[--[65.84.65.76]--]

HAVELLS

Havells India Limited
1409.6 +7.20 (0.51%)
L: 1400.2 H: 1413.1

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Historical option data for HAVELLS

12 Dec 2025 04:11 PM IST
HAVELLS 30-DEC-2025 1760 CE
Delta: 0.01
Vega: 0.05
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1409.60 0.2 0 37.80 12 0 17
11 Dec 1402.40 0.2 0 - 0 0 17
10 Dec 1389.90 0.2 0 - 0 0 17
8 Dec 1407.30 0.2 0 - 0 0 17
28 Nov 1441.90 0.2 0 25.22 1 0 17
26 Nov 1439.80 0.2 -0.1 24.68 7 5 16
25 Nov 1419.40 0.3 0 27.04 1 0 10
24 Nov 1424.60 0.3 -0.15 26.87 1 0 9
21 Nov 1441.10 0.45 0.05 25.03 8 0 1


For Havells India Limited - strike price 1760 expiring on 30DEC2025

Delta for 1760 CE is 0.01

Historical price for 1760 CE is as follows

On 12 Dec HAVELLS was trading at 1409.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 17


On 11 Dec HAVELLS was trading at 1402.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 17


On 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 24.68, the open interest changed by 5 which increased total open position to 16


On 25 Nov HAVELLS was trading at 1419.40. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 10


On 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 9


On 21 Nov HAVELLS was trading at 1441.10. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 25.03, the open interest changed by 0 which decreased total open position to 1


HAVELLS 30DEC2025 1760 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1409.60 338.15 13.15 - 0 0 4
11 Dec 1402.40 338.15 13.15 - 0 0 4
10 Dec 1389.90 338.15 13.15 - 0 0 4
8 Dec 1407.30 338.15 13.15 - 3 0 4
28 Nov 1441.90 325 23.15 - 0 0 0
26 Nov 1439.80 325 23.15 - 0 1 0
25 Nov 1419.40 325 23.15 30.08 2 0 3
24 Nov 1424.60 301.85 50.6 - 0 0 0
21 Nov 1441.10 301.85 50.6 - 0 0 0


For Havells India Limited - strike price 1760 expiring on 30DEC2025

Delta for 1760 PE is -

Historical price for 1760 PE is as follows

On 12 Dec HAVELLS was trading at 1409.60. The strike last trading price was 338.15, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Dec HAVELLS was trading at 1402.40. The strike last trading price was 338.15, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec HAVELLS was trading at 1389.90. The strike last trading price was 338.15, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 8 Dec HAVELLS was trading at 1407.30. The strike last trading price was 338.15, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 28 Nov HAVELLS was trading at 1441.90. The strike last trading price was 325, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov HAVELLS was trading at 1439.80. The strike last trading price was 325, which was 23.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov HAVELLS was trading at 1419.40. The strike last trading price was 325, which was 23.15 higher than the previous day. The implied volatity was 30.08, the open interest changed by 0 which decreased total open position to 3


On 24 Nov HAVELLS was trading at 1424.60. The strike last trading price was 301.85, which was 50.6 higher 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 1441.10. The strike last trading price was 301.85, which was 50.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0