HAVELLS
Havells India Limited
Historical option data for HAVELLS
11 Mar 2025 12:32 PM IST
| HAVELLS 27MAR2025 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.19
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 1470.20 | 1.05 | 0.1 | 34.02 | 26 | -8 | 420 | |||
| 10 Mar | 1469.10 | 0.85 | 0 | 32.88 | 189 | 34 | 428 | |||
| 7 Mar | 1460.55 | 0.85 | -0.2 | 30.66 | 39 | -2 | 394 | |||
| 6 Mar | 1450.75 | 0.95 | -0.25 | 31.62 | 98 | -5 | 396 | |||
| 5 Mar | 1443.20 | 1.2 | 0.1 | 32.38 | 118 | -35 | 402 | |||
| 4 Mar | 1407.10 | 1.05 | -0.45 | 35.78 | 235 | 45 | 415 | |||
| 3 Mar | 1429.30 | 1.5 | -0.5 | 33.77 | 271 | -39 | 370 | |||
| 28 Feb | 1421.80 | 1.95 | -1.15 | 34.20 | 519 | 48 | 411 | |||
| 27 Feb | 1451.25 | 3 | -4.25 | 34.69 | 1,377 | 141 | 363 | |||
| 26 Feb | 1540.00 | 6.85 | 1.4 | 26.37 | 391 | 47 | 221 | |||
| 25 Feb | 1547.90 | 6.85 | 1.4 | 26.37 | 391 | 46 | 221 | |||
| 24 Feb | 1522.85 | 5.2 | -1.55 | 26.16 | 166 | 67 | 173 | |||
| 21 Feb | 1520.30 | 6.95 | -1.4 | 27.25 | 98 | 12 | 106 | |||
| 20 Feb | 1528.55 | 8.5 | 0.55 | 26.84 | 95 | 19 | 93 | |||
| 19 Feb | 1515.65 | 7.85 | -0.85 | 27.69 | 73 | 22 | 73 | |||
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| 18 Feb | 1510.95 | 8.7 | -4.3 | 29.67 | 209 | 25 | 51 | |||
| 17 Feb | 1532.55 | 13 | 0.5 | 29.27 | 19 | -2 | 28 | |||
| 14 Feb | 1498.25 | 12.5 | 0.05 | 31.33 | 11 | 4 | 29 | |||
| 13 Feb | 1522.55 | 12.45 | -1.55 | 29.05 | 10 | 6 | 25 | |||
| 12 Feb | 1528.95 | 14 | -4.7 | 28.51 | 2 | 0 | 17 | |||
| 11 Feb | 1548.55 | 16 | -11.4 | 27.76 | 16 | 11 | 16 | |||
| 10 Feb | 1597.90 | 27.4 | -9 | 26.15 | 3 | 2 | 5 | |||
| 7 Feb | 1614.10 | 36.4 | 5.25 | 26.75 | 3 | -2 | 4 | |||
| 6 Feb | 1602.70 | 31.15 | -4.95 | 25.14 | 4 | -1 | 6 | |||
| 5 Feb | 1607.90 | 36.1 | -25.9 | 26.97 | 9 | 5 | 6 | |||
For Havells India Limited - strike price 1700 expiring on 27MAR2025
Delta for 1700 CE is 0.03
Historical price for 1700 CE is as follows
On 11 Mar HAVELLS was trading at 1470.20. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 34.02, the open interest changed by -8 which decreased total open position to 420
On 10 Mar HAVELLS was trading at 1469.10. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 32.88, the open interest changed by 34 which increased total open position to 428
On 7 Mar HAVELLS was trading at 1460.55. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 30.66, the open interest changed by -2 which decreased total open position to 394
On 6 Mar HAVELLS was trading at 1450.75. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by -5 which decreased total open position to 396
On 5 Mar HAVELLS was trading at 1443.20. The strike last trading price was 1.2, which was 0.1 higher than the previous day. The implied volatity was 32.38, the open interest changed by -35 which decreased total open position to 402
On 4 Mar HAVELLS was trading at 1407.10. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 35.78, the open interest changed by 45 which increased total open position to 415
On 3 Mar HAVELLS was trading at 1429.30. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 33.77, the open interest changed by -39 which decreased total open position to 370
On 28 Feb HAVELLS was trading at 1421.80. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 34.20, the open interest changed by 48 which increased total open position to 411
On 27 Feb HAVELLS was trading at 1451.25. The strike last trading price was 3, which was -4.25 lower than the previous day. The implied volatity was 34.69, the open interest changed by 141 which increased total open position to 363
On 26 Feb HAVELLS was trading at 1540.00. The strike last trading price was 6.85, which was 1.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by 47 which increased total open position to 221
On 25 Feb HAVELLS was trading at 1547.90. The strike last trading price was 6.85, which was 1.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by 46 which increased total open position to 221
On 24 Feb HAVELLS was trading at 1522.85. The strike last trading price was 5.2, which was -1.55 lower than the previous day. The implied volatity was 26.16, the open interest changed by 67 which increased total open position to 173
On 21 Feb HAVELLS was trading at 1520.30. The strike last trading price was 6.95, which was -1.4 lower than the previous day. The implied volatity was 27.25, the open interest changed by 12 which increased total open position to 106
On 20 Feb HAVELLS was trading at 1528.55. The strike last trading price was 8.5, which was 0.55 higher than the previous day. The implied volatity was 26.84, the open interest changed by 19 which increased total open position to 93
On 19 Feb HAVELLS was trading at 1515.65. The strike last trading price was 7.85, which was -0.85 lower than the previous day. The implied volatity was 27.69, the open interest changed by 22 which increased total open position to 73
On 18 Feb HAVELLS was trading at 1510.95. The strike last trading price was 8.7, which was -4.3 lower than the previous day. The implied volatity was 29.67, the open interest changed by 25 which increased total open position to 51
On 17 Feb HAVELLS was trading at 1532.55. The strike last trading price was 13, which was 0.5 higher than the previous day. The implied volatity was 29.27, the open interest changed by -2 which decreased total open position to 28
On 14 Feb HAVELLS was trading at 1498.25. The strike last trading price was 12.5, which was 0.05 higher than the previous day. The implied volatity was 31.33, the open interest changed by 4 which increased total open position to 29
On 13 Feb HAVELLS was trading at 1522.55. The strike last trading price was 12.45, which was -1.55 lower than the previous day. The implied volatity was 29.05, the open interest changed by 6 which increased total open position to 25
On 12 Feb HAVELLS was trading at 1528.95. The strike last trading price was 14, which was -4.7 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 17
