HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.13
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 97.25 | 0 | 17.54 | 12 | -5 | 47 | |||||||||
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| 14 Sept | 1572.60 | 84.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1479.20 | 38.65 | 6.8 | 19.38 | 10 | 3 | 16 | |||||||||
For Havells India Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.98
Historical price for 1500 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 97.25, which was 0 lower than the previous day. The implied volatity was 17.54, the open interest changed by -5 which decreased total open position to 47
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 84.7, 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 38.65, which was 6.8 higher than the previous day. The implied volatity was 19.38, the open interest changed by 3 which increased total open position to 16
| HAVELLS 30SEP2025 1500 PE | |||||||
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Delta: -0.08
Vega: 0.39
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 2.45 | -0.05 | 25.62 | 164 | 25 | 559 |
| 14 Sept | 1572.60 | 6 | -0.9 | 23.18 | 133 | 7 | 319 |
| 17 Aug | 1479.20 | 52.1 | -5.9 | 23.47 | 4 | 3 | 3 |
For Havells India Limited - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.08
Historical price for 1500 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by 25 which increased total open position to 559
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 6, which was -0.9 lower than the previous day. The implied volatity was 23.18, the open interest changed by 7 which increased total open position to 319
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 52.1, which was -5.9 lower than the previous day. The implied volatity was 23.47, the open interest changed by 3 which increased total open position to 3
