HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2660 CE | ||||||||||||||||
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Delta: 0.16
Vega: 1.06
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 6.75 | -5.1 | 18.90 | 2,101 | 50 | 1,587 | |||||||||
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| 14 Sept | 2580.50 | 16.2 | -12.85 | 17.57 | 2,977 | 278 | 1,257 | |||||||||
| 17 Aug | 2480.60 | 52.45 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2660 expiring on 30SEP2025
Delta for 2660 CE is 0.16
Historical price for 2660 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 6.75, which was -5.1 lower than the previous day. The implied volatity was 18.90, the open interest changed by 50 which increased total open position to 1587
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 16.2, which was -12.85 lower than the previous day. The implied volatity was 17.57, the open interest changed by 278 which increased total open position to 1257
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 52.45, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
| HINDUNILVR 30SEP2025 2660 PE | |||||||
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Delta: -0.85
Vega: 1.06
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 94.6 | 19.8 | 18.76 | 52 | 5 | 228 |
| 14 Sept | 2580.50 | 83.25 | 26.2 | 18.68 | 723 | -67 | 300 |
| 17 Aug | 2480.60 | 164.25 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2660 expiring on 30SEP2025
Delta for 2660 PE is -0.85
Historical price for 2660 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 94.6, which was 19.8 higher than the previous day. The implied volatity was 18.76, the open interest changed by 5 which increased total open position to 228
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 83.25, which was 26.2 higher than the previous day. The implied volatity was 18.68, the open interest changed by -67 which decreased total open position to 300
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 164.25, 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
