HAVELLS
Havells India Limited
Historical option data for HAVELLS
20 Dec 2024 04:12 PM IST
| HAVELLS 26DEC2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.08
Theta: -0.31
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1657.40 | 0.5 | -0.15 | 47.29 | 64 | -47 | 261 | |||
| 19 Dec | 1693.15 | 0.65 | -0.05 | 38.00 | 58 | -7 | 308 | |||
| 18 Dec | 1697.05 | 0.7 | -0.40 | 36.23 | 98 | 0 | 315 | |||
| 17 Dec | 1732.40 | 1.1 | -0.40 | 32.78 | 178 | -70 | 331 | |||
| 16 Dec | 1768.80 | 1.5 | 0.00 | 25.45 | 307 | -13 | 402 | |||
| 13 Dec | 1757.85 | 1.5 | -0.65 | 23.31 | 752 | -7 | 415 | |||
| 12 Dec | 1757.95 | 2.15 | 0.10 | 24.06 | 432 | 25 | 423 | |||
| 11 Dec | 1752.25 | 2.05 | 0.65 | 23.63 | 516 | 16 | 398 | |||
| 10 Dec | 1709.00 | 1.4 | -0.50 | 26.88 | 399 | -67 | 382 | |||
| 9 Dec | 1704.70 | 1.9 | -0.70 | 28.16 | 400 | 92 | 444 | |||
| 6 Dec | 1738.75 | 2.6 | -0.40 | 23.39 | 306 | 2 | 351 | |||
| 5 Dec | 1746.70 | 3 | 0.25 | 22.00 | 440 | 40 | 348 | |||
| 4 Dec | 1732.65 | 2.75 | -1.60 | 23.19 | 372 | -1 | 311 | |||
| 3 Dec | 1757.20 | 4.35 | 0.35 | 22.00 | 408 | 64 | 314 | |||
| 2 Dec | 1739.35 | 4 | 0.70 | 23.21 | 288 | 40 | 253 | |||
| 29 Nov | 1718.00 | 3.3 | -1.60 | 22.51 | 319 | 48 | 207 | |||
| 28 Nov | 1717.60 | 4.9 | -1.60 | 25.44 | 376 | 78 | 160 | |||
|
|
||||||||||
| 27 Nov | 1728.75 | 6.5 | 1.35 | 24.60 | 120 | 73 | 79 | |||
| 26 Nov | 1711.20 | 5.15 | 5.15 | 24.71 | 9 | 6 | 6 | |||
| 25 Nov | 1708.15 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Havells India Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.01
Historical price for 1900 CE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 47.29, the open interest changed by -47 which decreased total open position to 261
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 38.00, the open interest changed by -7 which decreased total open position to 308
On 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 36.23, the open interest changed by 0 which decreased total open position to 315
On 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 1.1, which was -0.40 lower than the previous day. The implied volatity was 32.78, the open interest changed by -70 which decreased total open position to 331
On 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by -13 which decreased total open position to 402
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by -7 which decreased total open position to 415
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 2.15, which was 0.10 higher than the previous day. The implied volatity was 24.06, the open interest changed by 25 which increased total open position to 423
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 2.05, which was 0.65 higher than the previous day. The implied volatity was 23.63, the open interest changed by 16 which increased total open position to 398
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 26.88, the open interest changed by -67 which decreased total open position to 382
On 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 1.9, which was -0.70 lower than the previous day. The implied volatity was 28.16, the open interest changed by 92 which increased total open position to 444
On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was 23.39, the open interest changed by 2 which increased total open position to 351
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 22.00, the open interest changed by 40 which increased total open position to 348
On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 2.75, which was -1.60 lower than the previous day. The implied volatity was 23.19, the open interest changed by -1 which decreased total open position to 311
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 22.00, the open interest changed by 64 which increased total open position to 314
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 23.21, the open interest changed by 40 which increased total open position to 253
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 3.3, which was -1.60 lower than the previous day. The implied volatity was 22.51, the open interest changed by 48 which increased total open position to 207
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 4.9, which was -1.60 lower than the previous day. The implied volatity was 25.44, the open interest changed by 78 which increased total open position to 160
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 6.5, which was 1.35 higher than the previous day. The implied volatity was 24.60, the open interest changed by 73 which increased total open position to 79
