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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 2420 CE
Delta: 0.10
Vega: 0.53
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 2.75 -4.05 19.33 4,431 -260 1,040
19 Dec 2359.85 6.8 -1.85 18.46 3,613 -30 1,310
18 Dec 2359.20 8.65 -1.90 19.35 2,325 118 1,340
17 Dec 2363.25 10.55 -1.55 19.34 2,450 -91 1,216
16 Dec 2366.15 12.1 -7.75 19.45 2,886 183 1,307
13 Dec 2390.10 19.85 9.25 15.94 7,294 -453 1,118
12 Dec 2344.95 10.6 -19.90 18.03 6,358 706 1,572
11 Dec 2401.35 30.5 -3.00 16.94 3,155 44 857
10 Dec 2397.35 33.5 -1.00 19.06 3,799 52 829
9 Dec 2400.75 34.5 -52.20 18.24 7,025 646 781
6 Dec 2483.80 86.7 -10.80 15.02 4 -1 135
5 Dec 2494.60 97.5 20.20 15.38 52 -2 138
4 Dec 2464.50 77.3 -11.00 17.15 9 -1 138
3 Dec 2482.85 88.3 -2.35 15.45 7 0 138
2 Dec 2479.15 90.65 -20.80 17.34 91 -15 137
29 Nov 2496.15 111.45 14.45 20.84 118 -15 152
28 Nov 2462.20 97 -9.00 21.36 9 0 167
27 Nov 2486.90 106 2.05 19.03 176 142 168
26 Nov 2479.20 103.95 10.20 20.29 3 0 27
25 Nov 2471.45 93.75 20.45 16.47 5 2 27
22 Nov 2445.25 73.3 32.00 17.23 63 3 28
21 Nov 2382.80 41.3 -18.70 16.08 15 5 24
20 Nov 2410.35 60 0.00 17.31 26 19 18
19 Nov 2410.35 60 -114.40 17.31 26 18 18
18 Nov 2422.90 174.4 0.00 - 0 0 0
14 Nov 2389.20 174.4 0.00 - 0 0 0
13 Nov 2464.95 174.4 0.00 - 0 0 0
12 Nov 2461.50 174.4 0.00 - 0 0 0
11 Nov 2491.05 174.4 0.00 - 0 0 0
8 Nov 2507.70 174.4 0.00 - 0 0 0
7 Nov 2475.50 174.4 0.00 - 0 0 0
6 Nov 2500.70 174.4 0.00 - 0 0 0
5 Nov 2521.35 174.4 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2420 expiring on 26DEC2024

Delta for 2420 CE is 0.10

Historical price for 2420 CE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 2.75, which was -4.05 lower than the previous day. The implied volatity was 19.33, the open interest changed by -260 which decreased total open position to 1040


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 6.8, which was -1.85 lower than the previous day. The implied volatity was 18.46, the open interest changed by -30 which decreased total open position to 1310


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 8.65, which was -1.90 lower than the previous day. The implied volatity was 19.35, the open interest changed by 118 which increased total open position to 1340


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 10.55, which was -1.55 lower than the previous day. The implied volatity was 19.34, the open interest changed by -91 which decreased total open position to 1216


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 12.1, which was -7.75 lower than the previous day. The implied volatity was 19.45, the open interest changed by 183 which increased total open position to 1307


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 19.85, which was 9.25 higher than the previous day. The implied volatity was 15.94, the open interest changed by -453 which decreased total open position to 1118


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 10.6, which was -19.90 lower than the previous day. The implied volatity was 18.03, the open interest changed by 706 which increased total open position to 1572


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 30.5, which was -3.00 lower than the previous day. The implied volatity was 16.94, the open interest changed by 44 which increased total open position to 857


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 33.5, which was -1.00 lower than the previous day. The implied volatity was 19.06, the open interest changed by 52 which increased total open position to 829


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 34.5, which was -52.20 lower than the previous day. The implied volatity was 18.24, the open interest changed by 646 which increased total open position to 781


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 86.7, which was -10.80 lower than the previous day. The implied volatity was 15.02, the open interest changed by -1 which decreased total open position to 135


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 97.5, which was 20.20 higher than the previous day. The implied volatity was 15.38, the open interest changed by -2 which decreased total open position to 138


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 77.3, which was -11.00 lower than the previous day. The implied volatity was 17.15, the open interest changed by -1 which decreased total open position to 138


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 88.3, which was -2.35 lower than the previous day. The implied volatity was 15.45, the open interest changed by 0 which decreased total open position to 138


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 90.65, which was -20.80 lower than the previous day. The implied volatity was 17.34, the open interest changed by -15 which decreased total open position to 137


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 111.45, which was 14.45 higher than the previous day. The implied volatity was 20.84, the open interest changed by -15 which decreased total open position to 152


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 97, which was -9.00 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 167


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 106, which was 2.05 higher than the previous day. The implied volatity was 19.03, the open interest changed by 142 which increased total open position to 168


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 103.95, which was 10.20 higher than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 27


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 93.75, which was 20.45 higher than the previous day. The implied volatity was 16.47, the open interest changed by 2 which increased total open position to 27


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 73.3, which was 32.00 higher than the previous day. The implied volatity was 17.23, the open interest changed by 3 which increased total open position to 28


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 41.3, which was -18.70 lower than the previous day. The implied volatity was 16.08, the open interest changed by 5 which increased total open position to 24


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 60, which was 0.00 lower than the previous day. The implied volatity was 17.31, the open interest changed by 19 which increased total open position to 18


