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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 1720 CE
Delta: 0.13
Vega: 0.45
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 3.3 -9.35 23.95 1,995 -36 429
19 Dec 1693.15 12.65 -1.90 21.08 2,606 222 471
18 Dec 1697.05 14.55 -16.55 22.40 811 86 250
17 Dec 1732.40 31.1 -28.20 26.36 213 14 169
16 Dec 1768.80 59.3 3.80 23.33 41 -8 155
13 Dec 1757.85 55.5 0.90 21.82 112 2 164
12 Dec 1757.95 54.6 0.90 19.66 172 -10 162
11 Dec 1752.25 53.7 22.90 21.01 946 -73 173
10 Dec 1709.00 30.8 -0.25 23.01 618 31 245
9 Dec 1704.70 31.05 -18.95 23.90 393 81 211
6 Dec 1738.75 50 -4.50 22.30 134 -5 128
5 Dec 1746.70 54.5 6.50 19.39 512 -14 133
4 Dec 1732.65 48 -15.40 21.94 309 23 146
3 Dec 1757.20 63.4 8.00 20.73 320 -92 123
2 Dec 1739.35 55.4 9.65 22.44 506 28 215
29 Nov 1718.00 45.75 -4.35 20.58 405 36 187
28 Nov 1717.60 50.1 -8.95 25.31 375 35 154
27 Nov 1728.75 59.05 8.95 23.96 399 81 117
26 Nov 1711.20 50.1 -1.75 24.05 75 31 36
25 Nov 1708.15 51.85 -294.90 23.88 15 5 5
22 Nov 1665.80 346.75 0.00 2.01 0 0 0
21 Nov 1636.10 346.75 0.00 3.73 0 0 0
20 Nov 1632.70 346.75 0.00 3.81 0 0 0
19 Nov 1632.70 346.75 0.00 3.81 0 0 0
18 Nov 1619.05 346.75 0.00 4.19 0 0 0
14 Nov 1618.85 346.75 0.00 3.98 0 0 0
13 Nov 1614.10 346.75 0.00 4.15 0 0 0
11 Nov 1641.75 346.75 0.00 2.74 0 0 0
8 Nov 1660.65 346.75 0.00 1.89 0 0 0
4 Nov 1628.30 346.75 0.00 3.04 0 0 0
1 Nov 1647.30 346.75 0.00 1.91 0 0 0
31 Oct 1638.40 346.75 0.00 - 0 0 0
30 Oct 1662.50 346.75 346.75 - 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 0.00 - 0 0 0
7 Oct 1914.60 0 - 0 0 0


For Havells India Limited - strike price 1720 expiring on 26DEC2024

Delta for 1720 CE is 0.13

Historical price for 1720 CE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 3.3, which was -9.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by -36 which decreased total open position to 429


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 12.65, which was -1.90 lower than the previous day. The implied volatity was 21.08, the open interest changed by 222 which increased total open position to 471


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 14.55, which was -16.55 lower than the previous day. The implied volatity was 22.40, the open interest changed by 86 which increased total open position to 250


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 31.1, which was -28.20 lower than the previous day. The implied volatity was 26.36, the open interest changed by 14 which increased total open position to 169


On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 59.3, which was 3.80 higher than the previous day. The implied volatity was 23.33, the open interest changed by -8 which decreased total open position to 155


On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 55.5, which was 0.90 higher than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 164


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 54.6, which was 0.90 higher than the previous day. The implied volatity was 19.66, the open interest changed by -10 which decreased total open position to 162


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 53.7, which was 22.90 higher than the previous day. The implied volatity was 21.01, the open interest changed by -73 which decreased total open position to 173


On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 30.8, which was -0.25 lower than the previous day. The implied volatity was 23.01, the open interest changed by 31 which increased total open position to 245


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 31.05, which was -18.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by 81 which increased total open position to 211


On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 50, which was -4.50 lower than the previous day. The implied volatity was 22.30, the open interest changed by -5 which decreased total open position to 128


On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 54.5, which was 6.50 higher than the previous day. The implied volatity was 19.39, the open interest changed by -14 which decreased total open position to 133


On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 48, which was -15.40 lower than the previous day. The implied volatity was 21.94, the open interest changed by 23 which increased total open position to 146


On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 63.4, which was 8.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by -92 which decreased total open position to 123


On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 55.4, which was 9.65 higher than the previous day. The implied volatity was 22.44, the open interest changed by 28 which increased total open position to 215


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 45.75, which was -4.35 lower than the previous day. The implied volatity was 20.58, the open interest changed by 36 which increased total open position to 187


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 50.1, which was -8.95 lower than the previous day. The implied volatity was 25.31, the open interest changed by 35 which increased total open position to 154


On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 59.05, which was 8.95 higher than the previous day. The implied volatity was 23.96, the open interest changed by 81 which increased total open position to 117


On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 50.1, which was -1.75 lower than the previous day. The implied volatity was 24.05, the open interest changed by 31 which increased total open position to 36


On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 51.85, which was -294.90 lower than the previous day. The implied volatity was 23.88, the open interest changed by 5 which increased total open position to 5


