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

2441.2 -23.74 (-0.96%)

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Historical option data for HINDUNILVR

14 Nov 2024 09:24 AM IST
HINDUNILVR 28NOV2024 2520 CE
Delta: 0.23
Vega: 1.47
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2448.10 10.65 -2.05 16.61 98 0 826
13 Nov 2464.95 12.7 -1.45 15.62 2,124 95 829
12 Nov 2461.50 14.15 -11.15 15.57 1,442 152 760
11 Nov 2491.05 25.3 -7.10 15.38 2,110 98 611
8 Nov 2507.70 32.4 6.55 14.11 2,278 27 507
7 Nov 2475.50 25.85 -14.50 15.52 1,274 45 478
6 Nov 2500.70 40.35 1.85 15.58 2,131 93 438
5 Nov 2521.35 38.5 -2.10 11.16 1,526 120 346
4 Nov 2524.80 40.6 -12.35 12.32 1,018 64 223
1 Nov 2537.50 52.95 -3.05 11.23 62 17 158
31 Oct 2528.25 56 -12.45 - 268 30 143
30 Oct 2554.95 68.45 2.55 - 154 17 112
29 Oct 2547.65 65.9 -16.85 - 185 33 95
28 Oct 2575.80 82.75 23.75 - 123 22 63
25 Oct 2528.05 59 4.90 - 131 28 41
24 Oct 2505.10 54.1 -278.50 - 17 10 10
23 Oct 2659.30 332.6 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2520 expiring on 28NOV2024

Delta for 2520 CE is 0.23

Historical price for 2520 CE is as follows

On 14 Nov HINDUNILVR was trading at 2448.10. The strike last trading price was 10.65, which was -2.05 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 826


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 12.7, which was -1.45 lower than the previous day. The implied volatity was 15.62, the open interest changed by 95 which increased total open position to 829


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 14.15, which was -11.15 lower than the previous day. The implied volatity was 15.57, the open interest changed by 152 which increased total open position to 760


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 25.3, which was -7.10 lower than the previous day. The implied volatity was 15.38, the open interest changed by 98 which increased total open position to 611


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 32.4, which was 6.55 higher than the previous day. The implied volatity was 14.11, the open interest changed by 27 which increased total open position to 507


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 25.85, which was -14.50 lower than the previous day. The implied volatity was 15.52, the open interest changed by 45 which increased total open position to 478


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 40.35, which was 1.85 higher than the previous day. The implied volatity was 15.58, the open interest changed by 93 which increased total open position to 438


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 38.5, which was -2.10 lower than the previous day. The implied volatity was 11.16, the open interest changed by 120 which increased total open position to 346


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 40.6, which was -12.35 lower than the previous day. The implied volatity was 12.32, the open interest changed by 64 which increased total open position to 223


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 52.95, which was -3.05 lower than the previous day. The implied volatity was 11.23, the open interest changed by 17 which increased total open position to 158


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 56, which was -12.45 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 68.45, which was 2.55 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 65.9, which was -16.85 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 82.75, which was 23.75 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 59, which was 4.90 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 54.1, which was -278.50 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 332.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2520 PE
Delta: -0.76
Vega: 1.50
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2448.10 72.65 9.40 17.17 8 -1 242
13 Nov 2464.95 63.25 -4.75 16.36 25 -3 243
12 Nov 2461.50 68 20.05 19.41 334 -11 301
11 Nov 2491.05 47.95 5.95 18.06 800 -43 313
8 Nov 2507.70 42 -15.80 17.69 436 44 350
7 Nov 2475.50 57.8 14.85 18.51 365 -85 312
6 Nov 2500.70 42.95 -10.35 18.33 930 118 404
5 Nov 2521.35 53.3 -3.05 24.74 550 18 287
4 Nov 2524.80 56.35 4.50 25.02 712 36 267
1 Nov 2537.50 51.85 0.40 25.30 53 14 230
31 Oct 2528.25 51.45 10.75 - 435 131 220
30 Oct 2554.95 40.7 -5.55 - 66 8 89
29 Oct 2547.65 46.25 8.75 - 149 -2 80
28 Oct 2575.80 37.5 15.45 - 132 82 82
25 Oct 2528.05 22.05 0.00 - 0 0 0
24 Oct 2505.10 22.05 0.00 - 0 0 0
23 Oct 2659.30 22.05 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2520 expiring on 28NOV2024

Delta for 2520 PE is -0.76

Historical price for 2520 PE is as follows

On 14 Nov HINDUNILVR was trading at 2448.10. The strike last trading price was 72.65, which was 9.40 higher than the previous day. The implied volatity was 17.17, the open interest changed by -1 which decreased total open position to 242


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 63.25, which was -4.75 lower than the previous day. The implied volatity was 16.36, the open interest changed by -3 which decreased total open position to 243


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 68, which was 20.05 higher than the previous day. The implied volatity was 19.41, the open interest changed by -11 which decreased total open position to 301


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 47.95, which was 5.95 higher than the previous day. The implied volatity was 18.06, the open interest changed by -43 which decreased total open position to 313


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 42, which was -15.80 lower than the previous day. The implied volatity was 17.69, the open interest changed by 44 which increased total open position to 350


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 57.8, which was 14.85 higher than the previous day. The implied volatity was 18.51, the open interest changed by -85 which decreased total open position to 312


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 42.95, which was -10.35 lower than the previous day. The implied volatity was 18.33, the open interest changed by 118 which increased total open position to 404


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 53.3, which was -3.05 lower than the previous day. The implied volatity was 24.74, the open interest changed by 18 which increased total open position to 287


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 56.35, which was 4.50 higher than the previous day. The implied volatity was 25.02, the open interest changed by 36 which increased total open position to 267


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 51.85, which was 0.40 higher than the previous day. The implied volatity was 25.30, the open interest changed by 14 which increased total open position to 230


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 51.45, which was 10.75 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 40.7, which was -5.55 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 46.25, 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 28 Oct HINDUNILVR was trading at 2575.80. The strike last trading price was 37.5, which was 15.45 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 22.05, which was 0.00 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 22.05, which was 0.00 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 22.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to