HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2520 CE | ||||||||||||||||
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Delta: 0.76
Vega: 1.38
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 62.1 | -22.6 | 16.72 | 66 | 4 | 69 | |||||||||
| 14 Sept | 2580.50 | 88.75 | -31.45 | 18.33 | 106 | -7 | 32 | |||||||||
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| 17 Aug | 2480.60 | 50.4 | -8 | 15.38 | 11 | 4 | 34 | |||||||||
For Hindustan Unilever Ltd. - strike price 2520 expiring on 30SEP2025
Delta for 2520 CE is 0.76
Historical price for 2520 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 62.1, which was -22.6 lower than the previous day. The implied volatity was 16.72, the open interest changed by 4 which increased total open position to 69
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 88.75, which was -31.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by -7 which decreased total open position to 32
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 50.4, which was -8 lower than the previous day. The implied volatity was 15.38, the open interest changed by 4 which increased total open position to 34
| HINDUNILVR 30SEP2025 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 1.39
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 11 | 3.55 | 17.07 | 759 | 80 | 427 |
| 14 Sept | 2580.50 | 15 | 6.2 | 18.70 | 783 | 44 | 361 |
| 17 Aug | 2480.60 | 237.45 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2520 expiring on 30SEP2025
Delta for 2520 PE is -0.24
Historical price for 2520 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 11, which was 3.55 higher than the previous day. The implied volatity was 17.07, the open interest changed by 80 which increased total open position to 427
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 15, which was 6.2 higher than the previous day. The implied volatity was 18.70, the open interest changed by 44 which increased total open position to 361
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 237.45, 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
