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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 2460 CE
Delta: 0.06
Vega: 0.34
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 1.7 -1.85 23.61 1,803 -48 1,439
19 Dec 2359.85 3.55 -1.25 21.68 1,979 40 1,492
18 Dec 2359.20 4.8 -0.70 22.32 1,783 -161 1,455
17 Dec 2363.25 5.5 -0.50 21.48 1,825 -223 1,612
16 Dec 2366.15 6 -3.95 20.85 2,047 212 1,833
13 Dec 2390.10 9.95 4.15 17.11 3,971 -519 1,616
12 Dec 2344.95 5.8 -10.25 19.54 5,590 326 2,427
11 Dec 2401.35 16.05 -2.05 17.26 2,615 156 2,130
10 Dec 2397.35 18.1 -1.70 18.72 3,117 -1 1,989
9 Dec 2400.75 19.8 -37.25 18.54 7,058 1,755 2,015
6 Dec 2483.80 57.05 -7.75 14.97 325 6 260
5 Dec 2494.60 64.8 12.90 14.40 2,041 -73 254
4 Dec 2464.50 51.9 -11.60 17.18 1,085 92 327
3 Dec 2482.85 63.5 -0.30 17.09 815 4 233
2 Dec 2479.15 63.8 -11.45 17.49 1,135 77 229
29 Nov 2496.15 75.25 6.10 17.15 643 13 159
28 Nov 2462.20 69.15 -8.15 20.09 346 49 143
27 Nov 2486.90 77.3 4.10 18.40 288 15 98
26 Nov 2479.20 73.2 2.20 18.42 317 39 83
25 Nov 2471.45 71 27.00 17.91 32 12 43
22 Nov 2445.25 44 15.85 14.34 28 8 39
21 Nov 2382.80 28.15 -119.55 16.83 46 32 32
20 Nov 2410.35 147.7 0.00 0.96 0 0 0
19 Nov 2410.35 147.7 0.00 0.96 0 0 0
18 Nov 2422.90 147.7 0.00 0.41 0 0 0
14 Nov 2389.20 147.7 0.00 1.39 0 0 0
13 Nov 2464.95 147.7 0.00 - 0 0 0
12 Nov 2461.50 147.7 0.00 - 0 0 0
11 Nov 2491.05 147.7 0.00 - 0 0 0
8 Nov 2507.70 147.7 0.00 - 0 0 0
7 Nov 2475.50 147.7 0.00 - 0 0 0
6 Nov 2500.70 147.7 0.00 - 0 0 0
5 Nov 2521.35 147.7 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2460 expiring on 26DEC2024

Delta for 2460 CE is 0.06

Historical price for 2460 CE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 1.7, which was -1.85 lower than the previous day. The implied volatity was 23.61, the open interest changed by -48 which decreased total open position to 1439


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 21.68, the open interest changed by 40 which increased total open position to 1492


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 22.32, the open interest changed by -161 which decreased total open position to 1455


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 5.5, which was -0.50 lower than the previous day. The implied volatity was 21.48, the open interest changed by -223 which decreased total open position to 1612


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 6, which was -3.95 lower than the previous day. The implied volatity was 20.85, the open interest changed by 212 which increased total open position to 1833


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 9.95, which was 4.15 higher than the previous day. The implied volatity was 17.11, the open interest changed by -519 which decreased total open position to 1616


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 5.8, which was -10.25 lower than the previous day. The implied volatity was 19.54, the open interest changed by 326 which increased total open position to 2427


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 16.05, which was -2.05 lower than the previous day. The implied volatity was 17.26, the open interest changed by 156 which increased total open position to 2130


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 18.1, which was -1.70 lower than the previous day. The implied volatity was 18.72, the open interest changed by -1 which decreased total open position to 1989


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 19.8, which was -37.25 lower than the previous day. The implied volatity was 18.54, the open interest changed by 1755 which increased total open position to 2015


