HAVELLS
Havells India Limited
Historical option data for HAVELLS
20 Dec 2024 04:12 PM IST
| HAVELLS 26DEC2024 1820 CE | ||||||||||
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Delta: 0.03
Vega: 0.15
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1657.40 | 0.95 | -1.10 | 37.71 | 186 | 0 | 236 | |||
| 19 Dec | 1693.15 | 2.05 | -0.10 | 31.18 | 165 | 11 | 232 | |||
| 18 Dec | 1697.05 | 2.15 | -1.75 | 29.83 | 448 | 50 | 222 | |||
| 17 Dec | 1732.40 | 3.9 | -5.65 | 27.38 | 699 | -28 | 189 | |||
| 16 Dec | 1768.80 | 9.55 | 0.50 | 23.19 | 464 | 16 | 218 | |||
| 13 Dec | 1757.85 | 9.05 | -1.35 | 21.42 | 1,391 | -7 | 199 | |||
| 12 Dec | 1757.95 | 10.4 | -0.30 | 21.74 | 717 | -10 | 208 | |||
| 11 Dec | 1752.25 | 10.7 | 5.80 | 22.23 | 1,274 | 89 | 215 | |||
| 10 Dec | 1709.00 | 4.9 | -0.40 | 23.55 | 445 | -35 | 128 | |||
| 9 Dec | 1704.70 | 5.3 | -5.15 | 24.08 | 362 | 4 | 161 | |||
| 6 Dec | 1738.75 | 10.45 | -1.90 | 21.74 | 505 | 18 | 157 | |||
| 5 Dec | 1746.70 | 12.35 | 1.85 | 20.45 | 322 | 16 | 141 | |||
| 4 Dec | 1732.65 | 10.5 | -6.10 | 21.64 | 236 | 45 | 125 | |||
| 3 Dec | 1757.20 | 16.6 | 1.75 | 20.99 | 229 | 6 | 80 | |||
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| 2 Dec | 1739.35 | 14.85 | 3.50 | 22.55 | 285 | 7 | 72 | |||
| 29 Nov | 1718.00 | 11.35 | -5.20 | 21.13 | 153 | 23 | 64 | |||
| 28 Nov | 1717.60 | 16.55 | -1.60 | 25.92 | 87 | 21 | 43 | |||
| 27 Nov | 1728.75 | 18.15 | 5.15 | 23.40 | 33 | -3 | 14 | |||
| 26 Nov | 1711.20 | 13 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 1708.15 | 13 | 4.80 | 22.42 | 2 | 16 | 16 | |||
| 22 Nov | 1665.80 | 8.2 | 22.77 | 72 | 16 | 16 | ||||
For Havells India Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.03
Historical price for 1820 CE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 0.95, which was -1.10 lower than the previous day. The implied volatity was 37.71, the open interest changed by 0 which decreased total open position to 236
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 2.05, which was -0.10 lower than the previous day. The implied volatity was 31.18, the open interest changed by 11 which increased total open position to 232
On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 2.15, which was -1.75 lower than the previous day. The implied volatity was 29.83, the open interest changed by 50 which increased total open position to 222
On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 3.9, which was -5.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by -28 which decreased total open position to 189
On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 9.55, which was 0.50 higher than the previous day. The implied volatity was 23.19, the open interest changed by 16 which increased total open position to 218
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 9.05, which was -1.35 lower than the previous day. The implied volatity was 21.42, the open interest changed by -7 which decreased total open position to 199
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 10.4, which was -0.30 lower than the previous day. The implied volatity was 21.74, the open interest changed by -10 which decreased total open position to 208
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 10.7, which was 5.80 higher than the previous day. The implied volatity was 22.23, the open interest changed by 89 which increased total open position to 215
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 4.9, which was -0.40 lower than the previous day. The implied volatity was 23.55, the open interest changed by -35 which decreased total open position to 128
On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 5.3, which was -5.15 lower than the previous day. The implied volatity was 24.08, the open interest changed by 4 which increased total open position to 161
On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 10.45, which was -1.90 lower than the previous day. The implied volatity was 21.74, the open interest changed by 18 which increased total open position to 157
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 12.35, which was 1.85 higher than the previous day. The implied volatity was 20.45, the open interest changed by 16 which increased total open position to 141
On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 10.5, which was -6.10 lower than the previous day. The implied volatity was 21.64, the open interest changed by 45 which increased total open position to 125
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 16.6, which was 1.75 higher than the previous day. The implied volatity was 20.99, the open interest changed by 6 which increased total open position to 80
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 14.85, which was 3.50 higher than the previous day. The implied volatity was 22.55, the open interest changed by 7 which increased total open position to 72
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 11.35, which was -5.20 lower than the previous day. The implied volatity was 21.13, the open interest changed by 23 which increased total open position to 64
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 16.55, which was -1.60 lower than the previous day. The implied volatity was 25.92, the open interest changed by 21 which increased total open position to 43
