23.3 -1.70 22.37 38 9 27
27 Nov 1728.75 25 -9.00 26.43 25 18 19
26 Nov 1711.20 34 10.00 27.86 2 1 2
25 Nov 1708.15 24 -22.00 22.38 1 0 1
22 Nov 1665.80 46 0.00 0.00 0 1 0
21 Nov 1636.10 46 36.45 15.03 1 0 0
20 Nov 1632.70 9.55 0.00 - 0 0 0
19 Nov 1632.70 9.55 0.00 - 0 0 0
18 Nov 1619.05 9.55 0.00 - 0 0 0
14 Nov 1618.85 9.55 0.00 - 0 0 0
13 Nov 1614.10 9.55 0.00 - 0 0 0
12 Nov 1603.40 9.55 0.00 - 0 0 0
11 Nov 1641.75 9.55 0.00 - 0 0 0
8 Nov 1660.65 9.55 0.00 - 0 0 0
4 Nov 1628.30 9.55 0.00 - 0 0 0
1 Nov 1647.30 9.55 0.00 - 0 0 0
31 Oct 1638.40 9.55 0.00 - 0 0 0
30 Oct 1662.50 9.55 0.00 - 0 0 0
29 Oct 1672.20 9.55 0.00 - 0 0 0
28 Oct 1668.40 9.55 0.00 - 0 0 0
25 Oct 1694.95 9.55 0.00 - 0 0 0
24 Oct 1723.30 9.55 9.55 - 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
18 Oct 1849.70 0 0.00 - 0 0 0
17 Oct 1805.55 0 - 0 0 0


For Havells India Limited - strike price 1680 expiring on 26DEC2024

Delta for 1680 PE is -0.62

Historical price for 1680 PE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 34.8, which was 22.05 higher than the previous day. The implied volatity was 28.28, the open interest changed by -76 which decreased total open position to 132


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 12.75, which was -2.80 lower than the previous day. The implied volatity was 24.10, the open interest changed by 71 which increased total open position to 211


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 15.55, which was 7.30 higher than the previous day. The implied volatity was 24.92, the open interest changed by -36 which decreased total open position to 138


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 8.25, which was 4.60 higher than the previous day. The implied volatity was 23.02, the open interest changed by 47 which increased total open position to 173


On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 25.38, the open interest changed by -35 which decreased total open position to 125


On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 4.5, which was -1.15 lower than the previous day. The implied volatity was 22.42, the open interest changed by -2 which decreased total open position to 158


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 5.65, which was -2.75 lower than the previous day. The implied volatity was 23.35, the open interest changed by 8 which increased total open position to 159


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 8.4, which was -7.90 lower than the previous day. The implied volatity was 25.01, the open interest changed by -4 which decreased total open position to 147


On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 16.3, which was -5.50 lower than the previous day. The implied volatity was 21.88, the open interest changed by 18 which increased total open position to 152


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 21.8, which was 9.95 higher than the previous day. The implied volatity was 24.27, the open interest changed by -4 which decreased total open position to 134


On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 11.85, which was -1.25 lower than the previous day. The implied volatity was 22.17, the open interest changed by 5 which increased total open position to 139


On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 13.1, which was -2.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 6 which increased total open position to 131


On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 16.05, which was 3.85 higher than the previous day. The implied volatity was 23.40, the open interest changed by 4 which increased total open position to 127


On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 12.2, which was -5.30 lower than the previous day. The implied volatity was 24.36, the open interest changed by 61 which increased total open position to 123


On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 17.5, which was -5.40 lower than the previous day. The implied volatity was 24.88, the open interest changed by 11 which increased total open position to 63


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 22.9, which was -0.40 lower than the previous day. The implied volatity was 24.35, the open interest changed by 26 which increased total open position to 52


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 23.3, which was -1.70 lower than the previous day. The implied volatity was 22.37, the open interest changed by 9 which increased total open position to 27


On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 25, which was -9.00 lower than the previous day. The implied volatity was 26.43, the open interest changed by 18 which increased total open position to 19


On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 34, which was 10.00 higher than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 2


On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 24, which was -22.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 1


On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 46, 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 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 46, which was 36.45 higher than the previous day. The implied volatity was 15.03, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 9.55, 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 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 9.55, 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 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 9.55, 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 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 9.55, 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 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 9.55, 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 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 9.55, 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 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, 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 9.55, which was 9.55 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 18 Oct HAVELLS was trading at 1849.70. 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