HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2560 CE | ||||||||||||||||
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Delta: 0.57
Vega: 1.75
Theta: -1.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 35.9 | -17.8 | 16.75 | 1,328 | 192 | 431 | |||||||||
| 14 Sept | 2580.50 | 58.85 | -29.05 | 17.23 | 893 | 71 | 158 | |||||||||
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| 17 Aug | 2480.60 | 36 | -5 | 15.88 | 22 | 8 | 50 | |||||||||
For Hindustan Unilever Ltd. - strike price 2560 expiring on 30SEP2025
Delta for 2560 CE is 0.57
Historical price for 2560 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 35.9, which was -17.8 lower than the previous day. The implied volatity was 16.75, the open interest changed by 192 which increased total open position to 431
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 58.85, which was -29.05 lower than the previous day. The implied volatity was 17.23, the open interest changed by 71 which increased total open position to 158
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 36, which was -5 lower than the previous day. The implied volatity was 15.88, the open interest changed by 8 which increased total open position to 50
| HINDUNILVR 30SEP2025 2560 PE | |||||||
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Delta: -0.43
Vega: 1.75
Theta: -1.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 24.6 | 8.2 | 16.98 | 2,197 | 136 | 876 |
| 14 Sept | 2580.50 | 26.1 | 10.2 | 18.09 | 3,090 | 467 | 828 |
| 17 Aug | 2480.60 | 268.85 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2560 expiring on 30SEP2025
Delta for 2560 PE is -0.43
Historical price for 2560 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 24.6, which was 8.2 higher than the previous day. The implied volatity was 16.98, the open interest changed by 136 which increased total open position to 876
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 26.1, which was 10.2 higher than the previous day. The implied volatity was 18.09, the open interest changed by 467 which increased total open position to 828
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 268.85, 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
