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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 2540 CE
Delta: 0.02
Vega: 0.15
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 0.7 -0.70 30.51 540 -139 1,578
19 Dec 2359.85 1.4 -0.35 28.22 574 -150 1,717
18 Dec 2359.20 1.75 -0.20 27.70 589 -145 1,871
17 Dec 2363.25 1.95 -0.10 26.32 868 -89 2,016
16 Dec 2366.15 2.05 -1.15 25.14 1,114 132 2,106
13 Dec 2390.10 3.2 0.85 20.81 1,858 -387 1,971
12 Dec 2344.95 2.35 -2.20 23.51 3,189 502 2,628
11 Dec 2401.35 4.55 -0.85 19.38 1,107 -230 2,129
10 Dec 2397.35 5.4 -1.10 20.25 994 49 2,361
9 Dec 2400.75 6.5 -11.75 20.34 4,134 357 2,322
6 Dec 2483.80 18.25 -4.30 14.98 1,394 98 1,964
5 Dec 2494.60 22.55 4.20 14.71 2,864 -66 1,869
4 Dec 2464.50 18.35 -5.35 17.03 2,212 154 1,932
3 Dec 2482.85 23.7 -1.30 16.51 2,012 171 1,782
2 Dec 2479.15 25 -7.80 17.06 2,379 336 1,608
29 Nov 2496.15 32.8 1.00 16.90 3,530 919 1,266
28 Nov 2462.20 31.8 -3.20 19.57 3,161 253 349
27 Nov 2486.90 35 1.75 17.72 167 46 96
26 Nov 2479.20 33.25 -0.40 17.90 128 26 50
25 Nov 2471.45 33.65 23.25 18.12 55 22 23
22 Nov 2445.25 10.4 -6.60 12.13 1 0 1
21 Nov 2382.80 17 0.00 0.00 0 1 0
20 Nov 2410.35 17 0.00 17.28 2 1 1
19 Nov 2410.35 17 -85.05 17.28 2 1 1
18 Nov 2422.90 102.05 0.00 2.95 0 0 0
14 Nov 2389.20 102.05 0.00 3.73 0 0 0
13 Nov 2464.95 102.05 0.00 1.67 0 0 0
12 Nov 2461.50 102.05 0.00 1.57 0 0 0
11 Nov 2491.05 102.05 0.00 0.58 0 0 0
8 Nov 2507.70 102.05 0.00 0.08 0 0 0
7 Nov 2475.50 102.05 0.00 0.81 0 0 0
6 Nov 2500.70 102.05 0.00 - 0 0 0
5 Nov 2521.35 102.05 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2540 expiring on 26DEC2024

Delta for 2540 CE is 0.02

Historical price for 2540 CE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 30.51, the open interest changed by -139 which decreased total open position to 1578


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 28.22, the open interest changed by -150 which decreased total open position to 1717


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 27.70, the open interest changed by -145 which decreased total open position to 1871


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 26.32, the open interest changed by -89 which decreased total open position to 2016


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 25.14, the open interest changed by 132 which increased total open position to 2106


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 3.2, which was 0.85 higher than the previous day. The implied volatity was 20.81, the open interest changed by -387 which decreased total open position to 1971


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 2.35, which was -2.20 lower than the previous day. The implied volatity was 23.51, the open interest changed by 502 which increased total open position to 2628


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 4.55, which was -0.85 lower than the previous day. The implied volatity was 19.38, the open interest changed by -230 which decreased total open position to 2129


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 5.4, which was -1.10 lower than the previous day. The implied volatity was 20.25, the open interest changed by 49 which increased total open position to 2361


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 6.5, which was -11.75 lower than the previous day. The implied volatity was 20.34, the open interest changed by 357 which increased total open position to 2322


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 18.25, which was -4.30 lower than the previous day. The implied volatity was 14.98, the open interest changed by 98 which increased total open position to 1964


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 22.55, which was 4.20 higher than the previous day. The implied volatity was 14.71, the open interest changed by -66 which decreased total open position to 1869


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 18.35, which was -5.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by 154 which increased total open position to 1932


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 23.7, which was -1.30 lower than the previous day. The implied volatity was 16.51, the open interest changed by 171 which increased total open position to 1782


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 25, which was -7.80 lower than the previous day. The implied volatity was 17.06, the open interest changed by 336 which increased total open position to 1608


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 32.8, which was 1.00 higher than the previous day. The implied volatity was 16.90, the open interest changed by 919 which increased total open position to 1266


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 31.8, which was -3.20 lower than the previous day. The implied volatity was 19.57, the open interest changed by 253 which increased total open position to 349


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 35, which was 1.75 higher than the previous day. The implied volatity was 17.72, the open interest changed by 46 which increased total open position to 96


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 33.25, which was -0.40 lower than the previous day. The implied volatity was 17.90, the open interest changed by 26 which increased total open position to 50


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 33.65, which was 23.25 higher than the previous day. The implied volatity was 18.12, the open interest changed by 22 which increased total open position to 23


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 10.4, which was -6.60 lower than the previous day. The implied volatity was 12.13, the open interest changed by 0 which decreased total open position to 1


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 17.28, the open interest changed by 1 which increased total open position to 1


