HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1620 CE | ||||||||||||||||
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Delta: 0.36
Vega: 1.03
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 14.1 | -3.35 | 21.39 | 2,202 | 52 | 2,414 | |||||||||
| 14 Sept | 1572.60 | 15.1 | -0.95 | 21.22 | 356 | 37 | 572 | |||||||||
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| 17 Aug | 1479.20 | 9.3 | 2.3 | 21.62 | 90 | 9 | 10 | |||||||||
For Havells India Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 CE is 0.36
Historical price for 1620 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 14.1, which was -3.35 lower than the previous day. The implied volatity was 21.39, the open interest changed by 52 which increased total open position to 2414
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 15.1, which was -0.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by 37 which increased total open position to 572
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 9.3, which was 2.3 higher than the previous day. The implied volatity was 21.62, the open interest changed by 9 which increased total open position to 10
| HAVELLS 30SEP2025 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 1.05
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 40.7 | 2.9 | 25.10 | 126 | 10 | 546 |
| 14 Sept | 1572.60 | 55.15 | -0.85 | 23.83 | 15 | -1 | 104 |
| 17 Aug | 1479.20 | 137.5 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1620 expiring on 30SEP2025
Delta for 1620 PE is -0.62
Historical price for 1620 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 40.7, which was 2.9 higher than the previous day. The implied volatity was 25.10, the open interest changed by 10 which increased total open position to 546
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 55.15, which was -0.85 lower than the previous day. The implied volatity was 23.83, the open interest changed by -1 which decreased total open position to 104
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 137.5, 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
