HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2640 CE | ||||||||||||||||
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Delta: 0.21
Vega: 1.28
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 9.6 | -6.9 | 18.38 | 2,694 | 244 | 1,676 | |||||||||
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| 14 Sept | 2580.50 | 21.6 | -15.85 | 17.41 | 3,990 | 437 | 1,284 | |||||||||
| 17 Aug | 2480.60 | 17 | -2.7 | 16.62 | 7 | 2 | 118 | |||||||||
For Hindustan Unilever Ltd. - strike price 2640 expiring on 30SEP2025
Delta for 2640 CE is 0.21
Historical price for 2640 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 9.6, which was -6.9 lower than the previous day. The implied volatity was 18.38, the open interest changed by 244 which increased total open position to 1676
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 21.6, which was -15.85 lower than the previous day. The implied volatity was 17.41, the open interest changed by 437 which increased total open position to 1284
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 17, which was -2.7 lower than the previous day. The implied volatity was 16.62, the open interest changed by 2 which increased total open position to 118
| HINDUNILVR 30SEP2025 2640 PE | |||||||
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Delta: -0.78
Vega: 1.30
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 78.15 | 19.1 | 18.76 | 119 | -23 | 299 |
| 14 Sept | 2580.50 | 68.1 | 22.1 | 18.11 | 851 | -57 | 366 |
| 17 Aug | 2480.60 | 335.8 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2640 expiring on 30SEP2025
Delta for 2640 PE is -0.78
Historical price for 2640 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 78.15, which was 19.1 higher than the previous day. The implied volatity was 18.76, the open interest changed by -23 which decreased total open position to 299
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 68.1, which was 22.1 higher than the previous day. The implied volatity was 18.11, the open interest changed by -57 which decreased total open position to 366
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 335.8, 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
