HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1640 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 0.89
Theta: -1.01
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 9.2 | -2.45 | 22.32 | 1,135 | 65 | 860 | |||||||||
| 14 Sept | 1572.60 | 10.6 | -0.9 | 21.85 | 110 | 11 | 471 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1479.20 | 6.2 | 1.75 | 21.24 | 69 | 4 | 10 | |||||||||
For Havells India Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.25
Historical price for 1640 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 9.2, which was -2.45 lower than the previous day. The implied volatity was 22.32, the open interest changed by 65 which increased total open position to 860
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 10.6, which was -0.9 lower than the previous day. The implied volatity was 21.85, the open interest changed by 11 which increased total open position to 471
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 6.2, which was 1.75 higher than the previous day. The implied volatity was 21.24, the open interest changed by 4 which increased total open position to 10
| HAVELLS 30SEP2025 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.93
Theta: -0.74
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 54.5 | 3.2 | 25.22 | 50 | -17 | 210 |
| 14 Sept | 1572.60 | 74.95 | 3.25 | 28.51 | 13 | -4 | 68 |
| 17 Aug | 1479.20 | 120.45 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -0.72
Historical price for 1640 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 54.5, which was 3.2 higher than the previous day. The implied volatity was 25.22, the open interest changed by -17 which decreased total open position to 210
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 74.95, which was 3.25 higher than the previous day. The implied volatity was 28.51, the open interest changed by -4 which decreased total open position to 68
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 120.45, 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
