HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.68
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 7.15 | -0.05 | 24.32 | 990 | 19 | 421 | |||
| 20 Nov | 1632.70 | 7.2 | 0.00 | 22.41 | 1,341 | 10 | 407 | |||
| 19 Nov | 1632.70 | 7.2 | 1.35 | 22.41 | 1,341 | 15 | 407 | |||
| 18 Nov | 1619.05 | 5.85 | -2.15 | 21.48 | 820 | -9 | 389 | |||
| 14 Nov | 1618.85 | 8 | -3.10 | 20.69 | 965 | -31 | 398 | |||
| 13 Nov | 1614.10 | 11.1 | 4.10 | 23.52 | 2,986 | 116 | 437 | |||
| 12 Nov | 1603.40 | 7 | -10.75 | 21.44 | 845 | 62 | 334 | |||
| 11 Nov | 1641.75 | 17.75 | -7.75 | 21.92 | 559 | 41 | 272 | |||
| 8 Nov | 1660.65 | 25.5 | -5.20 | 20.55 | 407 | -10 | 232 | |||
| 7 Nov | 1666.05 | 30.7 | -8.10 | 21.96 | 841 | 34 | 242 | |||
| 6 Nov | 1675.15 | 38.8 | 14.20 | 21.46 | 1,235 | 20 | 206 | |||
| 5 Nov | 1633.55 | 24.6 | -1.40 | 24.09 | 568 | 21 | 187 | |||
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| 4 Nov | 1628.30 | 26 | -9.90 | 25.84 | 357 | 4 | 165 | |||
| 1 Nov | 1647.30 | 35.9 | -2.75 | 25.12 | 24 | 3 | 160 | |||
| 31 Oct | 1638.40 | 38.65 | -13.30 | - | 306 | 79 | 161 | |||
| 30 Oct | 1662.50 | 51.95 | -3.25 | - | 132 | 31 | 82 | |||
| 29 Oct | 1672.20 | 55.2 | -0.15 | - | 66 | 32 | 51 | |||
| 28 Oct | 1668.40 | 55.35 | -212.95 | - | 35 | 19 | 19 | |||
| 25 Oct | 1694.95 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1723.30 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1770.80 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1812.70 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1849.70 | 268.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 268.3 | 268.30 | - | 0 | 0 | 0 | |||
| 6 Sept | 1872.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1879.45 | 0 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1680 expiring on 28NOV2024
Delta for 1680 CE is 0.23
Historical price for 1680 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 7.15, which was -0.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 19 which increased total open position to 421
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 7.2, which was 0.00 lower than the previous day. The implied volatity was 22.41, the open interest changed by 10 which increased total open position to 407
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 7.2, which was 1.35 higher than the previous day. The implied volatity was 22.41, the open interest changed by 15 which increased total open position to 407
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 5.85, which was -2.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by -9 which decreased total open position to 389
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 8, which was -3.10 lower than the previous day. The implied volatity was 20.69, the open interest changed by -31 which decreased total open position to 398
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 11.1, which was 4.10 higher than the previous day. The implied volatity was 23.52, the open interest changed by 116 which increased total open position to 437
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 7, which was -10.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 62 which increased total open position to 334
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 17.75, which was -7.75 lower than the previous day. The implied volatity was 21.92, the open interest changed by 41 which increased total open position to 272
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 25.5, which was -5.20 lower than the previous day. The implied volatity was 20.55, the open interest changed by -10 which decreased total open position to 232
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 30.7, which was -8.10 lower than the previous day. The implied volatity was 21.96, the open interest changed by 34 which increased total open position to 242
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 38.8, which was 14.20 higher than the previous day. The implied volatity was 21.46, the open interest changed by 20 which increased total open position to 206
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 24.6, which was -1.40 lower than the previous day. The implied volatity was 24.09, the open interest changed by 21 which increased total open position to 187
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 26, which was -9.90 lower than the previous day. The implied volatity was 25.84, the open interest changed by 4 which increased total open position to 165
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 35.9, which was -2.75 lower than the previous day. The implied volatity was 25.12, the open interest changed by 3 which increased total open position to 160
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 38.65, which was -13.30 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 51.95, which was -3.25 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 55.2, which was -0.15 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 55.35, which was -212.95 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 268.3, 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 268.3, 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 268.3, 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 268.3, 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 268.3, 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 268.3, 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 268.3, which was 268.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept HAVELLS was trading at 1872.35. 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 5 Sept HAVELLS was trading at 1879.45. 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 0.65
