HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2540 CE | ||||||||||||||||
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Delta: 0.67
Vega: 1.61
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 47.75 | -20.65 | 16.57 | 395 | 43 | 164 | |||||||||
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| 14 Sept | 2580.50 | 73.45 | -30.7 | 17.90 | 177 | 25 | 60 | |||||||||
| 17 Aug | 2480.60 | 44.2 | 3.2 | 16.06 | 9 | 7 | 11 | |||||||||
For Hindustan Unilever Ltd. - strike price 2540 expiring on 30SEP2025
Delta for 2540 CE is 0.67
Historical price for 2540 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 47.75, which was -20.65 lower than the previous day. The implied volatity was 16.57, the open interest changed by 43 which increased total open position to 164
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 73.45, which was -30.7 lower than the previous day. The implied volatity was 17.90, the open interest changed by 25 which increased total open position to 60
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 44.2, which was 3.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by 7 which increased total open position to 11
| HINDUNILVR 30SEP2025 2540 PE | |||||||
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Delta: -0.33
Vega: 1.61
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 16.65 | 5.65 | 16.91 | 939 | 87 | 716 |
| 14 Sept | 2580.50 | 19.9 | 7.95 | 18.38 | 1,338 | 109 | 603 |
| 17 Aug | 2480.60 | 92.7 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2540 expiring on 30SEP2025
Delta for 2540 PE is -0.33
Historical price for 2540 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 16.65, which was 5.65 higher than the previous day. The implied volatity was 16.91, the open interest changed by 87 which increased total open position to 716
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 19.9, which was 7.95 higher than the previous day. The implied volatity was 18.38, the open interest changed by 109 which increased total open position to 603
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 92.7, 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
