HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1560 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.85
Theta: -1.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 44.5 | -5.2 | 19.20 | 70 | 5 | 181 | |||||||||
| 14 Sept | 1572.60 | 40.75 | -1.5 | 20.04 | 131 | 27 | 202 | |||||||||
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| 17 Aug | 1479.20 | 117.65 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.77
Historical price for 1560 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 44.5, which was -5.2 lower than the previous day. The implied volatity was 19.20, the open interest changed by 5 which increased total open position to 181
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 40.75, which was -1.5 lower than the previous day. The implied volatity was 20.04, the open interest changed by 27 which increased total open position to 202
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 117.65, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 30SEP2025 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.91
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 10.55 | 0.6 | 22.76 | 209 | 3 | 398 |
| 14 Sept | 1572.60 | 21.05 | -1.5 | 22.52 | 124 | 8 | 323 |
| 17 Aug | 1479.20 | 58 | 0 | 0.00 | 0 | 0 | 0 |
For Havells India Limited - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.27
Historical price for 1560 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 10.55, which was 0.6 higher than the previous day. The implied volatity was 22.76, the open interest changed by 3 which increased total open position to 398
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 21.05, which was -1.5 lower than the previous day. The implied volatity was 22.52, the open interest changed by 8 which increased total open position to 323
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 58, 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