On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 346.75, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 4.19, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 1.89, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 346.75, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 346.75, 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 346.75, which was 346.75 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct HAVELLS was trading at 1914.60. 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 1720 PE
Delta: -0.78
Vega: 0.62
Theta: -1.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1657.40 67.5 33.75 33.60 609 10 145
19 Dec 1693.15 33.75 -3.35 25.96 381 -19 134
18 Dec 1697.05 37.1 16.00 26.67 841 5 159
17 Dec 1732.40 21.1 12.10 21.97 541 -28 155
16 Dec 1768.80 9 -2.40 23.57 242 27 184
13 Dec 1757.85 11.4 -2.00 21.41 727 -48 159
12 Dec 1757.95 13.4 -3.90 22.60 315 8 207
11 Dec 1752.25 17.3 -15.60 23.98 544 8 201
10 Dec 1709.00 32.9 -6.70 21.52 209 -9 192
9 Dec 1704.70 39.6 16.10 23.93 356 8 200
6 Dec 1738.75 23.5 -0.75 21.58 122 2 190
5 Dec 1746.70 24.25 -5.65 24.42 510 -26 186
4 Dec 1732.65 29.9 7.80 23.29 478 -23 212
3 Dec 1757.20 22.1 -8.15 23.64 324 -7 236
2 Dec 1739.35 30.25 -7.75 24.40 309 32 245
29 Nov 1718.00 38 -2.40 24.04 447 124 213
28 Nov 1717.60 40.4 0.40 22.58 176 43 90
27 Nov 1728.75 40 -6.30 26.37 52 38 46
26 Nov 1711.20 46.3 -3.45 25.22 11 5 8
25 Nov 1708.15 49.75 -22.25 27.13 3 4 4
22 Nov 1665.80 72 58.30 25.92 2 1 1
21 Nov 1636.10 13.7 0.00 - 0 0 0
20 Nov 1632.70 13.7 0.00 - 0 0 0
19 Nov 1632.70 13.7 0.00 - 0 0 0
18 Nov 1619.05 13.7 0.00 - 0 0 0
14 Nov 1618.85 13.7 0.00 - 0 0 0
13 Nov 1614.10 13.7 0.00 - 0 0 0
11 Nov 1641.75 13.7 0.00 - 0 0 0
8 Nov 1660.65 13.7 0.00 - 0 0 0
4 Nov 1628.30 13.7 0.00 - 0 0 0
1 Nov 1647.30 13.7 0.00 - 0 0 0
31 Oct 1638.40 13.7 0.00 - 0 0 0
30 Oct 1662.50 13.7 0.00 - 0 0 0
29 Oct 1672.20 13.7 0.00 - 0 0 0
28 Oct 1668.40 13.7 0.00 - 0 0 0
25 Oct 1694.95 13.7 0.00 - 0 0 0
24 Oct 1723.30 13.7 13.70 - 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 0.00 - 0 0 0
7 Oct 1914.60 0 - 0 0 0


For Havells India Limited - strike price 1720 expiring on 26DEC2024

Delta for 1720 PE is -0.78

Historical price for 1720 PE is as follows

On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 67.5, which was 33.75 higher than the previous day. The implied volatity was 33.60, the open interest changed by 10 which increased total open position to 145


On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 33.75, which was -3.35 lower than the previous day. The implied volatity was 25.96, the open interest changed by -19 which decreased total open position to 134


On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 37.1, which was 16.00 higher than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 159


On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 21.1, which was 12.10 higher than the previous day. The implied volatity was 21.97, the open interest changed by -28 which decreased total open position to 155


On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 9, which was -2.40 lower than the previous day. The implied volatity was 23.57, the open interest changed by 27 which increased total open position to 184


On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 11.4, which was -2.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by -48 which decreased total open position to 159


On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 13.4, which was -3.90 lower than the previous day. The implied volatity was 22.60, the open interest changed by 8 which increased total open position to 207


On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 17.3, which was -15.60 lower than the previous day. The implied volatity was 23.98, the open interest changed by 8 which increased total open position to 201


On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 32.9, which was -6.70 lower than the previous day. The implied volatity was 21.52, the open interest changed by -9 which decreased total open position to 192


On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 39.6, which was 16.10 higher than the previous day. The implied volatity was 23.93, the open interest changed by 8 which increased total open position to 200


On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 23.5, which was -0.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by 2 which increased total open position to 190


On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 24.25, which was -5.65 lower than the previous day. The implied volatity was 24.42, the open interest changed by -26 which decreased total open position to 186


On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 29.9, which was 7.80 higher than the previous day. The implied volatity was 23.29, the open interest changed by -23 which decreased total open position to 212


On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 22.1, which was -8.15 lower than the previous day. The implied volatity was 23.64, the open interest changed by -7 which decreased total open position to 236


On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 30.25, which was -7.75 lower than the previous day. The implied volatity was 24.40, the open interest changed by 32 which increased total open position to 245


On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 38, which was -2.40 lower than the previous day. The implied volatity was 24.04, the open interest changed by 124 which increased total open position to 213


On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 40.4, which was 0.40 higher than the previous day. The implied volatity was 22.58, the open interest changed by 43 which increased total open position to 90


On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 40, which was -6.30 lower than the previous day. The implied volatity was 26.37, the open interest changed by 38 which increased total open position to 46


On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 46.3, which was -3.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by 5 which increased total open position to 8


On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 49.75, which was -22.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 4 which increased total open position to 4


On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 72, which was 58.30 higher than the previous day. The implied volatity was 25.92, the open interest changed by 1 which increased total open position to 1


On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 13.7, 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 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, 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 13.7, which was 13.70 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct HAVELLS was trading at 1914.60. 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