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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 2500 CE
Delta: 0.04
Vega: 0.25
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 1.25 -0.95 27.99 3,088 -1,033 4,203
19 Dec 2359.85 2.2 -0.85 25.16 3,747 -582 5,245
18 Dec 2359.20 3.05 -0.30 25.54 2,409 -312 5,825
17 Dec 2363.25 3.35 -0.20 24.23 2,959 -286 6,134
16 Dec 2366.15 3.55 -2.25 23.23 4,204 617 6,411
13 Dec 2390.10 5.8 1.90 19.28 8,774 -1,422 5,804
12 Dec 2344.95 3.9 -4.95 21.97 8,804 1,520 7,736
11 Dec 2401.35 8.85 -1.40 18.52 4,380 451 6,232
10 Dec 2397.35 10.25 -1.25 19.64 7,029 157 5,788
9 Dec 2400.75 11.5 -22.20 19.48 18,485 2,733 5,716
6 Dec 2483.80 33.7 -7.15 14.81 3,839 721 2,996
5 Dec 2494.60 40.85 8.65 14.87 9,381 -744 2,289
4 Dec 2464.50 32.2 -8.75 17.11 5,057 523 3,042
3 Dec 2482.85 40.95 -0.45 16.93 4,656 694 2,678
2 Dec 2479.15 41.4 -10.15 17.21 4,332 240 1,988
29 Nov 2496.15 51.55 4.55 17.11 5,545 9 1,738
28 Nov 2462.20 47 -7.25 19.39 7,566 426 1,732
27 Nov 2486.90 54.25 4.25 18.25 2,743 322 1,309
26 Nov 2479.20 50 -2.55 17.87 2,774 357 984
25 Nov 2471.45 52.55 22.10 18.92 2,209 253 640
22 Nov 2445.25 30.45 12.45 15.56 578 -47 340
21 Nov 2382.80 18 -7.00 17.15 411 108 377
20 Nov 2410.35 25 0.00 16.50 333 22 272
19 Nov 2410.35 25 -5.70 16.50 333 25 272
18 Nov 2422.90 30.7 5.70 16.46 232 29 241
14 Nov 2389.20 25 -25.00 16.91 339 116 213
13 Nov 2464.95 50 -0.35 16.30 68 -2 97
12 Nov 2461.50 50.35 -14.90 15.88 51 26 99
11 Nov 2491.05 65.25 -11.70 15.42 82 29 73
8 Nov 2507.70 76.95 11.80 15.80 47 1 44
7 Nov 2475.50 65.15 -16.85 16.04 45 34 43
6 Nov 2500.70 82 -41.55 15.79 11 7 7
5 Nov 2521.35 123.55 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2500 expiring on 26DEC2024

Delta for 2500 CE is 0.04

Historical price for 2500 CE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 1.25, which was -0.95 lower than the previous day. The implied volatity was 27.99, the open interest changed by -1033 which decreased total open position to 4203


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 25.16, the open interest changed by -582 which decreased total open position to 5245


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 3.05, which was -0.30 lower than the previous day. The implied volatity was 25.54, the open interest changed by -312 which decreased total open position to 5825


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 3.35, which was -0.20 lower than the previous day. The implied volatity was 24.23, the open interest changed by -286 which decreased total open position to 6134


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 3.55, which was -2.25 lower than the previous day. The implied volatity was 23.23, the open interest changed by 617 which increased total open position to 6411


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 5.8, which was 1.90 higher than the previous day. The implied volatity was 19.28, the open interest changed by -1422 which decreased total open position to 5804


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 3.9, which was -4.95 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1520 which increased total open position to 7736


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 8.85, which was -1.40 lower than the previous day. The implied volatity was 18.52, the open interest changed by 451 which increased total open position to 6232


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 10.25, which was -1.25 lower than the previous day. The implied volatity was 19.64, the open interest changed by 157 which increased total open position to 5788


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 11.5, which was -22.20 lower than the previous day. The implied volatity was 19.48, the open interest changed by 2733 which increased total open position to 5716


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 33.7, which was -7.15 lower than the previous day. The implied volatity was 14.81, the open interest changed by 721 which increased total open position to 2996


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 40.85, which was 8.65 higher than the previous day. The implied volatity was 14.87, the open interest changed by -744 which decreased total open position to 2289


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 32.2, which was -8.75 lower than the previous day. The implied volatity was 17.11, the open interest changed by 523 which increased total open position to 3042


