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

2389.2 -75.74 (-3.07%)

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Historical option data for HINDUNILVR

14 Nov 2024 04:13 PM IST
HINDUNILVR 28NOV2024 2500 CE
Delta: 0.13
Vega: 1.00
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2389.20 5.5 -13.60 17.97 7,362 1,162 2,790
13 Nov 2464.95 19.1 -1.15 15.81 4,700 -74 1,633
12 Nov 2461.50 20.25 -14.10 15.45 4,821 364 1,710
11 Nov 2491.05 34.35 -8.05 15.33 4,658 239 1,359
8 Nov 2507.70 42.4 8.25 13.82 5,655 -243 1,124
7 Nov 2475.50 34.15 -17.20 15.43 3,314 458 1,372
6 Nov 2500.70 51.35 2.85 15.60 3,017 99 923
5 Nov 2521.35 48.5 -2.05 9.74 1,225 7 823
4 Nov 2524.80 50.55 -13.45 11.24 2,017 124 821
1 Nov 2537.50 64 -5.00 9.51 52 4 697
31 Oct 2528.25 69 -12.00 - 638 78 690
30 Oct 2554.95 81 3.20 - 452 16 613
29 Oct 2547.65 77.8 -17.60 - 712 -45 602
28 Oct 2575.80 95.4 25.60 - 1,179 -303 647
25 Oct 2528.05 69.8 6.85 - 2,010 -410 950
24 Oct 2505.10 62.95 -159.05 - 5,169 1,360 1,361
23 Oct 2659.30 222 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2500 expiring on 28NOV2024

Delta for 2500 CE is 0.13

Historical price for 2500 CE is as follows

On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 5.5, which was -13.60 lower than the previous day. The implied volatity was 17.97, the open interest changed by 1162 which increased total open position to 2790


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 19.1, which was -1.15 lower than the previous day. The implied volatity was 15.81, the open interest changed by -74 which decreased total open position to 1633


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 20.25, which was -14.10 lower than the previous day. The implied volatity was 15.45, the open interest changed by 364 which increased total open position to 1710


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 34.35, which was -8.05 lower than the previous day. The implied volatity was 15.33, the open interest changed by 239 which increased total open position to 1359


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 42.4, which was 8.25 higher than the previous day. The implied volatity was 13.82, the open interest changed by -243 which decreased total open position to 1124


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 34.15, which was -17.20 lower than the previous day. The implied volatity was 15.43, the open interest changed by 458 which increased total open position to 1372


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 51.35, which was 2.85 higher than the previous day. The implied volatity was 15.60, the open interest changed by 99 which increased total open position to 923


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 48.5, which was -2.05 lower than the previous day. The implied volatity was 9.74, the open interest changed by 7 which increased total open position to 823


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 50.55, which was -13.45 lower than the previous day. The implied volatity was 11.24, the open interest changed by 124 which increased total open position to 821


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 64, which was -5.00 lower than the previous day. The implied volatity was 9.51, the open interest changed by 4 which increased total open position to 697


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 69, which was -12.00 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 81, which was 3.20 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 77.8, which was -17.60 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 95.4, which was 25.60 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 69.8, which was 6.85 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 62.95, which was -159.05 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 222, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2500 PE
Delta: -0.83
Vega: 1.20
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2389.20 106.65 55.95 21.28 755 -207 749
13 Nov 2464.95 50.7 -3.20 16.99 817 -76 952
12 Nov 2461.50 53.9 16.80 18.83 1,183 56 1,029
11 Nov 2491.05 37.1 4.90 17.75 1,843 42 980
8 Nov 2507.70 32.2 -13.80 17.53 1,935 -9 939
7 Nov 2475.50 46 12.05 18.26 1,468 -43 943
6 Nov 2500.70 33.95 -10.60 18.38 2,811 129 989
5 Nov 2521.35 44.55 -1.35 24.73 1,288 7 860
4 Nov 2524.80 45.9 3.40 24.39 2,456 22 845
1 Nov 2537.50 42.5 -1.00 24.79 74 30 823
31 Oct 2528.25 43.5 10.00 - 1,050 136 792
30 Oct 2554.95 33.5 -3.50 - 604 55 660
29 Oct 2547.65 37 7.10 - 605 59 608
28 Oct 2575.80 29.9 -18.10 - 821 -85 549
25 Oct 2528.05 48 -15.80 - 690 -57 634
24 Oct 2505.10 63.8 61.60 - 2,386 690 690
23 Oct 2659.30 2.2 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2500 expiring on 28NOV2024

Delta for 2500 PE is -0.83

Historical price for 2500 PE is as follows

On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 106.65, which was 55.95 higher than the previous day. The implied volatity was 21.28, the open interest changed by -207 which decreased total open position to 749


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 50.7, which was -3.20 lower than the previous day. The implied volatity was 16.99, the open interest changed by -76 which decreased total open position to 952


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 53.9, which was 16.80 higher than the previous day. The implied volatity was 18.83, the open interest changed by 56 which increased total open position to 1029


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 37.1, which was 4.90 higher than the previous day. The implied volatity was 17.75, the open interest changed by 42 which increased total open position to 980


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 32.2, which was -13.80 lower than the previous day. The implied volatity was 17.53, the open interest changed by -9 which decreased total open position to 939


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 46, which was 12.05 higher than the previous day. The implied volatity was 18.26, the open interest changed by -43 which decreased total open position to 943


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 33.95, which was -10.60 lower than the previous day. The implied volatity was 18.38, the open interest changed by 129 which increased total open position to 989


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 44.55, which was -1.35 lower than the previous day. The implied volatity was 24.73, the open interest changed by 7 which increased total open position to 860


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 45.9, which was 3.40 higher than the previous day. The implied volatity was 24.39, the open interest changed by 22 which increased total open position to 845


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 42.5, which was -1.00 lower than the previous day. The implied volatity was 24.79, the open interest changed by 30 which increased total open position to 823


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 43.5, which was 10.00 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 33.5, which was -3.50 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 37, which was 7.10 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 29.9, which was -18.10 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 48, which was -15.80 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 63.8, which was 61.60 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 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to