HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Nov 2024 04:13 PM IST
| HINDUNILVR 28NOV2024 2400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.29
Theta: -1.79
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 2382.80 | 16.5 | -15.05 | 16.46 | 4,773 | 176 | 762 | |||
| 20 Nov | 2410.35 | 31.55 | 0.00 | 15.35 | 2,533 | -146 | 586 | |||
| 19 Nov | 2410.35 | 31.55 | -11.45 | 15.35 | 2,533 | -146 | 586 | |||
| 18 Nov | 2422.90 | 43 | 10.80 | 15.48 | 6,035 | -239 | 752 | |||
| 14 Nov | 2389.20 | 32.2 | -48.55 | 16.65 | 5,137 | 735 | 986 | |||
| 13 Nov | 2464.95 | 80.75 | 3.45 | 17.86 | 173 | 34 | 253 | |||
| 12 Nov | 2461.50 | 77.3 | -31.05 | 13.15 | 165 | 24 | 219 | |||
| 11 Nov | 2491.05 | 108.35 | -10.65 | 17.25 | 46 | -9 | 195 | |||
| 8 Nov | 2507.70 | 119 | 19.20 | 11.35 | 106 | -26 | 204 | |||
| 7 Nov | 2475.50 | 99.8 | -25.20 | 14.41 | 94 | 28 | 230 | |||
| 6 Nov | 2500.70 | 125 | 6.40 | 12.51 | 13 | 2 | 201 | |||
| 5 Nov | 2521.35 | 118.6 | 0.20 | - | 48 | 13 | 203 | |||
| 4 Nov | 2524.80 | 118.4 | -16.60 | - | 74 | 45 | 188 | |||
| 1 Nov | 2537.50 | 135 | -3.40 | - | 3 | 0 | 143 | |||
| 31 Oct | 2528.25 | 138.4 | -19.05 | - | 48 | 9 | 142 | |||
| 30 Oct | 2554.95 | 157.45 | 7.45 | - | 30 | 2 | 133 | |||
| 29 Oct | 2547.65 | 150 | -24.35 | - | 87 | 0 | 130 | |||
| 28 Oct | 2575.80 | 174.35 | 32.45 | - | 161 | -9 | 130 | |||
| 25 Oct | 2528.05 | 141.9 | 14.50 | - | 210 | -38 | 139 | |||
| 24 Oct | 2505.10 | 127.4 | -309.65 | - | 495 | 176 | 176 | |||
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| 23 Oct | 2659.30 | 437.05 | - | 0 | 0 | 0 | ||||
For Hindustan Unilever Ltd. - strike price 2400 expiring on 28NOV2024
Delta for 2400 CE is 0.42
Historical price for 2400 CE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 16.5, which was -15.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 176 which increased total open position to 762
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 31.55, which was 0.00 lower than the previous day. The implied volatity was 15.35, the open interest changed by -146 which decreased total open position to 586
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 31.55, which was -11.45 lower than the previous day. The implied volatity was 15.35, the open interest changed by -146 which decreased total open position to 586
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 43, which was 10.80 higher than the previous day. The implied volatity was 15.48, the open interest changed by -239 which decreased total open position to 752
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 32.2, which was -48.55 lower than the previous day. The implied volatity was 16.65, the open interest changed by 735 which increased total open position to 986
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 80.75, which was 3.45 higher than the previous day. The implied volatity was 17.86, the open interest changed by 34 which increased total open position to 253
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 77.3, which was -31.05 lower than the previous day. The implied volatity was 13.15, the open interest changed by 24 which increased total open position to 219
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 108.35, which was -10.65 lower than the previous day. The implied volatity was 17.25, the open interest changed by -9 which decreased total open position to 195
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 119, which was 19.20 higher than the previous day. The implied volatity was 11.35, the open interest changed by -26 which decreased total open position to 204
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 99.8, which was -25.20 lower than the previous day. The implied volatity was 14.41, the open interest changed by 28 which increased total open position to 230
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 125, which was 6.40 higher than the previous day. The implied volatity was 12.51, the open interest changed by 2 which increased total open position to 201
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 118.6, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 203
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 118.4, which was -16.60 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 188
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 135, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 138.4, which was -19.05 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 157.45, which was 7.45 higher 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 150, which was -24.35 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 174.35, which was 32.45 higher 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 141.9, which was 14.50 higher 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 127.4, which was -309.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HINDUNILVR was trading at 2659.30. The strike last trading price was 437.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDUNILVR 28NOV2024 2400 PE | |||||||
