HINDUNILVR
Hindustan Unilever Ltd.
Historical option data for HINDUNILVR
21 Sep 2025 04:13 PM IST
| HINDUNILVR 30SEP2025 2800 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.32
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2559.60 | 1.45 | -0.5 | 26.19 | 3,232 | -643 | 6,412 | |||||||||
| 14 Sept | 2580.50 | 3.05 | -1.7 | 21.55 | 7,321 | 1,730 | 7,714 | |||||||||
| 17 Aug | 2480.60 | 4 | 0 | 18.83 | 6 | -2 | 36 | |||||||||
For Hindustan Unilever Ltd. - strike price 2800 expiring on 30SEP2025
Delta for 2800 CE is 0.03
Historical price for 2800 CE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 1.45, which was -0.5 lower than the previous day. The implied volatity was 26.19, the open interest changed by -643 which decreased total open position to 6412
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 3.05, which was -1.7 lower than the previous day. The implied volatity was 21.55, the open interest changed by 1730 which increased total open position to 7714
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 18.83, the open interest changed by -2 which decreased total open position to 36
| HINDUNILVR 30SEP2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2559.60 | 223.45 | 3.45 | - | 4 | -1 | 213 |
| 14 Sept | 2580.50 | 208 | 36.6 | 22.57 | 50 | -32 | 221 |
| 17 Aug | 2480.60 | 480.85 | 0 | - | 0 | 0 | 0 |
For Hindustan Unilever Ltd. - strike price 2800 expiring on 30SEP2025
Delta for 2800 PE is -
Historical price for 2800 PE is as follows
On 21 Sept HINDUNILVR was trading at 2559.60. The strike last trading price was 223.45, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 213
On 14 Sept HINDUNILVR was trading at 2580.50. The strike last trading price was 208, which was 36.6 higher than the previous day. The implied volatity was 22.57, the open interest changed by -32 which decreased total open position to 221
On 17 Aug HINDUNILVR was trading at 2480.60. The strike last trading price was 480.85, 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
