HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2720 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.59
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2559.60 | 2.85 | -1.75 | 21.46 | 1,850 | -13 | 3,079 | |||||||||
| 14 Sept | 2580.50 | 6.65 | -5.3 | 18.39 | 2,730 | 304 | 3,142 | |||||||||
| 17 Aug | 2480.60 | 8 | 0.4 | 17.61 | 4 | 1 | 51 | |||||||||
For Hindustan Unilever Ltd. - strike price 2720 expiring on 30SEP2025
Delta for 2720 CE is 0.07
Historical price for 2720 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 2.85, which was -1.75 lower than the previous day. The implied volatity was 21.46, the open interest changed by -13 which decreased total open position to 3079
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 6.65, which was -5.3 lower than the previous day. The implied volatity was 18.39, the open interest changed by 304 which increased total open position to 3142
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 8, which was 0.4 higher than the previous day. The implied volatity was 17.61, the open interest changed by 1 which increased total open position to 51
| HINDUNILVR 30SEP2025 2720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.67
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 151.55 | 24.7 | 22.86 | 55 | -18 | 132 |
| 14 Sept | 2580.50 | 133 | 34.55 | 19.77 | 46 | -12 | 207 |
| 17 Aug | 2480.60 | 406.9 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2720 expiring on 30SEP2025
Delta for 2720 PE is -0.92
Historical price for 2720 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 151.55, which was 24.7 higher than the previous day. The implied volatity was 22.86, the open interest changed by -18 which decreased total open position to 132
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 133, which was 34.55 higher than the previous day. The implied volatity was 19.77, the open interest changed by -12 which decreased total open position to 207
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 406.9, 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
