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

2482.85 3.70 (0.15%)

Back to Option Chain


Historical option data for HINDUNILVR

03 Dec 2024 04:13 PM IST
HINDUNILVR 26DEC2024 2380 CE
Delta: 0.88
Vega: 1.24
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.88

Historical price for 2380 CE is as follows

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: -0.17
Vega: 1.56
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.17

Historical price for 2380 PE is as follows

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