HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1480 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 | 127.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1572.60 | 103.2 | 4.65 | 16.06 | 11 | -1 | 19 | |||||||||
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| 17 Aug | 1479.20 | 40 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.00
Historical price for 1480 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 127.1, 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 103.2, which was 4.65 higher than the previous day. The implied volatity was 16.06, the open interest changed by -1 which decreased total open position to 19
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 40, 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
| HAVELLS 30SEP2025 1480 PE | |||||||
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Delta: -0.05
Vega: 0.29
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 1.65 | -0.6 | 27.28 | 16 | -7 | 138 |
| 14 Sept | 1572.60 | 4.25 | -0.3 | 24.42 | 32 | -5 | 136 |
| 17 Aug | 1479.20 | 47 | 0 | 0.88 | 0 | 0 | 0 |
For Havells India Limited - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.05
Historical price for 1480 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 27.28, the open interest changed by -7 which decreased total open position to 138
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 4.25, which was -0.3 lower than the previous day. The implied volatity was 24.42, the open interest changed by -5 which decreased total open position to 136
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
