HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1440 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 | 151.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1572.60 | 151.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1479.20 | 192.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.00
Historical price for 1440 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 151.95, 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 151.95, 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 192.05, 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 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.18
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 0.95 | 0.05 | 31.64 | 26 | -19 | 95 |
| 14 Sept | 1572.60 | 2.25 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1479.20 | 35 | 0 | 2.95 | 0 | 0 | 0 |
For Havells India Limited - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.03
Historical price for 1440 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 31.64, the open interest changed by -19 which decreased total open position to 95
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 2.25, 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 35, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
