HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2200 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.20
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 375 | -60 | 44.35 | 4 | -3 | 2 | |||||||||
| 14 Sept | 2580.50 | 435 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 2480.60 | 171.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.98
Historical price for 2200 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 375, which was -60 lower than the previous day. The implied volatity was 44.35, the open interest changed by -3 which decreased total open position to 2
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 435, 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 HINDUNILVR was trading at 2480.60. The strike last trading price was 171.55, 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
| HINDUNILVR 30SEP2025 2200 PE | |||||||
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Delta: -0.01
Vega: 0.08
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 0.35 | 0 | 36.91 | 2 | -1 | 60 |
| 14 Sept | 2580.50 | 0.55 | 0.25 | 31.86 | 20 | 8 | 64 |
| 17 Aug | 2480.60 | 2.55 | 0.05 | 20.65 | 1 | -1 | 33 |
For Hindustan Unilever Ltd. - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.01
Historical price for 2200 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 36.91, the open interest changed by -1 which decreased total open position to 60
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was 31.86, the open interest changed by 8 which increased total open position to 64
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 2.55, which was 0.05 higher than the previous day. The implied volatity was 20.65, the open interest changed by -1 which decreased total open position to 33
