HAVELLS
Havells India Limited
Historical option data for HAVELLS
20 Dec 2024 04:12 PM IST
| HAVELLS 26DEC2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.20
Theta: -0.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1657.40 | 1.25 | -2.25 | 31.62 | 593 | -40 | 369 | |||
| 19 Dec | 1693.15 | 3.5 | -0.55 | 26.35 | 920 | -75 | 409 | |||
| 18 Dec | 1697.05 | 4.05 | -5.10 | 26.14 | 1,168 | -98 | 486 | |||
| 17 Dec | 1732.40 | 9.15 | -13.30 | 26.03 | 1,339 | -15 | 585 | |||
| 16 Dec | 1768.80 | 22.45 | 1.30 | 22.97 | 1,024 | 78 | 605 | |||
| 13 Dec | 1757.85 | 21.15 | -1.05 | 21.43 | 3,264 | 56 | 531 | |||
| 12 Dec | 1757.95 | 22.2 | 0.20 | 21.18 | 1,002 | 91 | 478 | |||
| 11 Dec | 1752.25 | 22 | 11.45 | 21.64 | 1,178 | 48 | 386 | |||
| 10 Dec | 1709.00 | 10.55 | -0.40 | 22.83 | 461 | 35 | 349 | |||
| 9 Dec | 1704.70 | 10.95 | -10.20 | 23.39 | 616 | 68 | 317 | |||
| 6 Dec | 1738.75 | 21.15 | -2.85 | 21.81 | 460 | 10 | 243 | |||
| 5 Dec | 1746.70 | 24 | 3.30 | 20.07 | 500 | 51 | 233 | |||
| 4 Dec | 1732.65 | 20.7 | -9.15 | 21.64 | 394 | 70 | 176 | |||
| 3 Dec | 1757.20 | 29.85 | 3.30 | 20.60 | 348 | 15 | 105 | |||
| 2 Dec | 1739.35 | 26.55 | 5.90 | 22.43 | 193 | 29 | 89 | |||
| 29 Nov | 1718.00 | 20.65 | -4.75 | 20.75 | 163 | 11 | 59 | |||
| 28 Nov | 1717.60 | 25.4 | -5.45 | 24.97 | 69 | 3 | 48 | |||
| 27 Nov | 1728.75 | 30.85 | 5.70 | 23.72 | 65 | 31 | 44 | |||
| 26 Nov | 1711.20 | 25.15 | -2.85 | 23.70 | 14 | 1 | 13 | |||
| 25 Nov | 1708.15 | 28 | -5.15 | 25.30 | 12 | 0 | 0 | |||
| 22 Nov | 1665.80 | 33.15 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 21 Nov | 1636.10 | 33.15 | 0.00 | 6.52 | 0 | 0 | 0 | |||
| 20 Nov | 1632.70 | 33.15 | 0.00 | 6.68 | 0 | 0 | 0 | |||
|
|
||||||||||
| 19 Nov | 1632.70 | 33.15 | 0.00 | 6.68 | 0 | 0 | 0 | |||
| 18 Nov | 1619.05 | 33.15 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 14 Nov | 1618.85 | 33.15 | 0.00 | 6.30 | 0 | 0 | 0 | |||
| 13 Nov | 1614.10 | 33.15 | 0.00 | 6.62 | 0 | 0 | 0 | |||
| 11 Nov | 1641.75 | 33.15 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 8 Nov | 1660.65 | 33.15 | 3.73 | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.05
Historical price for 1780 CE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 1.25, which was -2.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by -40 which decreased total open position to 369
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 3.5, which was -0.55 lower than the previous day. The implied volatity was 26.35, the open interest changed by -75 which decreased total open position to 409
On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 4.05, which was -5.10 lower than the previous day. The implied volatity was 26.14, the open interest changed by -98 which decreased total open position to 486
On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 9.15, which was -13.30 lower than the previous day. The implied volatity was 26.03, the open interest changed by -15 which decreased total open position to 585
On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 22.45, which was 1.30 higher than the previous day. The implied volatity was 22.97, the open interest changed by 78 which increased total open position to 605
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 21.15, which was -1.05 lower than the previous day. The implied volatity was 21.43, the open interest changed by 56 which increased total open position to 531
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 22.2, which was 0.20 higher than the previous day. The implied volatity was 21.18, the open interest changed by 91 which increased total open position to 478
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 22, which was 11.45 higher than the previous day. The implied volatity was 21.64, the open interest changed by 48 which increased total open position to 386
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 10.55, which was -0.40 lower than the previous day. The implied volatity was 22.83, the open interest changed by 35 which increased total open position to 349
On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 10.95, which was -10.20 lower than the previous day. The implied volatity was 23.39, the open interest changed by 68 which increased total open position to 317
On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 21.15, which was -2.85 lower than the previous day. The implied volatity was 21.81, the open interest changed by 10 which increased total open position to 243
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 24, which was 3.30 higher than the previous day. The implied volatity was 20.07, the open interest changed by 51 which increased total open position to 233
On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 20.7, which was -9.15 lower than the previous day. The implied volatity was 21.64, the open interest changed by 70 which increased total open position to 176
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 29.85, which was 3.30 higher than the previous day. The implied volatity was 20.60, the open interest changed by 15 which increased total open position to 105
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 26.55, which was 5.90 higher than the previous day. The implied volatity was 22.43, the open interest changed by 29 which increased total open position to 89
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 20.65, which was -4.75 lower than the previous day. The implied volatity was 20.75, the open interest changed by 11 which increased total open position to 59
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 25.4, which was -5.45 lower than the previous day. The implied volatity was 24.97, the open interest changed by 3 which increased total open position to 48
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 30.85, which was 5.70 higher than the previous day. The implied volatity was 23.72, the open interest changed by 31 which increased total open position to 44
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 25.15, which was -2.85 lower than the previous day. The implied volatity was 23.70, the open interest changed by 1 which increased total open position to 13
