HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2580 CE | ||||||||||||||||
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Delta: 0.46
Vega: 1.77
Theta: -1.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 26.35 | -14.9 | 17.03 | 2,737 | 510 | 1,245 | |||||||||
| 14 Sept | 2580.50 | 47.05 | -26 | 17.22 | 2,429 | 315 | 379 | |||||||||
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| 17 Aug | 2480.60 | 81.45 | 0 | 2.00 | 0 | 0 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2580 expiring on 30SEP2025
Delta for 2580 CE is 0.46
Historical price for 2580 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 26.35, which was -14.9 lower than the previous day. The implied volatity was 17.03, the open interest changed by 510 which increased total open position to 1245
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 47.05, which was -26 lower than the previous day. The implied volatity was 17.22, the open interest changed by 315 which increased total open position to 379
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 81.45, which was 0 lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
| HINDUNILVR 30SEP2025 2580 PE | |||||||
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Delta: -0.54
Vega: 1.77
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 34 | 10.1 | 16.70 | 1,990 | -103 | 792 |
| 14 Sept | 2580.50 | 33.9 | 12.6 | 17.90 | 4,795 | 401 | 778 |
| 17 Aug | 2480.60 | 114.1 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2580 expiring on 30SEP2025
Delta for 2580 PE is -0.54
Historical price for 2580 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 34, which was 10.1 higher than the previous day. The implied volatity was 16.70, the open interest changed by -103 which decreased total open position to 792
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 33.9, which was 12.6 higher than the previous day. The implied volatity was 17.90, the open interest changed by 401 which increased total open position to 778
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 114.1, 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
