HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1660 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.71
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 6 | -1.7 | 23.34 | 397 | 21 | 715 | |||||||||
| 14 Sept | 1572.60 | 7.1 | -0.75 | 22.18 | 245 | -19 | 300 | |||||||||
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| 17 Aug | 1479.20 | 5.75 | 2.45 | 22.48 | 19 | 3 | 4 | |||||||||
For Havells India Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 CE is 0.18
Historical price for 1660 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 6, which was -1.7 lower than the previous day. The implied volatity was 23.34, the open interest changed by 21 which increased total open position to 715
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 22.18, the open interest changed by -19 which decreased total open position to 300
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 5.75, which was 2.45 higher than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 4
| HAVELLS 30SEP2025 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.82
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 72.2 | 5.05 | 28.00 | 4 | 0 | 28 |
| 14 Sept | 1572.60 | 84.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1479.20 | 167.65 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1660 expiring on 30SEP2025
Delta for 1660 PE is -0.78
Historical price for 1660 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 72.2, which was 5.05 higher than the previous day. The implied volatity was 28.00, the open interest changed by 0 which decreased total open position to 28
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 84.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug HAVELLS was trading at 1479.20. The strike last trading price was 167.65, 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
