HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Nov 2024 04:12 PM IST
| HAVELLS 28NOV2024 1720 CE | ||||||||||
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Delta: 0.08
Vega: 0.35
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1636.10 | 2.15 | -0.05 | 25.36 | 543 | -55 | 561 | |||
| 20 Nov | 1632.70 | 2.2 | 0.00 | 23.15 | 904 | 34 | 617 | |||
| 19 Nov | 1632.70 | 2.2 | 0.10 | 23.15 | 904 | 35 | 617 | |||
| 18 Nov | 1619.05 | 2.1 | -0.95 | 23.18 | 478 | -10 | 581 | |||
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| 14 Nov | 1618.85 | 3.05 | -2.15 | 21.60 | 1,063 | 384 | 594 | |||
| 13 Nov | 1614.10 | 5.2 | 2.05 | 24.61 | 827 | 31 | 216 | |||
| 12 Nov | 1603.40 | 3.15 | -4.70 | 22.93 | 821 | -47 | 210 | |||
| 11 Nov | 1641.75 | 7.85 | -4.20 | 21.93 | 497 | 18 | 255 | |||
| 8 Nov | 1660.65 | 12.05 | -4.40 | 20.32 | 600 | 55 | 240 | |||
| 7 Nov | 1666.05 | 16.45 | -5.40 | 22.10 | 648 | 49 | 187 | |||
| 6 Nov | 1675.15 | 21.85 | 8.30 | 21.62 | 785 | -11 | 137 | |||
| 5 Nov | 1633.55 | 13.55 | -2.70 | 24.22 | 427 | 81 | 147 | |||
| 4 Nov | 1628.30 | 16.25 | -5.25 | 26.85 | 214 | 34 | 67 | |||
| 1 Nov | 1647.30 | 21.5 | -3.80 | 24.86 | 7 | 2 | 33 | |||
| 31 Oct | 1638.40 | 25.3 | -8.75 | - | 67 | 10 | 34 | |||
| 30 Oct | 1662.50 | 34.05 | -6.05 | - | 38 | 21 | 24 | |||
| 29 Oct | 1672.20 | 40.1 | 0.00 | - | 0 | 3 | 0 | |||
| 28 Oct | 1668.40 | 40.1 | -197.50 | - | 3 | 2 | 2 | |||
| 25 Oct | 1694.95 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1723.30 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1749.80 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1770.80 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1812.70 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1849.70 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1805.55 | 237.6 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1939.30 | 237.6 | 237.60 | - | 0 | 0 | 0 | |||
| 9 Sept | 1892.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1872.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1879.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1901.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1901.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1885.40 | 0 | - | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1720 expiring on 28NOV2024
Delta for 1720 CE is 0.08
Historical price for 1720 CE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 25.36, the open interest changed by -55 which decreased total open position to 561
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by 34 which increased total open position to 617
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 2.2, which was 0.10 higher than the previous day. The implied volatity was 23.15, the open interest changed by 35 which increased total open position to 617
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 2.1, which was -0.95 lower than the previous day. The implied volatity was 23.18, the open interest changed by -10 which decreased total open position to 581
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 3.05, which was -2.15 lower than the previous day. The implied volatity was 21.60, the open interest changed by 384 which increased total open position to 594
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 5.2, which was 2.05 higher than the previous day. The implied volatity was 24.61, the open interest changed by 31 which increased total open position to 216
On 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 3.15, which was -4.70 lower than the previous day. The implied volatity was 22.93, the open interest changed by -47 which decreased total open position to 210
On 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 7.85, which was -4.20 lower than the previous day. The implied volatity was 21.93, the open interest changed by 18 which increased total open position to 255
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 12.05, which was -4.40 lower than the previous day. The implied volatity was 20.32, the open interest changed by 55 which increased total open position to 240
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 16.45, which was -5.40 lower than the previous day. The implied volatity was 22.10, the open interest changed by 49 which increased total open position to 187
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 21.85, which was 8.30 higher than the previous day. The implied volatity was 21.62, the open interest changed by -11 which decreased total open position to 137
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 13.55, which was -2.70 lower than the previous day. The implied volatity was 24.22, the open interest changed by 81 which increased total open position to 147
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 16.25, which was -5.25 lower than the previous day. The implied volatity was 26.85, the open interest changed by 34 which increased total open position to 67
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 21.5, which was -3.80 lower than the previous day. The implied volatity was 24.86, the open interest changed by 2 which increased total open position to 33
On 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 25.3, 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 30 Oct HAVELLS was trading at 1662.50. The strike last trading price was 34.05, which was -6.05 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 40.1, 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 40.1, which was -197.50 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 237.6, 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 237.6, 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 237.6, 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 237.6, 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 237.6, 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 237.6, 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 237.6, 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 16 Oct HAVELLS was trading at 1939.30. The strike last trading price was 237.6, which was 237.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept HAVELLS was trading at 1892.40. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept HAVELLS was trading at 1901.30. 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 3 Sept HAVELLS was trading at 1901.95. 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 2 Sept HAVELLS was trading at 1885.40. 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 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.51