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 40.95, which was -0.45 lower than the previous day. The implied volatity was 16.93, the open interest changed by 694 which increased total open position to 2678


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 41.4, which was -10.15 lower than the previous day. The implied volatity was 17.21, the open interest changed by 240 which increased total open position to 1988


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 51.55, which was 4.55 higher than the previous day. The implied volatity was 17.11, the open interest changed by 9 which increased total open position to 1738


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 47, which was -7.25 lower than the previous day. The implied volatity was 19.39, the open interest changed by 426 which increased total open position to 1732


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 54.25, which was 4.25 higher than the previous day. The implied volatity was 18.25, the open interest changed by 322 which increased total open position to 1309


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 50, which was -2.55 lower than the previous day. The implied volatity was 17.87, the open interest changed by 357 which increased total open position to 984


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 52.55, which was 22.10 higher than the previous day. The implied volatity was 18.92, the open interest changed by 253 which increased total open position to 640


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 30.45, which was 12.45 higher than the previous day. The implied volatity was 15.56, the open interest changed by -47 which decreased total open position to 340


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 18, which was -7.00 lower than the previous day. The implied volatity was 17.15, the open interest changed by 108 which increased total open position to 377


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 16.50, the open interest changed by 22 which increased total open position to 272


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 25, which was -5.70 lower than the previous day. The implied volatity was 16.50, the open interest changed by 25 which increased total open position to 272


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 30.7, which was 5.70 higher than the previous day. The implied volatity was 16.46, the open interest changed by 29 which increased total open position to 241


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 25, which was -25.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 116 which increased total open position to 213


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 50, which was -0.35 lower than the previous day. The implied volatity was 16.30, the open interest changed by -2 which decreased total open position to 97


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 50.35, which was -14.90 lower than the previous day. The implied volatity was 15.88, the open interest changed by 26 which increased total open position to 99


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 65.25, which was -11.70 lower than the previous day. The implied volatity was 15.42, the open interest changed by 29 which increased total open position to 73


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 76.95, which was 11.80 higher than the previous day. The implied volatity was 15.80, the open interest changed by 1 which increased total open position to 44


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 65.15, which was -16.85 lower than the previous day. The implied volatity was 16.04, the open interest changed by 34 which increased total open position to 43


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 82, which was -41.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by 7 which increased total open position to 7


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 123.55, 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 2500 PE
Delta: -0.85
Vega: 0.70
Theta: -2.16
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 166.5 23.15 47.14 109 -21 834
19 Dec 2359.85 143.35 2.35 40.32 97 -50 858
18 Dec 2359.20 141 7.30 33.73 65 -21 910
17 Dec 2363.25 133.7 4.70 25.10 65 -33 943
16 Dec 2366.15 129 19.10 - 84 -4 980
13 Dec 2390.10 109.9 -44.50 23.17 148 -84 986
12 Dec 2344.95 154.4 56.95 28.57 168 -17 1,070
11 Dec 2401.35 97.45 -0.70 21.33 109 -1 1,088
10 Dec 2397.35 98.15 -7.85 18.36 306 -58 1,089
9 Dec 2400.75 106 63.10 24.58 1,100 95 1,144
6 Dec 2483.80 42.9 4.50 18.19 1,277 163 1,049
5 Dec 2494.60 38.4 -18.60 18.20 2,624 -147 889
4 Dec 2464.50 57 9.90 19.09 1,207 80 1,037
3 Dec 2482.85 47.1 -6.15 18.48 986 21 962
2 Dec 2479.15 53.25 6.10 20.06 1,813 38 942
29 Nov 2496.15 47.15 -11.60 19.35 1,932 2 903
28 Nov 2462.20 58.75 10.15 19.12 2,232 389 902
27 Nov 2486.90 48.6 -5.85 18.53 544 149 514
26 Nov 2479.20 54.45 -1.85 18.97 567 27 366
25 Nov 2471.45 56.3 -24.20 18.87 627 200 336
22 Nov 2445.25 80.5 -40.50 20.15 130 100 236
21 Nov 2382.80 121 21.00 21.58 64 21 136
20 Nov 2410.35 100 0.00 19.96 14 6 114
19 Nov 2410.35 100 9.00 19.96 14 5 114
18 Nov 2422.90 91 -25.90 19.96 28 0 108
14 Nov 2389.20 116.9 46.90 21.54 94 63 104
13 Nov 2464.95 70 5.50 19.16 4 2 40
12 Nov 2461.50 64.5 11.45 17.70 15 7 37
11 Nov 2491.05 53.05 3.65 18.26 14 4 29
8 Nov 2507.70 49.4 -10.15 18.50 19 0 25
7 Nov 2475.50 59.55 6.55 18.32 18 12 26
6 Nov 2500.70 53 -9.00 19.74 10 8 14
5 Nov 2521.35 62 23.63 6 5 5


