HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1540 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 63.75 | -0.2 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1572.60 | 53 | -3.25 | 19.01 | 34 | 1 | 97 | |||||||||
| 17 Aug | 1479.20 | 61.9 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 CE is 0.00
Historical price for 1540 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 63.75, which was -0.2 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 53, which was -3.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 97
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 61.9, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 30SEP2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.71
Theta: -0.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 5.95 | 0.3 | 22.77 | 167 | 2 | 621 |
| 14 Sept | 1572.60 | 14.15 | -0.9 | 22.51 | 76 | -11 | 314 |
| 17 Aug | 1479.20 | 85 | 0 | 0.00 | 0 | 0 | 0 |
For Havells India Limited - strike price 1540 expiring on 30SEP2025
Delta for 1540 PE is -0.17
Historical price for 1540 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 5.95, which was 0.3 higher than the previous day. The implied volatity was 22.77, the open interest changed by 2 which increased total open position to 621
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 14.15, which was -0.9 lower than the previous day. The implied volatity was 22.51, the open interest changed by -11 which decreased total open position to 314
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 85, 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
