HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2500 CE | ||||||||||||||||
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Delta: 0.84
Vega: 1.10
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 78.15 | -23.3 | 16.92 | 107 | -11 | 169 | |||||||||
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| 14 Sept | 2580.50 | 103.5 | -34.8 | 17.72 | 198 | 0 | 240 | |||||||||
| 17 Aug | 2480.60 | 58.15 | -9 | 14.82 | 78 | 16 | 169 | |||||||||
For Hindustan Unilever Ltd. - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.84
Historical price for 2500 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 78.15, which was -23.3 lower than the previous day. The implied volatity was 16.92, the open interest changed by -11 which decreased total open position to 169
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 103.5, which was -34.8 lower than the previous day. The implied volatity was 17.72, the open interest changed by 0 which decreased total open position to 240
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 58.15, which was -9 lower than the previous day. The implied volatity was 14.82, the open interest changed by 16 which increased total open position to 169
| HINDUNILVR 30SEP2025 2500 PE | |||||||
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Delta: -0.17
Vega: 1.13
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 7.1 | 2.2 | 17.34 | 1,649 | -12 | 1,199 |
| 14 Sept | 2580.50 | 11.1 | 4.55 | 19.00 | 2,482 | 336 | 1,247 |
| 17 Aug | 2480.60 | 60 | 7 | 18.46 | 47 | 25 | 89 |
For Hindustan Unilever Ltd. - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.17
Historical price for 2500 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 7.1, which was 2.2 higher than the previous day. The implied volatity was 17.34, the open interest changed by -12 which decreased total open position to 1199
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 11.1, which was 4.55 higher than the previous day. The implied volatity was 19.00, the open interest changed by 336 which increased total open position to 1247
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 60, which was 7 higher than the previous day. The implied volatity was 18.46, the open interest changed by 25 which increased total open position to 89
