HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
20 Dec 2024 04:13 PM IST
HINDUNILVR 26DEC2024 2380 CE | ||||||||||
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Delta: 0.22
Vega: 0.89
Theta: -1.26
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 2333.90 | 5.7 | -9.10 | 15.21 | 6,342 | 27 | 2,452 | |||
19 Dec | 2359.85 | 14.8 | -3.20 | 15.33 | 7,526 | 158 | 2,411 | |||
18 Dec | 2359.20 | 18 | -4.90 | 17.07 | 5,064 | 252 | 2,253 | |||
17 Dec | 2363.25 | 22.9 | -2.40 | 18.65 | 5,908 | 108 | 2,000 | |||
16 Dec | 2366.15 | 25.3 | -11.65 | 19.06 | 5,266 | 148 | 1,889 | |||
13 Dec | 2390.10 | 36.95 | 16.60 | 14.45 | 10,001 | -675 | 1,751 | |||
12 Dec | 2344.95 | 20.35 | -32.25 | 16.97 | 7,964 | 2,084 | 2,425 | |||
11 Dec | 2401.35 | 52.6 | -2.55 | 16.72 | 963 | 23 | 342 | |||
10 Dec | 2397.35 | 55.15 | -0.70 | 19.27 | 1,140 | -44 | 322 | |||
9 Dec | 2400.75 | 55.85 | -64.65 | 18.01 | 2,718 | 335 | 370 | |||
6 Dec | 2483.80 | 120.5 | -8.80 | 14.11 | 12 | 6 | 36 | |||
5 Dec | 2494.60 | 129.3 | 24.20 | - | 28 | 4 | 30 | |||
4 Dec | 2464.50 | 105.1 | -18.00 | 14.99 | 23 | 6 | 25 | |||
3 Dec | 2482.85 | 123.1 | -21.75 | 16.59 | 13 | 5 | 19 | |||
2 Dec | 2479.15 | 144.85 | 0.00 | 0.00 | 0 | 6 | 0 | |||
29 Nov | 2496.15 | 144.85 | 20.55 | 22.29 | 15 | 5 | 13 | |||
28 Nov | 2462.20 | 124.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Nov | 2486.90 | 124.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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26 Nov | 2479.20 | 124.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
25 Nov | 2471.45 | 124.3 | 31.55 | 16.12 | 5 | -9 | 8 | |||
22 Nov | 2445.25 | 92.75 | 31.25 | 13.22 | 23 | -3 | 14 | |||
21 Nov | 2382.80 | 61.5 | -17.15 | 16.03 | 27 | 15 | 16 | |||
20 Nov | 2410.35 | 78.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Nov | 2410.35 | 78.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
18 Nov | 2422.90 | 78.65 | -124.90 | 11.04 | 1 | 0 | 0 | |||
14 Nov | 2389.20 | 203.55 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 2464.95 | 203.55 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 2461.50 | 203.55 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2380 expiring on 26DEC2024
Delta for 2380 CE is 0.22
Historical price for 2380 CE is as follows
On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 5.7, which was -9.10 lower than the previous day. The implied volatity was 15.21, the open interest changed by 27 which increased total open position to 2452
On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 14.8, which was -3.20 lower than the previous day. The implied volatity was 15.33, the open interest changed by 158 which increased total open position to 2411
On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 18, which was -4.90 lower than the previous day. The implied volatity was 17.07, the open interest changed by 252 which increased total open position to 2253
On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 22.9, which was -2.40 lower than the previous day. The implied volatity was 18.65, the open interest changed by 108 which increased total open position to 2000
On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 25.3, which was -11.65 lower than the previous day. The implied volatity was 19.06, the open interest changed by 148 which increased total open position to 1889
On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 36.95, which was 16.60 higher than the previous day. The implied volatity was 14.45, the open interest changed by -675 which decreased total open position to 1751
On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 20.35, which was -32.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 2084 which increased total open position to 2425
On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 52.6, which was -2.55 lower than the previous day. The implied volatity was 16.72, the open interest changed by 23 which increased total open position to 342
On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 55.15, which was -0.70 lower than the previous day. The implied volatity was 19.27, the open interest changed by -44 which decreased total open position to 322
On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 55.85, which was -64.65 lower than the previous day. The implied volatity was 18.01, the open interest changed by 335 which increased total open position to 370
On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 120.5, which was -8.80 lower than the previous day. The implied volatity was 14.11, the open interest changed by 6 which increased total open position to 36
On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 129.3, which was 24.20 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 30
