HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1460 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 | 155.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1572.60 | 117.45 | -2.65 | - | 7 | 0 | 24 | |||||||||
| 17 Aug | 1479.20 | 102.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.00
Historical price for 1460 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 155.65, 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 117.45, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 102.35, 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 1460 PE | |||||||
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Delta: -0.04
Vega: 0.22
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 1.15 | -0.2 | 29.05 | 72 | -36 | 152 |
| 14 Sept | 1572.60 | 2.9 | -0.25 | 25.41 | 61 | 0 | 236 |
| 17 Aug | 1479.20 | 33 | -8 | 23.17 | 1 | 1 | 3 |
For Havells India Limited - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.04
Historical price for 1460 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 29.05, the open interest changed by -36 which decreased total open position to 152
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by 0 which decreased total open position to 236
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 33, which was -8 lower than the previous day. The implied volatity was 23.17, the open interest changed by 1 which increased total open position to 3
