HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
03 Dec 2024 04:13 PM IST
| HINDUNILVR 26DEC2024 2540 CE | ||||||||||
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Delta: 0.35
Vega: 2.31
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.35
Historical price for 2540 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 2.34
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.63
Historical price for 2540 PE is as follows
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