On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 105.1, which was -18.00 lower than the previous day. The implied volatity was 14.99, the open interest changed by 6 which increased total open position to 25
On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 123.1, which was -21.75 lower than the previous day. The implied volatity was 16.59, the open interest changed by 5 which increased total open position to 19
On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 144.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 144.85, which was 20.55 higher than the previous day. The implied volatity was 22.29, the open interest changed by 5 which increased total open position to 13
On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 124.3, 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 HINDUNILVR was trading at 2486.90. The strike last trading price was 124.3, 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 HINDUNILVR was trading at 2479.20. The strike last trading price was 124.3, 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 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 124.3, which was 31.55 higher than the previous day. The implied volatity was 16.12, the open interest changed by -9 which decreased total open position to 8
On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 92.75, which was 31.25 higher than the previous day. The implied volatity was 13.22, the open interest changed by -3 which decreased total open position to 14
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 61.5, which was -17.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by 15 which increased total open position to 16
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 78.65, 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 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 78.65, 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 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 78.65, which was -124.90 lower than the previous day. The implied volatity was 11.04, the open interest changed by 0 which decreased total open position to 0
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 203.55, 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 HINDUNILVR was trading at 2464.95. The strike last trading price was 203.55, 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 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 203.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
HINDUNILVR 26DEC2024 2380 PE | |||||||
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Delta: -0.68
Vega: 1.08
Theta: -1.81
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 2333.90 | 51.65 | 16.40 | 25.14 | 1,016 | 35 | 627 |
19 Dec | 2359.85 | 35.25 | -1.00 | 22.22 | 1,480 | -88 | 594 |
18 Dec | 2359.20 | 36.25 | 3.05 | 21.01 | 1,905 | -21 | 681 |
17 Dec | 2363.25 | 33.2 | 0.55 | 18.76 | 1,961 | -105 | 702 |
16 Dec | 2366.15 | 32.65 | 10.10 | 17.68 | 2,314 | 44 | 814 |
13 Dec | 2390.10 | 22.55 | -29.70 | 17.53 | 2,721 | 80 | 775 |
12 Dec | 2344.95 | 52.25 | 29.90 | 20.88 | 4,409 | 5 | 697 |
11 Dec | 2401.35 | 22.35 | -1.90 | 19.25 | 1,591 | -16 | 693 |
10 Dec | 2397.35 | 24.25 | -6.90 | 18.73 | 1,854 | -13 | 707 |
9 Dec | 2400.75 | 31.15 | 22.80 | 22.30 | 6,710 | 441 | 733 |
6 Dec | 2483.80 | 8.35 | 0.55 | 19.68 | 336 | 44 | 293 |
5 Dec | 2494.60 | 7.8 | -6.05 | 19.99 | 1,107 | -8 | 252 |
4 Dec | 2464.50 | 13.85 | 2.30 | 20.30 | 593 | -11 | 260 |
3 Dec | 2482.85 | 11.55 | -3.55 | 20.42 | 597 | -32 | 273 |
2 Dec | 2479.15 | 15.1 | 1.60 | 21.88 | 658 | 148 | 305 |
29 Nov | 2496.15 | 13.5 | -5.10 | 21.26 | 456 | 69 | 161 |
28 Nov | 2462.20 | 18.6 | 4.90 | 21.23 | 111 | 17 | 91 |
27 Nov | 2486.90 | 13.7 | -5.30 | 20.25 | 127 | 13 | 74 |
26 Nov | 2479.20 | 19 | 0.00 | 21.87 | 3 | 1 | 61 |
25 Nov | 2471.45 | 19 | -4.00 | 21.25 | 25 | -6 | 59 |
22 Nov | 2445.25 | 23 | -22.00 | 18.66 | 48 | 2 | 67 |
21 Nov | 2382.80 | 45 | 9.35 | 19.59 | 31 | 17 | 65 |
20 Nov | 2410.35 | 35.65 | 0.00 | 19.34 | 61 | 46 | 48 |
19 Nov | 2410.35 | 35.65 | -14.35 | 19.34 | 61 | 46 | 48 |
18 Nov | 2422.90 | 50 | 21.10 | 25.93 | 2 | 0 | 0 |
14 Nov | 2389.20 | 28.9 | 0.00 | 1.39 | 0 | 0 | 0 |
13 Nov | 2464.95 | 28.9 | 0.00 | 3.43 | 0 | 0 | 0 |
12 Nov | 2461.50 | 28.9 | 3.43 | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2380 expiring on 26DEC2024
Delta for 2380 PE is -0.68
Historical price for 2380 PE is as follows
On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 51.65, which was 16.40 higher than the previous day. The implied volatity was 25.14, the open interest changed by 35 which increased total open position to 627
On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 35.25, which was -1.00 lower than the previous day. The implied volatity was 22.22, the open interest changed by -88 which decreased total open position to 594
