HAVELLS
Havells India Limited
Historical option data for HAVELLS
28 Sep 2025 10:08 PM IST
| HAVELLS 28-OCT-2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1507.40 | 203 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1572.60 | 158.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 1479.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1400 expiring on 28OCT2025
Delta for 1400 CE is 0.00
Historical price for 1400 CE is as follows
On 28 Sept HAVELLS was trading at 1507.40. The strike last trading price was 203, which was 0 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 Sept HAVELLS was trading at 1572.60. The strike last trading price was 158.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 28OCT2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.92
Theta: -0.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1507.40 | 7.05 | 3.25 | 24.48 | 47 | 23 | 42 |
| 14 Sept | 1572.60 | 37 | 0 | 9.48 | 0 | 0 | 0 |
| 17 Aug | 1479.20 | 0 | 0 | 4.42 | 0 | 0 | 0 |
For Havells India Limited - strike price 1400 expiring on 28OCT2025
Delta for 1400 PE is -0.13
Historical price for 1400 PE is as follows
On 28 Sept HAVELLS was trading at 1507.40. The strike last trading price was 7.05, which was 3.25 higher than the previous day. The implied volatity was 24.48, the open interest changed by 23 which increased total open position to 42
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.42, the open interest changed by 0 which decreased total open position to 0