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 48.45 | 7.95 | 22.47 | 12 | -3 | 106 |
| 20 Nov | 1632.70 | 40.5 | 0.00 | - | 78 | -15 | 110 |
| 19 Nov | 1632.70 | 40.5 | -24.00 | - | 78 | -14 | 110 |
| 18 Nov | 1619.05 | 64.5 | 0.90 | 28.58 | 4 | -2 | 124 |
| 14 Nov | 1618.85 | 63.6 | -10.65 | 22.90 | 20 | -2 | 126 |
| 13 Nov | 1614.10 | 74.25 | -3.60 | 30.61 | 38 | -11 | 129 |
| 12 Nov | 1603.40 | 77.85 | 29.30 | 24.17 | 52 | -6 | 146 |
| 11 Nov | 1641.75 | 48.55 | 5.30 | 20.85 | 71 | 0 | 150 |
| 8 Nov | 1660.65 | 43.25 | 3.75 | 23.12 | 116 | 10 | 151 |
| 7 Nov | 1666.05 | 39.5 | 3.45 | 21.86 | 235 | 5 | 140 |
| 6 Nov | 1675.15 | 36.05 | -26.10 | 24.09 | 430 | 54 | 136 |
| 5 Nov | 1633.55 | 62.15 | -8.50 | 25.44 | 22 | -3 | 83 |
| 4 Nov | 1628.30 | 70.65 | 7.25 | 27.97 | 67 | 22 | 85 |
| 1 Nov | 1647.30 | 63.4 | -3.05 | 29.54 | 12 | 5 | 62 |
| 31 Oct | 1638.40 | 66.45 | 8.45 | - | 89 | 7 | 59 |
| 30 Oct | 1662.50 | 58 | 10.95 | - | 33 | -5 | 51 |
| 29 Oct | 1672.20 | 47.05 | -7.75 | - | 65 | 5 | 57 |
| 28 Oct | 1668.40 | 54.8 | 16.50 | - | 119 | 13 | 52 |
| 25 Oct | 1694.95 | 38.3 | 7.10 | - | 19 | 4 | 39 |
| 24 Oct | 1723.30 | 31.2 | 8.00 | - | 13 | 1 | 35 |
| 23 Oct | 1749.80 | 23.2 | 2.55 | - | 216 | 11 | 34 |
| 22 Oct | 1770.80 | 20.65 | 10.15 | - | 167 | 14 | 24 |
| 21 Oct | 1812.70 | 10.5 | -1.45 | - | 1 | 0 | 10 |
| 18 Oct | 1849.70 | 11.95 | -13.05 | - | 3 | 0 | 9 |
| 17 Oct | 1805.55 | 25 | 25.00 | - | 16 | 8 | 8 |
| 6 Sept | 1872.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1879.45 | 0 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1680 expiring on 28NOV2024
Delta for 1680 PE is -0.79
Historical price for 1680 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 48.45, which was 7.95 higher than the previous day. The implied volatity was 22.47, the open interest changed by -3 which decreased total open position to 106
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 110
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 40.5, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 110
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 64.5, which was 0.90 higher than the previous day. The implied volatity was 28.58, the open interest changed by -2 which decreased total open position to 124
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 63.6, which was -10.65 lower than the previous day. The implied volatity was 22.90, the open interest changed by -2 which decreased total open position to 126
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 74.25, which was -3.60 lower than the previous day. The implied volatity was 30.61, the open interest changed by -11 which decreased total open position to 129
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 77.85, which was 29.30 higher than the previous day. The implied volatity was 24.17, the open interest changed by -6 which decreased total open position to 146
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 48.55, which was 5.30 higher than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 150
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 43.25, which was 3.75 higher than the previous day. The implied volatity was 23.12, the open interest changed by 10 which increased total open position to 151
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 39.5, which was 3.45 higher than the previous day. The implied volatity was 21.86, the open interest changed by 5 which increased total open position to 140
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 36.05, which was -26.10 lower than the previous day. The implied volatity was 24.09, the open interest changed by 54 which increased total open position to 136
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 62.15, which was -8.50 lower than the previous day. The implied volatity was 25.44, the open interest changed by -3 which decreased total open position to 83
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 70.65, which was 7.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by 22 which increased total open position to 85
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 63.4, which was -3.05 lower than the previous day. The implied volatity was 29.54, the open interest changed by 5 which increased total open position to 62
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 66.45, which was 8.45 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 58, which was 10.95 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 47.05, which was -7.75 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 54.8, which was 16.50 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 38.3, which was 7.10 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 31.2, which was 8.00 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 23.2, which was 2.55 higher 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 20.65, which was 10.15 higher 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 10.5, which was -1.45 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 11.95, which was -13.05 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 25, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept HAVELLS was trading at 1872.35. 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 5 Sept HAVELLS was trading at 1879.45. 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
