HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2680 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.88
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2559.60 | 4.95 | -3.7 | 19.69 | 1,619 | 181 | 1,579 | |||||||||
| 14 Sept | 2580.50 | 12.2 | -9.65 | 17.87 | 2,883 | 415 | 1,430 | |||||||||
| 17 Aug | 2480.60 | 12.15 | -2.85 | 17.34 | 29 | 16 | 25 | |||||||||
For Hindustan Unilever Ltd. - strike price 2680 expiring on 30SEP2025
Delta for 2680 CE is 0.12
Historical price for 2680 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 4.95, which was -3.7 lower than the previous day. The implied volatity was 19.69, the open interest changed by 181 which increased total open position to 1579
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 12.2, which was -9.65 lower than the previous day. The implied volatity was 17.87, the open interest changed by 415 which increased total open position to 1430
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 12.15, which was -2.85 lower than the previous day. The implied volatity was 17.34, the open interest changed by 16 which increased total open position to 25
| HINDUNILVR 30SEP2025 2680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 1.05
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 115.75 | 24.6 | 22.66 | 15 | -3 | 224 |
| 14 Sept | 2580.50 | 98.55 | 28.15 | 18.77 | 401 | -16 | 214 |
| 17 Aug | 2480.60 | 370.95 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2680 expiring on 30SEP2025
Delta for 2680 PE is -0.85
Historical price for 2680 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 115.75, which was 24.6 higher than the previous day. The implied volatity was 22.66, the open interest changed by -3 which decreased total open position to 224
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 98.55, which was 28.15 higher than the previous day. The implied volatity was 18.77, the open interest changed by -16 which decreased total open position to 214
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 370.95, 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
