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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 2460 CE
Delta: 0.13
Vega: 0.68
Theta: -0.98
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 3.75 -5.15 18.36 2,647 16 949
20 Nov 2410.35 8.9 0.00 16.50 5,021 -160 937
19 Nov 2410.35 8.9 -5.50 16.50 5,021 -156 937
18 Nov 2422.90 14.4 3.45 16.41 2,682 16 1,094
14 Nov 2389.20 10.95 -26.90 16.81 5,834 761 1,086
13 Nov 2464.95 37.85 -0.10 16.30 2,106 138 327
12 Nov 2461.50 37.95 -17.75 15.16 657 46 206
11 Nov 2491.05 55.7 -12.55 13.90 169 -6 159
8 Nov 2507.70 68.25 12.25 13.21 582 41 164
7 Nov 2475.50 56 -16.85 15.31 273 36 124
6 Nov 2500.70 72.85 0.50 12.82 2 0 88
5 Nov 2521.35 72.35 -1.40 - 86 18 89
4 Nov 2524.80 73.75 -16.30 - 128 26 72
1 Nov 2537.50 90.05 0.00 0.00 0 16 0
31 Oct 2528.25 90.05 -18.35 - 48 15 45
30 Oct 2554.95 108.4 9.70 - 8 5 30
29 Oct 2547.65 98.7 -29.65 - 20 7 25
28 Oct 2575.80 128.35 39.15 - 9 0 19
25 Oct 2528.05 89.2 4.20 - 2 1 19
24 Oct 2505.10 85 -473.25 - 84 17 17
23 Oct 2659.30 558.25 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2460 expiring on 28NOV2024

Delta for 2460 CE is 0.13

Historical price for 2460 CE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 3.75, which was -5.15 lower than the previous day. The implied volatity was 18.36, the open interest changed by 16 which increased total open position to 949


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 8.9, which was 0.00 lower than the previous day. The implied volatity was 16.50, the open interest changed by -160 which decreased total open position to 937


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 8.9, which was -5.50 lower than the previous day. The implied volatity was 16.50, the open interest changed by -156 which decreased total open position to 937


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 14.4, which was 3.45 higher than the previous day. The implied volatity was 16.41, the open interest changed by 16 which increased total open position to 1094


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 10.95, which was -26.90 lower than the previous day. The implied volatity was 16.81, the open interest changed by 761 which increased total open position to 1086


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 37.85, which was -0.10 lower than the previous day. The implied volatity was 16.30, the open interest changed by 138 which increased total open position to 327


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 37.95, which was -17.75 lower than the previous day. The implied volatity was 15.16, the open interest changed by 46 which increased total open position to 206


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 55.7, which was -12.55 lower than the previous day. The implied volatity was 13.90, the open interest changed by -6 which decreased total open position to 159


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 68.25, which was 12.25 higher than the previous day. The implied volatity was 13.21, the open interest changed by 41 which increased total open position to 164


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 56, which was -16.85 lower than the previous day. The implied volatity was 15.31, the open interest changed by 36 which increased total open position to 124


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 72.85, which was 0.50 higher than the previous day. The implied volatity was 12.82, the open interest changed by 0 which decreased total open position to 88


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 72.35, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 89


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 73.75, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 72


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 90.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 90.05, which was -18.35 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 108.4, which was 9.70 higher 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 98.7, which was -29.65 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 128.35, which was 39.15 higher 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 89.2, which was 4.20 higher 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 85, which was -473.25 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 558.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2460 PE
Delta: -0.79
Vega: 0.96
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 81.75 20.55 26.34 159 -21 404
20 Nov 2410.35 61.2 0.00 22.61 519 7 424
19 Nov 2410.35 61.2 10.75 22.61 519 6 424
18 Nov 2422.90 50.45 -23.55 21.09 243 -26 419
14 Nov 2389.20 74 44.40 20.36 1,771 -89 448
13 Nov 2464.95 29.6 -1.85 17.41 1,710 79 532
12 Nov 2461.50 31.45 10.55 18.30 1,577 44 483
11 Nov 2491.05 20.9 2.10 18.13 976 42 441
8 Nov 2507.70 18.8 -9.35 18.02 831 78 401
7 Nov 2475.50 28.15 8.30 18.36 774 78 320
6 Nov 2500.70 19.85 -8.50 18.42 690 -13 240
5 Nov 2521.35 28.35 -0.95 23.94 449 27 252
4 Nov 2524.80 29.3 0.75 23.56 418 8 226
1 Nov 2537.50 28.55 0.00 0.00 0 72 0
31 Oct 2528.25 28.55 6.75 - 697 74 220
30 Oct 2554.95 21.8 -3.00 - 138 43 145
29 Oct 2547.65 24.8 6.00 - 195 44 105
28 Oct 2575.80 18.8 -14.20 - 147 21 66
25 Oct 2528.05 33 -13.00 - 78 20 45
24 Oct 2505.10 46 44.65 - 45 25 25
23 Oct 2659.30 1.35 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2460 expiring on 28NOV2024

Delta for 2460 PE is -0.79

Historical price for 2460 PE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 81.75, which was 20.55 higher than the previous day. The implied volatity was 26.34, the open interest changed by -21 which decreased total open position to 404


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 61.2, which was 0.00 lower than the previous day. The implied volatity was 22.61, the open interest changed by 7 which increased total open position to 424


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 61.2, which was 10.75 higher than the previous day. The implied volatity was 22.61, the open interest changed by 6 which increased total open position to 424


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 50.45, which was -23.55 lower than the previous day. The implied volatity was 21.09, the open interest changed by -26 which decreased total open position to 419


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 74, which was 44.40 higher than the previous day. The implied volatity was 20.36, the open interest changed by -89 which decreased total open position to 448


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 29.6, which was -1.85 lower than the previous day. The implied volatity was 17.41, the open interest changed by 79 which increased total open position to 532


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 31.45, which was 10.55 higher than the previous day. The implied volatity was 18.30, the open interest changed by 44 which increased total open position to 483


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 20.9, which was 2.10 higher than the previous day. The implied volatity was 18.13, the open interest changed by 42 which increased total open position to 441


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 18.8, which was -9.35 lower than the previous day. The implied volatity was 18.02, the open interest changed by 78 which increased total open position to 401


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 28.15, which was 8.30 higher than the previous day. The implied volatity was 18.36, the open interest changed by 78 which increased total open position to 320


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 19.85, which was -8.50 lower than the previous day. The implied volatity was 18.42, the open interest changed by -13 which decreased total open position to 240


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 28.35, which was -0.95 lower than the previous day. The implied volatity was 23.94, the open interest changed by 27 which increased total open position to 252


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 29.3, which was 0.75 higher than the previous day. The implied volatity was 23.56, the open interest changed by 8 which increased total open position to 226


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 72 which increased total open position to 0


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 28.55, which was 6.75 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 21.8, which was -3.00 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 24.8, which was 6.00 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 18.8, which was -14.20 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 33, which was -13.00 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 46, which was 44.65 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 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to