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 28, which was -5.15 lower than the previous day. The implied volatity was 25.30, 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 33.15, 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 21 Nov HAVELLS was trading at 1636.10. The strike last trading price was 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.52, 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 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.68, 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 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 33.15, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 33.15, 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 8 Nov HAVELLS was trading at 1660.65. The strike last trading price was 33.15, which was lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 26DEC2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1657.40 | 101.8 | 10.90 | - | 17 | -12 | 85 |
| 19 Dec | 1693.15 | 90.9 | 3.15 | 43.69 | 111 | -60 | 97 |
| 18 Dec | 1697.05 | 87.75 | 34.20 | 34.87 | 8 | -6 | 157 |
| 17 Dec | 1732.40 | 53.55 | 21.95 | - | 148 | 6 | 163 |
| 16 Dec | 1768.80 | 31.6 | -4.10 | 22.82 | 281 | 5 | 156 |
| 13 Dec | 1757.85 | 35.7 | -3.65 | 20.22 | 564 | 106 | 153 |
| 12 Dec | 1757.95 | 39.35 | -11.65 | 22.56 | 61 | 14 | 45 |
| 11 Dec | 1752.25 | 51 | -24.00 | 28.33 | 9 | 0 | 31 |
| 10 Dec | 1709.00 | 75 | -2.70 | 23.27 | 2 | 0 | 32 |
| 9 Dec | 1704.70 | 77.7 | 28.25 | 22.02 | 24 | 4 | 32 |
| 6 Dec | 1738.75 | 49.45 | -13.45 | 17.82 | 2 | -1 | 28 |
| 5 Dec | 1746.70 | 62.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1732.65 | 62.9 | 13.80 | 23.48 | 1 | 0 | 29 |
| 3 Dec | 1757.20 | 49.1 | -20.50 | 23.71 | 51 | 10 | 26 |
| 2 Dec | 1739.35 | 69.6 | 2.90 | 29.33 | 2 | 1 | 17 |
| 29 Nov | 1718.00 | 66.7 | -7.80 | 21.11 | 14 | 9 | 15 |
| 28 Nov | 1717.60 | 74.5 | 5.35 | 21.50 | 5 | 0 | 6 |
| 27 Nov | 1728.75 | 69.15 | -7.80 | 25.00 | 4 | 3 | 5 |
| 26 Nov | 1711.20 | 76.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 25 Nov | 1708.15 | 76.95 | -78.00 | 23.33 | 2 | 0 | 0 |
| 22 Nov | 1665.80 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1636.10 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1632.70 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1632.70 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1619.05 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1618.85 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1614.10 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1641.75 | 154.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1660.65 | 154.95 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -
Historical price for 1780 PE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 101.8, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 85
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 90.9, which was 3.15 higher than the previous day. The implied volatity was 43.69, the open interest changed by -60 which decreased total open position to 97
On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 87.75, which was 34.20 higher than the previous day. The implied volatity was 34.87, the open interest changed by -6 which decreased total open position to 157
On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 53.55, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 163
On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 31.6, which was -4.10 lower than the previous day. The implied volatity was 22.82, the open interest changed by 5 which increased total open position to 156
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 35.7, which was -3.65 lower than the previous day. The implied volatity was 20.22, the open interest changed by 106 which increased total open position to 153
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 39.35, which was -11.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by 14 which increased total open position to 45
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 51, which was -24.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by 0 which decreased total open position to 31
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 75, which was -2.70 lower than the previous day. The implied volatity was 23.27, the open interest changed by 0 which decreased total open position to 32
On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 77.7, which was 28.25 higher than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 32
On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 49.45, which was -13.45 lower than the previous day. The implied volatity was 17.82, the open interest changed by -1 which decreased total open position to 28
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 62.9, 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 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 62.9, which was 13.80 higher than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 29
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 49.1, which was -20.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 10 which increased total open position to 26
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 69.6, which was 2.90 higher than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 17
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 66.7, which was -7.80 lower than the previous day. The implied volatity was 21.11, the open interest changed by 9 which increased total open position to 15
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 74.5, which was 5.35 higher than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 6
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 69.15, which was -7.80 lower than the previous day. The implied volatity was 25.00, the open interest changed by 3 which increased total open position to 5
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 76.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 76.95, which was -78.00 lower than the previous day. The implied volatity was 23.33, 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 154.95, 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 154.95, 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 154.95, 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 154.95, 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 154.95, 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 154.95, 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 154.95, 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 154.95, 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 154.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
