HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.73
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2559.60 | 3.9 | -2.55 | 20.80 | 4,423 | 81 | 7,226 | |||||||||
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| 14 Sept | 2580.50 | 9.05 | -7.15 | 18.13 | 7,850 | 172 | 6,072 | |||||||||
| 17 Aug | 2480.60 | 9.6 | -1.6 | 17.33 | 122 | 5 | 233 | |||||||||
For Hindustan Unilever Ltd. - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.09
Historical price for 2700 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 3.9, which was -2.55 lower than the previous day. The implied volatity was 20.80, the open interest changed by 81 which increased total open position to 7226
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 9.05, which was -7.15 lower than the previous day. The implied volatity was 18.13, the open interest changed by 172 which increased total open position to 6072
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 9.6, which was -1.6 lower than the previous day. The implied volatity was 17.33, the open interest changed by 5 which increased total open position to 233
| HINDUNILVR 30SEP2025 2700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.77
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 132.2 | 23.95 | 21.37 | 150 | -12 | 663 |
| 14 Sept | 2580.50 | 114.5 | 30.4 | 18.64 | 501 | 56 | 912 |
| 17 Aug | 2480.60 | 165 | 0 | 0.00 | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is -0.90
Historical price for 2700 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 132.2, which was 23.95 higher than the previous day. The implied volatity was 21.37, the open interest changed by -12 which decreased total open position to 663
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 114.5, which was 30.4 higher than the previous day. The implied volatity was 18.64, the open interest changed by 56 which increased total open position to 912
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
