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[--[65.84.65.76]--]
HINDUNILVR
Hindustan Unilever Ltd.

2333.9 -25.95 (-1.10%)

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Historical option data for HINDUNILVR

20 Dec 2024 04:13 PM IST
HINDUNILVR 26DEC2024 2380 CE
Delta: 0.22
Vega: 0.89
Theta: -1.26
Gamma: 0.01
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
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
Delta: -0.68
Vega: 1.08
Theta: -1.81
Gamma: 0.00
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