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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 2540 CE
Delta: 0.07
Vega: 0.63
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2389.20 2.75 -5.50 19.10 2,897 53 2,620
13 Nov 2464.95 8.25 -1.45 15.60 1,954 243 2,595
12 Nov 2461.50 9.7 -8.00 15.76 2,355 170 2,359
11 Nov 2491.05 17.7 -5.70 15.23 3,098 28 2,197
8 Nov 2507.70 23.4 4.20 14.00 2,922 425 2,169
7 Nov 2475.50 19.2 -12.45 15.64 2,156 337 1,744
6 Nov 2500.70 31.65 1.65 15.83 2,812 -9 1,409
5 Nov 2521.35 30 -2.00 12.27 1,692 -12 1,418
4 Nov 2524.80 32 -11.80 13.05 3,522 725 1,431
1 Nov 2537.50 43.8 -3.50 12.52 123 26 708
31 Oct 2528.25 47.3 -9.20 - 1,216 311 685
30 Oct 2554.95 56.5 1.05 - 767 -37 374
29 Oct 2547.65 55.45 -14.30 - 604 81 412
28 Oct 2575.80 69.75 18.10 - 1,080 -68 332
25 Oct 2528.05 51.65 6.10 - 769 -10 400
24 Oct 2505.10 45.55 -435.75 - 1,352 413 413
23 Oct 2659.30 481.3 0.00 - 0 0 0
21 Oct 2693.55 481.3 0.00 - 0 0 0
17 Oct 2738.65 481.3 0.00 - 0 0 0
15 Oct 2781.45 481.3 0.00 - 0 0 0
14 Oct 2789.10 481.3 0.00 - 0 0 0
11 Oct 2783.20 481.3 0.00 - 0 0 0
10 Oct 2754.70 481.3 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2540 expiring on 28NOV2024

Delta for 2540 CE is 0.07

Historical price for 2540 CE is as follows

On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 2.75, which was -5.50 lower than the previous day. The implied volatity was 19.10, the open interest changed by 53 which increased total open position to 2620


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 8.25, which was -1.45 lower than the previous day. The implied volatity was 15.60, the open interest changed by 243 which increased total open position to 2595


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 9.7, which was -8.00 lower than the previous day. The implied volatity was 15.76, the open interest changed by 170 which increased total open position to 2359


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 17.7, which was -5.70 lower than the previous day. The implied volatity was 15.23, the open interest changed by 28 which increased total open position to 2197


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 23.4, which was 4.20 higher than the previous day. The implied volatity was 14.00, the open interest changed by 425 which increased total open position to 2169


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 19.2, which was -12.45 lower than the previous day. The implied volatity was 15.64, the open interest changed by 337 which increased total open position to 1744


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 31.65, which was 1.65 higher than the previous day. The implied volatity was 15.83, the open interest changed by -9 which decreased total open position to 1409


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 30, which was -2.00 lower than the previous day. The implied volatity was 12.27, the open interest changed by -12 which decreased total open position to 1418


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 32, which was -11.80 lower than the previous day. The implied volatity was 13.05, the open interest changed by 725 which increased total open position to 1431


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 43.8, which was -3.50 lower than the previous day. The implied volatity was 12.52, the open interest changed by 26 which increased total open position to 708


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 47.3, which was -9.20 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 56.5, which was 1.05 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 55.45, which was -14.30 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 69.75, which was 18.10 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 51.65, which was 6.10 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 45.55, which was -435.75 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 481.3, 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 21 Oct HINDUNILVR was trading at 2693.55. The strike last trading price was 481.3, 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 17 Oct HINDUNILVR was trading at 2738.65. The strike last trading price was 481.3, 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 15 Oct HINDUNILVR was trading at 2781.45. The strike last trading price was 481.3, 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 14 Oct HINDUNILVR was trading at 2789.10. The strike last trading price was 481.3, 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 11 Oct HINDUNILVR was trading at 2783.20. The strike last trading price was 481.3, 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 10 Oct HINDUNILVR was trading at 2754.70. The strike last trading price was 481.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


