HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 1.49
Theta: -1.39
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 13.2 | -9.45 | 17.63 | 2,763 | 174 | 1,228 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2580.50 | 28.2 | -18.9 | 17.18 | 3,250 | 499 | 689 | |||||||||
| 17 Aug | 2480.60 | 65.75 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2620 expiring on 30SEP2025
Delta for 2620 CE is 0.28
Historical price for 2620 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 13.2, which was -9.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by 174 which increased total open position to 1228
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 28.2, which was -18.9 lower than the previous day. The implied volatity was 17.18, the open interest changed by 499 which increased total open position to 689
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
| HINDUNILVR 30SEP2025 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 1.53
Theta: -0.79
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 63.2 | 18.1 | 18.88 | 264 | -36 | 447 |
| 14 Sept | 2580.50 | 52.9 | 16.5 | 17.00 | 1,869 | -481 | 829 |
| 17 Aug | 2480.60 | 138 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2620 expiring on 30SEP2025
Delta for 2620 PE is -0.71
Historical price for 2620 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 63.2, which was 18.1 higher than the previous day. The implied volatity was 18.88, the open interest changed by -36 which decreased total open position to 447
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 52.9, which was 16.5 higher than the previous day. The implied volatity was 17.00, the open interest changed by -481 which decreased total open position to 829
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 138, 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
