HAVELLS
Havells India Limited
Historical option data for HAVELLS
21 Sep 2025 04:12 PM IST
| HAVELLS 30SEP2025 1800 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.15
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1590.80 | 0.75 | -0.15 | 33.72 | 59 | 21 | 126 | |||||||||
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| 14 Sept | 1572.60 | 1.05 | -0.25 | 29.55 | 14 | -5 | 93 | |||||||||
For Havells India Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is 0.02
Historical price for 1800 CE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 33.72, the open interest changed by 21 which increased total open position to 126
On 14 Sept HAVELLS was trading at 1572.60. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 29.55, the open interest changed by -5 which decreased total open position to 93
| HAVELLS 30SEP2025 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1590.80 | 206.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1572.60 | 206.3 | 0 | 0.00 | 0 | 0 | 0 |
For Havells India Limited - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is 0.00
Historical price for 1800 PE is as follows
On 21 Sept HAVELLS was trading at 1590.80. The strike last trading price was 206.3, 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 206.3, 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
