HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1520 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 76.95 | -4.6 | - | 9 | 0 | 42 | |||||||||
| 14 Sept | 1572.60 | 83 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 1479.20 | 139.9 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is -
Historical price for 1520 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 76.95, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 83, 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 139.9, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 30SEP2025 1520 PE | |||||||
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Delta: -0.11
Vega: 0.52
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 3.5 | -0.2 | 23.60 | 146 | 11 | 294 |
| 14 Sept | 1572.60 | 9.85 | -0.05 | 23.31 | 18 | 7 | 150 |
| 17 Aug | 1479.20 | 62.05 | 0 | 0.00 | 0 | 0 | 0 |
For Havells India Limited - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is -0.11
Historical price for 1520 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 3.5, which was -0.2 lower than the previous day. The implied volatity was 23.60, the open interest changed by 11 which increased total open position to 294
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 9.85, which was -0.05 lower than the previous day. The implied volatity was 23.31, the open interest changed by 7 which increased total open position to 150
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 62.05, 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