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 57.05, which was -7.75 lower than the previous day. The implied volatity was 14.97, the open interest changed by 6 which increased total open position to 260


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 64.8, which was 12.90 higher than the previous day. The implied volatity was 14.40, the open interest changed by -73 which decreased total open position to 254


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 51.9, which was -11.60 lower than the previous day. The implied volatity was 17.18, the open interest changed by 92 which increased total open position to 327


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 63.5, which was -0.30 lower than the previous day. The implied volatity was 17.09, the open interest changed by 4 which increased total open position to 233


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 63.8, which was -11.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 77 which increased total open position to 229


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 75.25, which was 6.10 higher than the previous day. The implied volatity was 17.15, the open interest changed by 13 which increased total open position to 159


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 69.15, which was -8.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 49 which increased total open position to 143


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 77.3, which was 4.10 higher than the previous day. The implied volatity was 18.40, the open interest changed by 15 which increased total open position to 98


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 73.2, which was 2.20 higher than the previous day. The implied volatity was 18.42, the open interest changed by 39 which increased total open position to 83


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 71, which was 27.00 higher than the previous day. The implied volatity was 17.91, the open interest changed by 12 which increased total open position to 43


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 44, which was 15.85 higher than the previous day. The implied volatity was 14.34, the open interest changed by 8 which increased total open position to 39


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 28.15, which was -119.55 lower than the previous day. The implied volatity was 16.83, the open interest changed by 32 which increased total open position to 32


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 147.7, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 147.7, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 147.7, which was 0.00 lower than the previous day. The implied volatity was 0.41, 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 147.7, which was 0.00 lower than the previous day. The implied volatity was 1.39, 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 147.7, 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 147.7, 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 147.7, 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 147.7, 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 147.7, 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 147.7, 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 147.7, 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 2460 PE
Delta: -0.83
Vega: 0.76
Theta: -1.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 126 23.50 38.34 53 -4 234
19 Dec 2359.85 102.5 -2.50 31.41 86 0 239
18 Dec 2359.20 105 9.50 30.93 40 -10 238
17 Dec 2363.25 95.5 2.40 21.56 73 -40 250
16 Dec 2366.15 93.1 16.75 18.21 23 -1 290
13 Dec 2390.10 76.35 -41.60 21.54 91 -23 291
12 Dec 2344.95 117.95 51.45 26.02 189 -105 315
11 Dec 2401.35 66.5 -2.50 20.43 143 -30 418
10 Dec 2397.35 69 -6.40 19.35 270 38 447
9 Dec 2400.75 75.4 49.40 23.28 880 30 560
6 Dec 2483.80 26 3.00 18.45 494 -33 529
5 Dec 2494.60 23 -14.20 18.42 1,614 -36 555
4 Dec 2464.50 37.2 5.15 19.29 1,355 50 591
3 Dec 2482.85 32.05 -3.35 19.66 834 46 540
2 Dec 2479.15 35.4 4.35 20.28 1,348 159 495
29 Nov 2496.15 31.05 -10.45 19.56 876 70 337
28 Nov 2462.20 41.5 9.80 19.92 946 70 266
27 Nov 2486.90 31.7 -4.45 18.60 490 34 195
26 Nov 2479.20 36.15 -5.20 18.89 102 20 161
25 Nov 2471.45 41.35 -23.50 20.12 303 119 141
22 Nov 2445.25 64.85 -9.70 21.94 7 2 24
21 Nov 2382.80 74.55 15.55 14.55 5 -2 21
20 Nov 2410.35 59 0.00 14.61 13 11 23
19 Nov 2410.35 59 -7.90 14.61 13 11 23
18 Nov 2422.90 66.9 -17.00 19.70 7 4 12
14 Nov 2389.20 83.9 33.90 19.16 17 4 8
13 Nov 2464.95 50 0.00 18.97 2 0 2
12 Nov 2461.50 50 22.00 19.06 1 0 1
11 Nov 2491.05 28 -14.50 15.43 1 0 1
8 Nov 2507.70 42.5 0.00 0.00 0 1 0
7 Nov 2475.50 42.5 -9.60 18.33 2 1 1
6 Nov 2500.70 52.1 0.00 2.39 0 0 0
5 Nov 2521.35 52.1 2.77 0 0 0


