HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1600 CE | ||||||||||||||||
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Delta: 0.49
Vega: 1.10
Theta: -1.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 21 | -4.65 | 20.26 | 2,447 | 113 | 2,313 | |||||||||
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| 14 Sept | 1572.60 | 21.6 | -0.9 | 20.85 | 1,065 | 59 | 2,358 | |||||||||
| 17 Aug | 1479.20 | 11.9 | 2.5 | 21.23 | 40 | 10 | 51 | |||||||||
For Havells India Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 CE is 0.49
Historical price for 1600 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 21, which was -4.65 lower than the previous day. The implied volatity was 20.26, the open interest changed by 113 which increased total open position to 2313
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 21.6, which was -0.9 lower than the previous day. The implied volatity was 20.85, the open interest changed by 59 which increased total open position to 2358
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 11.9, which was 2.5 higher than the previous day. The implied volatity was 21.23, the open interest changed by 10 which increased total open position to 51
| HAVELLS 30SEP2025 1600 PE | |||||||
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Delta: -0.51
Vega: 1.10
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 26.7 | 0.85 | 22.91 | 501 | 32 | 912 |
| 14 Sept | 1572.60 | 41.6 | -1.45 | 23.16 | 111 | -4 | 487 |
| 17 Aug | 1479.20 | 115 | 16.7 | 19.84 | 1 | 1 | 0 |
For Havells India Limited - strike price 1600 expiring on 30SEP2025
Delta for 1600 PE is -0.51
Historical price for 1600 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 26.7, which was 0.85 higher than the previous day. The implied volatity was 22.91, the open interest changed by 32 which increased total open position to 912
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 41.6, which was -1.45 lower than the previous day. The implied volatity was 23.16, the open interest changed by -4 which decreased total open position to 487
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 115, which was 16.7 higher than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 0