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Delta: -0.56
Vega: 1.30
Theta: -1.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 2382.80 | 35.6 | 11.25 | 22.38 | 2,301 | -142 | 1,560 |
| 20 Nov | 2410.35 | 24.35 | 0.00 | 20.88 | 3,158 | -116 | 1,707 |
| 19 Nov | 2410.35 | 24.35 | 5.20 | 20.88 | 3,158 | -111 | 1,707 |
| 18 Nov | 2422.90 | 19.15 | -15.85 | 20.26 | 2,571 | -58 | 1,820 |
| 14 Nov | 2389.20 | 35 | 22.80 | 19.30 | 10,228 | 554 | 1,906 |
| 13 Nov | 2464.95 | 12.2 | 0.00 | 18.99 | 1,415 | 85 | 1,359 |
| 12 Nov | 2461.50 | 12.2 | 4.00 | 18.74 | 1,454 | 48 | 1,375 |
| 11 Nov | 2491.05 | 8.2 | 0.10 | 19.19 | 1,125 | 8 | 1,335 |
| 8 Nov | 2507.70 | 8.1 | -4.35 | 19.34 | 1,819 | 157 | 1,432 |
| 7 Nov | 2475.50 | 12.45 | 3.55 | 19.16 | 1,023 | 72 | 1,271 |
| 6 Nov | 2500.70 | 8.9 | -5.35 | 19.57 | 1,058 | 26 | 1,195 |
| 5 Nov | 2521.35 | 14.25 | -1.15 | 24.20 | 633 | 74 | 1,175 |
| 4 Nov | 2524.80 | 15.4 | 1.40 | 24.15 | 1,243 | 211 | 1,106 |
| 1 Nov | 2537.50 | 14 | -0.50 | 24.06 | 90 | 11 | 886 |
| 31 Oct | 2528.25 | 14.5 | 4.90 | - | 424 | 51 | 874 |
| 30 Oct | 2554.95 | 9.6 | -3.20 | - | 456 | 10 | 823 |
| 29 Oct | 2547.65 | 12.8 | 2.70 | - | 601 | 82 | 813 |
| 28 Oct | 2575.80 | 10.1 | -7.30 | - | 981 | 37 | 750 |
| 25 Oct | 2528.05 | 17.4 | -10.40 | - | 1,056 | -2 | 713 |
| 24 Oct | 2505.10 | 27.8 | 19.10 | - | 2,986 | 817 | 836 |
| 23 Oct | 2659.30 | 8.7 | - | 20 | 6 | 6 | |
For Hindustan Unilever Ltd. - strike price 2400 expiring on 28NOV2024
Delta for 2400 PE is -0.56
Historical price for 2400 PE is as follows
On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 35.6, which was 11.25 higher than the previous day. The implied volatity was 22.38, the open interest changed by -142 which decreased total open position to 1560
On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 24.35, which was 0.00 lower than the previous day. The implied volatity was 20.88, the open interest changed by -116 which decreased total open position to 1707
On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 24.35, which was 5.20 higher than the previous day. The implied volatity was 20.88, the open interest changed by -111 which decreased total open position to 1707
On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 19.15, which was -15.85 lower than the previous day. The implied volatity was 20.26, the open interest changed by -58 which decreased total open position to 1820
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 35, which was 22.80 higher than the previous day. The implied volatity was 19.30, the open interest changed by 554 which increased total open position to 1906
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 18.99, the open interest changed by 85 which increased total open position to 1359
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 12.2, which was 4.00 higher than the previous day. The implied volatity was 18.74, the open interest changed by 48 which increased total open position to 1375
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 8.2, which was 0.10 higher than the previous day. The implied volatity was 19.19, the open interest changed by 8 which increased total open position to 1335
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 8.1, which was -4.35 lower than the previous day. The implied volatity was 19.34, the open interest changed by 157 which increased total open position to 1432
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 12.45, which was 3.55 higher than the previous day. The implied volatity was 19.16, the open interest changed by 72 which increased total open position to 1271
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 8.9, which was -5.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by 26 which increased total open position to 1195
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 14.25, which was -1.15 lower than the previous day. The implied volatity was 24.20, the open interest changed by 74 which increased total open position to 1175
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 15.4, which was 1.40 higher than the previous day. The implied volatity was 24.15, the open interest changed by 211 which increased total open position to 1106
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 14, which was -0.50 lower than the previous day. The implied volatity was 24.06, the open interest changed by 11 which increased total open position to 886
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 14.5, which was 4.90 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 9.6, which was -3.20 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 12.8, which was 2.70 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 10.1, 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 25 Oct HINDUNILVR was trading at 2528.05. The strike last trading price was 17.4, which was -10.40 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 27.8, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct HINDUNILVR was trading at 2659.30. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