For Hindustan Unilever Ltd. - strike price 2460 expiring on 26DEC2024

Delta for 2460 PE is -0.83

Historical price for 2460 PE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 126, which was 23.50 higher than the previous day. The implied volatity was 38.34, the open interest changed by -4 which decreased total open position to 234


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 102.5, which was -2.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 239


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 105, which was 9.50 higher than the previous day. The implied volatity was 30.93, the open interest changed by -10 which decreased total open position to 238


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 95.5, which was 2.40 higher than the previous day. The implied volatity was 21.56, the open interest changed by -40 which decreased total open position to 250


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 93.1, which was 16.75 higher than the previous day. The implied volatity was 18.21, the open interest changed by -1 which decreased total open position to 290


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 76.35, which was -41.60 lower than the previous day. The implied volatity was 21.54, the open interest changed by -23 which decreased total open position to 291


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 117.95, which was 51.45 higher than the previous day. The implied volatity was 26.02, the open interest changed by -105 which decreased total open position to 315


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 66.5, which was -2.50 lower than the previous day. The implied volatity was 20.43, the open interest changed by -30 which decreased total open position to 418


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 69, which was -6.40 lower than the previous day. The implied volatity was 19.35, the open interest changed by 38 which increased total open position to 447


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 75.4, which was 49.40 higher than the previous day. The implied volatity was 23.28, the open interest changed by 30 which increased total open position to 560


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 26, which was 3.00 higher than the previous day. The implied volatity was 18.45, the open interest changed by -33 which decreased total open position to 529


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 23, which was -14.20 lower than the previous day. The implied volatity was 18.42, the open interest changed by -36 which decreased total open position to 555


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 37.2, which was 5.15 higher than the previous day. The implied volatity was 19.29, the open interest changed by 50 which increased total open position to 591


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 32.05, which was -3.35 lower than the previous day. The implied volatity was 19.66, the open interest changed by 46 which increased total open position to 540


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 35.4, which was 4.35 higher than the previous day. The implied volatity was 20.28, the open interest changed by 159 which increased total open position to 495


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 31.05, which was -10.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by 70 which increased total open position to 337


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 41.5, which was 9.80 higher than the previous day. The implied volatity was 19.92, the open interest changed by 70 which increased total open position to 266


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 31.7, which was -4.45 lower than the previous day. The implied volatity was 18.60, the open interest changed by 34 which increased total open position to 195


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 36.15, which was -5.20 lower than the previous day. The implied volatity was 18.89, the open interest changed by 20 which increased total open position to 161


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 41.35, which was -23.50 lower than the previous day. The implied volatity was 20.12, the open interest changed by 119 which increased total open position to 141


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 64.85, which was -9.70 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2 which increased total open position to 24


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 74.55, which was 15.55 higher than the previous day. The implied volatity was 14.55, the open interest changed by -2 which decreased total open position to 21


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 59, which was 0.00 lower than the previous day. The implied volatity was 14.61, the open interest changed by 11 which increased total open position to 23


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 59, which was -7.90 lower than the previous day. The implied volatity was 14.61, the open interest changed by 11 which increased total open position to 23


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 66.9, which was -17.00 lower than the previous day. The implied volatity was 19.70, the open interest changed by 4 which increased total open position to 12


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 83.9, which was 33.90 higher than the previous day. The implied volatity was 19.16, the open interest changed by 4 which increased total open position to 8


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 2


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 50, which was 22.00 higher than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 1


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 28, which was -14.50 lower than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 1


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 42.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 42.5, which was -9.60 lower than the previous day. The implied volatity was 18.33, the open interest changed by 1 which increased total open position to 1


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 52.1, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 52.1, which was lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0