HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.24
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 172 | -28 | 20.12 | 5 | -2 | 85 | |||||||||
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| 14 Sept | 2580.50 | 191.55 | -53.95 | - | 6 | -4 | 92 | |||||||||
| 17 Aug | 2480.60 | 136 | 63.7 | 19.43 | 1 | 1 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.98
Historical price for 2400 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 172, which was -28 lower than the previous day. The implied volatity was 20.12, the open interest changed by -2 which decreased total open position to 85
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 191.55, which was -53.95 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 92
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 136, which was 63.7 higher than the previous day. The implied volatity was 19.43, the open interest changed by 1 which increased total open position to 0
| HINDUNILVR 30SEP2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.38
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 1.7 | 0.65 | 23.38 | 83 | -10 | 694 |
| 14 Sept | 2580.50 | 3 | 1.15 | 22.26 | 402 | 49 | 787 |
| 17 Aug | 2480.60 | 22.5 | 2.45 | 18.06 | 54 | 6 | 205 |
For Hindustan Unilever Ltd. - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.04
Historical price for 2400 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 1.7, which was 0.65 higher than the previous day. The implied volatity was 23.38, the open interest changed by -10 which decreased total open position to 694
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 3, which was 1.15 higher than the previous day. The implied volatity was 22.26, the open interest changed by 49 which increased total open position to 787
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 22.5, which was 2.45 higher than the previous day. The implied volatity was 18.06, the open interest changed by 6 which increased total open position to 205
