HAVELLS
Havells India Limited
Historical option data for HAVELLS
03 Dec 2024 04:12 PM IST
| HAVELLS 26DEC2024 1740 CE | ||||||||||
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Delta: 0.62
Vega: 1.67
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 1757.20 | 50.3 | 5.90 | 20.55 | 1,367 | 52 | 453 | |||
| 2 Dec | 1739.35 | 44.4 | 8.90 | 22.54 | 801 | 17 | 403 | |||
| 29 Nov | 1718.00 | 35.5 | -6.50 | 20.47 | 842 | 147 | 388 | |||
| 28 Nov | 1717.60 | 42 | -6.90 | 25.95 | 931 | 91 | 241 | |||
| 27 Nov | 1728.75 | 48.9 | 9.40 | 24.19 | 319 | 97 | 154 | |||
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| 26 Nov | 1711.20 | 39.5 | -1.95 | 23.43 | 80 | 7 | 57 | |||
| 25 Nov | 1708.15 | 41.45 | 18.60 | 23.45 | 112 | 11 | 51 | |||
| 22 Nov | 1665.80 | 22.85 | 7.50 | 21.66 | 8 | 0 | 40 | |||
| 21 Nov | 1636.10 | 15.35 | -1.30 | 22.58 | 16 | -1 | 39 | |||
| 20 Nov | 1632.70 | 16.65 | 0.00 | 23.56 | 319 | 40 | 40 | |||
| 19 Nov | 1632.70 | 16.65 | -27.65 | 23.56 | 319 | 40 | 40 | |||
| 18 Nov | 1619.05 | 44.3 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 14 Nov | 1618.85 | 44.3 | 0.00 | 4.85 | 0 | 0 | 0 | |||
| 13 Nov | 1614.10 | 44.3 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 11 Nov | 1641.75 | 44.3 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 8 Nov | 1660.65 | 44.3 | 44.30 | 2.62 | 0 | 0 | 0 | |||
| 1 Nov | 1647.30 | 0 | 2.85 | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.62
Historical price for 1740 CE is as follows
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 50.3, which was 5.90 higher than the previous day. The implied volatity was 20.55, the open interest changed by 52 which increased total open position to 453
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 44.4, which was 8.90 higher than the previous day. The implied volatity was 22.54, the open interest changed by 17 which increased total open position to 403
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 35.5, which was -6.50 lower than the previous day. The implied volatity was 20.47, the open interest changed by 147 which increased total open position to 388
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 42, which was -6.90 lower than the previous day. The implied volatity was 25.95, the open interest changed by 91 which increased total open position to 241
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 48.9, which was 9.40 higher than the previous day. The implied volatity was 24.19, the open interest changed by 97 which increased total open position to 154
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 39.5, which was -1.95 lower than the previous day. The implied volatity was 23.43, the open interest changed by 7 which increased total open position to 57
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 41.45, which was 18.60 higher than the previous day. The implied volatity was 23.45, the open interest changed by 11 which increased total open position to 51
On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 22.85, which was 7.50 higher than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 40
On 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 15.35, which was -1.30 lower than the previous day. The implied volatity was 22.58, the open interest changed by -1 which decreased total open position to 39
On 20 Nov HAVELLS was trading at 1632.70. The strike last trading price was 16.65, which was 0.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 40 which increased total open position to 40
On 19 Nov HAVELLS was trading at 1632.70. The strike last trading price was 16.65, which was -27.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 40 which increased total open position to 40
On 18 Nov HAVELLS was trading at 1619.05. The strike last trading price was 44.3, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 4.85, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 44.3, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 44.3, which was 44.30 higher than the previous day. The implied volatity was 2.62, 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 0, which was lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 26DEC2024 1740 PE | |||||||
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Delta: -0.39
Vega: 1.69
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 1757.20 | 29.45 | -8.75 | 23.57 | 424 | -7 | 167 |
| 2 Dec | 1739.35 | 38.2 | -9.65 | 23.90 | 237 | 61 | 173 |
| 29 Nov | 1718.00 | 47.85 | -1.45 | 24.02 | 271 | 65 | 110 |
| 28 Nov | 1717.60 | 49.3 | -2.70 | 21.69 | 79 | 42 | 45 |
| 27 Nov | 1728.75 | 52 | 0.00 | 27.73 | 1 | 0 | 2 |
| 26 Nov | 1711.20 | 52 | -74.55 | 22.79 | 8 | 2 | 2 |
| 25 Nov | 1708.15 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1665.80 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1636.10 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1632.70 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1632.70 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1619.05 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1618.85 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1614.10 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1641.75 | 126.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1660.65 | 126.55 | 126.55 | - | 0 | 0 | 0 |
| 1 Nov | 1647.30 | 0 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.39
Historical price for 1740 PE is as follows
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 29.45, which was -8.75 lower than the previous day. The implied volatity was 23.57, the open interest changed by -7 which decreased total open position to 167
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 38.2, which was -9.65 lower than the previous day. The implied volatity was 23.90, the open interest changed by 61 which increased total open position to 173
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 47.85, which was -1.45 lower than the previous day. The implied volatity was 24.02, the open interest changed by 65 which increased total open position to 110
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 49.3, which was -2.70 lower than the previous day. The implied volatity was 21.69, the open interest changed by 42 which increased total open position to 45
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 52, which was 0.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 0 which decreased total open position to 2
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 52, which was -74.55 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 2
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 126.55, 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 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 126.55, 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 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 126.55, 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 126.55, 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 126.55, 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 126.55, 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 126.55, 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 126.55, 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 126.55, 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 126.55, which was 126.55 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
