HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2480 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.78
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2559.60 | 94.95 | -24.8 | 16.47 | 30 | 0 | 51 | |||||||||
| 14 Sept | 2580.50 | 120.65 | -35.9 | 17.96 | 50 | 12 | 40 | |||||||||
| 17 Aug | 2480.60 | 69 | -10.7 | 14.80 | 6 | 4 | 31 | |||||||||
For Hindustan Unilever Ltd. - strike price 2480 expiring on 30SEP2025
Delta for 2480 CE is 0.90
Historical price for 2480 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 94.95, which was -24.8 lower than the previous day. The implied volatity was 16.47, the open interest changed by 0 which decreased total open position to 51
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 120.65, which was -35.9 lower than the previous day. The implied volatity was 17.96, the open interest changed by 12 which increased total open position to 40
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 69, which was -10.7 lower than the previous day. The implied volatity was 14.80, the open interest changed by 4 which increased total open position to 31
| HINDUNILVR 30SEP2025 2480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.89
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 4.85 | 1.5 | 18.10 | 496 | 92 | 438 |
| 14 Sept | 2580.50 | 8.05 | 3.2 | 19.26 | 725 | 261 | 479 |
| 17 Aug | 2480.60 | 50.75 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2480 expiring on 30SEP2025
Delta for 2480 PE is -0.12
Historical price for 2480 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 4.85, which was 1.5 higher than the previous day. The implied volatity was 18.10, the open interest changed by 92 which increased total open position to 438
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 8.05, which was 3.2 higher than the previous day. The implied volatity was 19.26, the open interest changed by 261 which increased total open position to 479
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 50.75, 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
