HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Nov 2024 04:13 PM IST
| HINDUNILVR 28NOV2024 2380 CE | ||||||||||
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Delta: 0.57
Vega: 1.30
Theta: -1.86
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2382.80 | 25.75 | -19.15 | 16.12 | 1,502 | 180 | 320 | |||
| 20 Nov | 2410.35 | 44.9 | 0.00 | 15.43 | 321 | -17 | 139 | |||
| 19 Nov | 2410.35 | 44.9 | -12.20 | 15.43 | 321 | -18 | 139 | |||
| 18 Nov | 2422.90 | 57.1 | 14.60 | 14.87 | 1,010 | 15 | 163 | |||
| 14 Nov | 2389.20 | 42.5 | -50.80 | 16.23 | 556 | 132 | 146 | |||
| 13 Nov | 2464.95 | 93.3 | -29.80 | 14.20 | 1 | 0 | 15 | |||
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| 12 Nov | 2461.50 | 123.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 2491.05 | 123.1 | -0.25 | 12.37 | 1 | 0 | 15 | |||
| 8 Nov | 2507.70 | 123.35 | -6.40 | - | 1 | 0 | 15 | |||
| 7 Nov | 2475.50 | 129.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 2500.70 | 129.75 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 5 Nov | 2521.35 | 129.75 | -4.45 | - | 6 | 5 | 14 | |||
| 4 Nov | 2524.80 | 134.2 | -502.20 | - | 9 | 8 | 8 | |||
| 1 Nov | 2537.50 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 2528.25 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 2554.95 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2547.65 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2575.80 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 2528.05 | 636.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2505.10 | 636.4 | - | 0 | 0 | 0 | ||||
For Hindustan Unilever Ltd. - strike price 2380 expiring on 28NOV2024
Delta for 2380 CE is 0.57
Historical price for 2380 CE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 25.75, which was -19.15 lower than the previous day. The implied volatity was 16.12, the open interest changed by 180 which increased total open position to 320
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 44.9, which was 0.00 lower than the previous day. The implied volatity was 15.43, the open interest changed by -17 which decreased total open position to 139
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 44.9, which was -12.20 lower than the previous day. The implied volatity was 15.43, the open interest changed by -18 which decreased total open position to 139
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 57.1, which was 14.60 higher than the previous day. The implied volatity was 14.87, the open interest changed by 15 which increased total open position to 163
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 42.5, which was -50.80 lower than the previous day. The implied volatity was 16.23, the open interest changed by 132 which increased total open position to 146
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 93.3, which was -29.80 lower than the previous day. The implied volatity was 14.20, the open interest changed by 0 which decreased total open position to 15
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 123.1, 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 123.1, which was -0.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by 0 which decreased total open position to 15
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 123.35, which was -6.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 129.75, 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 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 129.75, 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 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 129.75, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 14
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 134.2, which was -502.20 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 636.4, 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 636.4, 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 636.4, 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 636.4, 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 636.4, 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 636.4, 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 636.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDUNILVR 28NOV2024 2380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.45
Vega: 1.31
Theta: -1.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2382.80 | 24.5 | 7.75 | 21.74 | 1,442 | 110 | 451 |
| 20 Nov | 2410.35 | 16.75 | 0.00 | 20.87 | 2,365 | -183 | 355 |
| 19 Nov | 2410.35 | 16.75 | 3.60 | 20.87 | 2,365 | -169 | 355 |
| 18 Nov | 2422.90 | 13.15 | -12.85 | 20.45 | 2,176 | 75 | 529 |
| 14 Nov | 2389.20 | 26 | 17.15 | 19.32 | 3,403 | 222 | 454 |
| 13 Nov | 2464.95 | 8.85 | 0.20 | 19.51 | 992 | 103 | 238 |
| 12 Nov | 2461.50 | 8.65 | 2.30 | 19.05 | 681 | -32 | 173 |
| 11 Nov | 2491.05 | 6.35 | 0.15 | 20.05 | 762 | -7 | 206 |
| 8 Nov | 2507.70 | 6.2 | -3.30 | 19.95 | 499 | 45 | 213 |
| 7 Nov | 2475.50 | 9.5 | 2.60 | 19.64 | 395 | 8 | 159 |
| 6 Nov | 2500.70 | 6.9 | -4.45 | 20.14 | 183 | 10 | 150 |
| 5 Nov | 2521.35 | 11.35 | -0.95 | 24.51 | 277 | 26 | 139 |
| 4 Nov | 2524.80 | 12.3 | 1.25 | 24.42 | 245 | 85 | 101 |
| 1 Nov | 2537.50 | 11.05 | -0.55 | 24.17 | 2 | 1 | 16 |
| 31 Oct | 2528.25 | 11.6 | 11.10 | - | 21 | 15 | 15 |
| 30 Oct | 2554.95 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2547.65 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2575.80 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2528.05 | 0.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2505.10 | 0.5 | - | 0 | 0 | 0 | |
For Hindustan Unilever Ltd. - strike price 2380 expiring on 28NOV2024
Delta for 2380 PE is -0.45
Historical price for 2380 PE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 24.5, which was 7.75 higher than the previous day. The implied volatity was 21.74, the open interest changed by 110 which increased total open position to 451
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 16.75, which was 0.00 lower than the previous day. The implied volatity was 20.87, the open interest changed by -183 which decreased total open position to 355
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 16.75, which was 3.60 higher than the previous day. The implied volatity was 20.87, the open interest changed by -169 which decreased total open position to 355
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 13.15, which was -12.85 lower than the previous day. The implied volatity was 20.45, the open interest changed by 75 which increased total open position to 529
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 26, which was 17.15 higher than the previous day. The implied volatity was 19.32, the open interest changed by 222 which increased total open position to 454
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 8.85, which was 0.20 higher than the previous day. The implied volatity was 19.51, the open interest changed by 103 which increased total open position to 238
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 8.65, which was 2.30 higher than the previous day. The implied volatity was 19.05, the open interest changed by -32 which decreased total open position to 173
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 6.35, which was 0.15 higher than the previous day. The implied volatity was 20.05, the open interest changed by -7 which decreased total open position to 206
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 6.2, which was -3.30 lower than the previous day. The implied volatity was 19.95, the open interest changed by 45 which increased total open position to 213
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 9.5, which was 2.60 higher than the previous day. The implied volatity was 19.64, the open interest changed by 8 which increased total open position to 159
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 6.9, which was -4.45 lower than the previous day. The implied volatity was 20.14, the open interest changed by 10 which increased total open position to 150
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 11.35, which was -0.95 lower than the previous day. The implied volatity was 24.51, the open interest changed by 26 which increased total open position to 139
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 12.3, which was 1.25 higher than the previous day. The implied volatity was 24.42, the open interest changed by 85 which increased total open position to 101
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 11.05, which was -0.55 lower than the previous day. The implied volatity was 24.17, the open interest changed by 1 which increased total open position to 16
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 11.6, which was 11.10 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 0.5, 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 0.5, 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 0.5, 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 0.5, 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 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
