HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2740 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.49
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2559.60 | 2.3 | -1.25 | 22.55 | 1,071 | 113 | 1,793 | |||||||||
| 14 Sept | 2580.50 | 5.35 | -3.9 | 19.15 | 1,864 | -130 | 1,632 | |||||||||
| 17 Aug | 2480.60 | 9.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Hindustan Unilever Ltd. - strike price 2740 expiring on 30SEP2025
Delta for 2740 CE is 0.05
Historical price for 2740 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 22.55, the open interest changed by 113 which increased total open position to 1793
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 5.35, which was -3.9 lower than the previous day. The implied volatity was 19.15, the open interest changed by -130 which decreased total open position to 1632
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 9.45, 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
| HINDUNILVR 30SEP2025 2740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.77
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 173.3 | 19.05 | 27.66 | 24 | -3 | 276 |
| 14 Sept | 2580.50 | 152.1 | 36.35 | 21.14 | 51 | -8 | 282 |
| 17 Aug | 2480.60 | 223.2 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2740 expiring on 30SEP2025
Delta for 2740 PE is -0.90
Historical price for 2740 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 173.3, which was 19.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by -3 which decreased total open position to 276
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 152.1, which was 36.35 higher than the previous day. The implied volatity was 21.14, the open interest changed by -8 which decreased total open position to 282
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 223.2, 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