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 17, which was -85.05 lower than the previous day. The implied volatity was 17.28, the open interest changed by 1 which increased total open position to 1


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 102.05, 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 2540 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 187.85 13.25 - 1 0 304
19 Dec 2359.85 174.6 7.05 33.61 24 -15 305
18 Dec 2359.20 167.55 0.00 0.00 0 -8 0
17 Dec 2363.25 167.55 -3.60 - 10 -7 321
16 Dec 2366.15 171.15 -25.85 25.26 5 -2 330
13 Dec 2390.10 197 0.00 0.00 0 -6 0
12 Dec 2344.95 197 61.00 36.19 17 -7 331
11 Dec 2401.35 136 -0.80 25.76 30 -1 339
10 Dec 2397.35 136.8 -5.20 22.17 16 2 339
9 Dec 2400.75 142 75.90 27.56 58 -8 338
6 Dec 2483.80 66.1 4.65 18.13 44 9 348
5 Dec 2494.60 61.45 -22.55 18.82 138 -37 339
4 Dec 2464.50 84 13.95 19.77 29 1 376
3 Dec 2482.85 70.05 -7.00 18.35 225 76 375
2 Dec 2479.15 77.05 9.25 20.28 444 94 299
29 Nov 2496.15 67.8 -14.65 19.07 328 20 203
28 Nov 2462.20 82.45 11.05 18.96 299 106 183
27 Nov 2486.90 71.4 -7.65 18.88 62 43 74
26 Nov 2479.20 79.05 -10.95 19.66 22 -2 29
25 Nov 2471.45 90 18.75 22.72 15 9 31
22 Nov 2445.25 71.25 0.00 0.00 0 0 0
21 Nov 2382.80 71.25 0.00 0.00 0 0 0
20 Nov 2410.35 71.25 0.00 0.00 0 0 0
19 Nov 2410.35 71.25 0.00 0.00 0 0 0
18 Nov 2422.90 71.25 0.00 0.00 0 0 0
14 Nov 2389.20 71.25 0.00 0.00 0 0 0
13 Nov 2464.95 71.25 0.00 0.00 0 0 0
12 Nov 2461.50 71.25 0.00 0.00 0 4 0
11 Nov 2491.05 71.25 -9.95 17.73 4 0 18
8 Nov 2507.70 81.2 0.00 0.00 0 17 0
7 Nov 2475.50 81.2 13.20 18.56 19 1 2
6 Nov 2500.70 68 12.20 18.85 5 1 2
5 Nov 2521.35 55.8 17.51 1 0 0


For Hindustan Unilever Ltd. - strike price 2540 expiring on 26DEC2024

Delta for 2540 PE is -

Historical price for 2540 PE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 187.85, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 304


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 174.6, which was 7.05 higher than the previous day. The implied volatity was 33.61, the open interest changed by -15 which decreased total open position to 305


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 167.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 167.55, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 321


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 171.15, which was -25.85 lower than the previous day. The implied volatity was 25.26, the open interest changed by -2 which decreased total open position to 330


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 197, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 197, which was 61.00 higher than the previous day. The implied volatity was 36.19, the open interest changed by -7 which decreased total open position to 331


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 136, which was -0.80 lower than the previous day. The implied volatity was 25.76, the open interest changed by -1 which decreased total open position to 339


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 136.8, which was -5.20 lower than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 339


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 142, which was 75.90 higher than the previous day. The implied volatity was 27.56, the open interest changed by -8 which decreased total open position to 338


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 66.1, which was 4.65 higher than the previous day. The implied volatity was 18.13, the open interest changed by 9 which increased total open position to 348


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 61.45, which was -22.55 lower than the previous day. The implied volatity was 18.82, the open interest changed by -37 which decreased total open position to 339


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 84, which was 13.95 higher than the previous day. The implied volatity was 19.77, the open interest changed by 1 which increased total open position to 376


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 70.05, which was -7.00 lower than the previous day. The implied volatity was 18.35, the open interest changed by 76 which increased total open position to 375


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 77.05, which was 9.25 higher than the previous day. The implied volatity was 20.28, the open interest changed by 94 which increased total open position to 299


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 67.8, which was -14.65 lower than the previous day. The implied volatity was 19.07, the open interest changed by 20 which increased total open position to 203


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 82.45, which was 11.05 higher than the previous day. The implied volatity was 18.96, the open interest changed by 106 which increased total open position to 183


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 71.4, which was -7.65 lower than the previous day. The implied volatity was 18.88, the open interest changed by 43 which increased total open position to 74


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 79.05, which was -10.95 lower than the previous day. The implied volatity was 19.66, the open interest changed by -2 which decreased total open position to 29


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 90, which was 18.75 higher than the previous day. The implied volatity was 22.72, the open interest changed by 9 which increased total open position to 31


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 71.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 71.25, which was -9.95 lower than the previous day. The implied volatity was 17.73, the open interest changed by 0 which decreased total open position to 18


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 81.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 81.2, which was 13.20 higher than the previous day. The implied volatity was 18.56, the open interest changed by 1 which increased total open position to 2


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 68, which was 12.20 higher than the previous day. The implied volatity was 18.85, the open interest changed by 1 which increased total open position to 2


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 55.8, which was lower than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 0