[--[65.84.65.76]--]
HINDUNILVR
Hindustan Unilever Ltd.

2572.2 12.60 (0.49%)

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Historical option data for HINDUNILVR

21 Sep 2025 04:13 PM IST
HINDUNILVR 30SEP2025 2760 CE
Delta: 0.04
Vega: 0.41
Theta: -0.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2559.60 1.85 -0.75 23.54 715 -77 2,525
14 Sept 2580.50 4.1 -3.05 19.62 1,514 -134 2,083
17 Aug 2480.60 8.6 0 6.63 0 0 0


For Hindustan Unilever Ltd. - strike price 2760 expiring on 30SEP2025

Delta for 2760 CE is 0.04

Historical price for 2760 CE is as follows

On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 1.85, which was -0.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by -77 which decreased total open position to 2525


On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 4.1, which was -3.05 lower than the previous day. The implied volatity was 19.62, the open interest changed by -134 which decreased total open position to 2083


On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 8.6, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0


HINDUNILVR 30SEP2025 2760 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2559.60 176.95 0 0.00 0 0 0
14 Sept 2580.50 116.85 -0.1 0.00 0 0 0
17 Aug 2480.60 443.6 0 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2760 expiring on 30SEP2025

Delta for 2760 PE is 0.00

Historical price for 2760 PE is as follows

On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 176.95, 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


On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 116.85, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 443.6, 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