HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.36
Theta: -0.49
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 2.25 | -0.6 | 28.06 | 132 | 23 | 221 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1572.60 | 2.7 | -0.35 | 24.98 | 27 | -10 | 112 | |||||||||
For Havells India Limited - strike price 1720 expiring on 30SEP2025
Delta for 1720 CE is 0.07
Historical price for 1720 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 2.25, which was -0.6 lower than the previous day. The implied volatity was 28.06, the open interest changed by 23 which increased total open position to 221
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 24.98, the open interest changed by -10 which decreased total open position to 112
| HAVELLS 30SEP2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 157 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1572.60 | 157 | 0 | 0.00 | 0 | 0 | 0 |
For Havells India Limited - strike price 1720 expiring on 30SEP2025
Delta for 1720 PE is 0.00
Historical price for 1720 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 157, 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 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 157, 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
