HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1580 CE | ||||||||||||||||
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Delta: 0.63
Vega: 1.04
Theta: -1.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 31.15 | -5.3 | 19.59 | 389 | -4 | 368 | |||||||||
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| 14 Sept | 1572.60 | 29.75 | -0.95 | 20.22 | 547 | 66 | 594 | |||||||||
| 17 Aug | 1479.20 | 46.7 | 0 | 4.27 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 CE is 0.63
Historical price for 1580 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 31.15, which was -5.3 lower than the previous day. The implied volatity was 19.59, the open interest changed by -4 which decreased total open position to 368
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 29.75, which was -0.95 lower than the previous day. The implied volatity was 20.22, the open interest changed by 66 which increased total open position to 594
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 46.7, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 30SEP2025 1580 PE | |||||||
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Delta: -0.38
Vega: 1.06
Theta: -0.93
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 17.45 | 0.9 | 22.88 | 284 | -8 | 557 |
| 14 Sept | 1572.60 | 30.3 | -1.45 | 22.82 | 242 | 6 | 326 |
| 17 Aug | 1479.20 | 110.05 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1580 expiring on 30SEP2025
Delta for 1580 PE is -0.38
Historical price for 1580 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 17.45, which was 0.9 higher than the previous day. The implied volatity was 22.88, the open interest changed by -8 which decreased total open position to 557
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 30.3, which was -1.45 lower than the previous day. The implied volatity was 22.82, the open interest changed by 6 which increased total open position to 326
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 110.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
