HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2460 CE | ||||||||||||||||
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Delta: 0.92
Vega: 0.64
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 114.2 | -24.6 | 18.09 | 10 | 1 | 43 | |||||||||
| 14 Sept | 2580.50 | 135.8 | -59.4 | 14.59 | 14 | 2 | 15 | |||||||||
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| 17 Aug | 2480.60 | 80.5 | 0.2 | 14.63 | 3 | 2 | 3 | |||||||||
For Hindustan Unilever Ltd. - strike price 2460 expiring on 30SEP2025
Delta for 2460 CE is 0.92
Historical price for 2460 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 114.2, which was -24.6 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 43
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 135.8, which was -59.4 lower than the previous day. The implied volatity was 14.59, the open interest changed by 2 which increased total open position to 15
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 80.5, which was 0.2 higher than the previous day. The implied volatity was 14.63, the open interest changed by 2 which increased total open position to 3
| HINDUNILVR 30SEP2025 2460 PE | |||||||
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Delta: -0.08
Vega: 0.69
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 3.25 | 0.9 | 18.78 | 392 | 25 | 387 |
| 14 Sept | 2580.50 | 6.3 | 2.7 | 20.04 | 581 | 90 | 321 |
| 17 Aug | 2480.60 | 41 | 1 | 17.95 | 8 | -2 | 105 |
For Hindustan Unilever Ltd. - strike price 2460 expiring on 30SEP2025
Delta for 2460 PE is -0.08
Historical price for 2460 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 3.25, which was 0.9 higher than the previous day. The implied volatity was 18.78, the open interest changed by 25 which increased total open position to 387
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 6.3, which was 2.7 higher than the previous day. The implied volatity was 20.04, the open interest changed by 90 which increased total open position to 321
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 41, which was 1 higher than the previous day. The implied volatity was 17.95, the open interest changed by -2 which decreased total open position to 105
