HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Nov 2024 04:13 PM IST
| HINDUNILVR 28NOV2024 2360 CE | ||||||||||
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Delta: 0.71
Vega: 1.13
Theta: -1.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2382.80 | 38.05 | -20.45 | 15.85 | 497 | 77 | 169 | |||
| 20 Nov | 2410.35 | 58.5 | 0.00 | 13.23 | 160 | 13 | 88 | |||
| 19 Nov | 2410.35 | 58.5 | -14.15 | 13.23 | 160 | 9 | 88 | |||
| 18 Nov | 2422.90 | 72.65 | 16.30 | 13.00 | 396 | 13 | 80 | |||
| 14 Nov | 2389.20 | 56.35 | -95.90 | 16.69 | 158 | 60 | 66 | |||
| 13 Nov | 2464.95 | 152.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 2461.50 | 152.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2491.05 | 152.25 | 22.40 | 25.73 | 1 | 0 | 6 | |||
| 8 Nov | 2507.70 | 129.85 | -5.70 | - | 1 | 0 | 6 | |||
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| 7 Nov | 2475.50 | 135.55 | -5.20 | 13.75 | 5 | 3 | 5 | |||
| 6 Nov | 2500.70 | 140.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 2521.35 | 140.75 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 2524.80 | 140.75 | -332.95 | - | 2 | 0 | 0 | |||
| 1 Nov | 2537.50 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2528.25 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2554.95 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2547.65 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2575.80 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2528.05 | 473.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2505.10 | 473.7 | - | 0 | 0 | 0 | ||||
For Hindustan Unilever Ltd. - strike price 2360 expiring on 28NOV2024
Delta for 2360 CE is 0.71
Historical price for 2360 CE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 38.05, which was -20.45 lower than the previous day. The implied volatity was 15.85, the open interest changed by 77 which increased total open position to 169
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 58.5, which was 0.00 lower than the previous day. The implied volatity was 13.23, the open interest changed by 13 which increased total open position to 88
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 58.5, which was -14.15 lower than the previous day. The implied volatity was 13.23, the open interest changed by 9 which increased total open position to 88
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 72.65, which was 16.30 higher than the previous day. The implied volatity was 13.00, the open interest changed by 13 which increased total open position to 80
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 56.35, which was -95.90 lower than the previous day. The implied volatity was 16.69, the open interest changed by 60 which increased total open position to 66
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 152.25, 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 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 152.25, 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 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 152.25, which was 22.40 higher than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 6
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 129.85, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 135.55, which was -5.20 lower than the previous day. The implied volatity was 13.75, the open interest changed by 3 which increased total open position to 5
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 140.75, 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 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 140.75, 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 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 140.75, which was -332.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 473.7, 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 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 473.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HINDUNILVR was trading at 2554.95. The strike last trading price was 473.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HINDUNILVR was trading at 2547.65. The strike last trading price was 473.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HINDUNILVR was trading at 2575.80. The strike last trading price was 473.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HINDUNILVR was trading at 2528.05. The strike last trading price was 473.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HINDUNILVR was trading at 2505.10. The strike last trading price was 473.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDUNILVR 28NOV2024 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 1.21
Theta: -1.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2382.80 | 16.55 | 5.05 | 21.83 | 2,517 | 136 | 480 |
| 20 Nov | 2410.35 | 11.5 | 0.00 | 21.29 | 1,745 | -93 | 508 |
| 19 Nov | 2410.35 | 11.5 | 2.70 | 21.29 | 1,745 | 71 | 508 |
| 18 Nov | 2422.90 | 8.8 | -10.00 | 20.71 | 1,657 | -47 | 445 |
| 14 Nov | 2389.20 | 18.8 | 11.85 | 19.41 | 2,873 | 113 | 499 |
| 13 Nov | 2464.95 | 6.95 | 0.85 | 20.60 | 985 | 146 | 392 |
| 12 Nov | 2461.50 | 6.1 | 1.55 | 19.44 | 712 | 87 | 249 |
| 11 Nov | 2491.05 | 4.55 | -0.15 | 20.47 | 571 | 11 | 161 |
| 8 Nov | 2507.70 | 4.7 | -2.50 | 20.51 | 359 | -36 | 151 |
| 7 Nov | 2475.50 | 7.2 | 1.90 | 20.11 | 370 | 14 | 184 |
| 6 Nov | 2500.70 | 5.3 | -3.65 | 20.66 | 449 | -106 | 169 |
| 5 Nov | 2521.35 | 8.95 | -0.90 | 24.80 | 320 | 20 | 274 |
| 4 Nov | 2524.80 | 9.85 | 0.70 | 24.77 | 424 | 54 | 257 |
| 1 Nov | 2537.50 | 9.15 | 0.25 | 24.70 | 36 | 13 | 196 |
| 31 Oct | 2528.25 | 8.9 | 1.60 | - | 210 | 31 | 182 |
| 30 Oct | 2554.95 | 7.3 | -0.95 | - | 84 | 41 | 151 |
| 29 Oct | 2547.65 | 8.25 | 1.30 | - | 73 | 14 | 108 |
| 28 Oct | 2575.80 | 6.95 | -5.45 | - | 98 | -27 | 95 |
| 25 Oct | 2528.05 | 12.4 | -7.30 | - | 229 | 37 | 122 |
| 24 Oct | 2505.10 | 19.7 | - | 296 | 85 | 85 | |
For Hindustan Unilever Ltd. - strike price 2360 expiring on 28NOV2024
Delta for 2360 PE is -0.34
Historical price for 2360 PE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 16.55, which was 5.05 higher than the previous day. The implied volatity was 21.83, the open interest changed by 136 which increased total open position to 480
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 11.5, which was 0.00 lower than the previous day. The implied volatity was 21.29, the open interest changed by -93 which decreased total open position to 508
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 11.5, which was 2.70 higher than the previous day. The implied volatity was 21.29, the open interest changed by 71 which increased total open position to 508
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 8.8, which was -10.00 lower than the previous day. The implied volatity was 20.71, the open interest changed by -47 which decreased total open position to 445
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 18.8, which was 11.85 higher than the previous day. The implied volatity was 19.41, the open interest changed by 113 which increased total open position to 499
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 6.95, which was 0.85 higher than the previous day. The implied volatity was 20.60, the open interest changed by 146 which increased total open position to 392
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 6.1, which was 1.55 higher than the previous day. The implied volatity was 19.44, the open interest changed by 87 which increased total open position to 249
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 4.55, which was -0.15 lower than the previous day. The implied volatity was 20.47, the open interest changed by 11 which increased total open position to 161
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 4.7, which was -2.50 lower than the previous day. The implied volatity was 20.51, the open interest changed by -36 which decreased total open position to 151
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 7.2, which was 1.90 higher than the previous day. The implied volatity was 20.11, the open interest changed by 14 which increased total open position to 184
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 5.3, which was -3.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by -106 which decreased total open position to 169
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 8.95, which was -0.90 lower than the previous day. The implied volatity was 24.80, the open interest changed by 20 which increased total open position to 274
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 9.85, which was 0.70 higher than the previous day. The implied volatity was 24.77, the open interest changed by 54 which increased total open position to 257
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 9.15, which was 0.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by 13 which increased total open position to 196
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 8.9, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct HINDUNILVR was trading at 2554.95. The strike last trading price was 7.3, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct HINDUNILVR was trading at 2547.65. The strike last trading price was 8.25, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct HINDUNILVR was trading at 2575.80. The strike last trading price was 6.95, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct HINDUNILVR was trading at 2528.05. The strike last trading price was 12.4, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct HINDUNILVR was trading at 2505.10. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