On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 36.25, which was 3.05 higher than the previous day. The implied volatity was 21.01, the open interest changed by -21 which decreased total open position to 681
On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 33.2, which was 0.55 higher than the previous day. The implied volatity was 18.76, the open interest changed by -105 which decreased total open position to 702
On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 32.65, which was 10.10 higher than the previous day. The implied volatity was 17.68, the open interest changed by 44 which increased total open position to 814
On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 22.55, which was -29.70 lower than the previous day. The implied volatity was 17.53, the open interest changed by 80 which increased total open position to 775
On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 52.25, which was 29.90 higher than the previous day. The implied volatity was 20.88, the open interest changed by 5 which increased total open position to 697
On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 22.35, which was -1.90 lower than the previous day. The implied volatity was 19.25, the open interest changed by -16 which decreased total open position to 693
On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 24.25, which was -6.90 lower than the previous day. The implied volatity was 18.73, the open interest changed by -13 which decreased total open position to 707
On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 31.15, which was 22.80 higher than the previous day. The implied volatity was 22.30, the open interest changed by 441 which increased total open position to 733
On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 19.68, the open interest changed by 44 which increased total open position to 293
On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 7.8, which was -6.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by -8 which decreased total open position to 252
On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 13.85, which was 2.30 higher than the previous day. The implied volatity was 20.30, the open interest changed by -11 which decreased total open position to 260
On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 11.55, which was -3.55 lower than the previous day. The implied volatity was 20.42, the open interest changed by -32 which decreased total open position to 273
On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 15.1, which was 1.60 higher than the previous day. The implied volatity was 21.88, the open interest changed by 148 which increased total open position to 305
On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 13.5, which was -5.10 lower than the previous day. The implied volatity was 21.26, the open interest changed by 69 which increased total open position to 161
On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 18.6, which was 4.90 higher than the previous day. The implied volatity was 21.23, the open interest changed by 17 which increased total open position to 91
On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 13.7, which was -5.30 lower than the previous day. The implied volatity was 20.25, the open interest changed by 13 which increased total open position to 74
On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 61
On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 19, which was -4.00 lower than the previous day. The implied volatity was 21.25, the open interest changed by -6 which decreased total open position to 59
On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 23, which was -22.00 lower than the previous day. The implied volatity was 18.66, the open interest changed by 2 which increased total open position to 67
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 45, which was 9.35 higher than the previous day. The implied volatity was 19.59, the open interest changed by 17 which increased total open position to 65
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 19.34, the open interest changed by 46 which increased total open position to 48
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 35.65, which was -14.35 lower than the previous day. The implied volatity was 19.34, the open interest changed by 46 which increased total open position to 48
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 50, which was 21.10 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 0
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 3.43, 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 28.9, which was lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0