HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 1.67
Theta: -1.55
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2559.60 | 18.55 | -12.4 | 17.14 | 6,255 | 605 | 3,210 | |||||||||
| 14 Sept | 2580.50 | 37.05 | -22.55 | 17.30 | 6,828 | 1,164 | 1,652 | |||||||||
| 17 Aug | 2480.60 | 25.1 | -3.9 | 16.30 | 107 | 31 | 200 | |||||||||
For Hindustan Unilever Ltd. - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.36
Historical price for 2600 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 18.55, which was -12.4 lower than the previous day. The implied volatity was 17.14, the open interest changed by 605 which increased total open position to 3210
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 37.05, which was -22.55 lower than the previous day. The implied volatity was 17.30, the open interest changed by 1164 which increased total open position to 1652
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 25.1, which was -3.9 lower than the previous day. The implied volatity was 16.30, the open interest changed by 31 which increased total open position to 200
| HINDUNILVR 30SEP2025 2600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 1.67
Theta: -0.88
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 47.4 | 13.95 | 17.54 | 1,587 | -91 | 1,630 |
| 14 Sept | 2580.50 | 43.6 | 15.3 | 17.88 | 5,751 | 94 | 1,693 |
| 17 Aug | 2480.60 | 113 | -5 | 16.35 | 8 | 1 | 39 |
For Hindustan Unilever Ltd. - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -0.63
Historical price for 2600 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 47.4, which was 13.95 higher than the previous day. The implied volatity was 17.54, the open interest changed by -91 which decreased total open position to 1630
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 43.6, which was 15.3 higher than the previous day. The implied volatity was 17.88, the open interest changed by 94 which increased total open position to 1693
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 113, which was -5 lower than the previous day. The implied volatity was 16.35, the open interest changed by 1 which increased total open position to 39
