HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 28OCT2025 1600 CE | ||||||||||||||||
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Delta: 0.55
Vega: 2.06
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 47.9 | -3.95 | 20.79 | 84 | 17 | 153 | |||||||||
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| 14 Sept | 1572.60 | 44.8 | 0.8 | 21.08 | 41 | 16 | 82 | |||||||||
| 17 Aug | 1479.20 | 57 | 0 | 3.25 | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1600 expiring on 28OCT2025
Delta for 1600 CE is 0.55
Historical price for 1600 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 47.9, which was -3.95 lower than the previous day. The implied volatity was 20.79, the open interest changed by 17 which increased total open position to 153
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 44.8, which was 0.8 higher than the previous day. The implied volatity was 21.08, the open interest changed by 16 which increased total open position to 82
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
| HAVELLS 28OCT2025 1600 PE | |||||||
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Delta: -0.45
Vega: 2.06
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 43 | -2.9 | 22.97 | 16 | 4 | 73 |
| 14 Sept | 1572.60 | 60.15 | -1.95 | 25.87 | 10 | 4 | 14 |
| 17 Aug | 1479.20 | 0 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1600 expiring on 28OCT2025
Delta for 1600 PE is -0.45
Historical price for 1600 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 43, which was -2.9 lower than the previous day. The implied volatity was 22.97, the open interest changed by 4 which increased total open position to 73
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 60.15, which was -1.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by 4 which increased total open position to 14
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 0, 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
