HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 194 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1572.60 | 182 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1479.20 | 221.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.00
Historical price for 1400 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 194, 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 182, 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 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 221.65, 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 30SEP2025 1400 PE | |||||||
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Delta: -0.02
Vega: 0.13
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 0.7 | -0.9 | 36.95 | 26 | -23 | 158 |
| 14 Sept | 1572.60 | 0.9 | -0.3 | 28.36 | 3 | 0 | 212 |
| 17 Aug | 1479.20 | 13.5 | -3.75 | 22.24 | 20 | -5 | 49 |
For Havells India Limited - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.02
Historical price for 1400 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 0.7, which was -0.9 lower than the previous day. The implied volatity was 36.95, the open interest changed by -23 which decreased total open position to 158
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 212
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 13.5, which was -3.75 lower than the previous day. The implied volatity was 22.24, the open interest changed by -5 which decreased total open position to 49
