HAVELLS
Havells India Limited
Historical option data for HAVELLS
14 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1700 CE | ||||||||||
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Delta: 0.15
Vega: 0.73
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1618.85 | 5.05 | -2.45 | 21.22 | 1,356 | 202 | 995 | |||
| 13 Nov | 1614.10 | 7.5 | 2.85 | 23.91 | 1,608 | 26 | 809 | |||
| 12 Nov | 1603.40 | 4.65 | -7.25 | 22.07 | 1,642 | 0 | 780 | |||
| 11 Nov | 1641.75 | 11.9 | -6.00 | 21.82 | 779 | 88 | 779 | |||
| 8 Nov | 1660.65 | 17.9 | -4.30 | 20.45 | 822 | 71 | 691 | |||
| 7 Nov | 1666.05 | 22.2 | -6.60 | 21.66 | 1,116 | 153 | 618 | |||
| 6 Nov | 1675.15 | 28.8 | 10.55 | 21.13 | 1,513 | -64 | 473 | |||
| 5 Nov | 1633.55 | 18.25 | -1.90 | 24.02 | 856 | 56 | 535 | |||
| 4 Nov | 1628.30 | 20.15 | -8.20 | 26.04 | 974 | 73 | 482 | |||
| 1 Nov | 1647.30 | 28.35 | -3.15 | 25.17 | 47 | 10 | 409 | |||
| 31 Oct | 1638.40 | 31.5 | -11.20 | - | 519 | 85 | 399 | |||
| 30 Oct | 1662.50 | 42.7 | -0.90 | - | 618 | 105 | 312 | |||
| 29 Oct | 1672.20 | 43.6 | -1.65 | - | 375 | 31 | 205 | |||
| 28 Oct | 1668.40 | 45.25 | -8.75 | - | 202 | 54 | 172 | |||
| 25 Oct | 1694.95 | 54 | -25.00 | - | 184 | 109 | 118 | |||
| 24 Oct | 1723.30 | 79 | -270.20 | - | 26 | 10 | 10 | |||
| 23 Oct | 1749.80 | 349.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 1770.80 | 349.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1812.70 | 349.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1849.70 | 349.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 349.2 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.15
Historical price for 1700 CE is as follows
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 5.05, which was -2.45 lower than the previous day. The implied volatity was 21.22, the open interest changed by 202 which increased total open position to 995
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 7.5, which was 2.85 higher than the previous day. The implied volatity was 23.91, the open interest changed by 26 which increased total open position to 809
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 4.65, which was -7.25 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 780
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 11.9, which was -6.00 lower than the previous day. The implied volatity was 21.82, the open interest changed by 88 which increased total open position to 779
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 17.9, which was -4.30 lower than the previous day. The implied volatity was 20.45, the open interest changed by 71 which increased total open position to 691
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 22.2, which was -6.60 lower than the previous day. The implied volatity was 21.66, the open interest changed by 153 which increased total open position to 618
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 28.8, which was 10.55 higher than the previous day. The implied volatity was 21.13, the open interest changed by -64 which decreased total open position to 473
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 18.25, which was -1.90 lower than the previous day. The implied volatity was 24.02, the open interest changed by 56 which increased total open position to 535
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 20.15, which was -8.20 lower than the previous day. The implied volatity was 26.04, the open interest changed by 73 which increased total open position to 482
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 28.35, which was -3.15 lower than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 409
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 31.5, which was -11.20 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 42.7, which was -0.90 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 43.6, which was -1.65 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 45.25, which was -8.75 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 54, which was -25.00 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 79, which was -270.20 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 349.2, 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 349.2, 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 349.2, 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 349.2, 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 349.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HAVELLS 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.83
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1618.85 | 80.6 | -2.30 | 23.98 | 33 | -8 | 136 |
| 13 Nov | 1614.10 | 82.9 | -12.70 | 24.05 | 30 | -5 | 144 |
| 12 Nov | 1603.40 | 95.6 | 31.65 | 25.61 | 41 | -10 | 154 |
| 11 Nov | 1641.75 | 63.95 | 8.70 | 21.77 | 28 | 0 | 165 |
| 8 Nov | 1660.65 | 55.25 | 4.25 | 22.97 | 45 | 4 | 164 |
| 7 Nov | 1666.05 | 51 | 4.55 | 21.63 | 116 | -3 | 161 |
| 6 Nov | 1675.15 | 46.45 | -29.80 | 24.08 | 177 | 33 | 161 |
| 5 Nov | 1633.55 | 76.25 | -7.80 | 25.88 | 41 | -20 | 129 |
| 4 Nov | 1628.30 | 84.05 | 10.55 | 27.90 | 72 | 8 | 146 |
| 1 Nov | 1647.30 | 73.5 | -4.65 | 28.45 | 4 | 0 | 139 |
| 31 Oct | 1638.40 | 78.15 | 13.05 | - | 56 | 3 | 138 |
| 30 Oct | 1662.50 | 65.1 | 8.35 | - | 70 | 8 | 133 |
| 29 Oct | 1672.20 | 56.75 | -6.40 | - | 86 | -2 | 125 |
| 28 Oct | 1668.40 | 63.15 | 15.45 | - | 127 | -110 | 128 |
| 25 Oct | 1694.95 | 47.7 | 10.70 | - | 355 | 28 | 238 |
| 24 Oct | 1723.30 | 37 | 7.75 | - | 801 | 155 | 214 |
| 23 Oct | 1749.80 | 29.25 | 4.25 | - | 125 | 27 | 59 |
| 22 Oct | 1770.80 | 25 | 8.00 | - | 126 | 24 | 33 |
| 21 Oct | 1812.70 | 17 | 4.85 | - | 16 | 6 | 9 |
| 18 Oct | 1849.70 | 12.15 | 6.30 | - | 4 | 2 | 2 |
| 17 Oct | 1805.55 | 5.85 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.82
Historical price for 1700 PE is as follows
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 80.6, which was -2.30 lower than the previous day. The implied volatity was 23.98, the open interest changed by -8 which decreased total open position to 136
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 82.9, which was -12.70 lower than the previous day. The implied volatity was 24.05, the open interest changed by -5 which decreased total open position to 144
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 95.6, which was 31.65 higher than the previous day. The implied volatity was 25.61, the open interest changed by -10 which decreased total open position to 154
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 63.95, which was 8.70 higher than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 165
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 55.25, which was 4.25 higher than the previous day. The implied volatity was 22.97, the open interest changed by 4 which increased total open position to 164
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 51, which was 4.55 higher than the previous day. The implied volatity was 21.63, the open interest changed by -3 which decreased total open position to 161
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 46.45, which was -29.80 lower than the previous day. The implied volatity was 24.08, the open interest changed by 33 which increased total open position to 161
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 76.25, which was -7.80 lower than the previous day. The implied volatity was 25.88, the open interest changed by -20 which decreased total open position to 129
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 84.05, which was 10.55 higher than the previous day. The implied volatity was 27.90, the open interest changed by 8 which increased total open position to 146
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 73.5, which was -4.65 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 139
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 78.15, which was 13.05 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 65.1, which was 8.35 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 56.75, which was -6.40 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 63.15, which was 15.45 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 47.7, which was 10.70 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 37, which was 7.75 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 29.25, which was 4.25 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 25, 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 21 Oct HAVELLS was trading at 1812.70. The strike last trading price was 17, which was 4.85 higher 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 12.15, which was 6.30 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 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
