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

2482.85 3.70 (0.15%)

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Historical option data for HINDUNILVR

03 Dec 2024 04:13 PM IST
HINDUNILVR 26DEC2024 2420 CE
Delta: 0.80
Vega: 1.76
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.80

Historical price for 2420 CE is as follows

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: -0.25
Vega: 1.99
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.25

Historical price for 2420 PE is as follows

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