HINDUNILVR 28NOV2024 2540 PE
Delta: -0.82
Vega: 1.24
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 2389.20 150.95 70.95 30.31 76 -23 403
13 Nov 2464.95 80 -6.20 17.36 19 -3 428
12 Nov 2461.50 86.2 24.20 21.67 22 -2 436
11 Nov 2491.05 62 8.75 18.94 253 49 438
8 Nov 2507.70 53.25 -17.15 17.81 252 -11 393
7 Nov 2475.50 70.4 16.95 18.52 147 -18 404
6 Nov 2500.70 53.45 -12.85 18.32 342 28 422
5 Nov 2521.35 66.3 -1.45 25.84 326 -53 397
4 Nov 2524.80 67.75 4.80 25.61 670 62 451
1 Nov 2537.50 62.95 1.30 26.09 18 11 388
31 Oct 2528.25 61.65 12.90 - 723 96 377
30 Oct 2554.95 48.75 -6.00 - 366 53 282
29 Oct 2547.65 54.75 9.75 - 365 3 227
28 Oct 2575.80 45 -22.45 - 197 55 227
25 Oct 2528.05 67.45 -18.55 - 77 -3 172
24 Oct 2505.10 86 55.75 - 232 154 175
23 Oct 2659.30 30.25 10.30 - 36 1 20
21 Oct 2693.55 19.95 6.95 - 2 0 19
17 Oct 2738.65 13 9.15 - 10 7 18
15 Oct 2781.45 3.85 -2.15 - 1 0 11
14 Oct 2789.10 6 -8.40 - 1 0 11
11 Oct 2783.20 14.4 0.00 - 0 0 11
10 Oct 2754.70 14.4 - 11 10 10


For Hindustan Unilever Ltd. - strike price 2540 expiring on 28NOV2024

Delta for 2540 PE is -0.82

Historical price for 2540 PE is as follows

On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 150.95, which was 70.95 higher than the previous day. The implied volatity was 30.31, the open interest changed by -23 which decreased total open position to 403


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 80, which was -6.20 lower than the previous day. The implied volatity was 17.36, the open interest changed by -3 which decreased total open position to 428


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 86.2, which was 24.20 higher than the previous day. The implied volatity was 21.67, the open interest changed by -2 which decreased total open position to 436


On 11 Nov HINDUNILVR was trading at 2491.05. The strike last trading price was 62, which was 8.75 higher than the previous day. The implied volatity was 18.94, the open interest changed by 49 which increased total open position to 438


On 8 Nov HINDUNILVR was trading at 2507.70. The strike last trading price was 53.25, which was -17.15 lower than the previous day. The implied volatity was 17.81, the open interest changed by -11 which decreased total open position to 393


On 7 Nov HINDUNILVR was trading at 2475.50. The strike last trading price was 70.4, which was 16.95 higher than the previous day. The implied volatity was 18.52, the open interest changed by -18 which decreased total open position to 404


On 6 Nov HINDUNILVR was trading at 2500.70. The strike last trading price was 53.45, which was -12.85 lower than the previous day. The implied volatity was 18.32, the open interest changed by 28 which increased total open position to 422


On 5 Nov HINDUNILVR was trading at 2521.35. The strike last trading price was 66.3, which was -1.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by -53 which decreased total open position to 397


On 4 Nov HINDUNILVR was trading at 2524.80. The strike last trading price was 67.75, which was 4.80 higher than the previous day. The implied volatity was 25.61, the open interest changed by 62 which increased total open position to 451


On 1 Nov HINDUNILVR was trading at 2537.50. The strike last trading price was 62.95, which was 1.30 higher than the previous day. The implied volatity was 26.09, the open interest changed by 11 which increased total open position to 388


On 31 Oct HINDUNILVR was trading at 2528.25. The strike last trading price was 61.65, which was 12.90 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 48.75, which was -6.00 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 54.75, which was 9.75 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 45, which was -22.45 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 67.45, which was -18.55 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 86, which was 55.75 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 30.25, which was 10.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct HINDUNILVR was trading at 2693.55. The strike last trading price was 19.95, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct HINDUNILVR was trading at 2738.65. The strike last trading price was 13, which was 9.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct HINDUNILVR was trading at 2781.45. The strike last trading price was 3.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct HINDUNILVR was trading at 2789.10. The strike last trading price was 6, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct HINDUNILVR was trading at 2783.20. The strike last trading price was 14.4, 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 10 Oct HINDUNILVR was trading at 2754.70. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to