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 18.15, which was 5.15 higher than the previous day. The implied volatity was 23.40, the open interest changed by -3 which decreased total open position to 14
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 13, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 13, which was 4.80 higher than the previous day. The implied volatity was 22.42, the open interest changed by 16 which increased total open position to 16
On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was 22.77, the open interest changed by 16 which increased total open position to 16
| HAVELLS 26DEC2024 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1657.40 | 148 | 23.00 | - | 2 | 0 | 20 |
| 19 Dec | 1693.15 | 125 | -0.95 | 45.76 | 1 | 0 | 20 |
| 18 Dec | 1697.05 | 125.95 | 37.95 | 41.97 | 3 | -1 | 20 |
| 17 Dec | 1732.40 | 88 | 32.05 | - | 4 | -2 | 20 |
| 16 Dec | 1768.80 | 55.95 | -10.10 | 19.98 | 8 | 2 | 21 |
| 13 Dec | 1757.85 | 66.05 | -2.45 | 22.43 | 19 | 5 | 20 |
| 12 Dec | 1757.95 | 68.5 | -2.80 | 24.43 | 14 | 8 | 14 |
| 11 Dec | 1752.25 | 71.3 | -38.70 | 23.19 | 5 | -1 | 5 |
| 10 Dec | 1709.00 | 110 | 30.80 | 25.28 | 1 | 0 | 6 |
| 9 Dec | 1704.70 | 79.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1738.75 | 79.2 | -5.25 | 16.79 | 1 | 0 | 6 |
| 5 Dec | 1746.70 | 84.45 | 2.25 | 27.89 | 4 | 1 | 5 |
| 4 Dec | 1732.65 | 82.2 | 9.25 | 14.48 | 1 | 0 | 4 |
| 3 Dec | 1757.20 | 72.95 | -20.05 | 22.80 | 1 | 0 | 3 |
| 2 Dec | 1739.35 | 93 | -17.00 | 27.44 | 1 | 0 | 3 |
| 29 Nov | 1718.00 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1717.60 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1728.75 | 110 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1711.20 | 110 | 0.00 | 0.00 | 0 | 3 | 0 |
| 25 Nov | 1708.15 | 110 | -75.70 | 23.37 | 3 | 2 | 2 |
| 22 Nov | 1665.80 | 185.7 | - | 0 | 0 | 0 | |
For Havells India Limited - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -
Historical price for 1820 PE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 148, which was 23.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 125, which was -0.95 lower than the previous day. The implied volatity was 45.76, the open interest changed by 0 which decreased total open position to 20
On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 125.95, which was 37.95 higher than the previous day. The implied volatity was 41.97, the open interest changed by -1 which decreased total open position to 20
On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 88, which was 32.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 20
On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 55.95, which was -10.10 lower than the previous day. The implied volatity was 19.98, the open interest changed by 2 which increased total open position to 21
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 66.05, which was -2.45 lower than the previous day. The implied volatity was 22.43, the open interest changed by 5 which increased total open position to 20
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 68.5, which was -2.80 lower than the previous day. The implied volatity was 24.43, the open interest changed by 8 which increased total open position to 14
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 71.3, which was -38.70 lower than the previous day. The implied volatity was 23.19, the open interest changed by -1 which decreased total open position to 5
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 110, which was 30.80 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 6
On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 79.2, 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 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 79.2, which was -5.25 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 6
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 84.45, which was 2.25 higher than the previous day. The implied volatity was 27.89, the open interest changed by 1 which increased total open position to 5
On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 82.2, which was 9.25 higher than the previous day. The implied volatity was 14.48, the open interest changed by 0 which decreased total open position to 4
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 72.95, which was -20.05 lower than the previous day. The implied volatity was 22.80, the open interest changed by 0 which decreased total open position to 3
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 93, which was -17.00 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 3
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 110, 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 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 110, 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 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 110, 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 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 110, 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 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 110, which was -75.70 lower than the previous day. The implied volatity was 23.37, the open interest changed by 2 which increased total open position to 2
On 22 Nov HAVELLS was trading at 1665.80. The strike last trading price was 185.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