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1636.10 | 87.7 | 0.00 | 32.52 | 4 | 1 | 10 |
| 20 Nov | 1632.70 | 87.7 | 0.00 | 23.24 | 8 | -1 | 8 |
| 19 Nov | 1632.70 | 87.7 | -15.70 | 23.24 | 8 | -2 | 8 |
| 18 Nov | 1619.05 | 103.4 | 0.00 | 0.00 | 0 | -2 | 0 |
| 14 Nov | 1618.85 | 103.4 | 24.45 | 31.40 | 2 | -1 | 11 |
| 13 Nov | 1614.10 | 78.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1603.40 | 78.95 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 1641.75 | 78.95 | 11.75 | 20.96 | 4 | -1 | 12 |
| 8 Nov | 1660.65 | 67.2 | 4.15 | 21.54 | 6 | 4 | 15 |
| 7 Nov | 1666.05 | 63.05 | -3.95 | 20.55 | 5 | 2 | 13 |
| 6 Nov | 1675.15 | 67 | -48.35 | 29.50 | 2 | -1 | 10 |
| 5 Nov | 1633.55 | 115.35 | 0.00 | 0.00 | 0 | 3 | 0 |
| 4 Nov | 1628.30 | 115.35 | 24.40 | 39.41 | 6 | 2 | 10 |
| 1 Nov | 1647.30 | 90.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 1638.40 | 90.95 | 13.10 | - | 21 | 2 | 10 |
| 30 Oct | 1662.50 | 77.85 | 2.85 | - | 4 | 1 | 8 |
| 29 Oct | 1672.20 | 75 | 9.00 | - | 1 | 0 | 7 |
| 28 Oct | 1668.40 | 66 | 11.60 | - | 1 | 0 | 6 |
| 25 Oct | 1694.95 | 54.4 | 0.00 | - | 1 | 0 | 6 |
| 24 Oct | 1723.30 | 54.4 | 29.40 | - | 8 | 5 | 7 |
| 23 Oct | 1749.80 | 25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1770.80 | 25 | 11.00 | - | 1 | 0 | 2 |
| 21 Oct | 1812.70 | 14 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1849.70 | 14 | -22.00 | - | 1 | 0 | 2 |
| 17 Oct | 1805.55 | 36 | 23.00 | - | 3 | 2 | 2 |
| 16 Oct | 1939.30 | 13 | 13.00 | - | 6 | 2 | 2 |
| 9 Sept | 1892.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1872.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1879.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1901.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1901.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1885.40 | 0 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1720 expiring on 28NOV2024
Delta for 1720 PE is -0.86
Historical price for 1720 PE is as follows
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 87.7, which was 0.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by 1 which increased total open position to 10
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 87.7, which was 0.00 lower than the previous day. The implied volatity was 23.24, the open interest changed by -1 which decreased total open position to 8
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 87.7, which was -15.70 lower than the previous day. The implied volatity was 23.24, the open interest changed by -2 which decreased total open position to 8
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 103.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 14 Nov HAVELLS was trading at 1618.85. The strike last trading price was 103.4, which was 24.45 higher than the previous day. The implied volatity was 31.40, the open interest changed by -1 which decreased total open position to 11
On 13 Nov HAVELLS was trading at 1614.10. The strike last trading price was 78.95, 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 12 Nov HAVELLS was trading at 1603.40. The strike last trading price was 78.95, 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 11 Nov HAVELLS was trading at 1641.75. The strike last trading price was 78.95, which was 11.75 higher than the previous day. The implied volatity was 20.96, the open interest changed by -1 which decreased total open position to 12
On 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 67.2, which was 4.15 higher than the previous day. The implied volatity was 21.54, the open interest changed by 4 which increased total open position to 15
On 7 Nov HAVELLS was trading at 1666.05. The strike last trading price was 63.05, which was -3.95 lower than the previous day. The implied volatity was 20.55, the open interest changed by 2 which increased total open position to 13
On 6 Nov HAVELLS was trading at 1675.15. The strike last trading price was 67, which was -48.35 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 10
On 5 Nov HAVELLS was trading at 1633.55. The strike last trading price was 115.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 4 Nov HAVELLS was trading at 1628.30. The strike last trading price was 115.35, which was 24.40 higher than the previous day. The implied volatity was 39.41, the open interest changed by 2 which increased total open position to 10
On 1 Nov HAVELLS was trading at 1647.30. The strike last trading price was 90.95, 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 31 Oct HAVELLS was trading at 1638.40. The strike last trading price was 90.95, which was 13.10 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 77.85, which was 2.85 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 75, which was 9.00 higher 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 66, which was 11.60 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 54.4, 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 54.4, which was 29.40 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 25, 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 25, which was 11.00 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 14, 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 14, which was -22.00 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 36, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct HAVELLS was trading at 1939.30. The strike last trading price was 13, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept HAVELLS was trading at 1892.40. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept HAVELLS was trading at 1901.30. 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 3 Sept HAVELLS was trading at 1901.95. 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 2 Sept HAVELLS was trading at 1885.40. 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