On 11 Feb HAVELLS was trading at 1548.55. The strike last trading price was 16, which was -11.4 lower than the previous day. The implied volatity was 27.76, the open interest changed by 11 which increased total open position to 16
On 10 Feb HAVELLS was trading at 1597.90. The strike last trading price was 27.4, which was -9 lower than the previous day. The implied volatity was 26.15, the open interest changed by 2 which increased total open position to 5
On 7 Feb HAVELLS was trading at 1614.10. The strike last trading price was 36.4, which was 5.25 higher than the previous day. The implied volatity was 26.75, the open interest changed by -2 which decreased total open position to 4
On 6 Feb HAVELLS was trading at 1602.70. The strike last trading price was 31.15, which was -4.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 6
On 5 Feb HAVELLS was trading at 1607.90. The strike last trading price was 36.1, which was -25.9 lower than the previous day. The implied volatity was 26.97, the open interest changed by 5 which increased total open position to 6
| HAVELLS 27MAR2025 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 1470.20 | 210 | 0 | 0.00 | 0 | -1 | 0 |
| 10 Mar | 1469.10 | 210 | -23 | - | 3 | 11 | 11 |
| 7 Mar | 1460.55 | 233 | 0 | 0.00 | 0 | -3 | 0 |
| 6 Mar | 1450.75 | 233 | -26.15 | - | 5 | -2 | 13 |
| 5 Mar | 1443.20 | 259.15 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 1407.10 | 259.15 | 0 | 0.00 | 0 | 1 | 0 |
| 3 Mar | 1429.30 | 259.15 | 19.15 | 39.07 | 1 | 0 | 14 |
| 28 Feb | 1421.80 | 240 | 0 | 0.00 | 0 | 6 | 0 |
| 27 Feb | 1451.25 | 240 | 95 | - | 7 | 6 | 13 |
| 26 Feb | 1540.00 | 145 | -32 | - | 3 | 3 | 6 |
| 25 Feb | 1547.90 | 145 | -32 | - | 3 | 2 | 6 |
| 24 Feb | 1522.85 | 177 | -3 | 34.71 | 3 | 2 | 3 |
| 21 Feb | 1520.30 | 180 | 16.9 | 32.26 | 1 | 0 | 0 |
| 20 Feb | 1528.55 | 163.1 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1515.65 | 163.1 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1510.95 | 163.1 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1532.55 | 163.1 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1498.25 | 163.1 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1522.55 | 163.1 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1528.95 | 163.1 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1548.55 | 163.1 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1597.90 | 163.1 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1614.10 | 163.1 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1602.70 | 163.1 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1607.90 | 163.1 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1700 expiring on 27MAR2025
Delta for 1700 PE is 0.00
Historical price for 1700 PE is as follows
On 11 Mar HAVELLS was trading at 1470.20. The strike last trading price was 210, which was 0 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 10 Mar HAVELLS was trading at 1469.10. The strike last trading price was 210, which was -23 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 7 Mar HAVELLS was trading at 1460.55. The strike last trading price was 233, which was 0 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 6 Mar HAVELLS was trading at 1450.75. The strike last trading price was 233, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 13
On 5 Mar HAVELLS was trading at 1443.20. The strike last trading price was 259.15, which was 0 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 Mar HAVELLS was trading at 1407.10. The strike last trading price was 259.15, which was 0 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 3 Mar HAVELLS was trading at 1429.30. The strike last trading price was 259.15, which was 19.15 higher than the previous day. The implied volatity was 39.07, the open interest changed by 0 which decreased total open position to 14
On 28 Feb HAVELLS was trading at 1421.80. The strike last trading price was 240, which was 0 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 27 Feb HAVELLS was trading at 1451.25. The strike last trading price was 240, which was 95 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 13
On 26 Feb HAVELLS was trading at 1540.00. The strike last trading price was 145, which was -32 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6
On 25 Feb HAVELLS was trading at 1547.90. The strike last trading price was 145, which was -32 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6
On 24 Feb HAVELLS was trading at 1522.85. The strike last trading price was 177, which was -3 lower than the previous day. The implied volatity was 34.71, the open interest changed by 2 which increased total open position to 3
On 21 Feb HAVELLS was trading at 1520.30. The strike last trading price was 180, which was 16.9 higher than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 0
On 20 Feb HAVELLS was trading at 1528.55. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb HAVELLS was trading at 1515.65. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb HAVELLS was trading at 1510.95. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb HAVELLS was trading at 1532.55. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb HAVELLS was trading at 1498.25. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb HAVELLS was trading at 1522.55. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb HAVELLS was trading at 1528.95. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb HAVELLS was trading at 1548.55. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb HAVELLS was trading at 1597.90. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb HAVELLS was trading at 1614.10. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb HAVELLS was trading at 1602.70. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb HAVELLS was trading at 1607.90. The strike last trading price was 163.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