For Hindustan Unilever Ltd. - strike price 2500 expiring on 26DEC2024

Delta for 2500 PE is -0.85

Historical price for 2500 PE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 166.5, which was 23.15 higher than the previous day. The implied volatity was 47.14, the open interest changed by -21 which decreased total open position to 834


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 143.35, which was 2.35 higher than the previous day. The implied volatity was 40.32, the open interest changed by -50 which decreased total open position to 858


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 141, which was 7.30 higher than the previous day. The implied volatity was 33.73, the open interest changed by -21 which decreased total open position to 910


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 133.7, which was 4.70 higher than the previous day. The implied volatity was 25.10, the open interest changed by -33 which decreased total open position to 943


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 129, which was 19.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 980


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 109.9, which was -44.50 lower than the previous day. The implied volatity was 23.17, the open interest changed by -84 which decreased total open position to 986


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 154.4, which was 56.95 higher than the previous day. The implied volatity was 28.57, the open interest changed by -17 which decreased total open position to 1070


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 97.45, which was -0.70 lower than the previous day. The implied volatity was 21.33, the open interest changed by -1 which decreased total open position to 1088


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 98.15, which was -7.85 lower than the previous day. The implied volatity was 18.36, the open interest changed by -58 which decreased total open position to 1089


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 106, which was 63.10 higher than the previous day. The implied volatity was 24.58, the open interest changed by 95 which increased total open position to 1144


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 42.9, which was 4.50 higher than the previous day. The implied volatity was 18.19, the open interest changed by 163 which increased total open position to 1049


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 38.4, which was -18.60 lower than the previous day. The implied volatity was 18.20, the open interest changed by -147 which decreased total open position to 889


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 57, which was 9.90 higher than the previous day. The implied volatity was 19.09, the open interest changed by 80 which increased total open position to 1037


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 47.1, which was -6.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by 21 which increased total open position to 962


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 53.25, which was 6.10 higher than the previous day. The implied volatity was 20.06, the open interest changed by 38 which increased total open position to 942


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 47.15, which was -11.60 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 903


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 58.75, which was 10.15 higher than the previous day. The implied volatity was 19.12, the open interest changed by 389 which increased total open position to 902


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 48.6, which was -5.85 lower than the previous day. The implied volatity was 18.53, the open interest changed by 149 which increased total open position to 514


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 54.45, which was -1.85 lower than the previous day. The implied volatity was 18.97, the open interest changed by 27 which increased total open position to 366


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 56.3, which was -24.20 lower than the previous day. The implied volatity was 18.87, the open interest changed by 200 which increased total open position to 336


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 80.5, which was -40.50 lower than the previous day. The implied volatity was 20.15, the open interest changed by 100 which increased total open position to 236


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 121, which was 21.00 higher than the previous day. The implied volatity was 21.58, the open interest changed by 21 which increased total open position to 136


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 19.96, the open interest changed by 6 which increased total open position to 114


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 100, which was 9.00 higher than the previous day. The implied volatity was 19.96, the open interest changed by 5 which increased total open position to 114


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 91, which was -25.90 lower than the previous day. The implied volatity was 19.96, the open interest changed by 0 which decreased total open position to 108


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 116.9, which was 46.90 higher than the previous day. The implied volatity was 21.54, the open interest changed by 63 which increased total open position to 104


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 70, which was 5.50 higher than the previous day. The implied volatity was 19.16, the open interest changed by 2 which increased total open position to 40


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 64.5, which was 11.45 higher than the previous day. The implied volatity was 17.70, the open interest changed by 7 which increased total open position to 37


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 53.05, which was 3.65 higher than the previous day. The implied volatity was 18.26, the open interest changed by 4 which increased total open position to 29


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 49.4, which was -10.15 lower than the previous day. The implied volatity was 18.50, the open interest changed by 0 which decreased total open position to 25


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 59.55, which was 6.55 higher than the previous day. The implied volatity was 18.32, the open interest changed by 12 which increased total open position to 26


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 53, which was -9.00 lower than the previous day. The implied volatity was 19.74, the open interest changed by 8 which increased total open position to 14


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 62, which was lower than the previous day. The implied volatity was 23.63, the open interest changed by 5 which increased total open position to 5