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

2382.8 -27.55 (-1.14%)

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Historical option data for HINDUNILVR

21 Nov 2024 04:13 PM IST
HINDUNILVR 28NOV2024 2440 CE
Delta: 0.20
Vega: 0.91
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 6.25 -8.40 17.67 2,876 -25 556
20 Nov 2410.35 14.65 0.00 16.51 6,068 78 585
19 Nov 2410.35 14.65 -7.25 16.51 6,068 82 585
18 Nov 2422.90 21.9 5.80 16.34 3,070 -13 495
14 Nov 2389.20 16.1 -33.75 16.68 5,737 442 540
13 Nov 2464.95 49.85 0.55 16.40 423 37 93
12 Nov 2461.50 49.3 -22.50 14.75 42 3 55
11 Nov 2491.05 71.8 -12.90 14.59 8 -3 50
8 Nov 2507.70 84.7 15.70 13.46 50 -1 51
7 Nov 2475.50 69 -23.00 15.02 46 16 51
6 Nov 2500.70 92 9.70 14.72 7 5 36
5 Nov 2521.35 82.3 -3.80 - 7 3 30
4 Nov 2524.80 86.1 -14.75 - 42 15 27
1 Nov 2537.50 100.85 0.00 0.00 0 4 0
31 Oct 2528.25 100.85 -12.05 - 7 3 11
30 Oct 2554.95 112.9 0.00 - 0 8 0
29 Oct 2547.65 112.9 -288.25 - 10 8 8
28 Oct 2575.80 401.15 0.00 - 0 0 0
25 Oct 2528.05 401.15 0.00 - 0 0 0
24 Oct 2505.10 401.15 0.00 - 0 0 0
23 Oct 2659.30 401.15 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2440 expiring on 28NOV2024

Delta for 2440 CE is 0.20

Historical price for 2440 CE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 6.25, which was -8.40 lower than the previous day. The implied volatity was 17.67, the open interest changed by -25 which decreased total open position to 556


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 16.51, the open interest changed by 78 which increased total open position to 585


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 14.65, which was -7.25 lower than the previous day. The implied volatity was 16.51, the open interest changed by 82 which increased total open position to 585


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 21.9, which was 5.80 higher than the previous day. The implied volatity was 16.34, the open interest changed by -13 which decreased total open position to 495


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 16.1, which was -33.75 lower than the previous day. The implied volatity was 16.68, the open interest changed by 442 which increased total open position to 540


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 49.85, which was 0.55 higher than the previous day. The implied volatity was 16.40, the open interest changed by 37 which increased total open position to 93


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 49.3, which was -22.50 lower than the previous day. The implied volatity was 14.75, the open interest changed by 3 which increased total open position to 55


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 71.8, which was -12.90 lower than the previous day. The implied volatity was 14.59, the open interest changed by -3 which decreased total open position to 50


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 84.7, which was 15.70 higher than the previous day. The implied volatity was 13.46, the open interest changed by -1 which decreased total open position to 51


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 69, which was -23.00 lower than the previous day. The implied volatity was 15.02, the open interest changed by 16 which increased total open position to 51


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 92, which was 9.70 higher than the previous day. The implied volatity was 14.72, the open interest changed by 5 which increased total open position to 36


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 82.3, which was -3.80 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 30


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 86.1, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 27


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 100.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 100.85, which was -12.05 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 112.9, 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 112.9, which was -288.25 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 401.15, 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 401.15, 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 401.15, 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 23 Oct HINDUNILVR was trading at 2659.30. The strike last trading price was 401.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2440 PE
Delta: -0.73
Vega: 1.09
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 64.25 17.60 24.27 181 -44 488
20 Nov 2410.35 46.65 0.00 21.69 1,508 20 535
19 Nov 2410.35 46.65 8.95 21.69 1,508 23 535
18 Nov 2422.90 37.7 -21.60 20.54 274 0 512
14 Nov 2389.20 59.3 37.30 19.88 4,276 -12 510
13 Nov 2464.95 22 -1.45 17.76 889 8 543
12 Nov 2461.50 23.45 8.05 18.40 999 61 574
11 Nov 2491.05 15.4 1.40 18.37 1,249 -21 514
8 Nov 2507.70 14 -7.10 18.27 1,129 68 536
7 Nov 2475.50 21.1 5.65 18.30 509 73 471
6 Nov 2500.70 15.45 -7.10 18.87 580 -16 398
5 Nov 2521.35 22.55 -0.90 23.89 402 40 412
4 Nov 2524.80 23.45 1.65 23.55 567 17 373
1 Nov 2537.50 21.8 -0.95 23.84 14 2 357
31 Oct 2528.25 22.75 5.65 - 654 182 353
30 Oct 2554.95 17.1 -2.55 - 127 24 171
29 Oct 2547.65 19.65 4.35 - 193 38 151
28 Oct 2575.80 15.3 -12.95 - 148 67 113
25 Oct 2528.05 28.25 -6.75 - 83 29 46
24 Oct 2505.10 35 22.95 - 34 16 16
23 Oct 2659.30 12.05 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2440 expiring on 28NOV2024

Delta for 2440 PE is -0.73

Historical price for 2440 PE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 64.25, which was 17.60 higher than the previous day. The implied volatity was 24.27, the open interest changed by -44 which decreased total open position to 488


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 46.65, which was 0.00 lower than the previous day. The implied volatity was 21.69, the open interest changed by 20 which increased total open position to 535


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 46.65, which was 8.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by 23 which increased total open position to 535


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 37.7, which was -21.60 lower than the previous day. The implied volatity was 20.54, the open interest changed by 0 which decreased total open position to 512


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 59.3, which was 37.30 higher than the previous day. The implied volatity was 19.88, the open interest changed by -12 which decreased total open position to 510


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 22, which was -1.45 lower than the previous day. The implied volatity was 17.76, the open interest changed by 8 which increased total open position to 543


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 23.45, which was 8.05 higher than the previous day. The implied volatity was 18.40, the open interest changed by 61 which increased total open position to 574


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 15.4, which was 1.40 higher than the previous day. The implied volatity was 18.37, the open interest changed by -21 which decreased total open position to 514


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 14, which was -7.10 lower than the previous day. The implied volatity was 18.27, the open interest changed by 68 which increased total open position to 536


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 21.1, which was 5.65 higher than the previous day. The implied volatity was 18.30, the open interest changed by 73 which increased total open position to 471


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 15.45, which was -7.10 lower than the previous day. The implied volatity was 18.87, the open interest changed by -16 which decreased total open position to 398


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 22.55, which was -0.90 lower than the previous day. The implied volatity was 23.89, the open interest changed by 40 which increased total open position to 412


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 23.45, which was 1.65 higher than the previous day. The implied volatity was 23.55, the open interest changed by 17 which increased total open position to 373


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 21.8, which was -0.95 lower than the previous day. The implied volatity was 23.84, the open interest changed by 2 which increased total open position to 357


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 22.75, which was 5.65 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 17.1, which was -2.55 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 19.65, which was 4.35 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 15.3, which was -12.95 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 28.25, which was -6.75 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 35, which was 22.95 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 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to