HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
14 Nov 2024 04:13 PM IST
| HINDUNILVR 28NOV2024 2420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 1.83
Theta: -1.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 2389.20 | 23 | -41.20 | 16.57 | 3,370 | 450 | 501 | |||
| 13 Nov | 2464.95 | 64.2 | 3.75 | 16.85 | 68 | 19 | 51 | |||
| 12 Nov | 2461.50 | 60.45 | -28.25 | 12.81 | 32 | -1 | 32 | |||
| 11 Nov | 2491.05 | 88.7 | -12.45 | 15.04 | 6 | 4 | 34 | |||
| 8 Nov | 2507.70 | 101.15 | 16.95 | 12.60 | 27 | 12 | 28 | |||
| 7 Nov | 2475.50 | 84.2 | -20.25 | 15.05 | 18 | 1 | 16 | |||
| 6 Nov | 2500.70 | 104.45 | 2.40 | 9.71 | 15 | 6 | 14 | |||
| 5 Nov | 2521.35 | 102.05 | 0.20 | - | 9 | 3 | 8 | |||
| 4 Nov | 2524.80 | 101.85 | -25.45 | - | 3 | 2 | 4 | |||
| 1 Nov | 2537.50 | 127.3 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 2528.25 | 127.3 | -469.95 | - | 2 | 0 | 0 | |||
| 30 Oct | 2554.95 | 597.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 2547.65 | 597.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 2575.80 | 597.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 2528.05 | 597.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 2505.10 | 597.25 | 597.25 | - | 0 | 0 | 0 | |||
| 23 Oct | 2659.30 | 0 | - | 0 | 0 | 0 | ||||
For Hindustan Unilever Ltd. - strike price 2420 expiring on 28NOV2024
Delta for 2420 CE is 0.42
Historical price for 2420 CE is as follows
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 23, which was -41.20 lower than the previous day. The implied volatity was 16.57, the open interest changed by 450 which increased total open position to 501
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 64.2, which was 3.75 higher than the previous day. The implied volatity was 16.85, the open interest changed by 19 which increased total open position to 51
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 60.45, which was -28.25 lower than the previous day. The implied volatity was 12.81, the open interest changed by -1 which decreased total open position to 32
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 88.7, which was -12.45 lower than the previous day. The implied volatity was 15.04, the open interest changed by 4 which increased total open position to 34
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 101.15, which was 16.95 higher than the previous day. The implied volatity was 12.60, the open interest changed by 12 which increased total open position to 28
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 84.2, which was -20.25 lower than the previous day. The implied volatity was 15.05, the open interest changed by 1 which increased total open position to 16
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 104.45, which was 2.40 higher than the previous day. The implied volatity was 9.71, the open interest changed by 6 which increased total open position to 14
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 102.05, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 8
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 101.85, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 127.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 127.3, which was -469.95 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 597.25, 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 597.25, 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 597.25, 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 597.25, 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 597.25, which was 597.25 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| HINDUNILVR 28NOV2024 2420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 1.84
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 2389.20 | 45.3 | 29.15 | 19.03 | 3,933 | 27 | 286 |
| 13 Nov | 2464.95 | 16.15 | -0.95 | 18.19 | 1,066 | 96 | 259 |
| 12 Nov | 2461.50 | 17.1 | 5.70 | 18.55 | 575 | -1 | 215 |
| 11 Nov | 2491.05 | 11.4 | 0.75 | 18.86 | 981 | -41 | 217 |
| 8 Nov | 2507.70 | 10.65 | -6.35 | 18.78 | 492 | 8 | 260 |
| 7 Nov | 2475.50 | 17 | 4.95 | 19.12 | 430 | 35 | 253 |
| 6 Nov | 2500.70 | 12.05 | -6.05 | 19.38 | 394 | 44 | 216 |
| 5 Nov | 2521.35 | 18.1 | -1.55 | 24.09 | 393 | 37 | 172 |
| 4 Nov | 2524.80 | 19.65 | 2.35 | 24.15 | 547 | 60 | 136 |
| 1 Nov | 2537.50 | 17.3 | -0.95 | 23.80 | 19 | 3 | 77 |
| 31 Oct | 2528.25 | 18.25 | 17.40 | - | 302 | 74 | 74 |
| 30 Oct | 2554.95 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 2547.65 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 2575.80 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 2528.05 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 2505.10 | 0.85 | 0.85 | - | 0 | 0 | 0 |
| 23 Oct | 2659.30 | 0 | - | 0 | 0 | 0 | |
For Hindustan Unilever Ltd. - strike price 2420 expiring on 28NOV2024
Delta for 2420 PE is -0.57
Historical price for 2420 PE is as follows
On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 45.3, which was 29.15 higher than the previous day. The implied volatity was 19.03, the open interest changed by 27 which increased total open position to 286
On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 16.15, which was -0.95 lower than the previous day. The implied volatity was 18.19, the open interest changed by 96 which increased total open position to 259
On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 17.1, which was 5.70 higher than the previous day. The implied volatity was 18.55, the open interest changed by -1 which decreased total open position to 215
On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 11.4, which was 0.75 higher than the previous day. The implied volatity was 18.86, the open interest changed by -41 which decreased total open position to 217
On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 10.65, which was -6.35 lower than the previous day. The implied volatity was 18.78, the open interest changed by 8 which increased total open position to 260
On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 17, which was 4.95 higher than the previous day. The implied volatity was 19.12, the open interest changed by 35 which increased total open position to 253
On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 12.05, which was -6.05 lower than the previous day. The implied volatity was 19.38, the open interest changed by 44 which increased total open position to 216
On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 18.1, which was -1.55 lower than the previous day. The implied volatity was 24.09, the open interest changed by 37 which increased total open position to 172
On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 19.65, which was 2.35 higher than the previous day. The implied volatity was 24.15, the open interest changed by 60 which increased total open position to 136
On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 17.3, which was -0.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by 3 which increased total open position to 77
On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 18.25, which was 17.40 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 0.85, 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 0.85, 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 0.85, 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 0.85, 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 0.85, which was 0.85 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