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 5.15, which was 5.15 higher than the previous day. The implied volatity was 24.71, the open interest changed by 6 which increased total open position to 6
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 26DEC2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1657.40 | 226 | 98.65 | - | 3 | 0 | 87 |
| 19 Dec | 1693.15 | 127.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1697.05 | 127.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1732.40 | 127.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1768.80 | 127.35 | -18.30 | - | 1 | 0 | 87 |
| 13 Dec | 1757.85 | 145.65 | 4.65 | 37.76 | 4 | -3 | 86 |
| 12 Dec | 1757.95 | 141 | -1.30 | 31.26 | 4 | 0 | 89 |
| 11 Dec | 1752.25 | 142.3 | -24.70 | 25.89 | 2 | 0 | 90 |
| 10 Dec | 1709.00 | 167 | 0.00 | 0.00 | 0 | -2 | 0 |
| 9 Dec | 1704.70 | 167 | 14.85 | - | 2 | 0 | 92 |
| 6 Dec | 1738.75 | 152.15 | 2.15 | - | 4 | -1 | 93 |
| 5 Dec | 1746.70 | 150 | -6.60 | 29.53 | 13 | -7 | 94 |
| 4 Dec | 1732.65 | 156.6 | 16.60 | - | 1 | 0 | 100 |
| 3 Dec | 1757.20 | 140 | -23.85 | 25.05 | 11 | -1 | 99 |
| 2 Dec | 1739.35 | 163.85 | -0.15 | 33.24 | 2 | 1 | 100 |
| 29 Nov | 1718.00 | 164 | 0.00 | 0.00 | 0 | 24 | 0 |
| 28 Nov | 1717.60 | 164 | -7.25 | - | 24 | 23 | 98 |
| 27 Nov | 1728.75 | 171.25 | -8.40 | 33.08 | 71 | 70 | 74 |
| 26 Nov | 1711.20 | 179.65 | 179.65 | 27.02 | 4 | 3 | 3 |
| 25 Nov | 1708.15 | 0 | 0.00 | 0 | 0 | 0 | |
For Havells India Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -
Historical price for 1900 PE is as follows
On 20 Dec HAVELLS was trading at 1657.40. The strike last trading price was 226, which was 98.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 19 Dec HAVELLS was trading at 1693.15. The strike last trading price was 127.35, 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 18 Dec HAVELLS was trading at 1697.05. The strike last trading price was 127.35, 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 17 Dec HAVELLS was trading at 1732.40. The strike last trading price was 127.35, 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 16 Dec HAVELLS was trading at 1768.80. The strike last trading price was 127.35, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 87
On 13 Dec HAVELLS was trading at 1757.85. The strike last trading price was 145.65, which was 4.65 higher than the previous day. The implied volatity was 37.76, the open interest changed by -3 which decreased total open position to 86
On 12 Dec HAVELLS was trading at 1757.95. The strike last trading price was 141, which was -1.30 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 89
On 11 Dec HAVELLS was trading at 1752.25. The strike last trading price was 142.3, which was -24.70 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 90
On 10 Dec HAVELLS was trading at 1709.00. The strike last trading price was 167, 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 9 Dec HAVELLS was trading at 1704.70. The strike last trading price was 167, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 6 Dec HAVELLS was trading at 1738.75. The strike last trading price was 152.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93
On 5 Dec HAVELLS was trading at 1746.70. The strike last trading price was 150, which was -6.60 lower than the previous day. The implied volatity was 29.53, the open interest changed by -7 which decreased total open position to 94
On 4 Dec HAVELLS was trading at 1732.65. The strike last trading price was 156.6, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 3 Dec HAVELLS was trading at 1757.20. The strike last trading price was 140, which was -23.85 lower than the previous day. The implied volatity was 25.05, the open interest changed by -1 which decreased total open position to 99
On 2 Dec HAVELLS was trading at 1739.35. The strike last trading price was 163.85, which was -0.15 lower than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 100
On 29 Nov HAVELLS was trading at 1718.00. The strike last trading price was 164, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 28 Nov HAVELLS was trading at 1717.60. The strike last trading price was 164, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 98
On 27 Nov HAVELLS was trading at 1728.75. The strike last trading price was 171.25, which was -8.40 lower than the previous day. The implied volatity was 33.08, the open interest changed by 70 which increased total open position to 74
On 26 Nov HAVELLS was trading at 1711.20. The strike last trading price was 179.65, which was 179.65 higher than the previous day. The implied volatity was 27.02, the open interest changed by 3 which increased total open position to 3
On 25 Nov HAVELLS was trading at 1708.15. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
