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

2382.8 -27.55 (-1.14%)

Back to Option Chain


Historical option data for HINDUNILVR

21 Nov 2024 04:13 PM IST
HINDUNILVR 28NOV2024 2480 CE
Delta: 0.08
Vega: 0.50
Theta: -0.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 2.4 -3.25 19.40 2,515 -21 692
20 Nov 2410.35 5.65 0.00 17.12 2,962 -80 719
19 Nov 2410.35 5.65 -3.80 17.12 2,962 -74 719
18 Nov 2422.90 9.45 1.80 16.84 2,554 -28 852
14 Nov 2389.20 7.65 -19.80 17.29 3,236 288 904
13 Nov 2464.95 27.45 -0.75 16.04 2,219 55 623
12 Nov 2461.50 28.2 -17.55 15.35 2,555 125 565
11 Nov 2491.05 45.75 -9.15 15.50 960 89 445
8 Nov 2507.70 54.9 12.15 13.79 2,164 -113 358
7 Nov 2475.50 42.75 -21.05 14.74 1,290 241 468
6 Nov 2500.70 63.8 4.10 15.55 249 -2 226
5 Nov 2521.35 59.7 -1.55 6.21 131 19 231
4 Nov 2524.80 61.25 -14.80 9.00 252 23 210
1 Nov 2537.50 76.05 -1.05 - 4 1 187
31 Oct 2528.25 77.1 -17.05 - 53 16 184
30 Oct 2554.95 94.15 3.30 - 79 24 168
29 Oct 2547.65 90.85 -19.55 - 177 73 150
28 Oct 2575.80 110.4 15.10 - 37 -9 77
25 Oct 2528.05 95.3 21.30 - 124 -7 86
24 Oct 2505.10 74 -292.30 - 212 92 92
23 Oct 2659.30 366.3 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2480 expiring on 28NOV2024

Delta for 2480 CE is 0.08

Historical price for 2480 CE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 2.4, which was -3.25 lower than the previous day. The implied volatity was 19.40, the open interest changed by -21 which decreased total open position to 692


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 5.65, which was 0.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by -80 which decreased total open position to 719


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 5.65, which was -3.80 lower than the previous day. The implied volatity was 17.12, the open interest changed by -74 which decreased total open position to 719


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 9.45, which was 1.80 higher than the previous day. The implied volatity was 16.84, the open interest changed by -28 which decreased total open position to 852


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 7.65, which was -19.80 lower than the previous day. The implied volatity was 17.29, the open interest changed by 288 which increased total open position to 904


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 27.45, which was -0.75 lower than the previous day. The implied volatity was 16.04, the open interest changed by 55 which increased total open position to 623


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 28.2, which was -17.55 lower than the previous day. The implied volatity was 15.35, the open interest changed by 125 which increased total open position to 565


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 45.75, which was -9.15 lower than the previous day. The implied volatity was 15.50, the open interest changed by 89 which increased total open position to 445


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 54.9, which was 12.15 higher than the previous day. The implied volatity was 13.79, the open interest changed by -113 which decreased total open position to 358


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 42.75, which was -21.05 lower than the previous day. The implied volatity was 14.74, the open interest changed by 241 which increased total open position to 468


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 63.8, which was 4.10 higher than the previous day. The implied volatity was 15.55, the open interest changed by -2 which decreased total open position to 226


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 59.7, which was -1.55 lower than the previous day. The implied volatity was 6.21, the open interest changed by 19 which increased total open position to 231


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 61.25, which was -14.80 lower than the previous day. The implied volatity was 9.00, the open interest changed by 23 which increased total open position to 210


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 76.05, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 187


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 77.1, which was -17.05 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 94.15, which was 3.30 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 90.85, which was -19.55 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 110.4, which was 15.10 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 95.3, which was 21.30 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 74, which was -292.30 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 366.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2480 PE
Delta: -0.81
Vega: 0.88
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 2382.80 101 23.15 29.65 16 0 306
20 Nov 2410.35 77.85 0.00 24.19 170 9 305
19 Nov 2410.35 77.85 11.15 24.19 170 8 305
18 Nov 2422.90 66.7 -26.80 22.99 48 -28 296
14 Nov 2389.20 93.5 54.25 23.34 333 -41 331
13 Nov 2464.95 39.25 -2.25 17.21 636 16 372
12 Nov 2461.50 41.5 13.65 18.39 1,368 29 354
11 Nov 2491.05 27.85 3.50 17.88 1,581 -185 326
8 Nov 2507.70 24.35 -11.80 17.56 1,327 19 511
7 Nov 2475.50 36.15 9.75 18.22 1,066 107 487
6 Nov 2500.70 26.4 -9.30 18.47 1,073 179 379
5 Nov 2521.35 35.7 -1.75 24.24 370 35 200
4 Nov 2524.80 37.45 2.00 24.14 425 -5 164
1 Nov 2537.50 35.45 -0.10 24.80 6 2 168
31 Oct 2528.25 35.55 8.75 - 287 52 165
30 Oct 2554.95 26.8 -3.10 - 57 3 113
29 Oct 2547.65 29.9 5.75 - 179 47 110
28 Oct 2575.80 24.15 -15.45 - 148 24 65
25 Oct 2528.05 39.6 -15.40 - 30 11 41
24 Oct 2505.10 55 38.55 - 62 32 32
23 Oct 2659.30 16.45 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2480 expiring on 28NOV2024

Delta for 2480 PE is -0.81

Historical price for 2480 PE is as follows

On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 101, which was 23.15 higher than the previous day. The implied volatity was 29.65, the open interest changed by 0 which decreased total open position to 306


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 77.85, which was 0.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 9 which increased total open position to 305


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 77.85, which was 11.15 higher than the previous day. The implied volatity was 24.19, the open interest changed by 8 which increased total open position to 305


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 66.7, which was -26.80 lower than the previous day. The implied volatity was 22.99, the open interest changed by -28 which decreased total open position to 296


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 93.5, which was 54.25 higher than the previous day. The implied volatity was 23.34, the open interest changed by -41 which decreased total open position to 331


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 39.25, which was -2.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 16 which increased total open position to 372


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 41.5, which was 13.65 higher than the previous day. The implied volatity was 18.39, the open interest changed by 29 which increased total open position to 354


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 27.85, which was 3.50 higher than the previous day. The implied volatity was 17.88, the open interest changed by -185 which decreased total open position to 326


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 24.35, which was -11.80 lower than the previous day. The implied volatity was 17.56, the open interest changed by 19 which increased total open position to 511


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 36.15, which was 9.75 higher than the previous day. The implied volatity was 18.22, the open interest changed by 107 which increased total open position to 487


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 26.4, which was -9.30 lower than the previous day. The implied volatity was 18.47, the open interest changed by 179 which increased total open position to 379


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 35.7, which was -1.75 lower than the previous day. The implied volatity was 24.24, the open interest changed by 35 which increased total open position to 200


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 37.45, which was 2.00 higher than the previous day. The implied volatity was 24.14, the open interest changed by -5 which decreased total open position to 164


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 35.45, which was -0.10 lower than the previous day. The implied volatity was 24.80, the open interest changed by 2 which increased total open position to 168


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 35.55, which was 8.75 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 26.8, which was -3.10 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 29.9, which was 5.75 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 24.15, which was -15.45 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 39.6, which was -15.40 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 55, which was 38.55 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 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to