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 60, which was -114.40 lower than the previous day. The implied volatity was 17.31, the open interest changed by 18 which increased total open position to 18


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 174.4, 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 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 174.4, 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 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 174.4, 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 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 174.4, 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 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 174.4, 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 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 174.4, 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 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 174.4, 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 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 174.4, 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 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 174.4, 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 2420 PE
Delta: -0.76
Vega: 0.93
Theta: -2.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 89.9 28.70 33.96 40 -9 487
19 Dec 2359.85 61.2 -11.05 21.43 68 1 496
18 Dec 2359.20 72.25 11.40 28.74 69 0 496
17 Dec 2363.25 60.85 1.65 19.56 117 -11 497
16 Dec 2366.15 59.2 13.40 17.63 310 -48 512
13 Dec 2390.10 45.8 -36.70 19.25 337 -80 564
12 Dec 2344.95 82.5 42.30 22.84 572 25 644
11 Dec 2401.35 40.2 -2.80 19.32 662 61 619
10 Dec 2397.35 43 -7.20 18.83 735 -7 559
9 Dec 2400.75 50.2 35.15 22.57 3,175 81 567
6 Dec 2483.80 15.05 1.55 19.01 497 47 485
5 Dec 2494.60 13.5 -9.40 19.11 951 85 439
4 Dec 2464.50 22.9 4.05 19.60 353 25 354
3 Dec 2482.85 18.85 -4.50 19.57 682 29 325
2 Dec 2479.15 23.35 2.10 21.03 767 65 297
29 Nov 2496.15 21.25 -7.10 20.67 595 159 233
28 Nov 2462.20 28.35 7.55 20.63 154 48 76
27 Nov 2486.90 20.8 -8.20 19.30 52 24 25
26 Nov 2479.20 29 0.00 0.00 0 0 0
25 Nov 2471.45 29 -6.60 20.91 1 1 1
22 Nov 2445.25 35.6 -3.65 17.68 1 0 0
21 Nov 2382.80 39.25 0.00 - 0 0 0
20 Nov 2410.35 39.25 0.00 0.56 0 0 0
19 Nov 2410.35 39.25 0.00 0.56 0 0 0
18 Nov 2422.90 39.25 0.00 1.08 0 0 0
14 Nov 2389.20 39.25 0.00 0.03 0 0 0
13 Nov 2464.95 39.25 0.00 2.19 0 0 0
12 Nov 2461.50 39.25 0.00 2.23 0 0 0
11 Nov 2491.05 39.25 0.00 3.09 0 0 0
8 Nov 2507.70 39.25 0.00 3.44 0 0 0
7 Nov 2475.50 39.25 0.00 2.58 0 0 0
6 Nov 2500.70 39.25 0.00 3.28 0 0 0
5 Nov 2521.35 39.25 3.92 0 0 0


For Hindustan Unilever Ltd. - strike price 2420 expiring on 26DEC2024

Delta for 2420 PE is -0.76

Historical price for 2420 PE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 89.9, which was 28.70 higher than the previous day. The implied volatity was 33.96, the open interest changed by -9 which decreased total open position to 487


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 61.2, which was -11.05 lower than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 496


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 72.25, which was 11.40 higher than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 496


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 60.85, which was 1.65 higher than the previous day. The implied volatity was 19.56, the open interest changed by -11 which decreased total open position to 497


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 59.2, which was 13.40 higher than the previous day. The implied volatity was 17.63, the open interest changed by -48 which decreased total open position to 512


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 45.8, which was -36.70 lower than the previous day. The implied volatity was 19.25, the open interest changed by -80 which decreased total open position to 564


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 82.5, which was 42.30 higher than the previous day. The implied volatity was 22.84, the open interest changed by 25 which increased total open position to 644


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 40.2, which was -2.80 lower than the previous day. The implied volatity was 19.32, the open interest changed by 61 which increased total open position to 619


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 43, which was -7.20 lower than the previous day. The implied volatity was 18.83, the open interest changed by -7 which decreased total open position to 559


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 50.2, which was 35.15 higher than the previous day. The implied volatity was 22.57, the open interest changed by 81 which increased total open position to 567


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 15.05, which was 1.55 higher than the previous day. The implied volatity was 19.01, the open interest changed by 47 which increased total open position to 485


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 13.5, which was -9.40 lower than the previous day. The implied volatity was 19.11, the open interest changed by 85 which increased total open position to 439


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 22.9, which was 4.05 higher than the previous day. The implied volatity was 19.60, the open interest changed by 25 which increased total open position to 354


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 18.85, which was -4.50 lower than the previous day. The implied volatity was 19.57, the open interest changed by 29 which increased total open position to 325


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 23.35, which was 2.10 higher than the previous day. The implied volatity was 21.03, the open interest changed by 65 which increased total open position to 297


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 21.25, which was -7.10 lower than the previous day. The implied volatity was 20.67, the open interest changed by 159 which increased total open position to 233


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 28.35, which was 7.55 higher than the previous day. The implied volatity was 20.63, the open interest changed by 48 which increased total open position to 76


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 20.8, which was -8.20 lower than the previous day. The implied volatity was 19.30, the open interest changed by 24 which increased total open position to 25


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 29, 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 29, which was -6.60 lower than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 1


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 35.6, which was -3.65 lower than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 39.25, 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 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 0.56, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 1.08, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 39.25, which was 0.00 lower than the previous day. The implied volatity was 2.58, 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 39.25, which was 0.00 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0