Historical option data for HAVELLS
26 May 2026 04:10 PM IST
| HAVELLS 30-Jun-2026 (34d) 1210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.01
Theta: -0.62
Gamma: 0.00412
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1201.00 | 38.8 | -2.25 (-5.48%) | 25.83 | 459 | 305 | 335 | |||||||||
| 25 May | 1203.80 | 41.8 | 0.3 (0.72%) | 26.81 | 25 | 5 | 28 | |||||||||
| 22 May | 1200.90 | 41.5 | -2.5 (-5.68%) | 27.09 | 12 | 4 | 23 | |||||||||
| 21 May | 1209.70 | 44.35 | -5.65 (-11.30%) | 24.68 | 33 | 18 | 20 | |||||||||
| 20 May | 1207.80 | 50 | 0 (0.00%) | 26.95 | 0 | 0 | 2 | |||||||||
| 19 May | 1207.20 | 50 | -5.9 (-10.55%) | 26.95 | 1 | 1 | 2 | |||||||||
| 18 May | 1194.80 | 55.9 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 1209.60 | 55.9 | -51.1 (-47.76%) | 30.24 | 1 | 1 | 1 | |||||||||
| 14 May | 1210.80 | 0 | -107 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1199.20 | 0 | -107 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1190.90 | 0 | -107 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1230.00 | 0 | -107 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1255.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1268.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1257.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1239.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1256.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1240.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1252.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Havells India Limited - strike price 1210 expiring on 30JUN2026
Delta for 1210 CE is 0.52
Historical price for 1210 CE is as follows
On 26 May HAVELLS was trading at 1201.00. The strike last trading price was 38.8, which was -2.25 lower than the previous day. The implied volatity was 25.83, the open interest changed by 305 which increased total open position to 335
On 25 May HAVELLS was trading at 1203.80. The strike last trading price was 41.8, which was 0.3 higher than the previous day. The implied volatity was 26.81, the open interest changed by 5 which increased total open position to 28
On 22 May HAVELLS was trading at 1200.90. The strike last trading price was 41.5, which was -2.5 lower than the previous day. The implied volatity was 27.09, the open interest changed by 4 which increased total open position to 23
On 21 May HAVELLS was trading at 1209.70. The strike last trading price was 44.35, which was -5.65 lower than the previous day. The implied volatity was 24.68, the open interest changed by 18 which increased total open position to 20
On 20 May HAVELLS was trading at 1207.80. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 2
On 19 May HAVELLS was trading at 1207.20. The strike last trading price was 50, which was -5.9 lower than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 2
On 18 May HAVELLS was trading at 1194.80. The strike last trading price was 55.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May HAVELLS was trading at 1209.60. The strike last trading price was 55.9, which was -51.1 lower than the previous day. The implied volatity was 30.24, the open interest changed by 1 which increased total open position to 1
On 14 May HAVELLS was trading at 1210.80. The strike last trading price was 0, which was -107 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HAVELLS was trading at 1199.20. The strike last trading price was 0, which was -107 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HAVELLS was trading at 1190.90. The strike last trading price was 0, which was -107 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May HAVELLS was trading at 1230.00. The strike last trading price was 0, which was -107 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May HAVELLS was trading at 1255.20. The strike last trading price was 0, 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
On 7 May HAVELLS was trading at 1268.90. The strike last trading price was 0, 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
On 6 May HAVELLS was trading at 1257.30. The strike last trading price was 0, 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
On 5 May HAVELLS was trading at 1239.60. The strike last trading price was 0, 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
On 4 May HAVELLS was trading at 1256.60. The strike last trading price was 0, 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
On 30 Apr HAVELLS was trading at 1240.60. The strike last trading price was 0, 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
On 29 Apr HAVELLS was trading at 1252.50. The strike last trading price was 0, 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
| HAVELLS 30-Jun-2026 (34d) 1210 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.01
Theta: -0.37
Gamma: 0.00472
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1201.00 | 33.45 | 1.3 (4.04%) | 22.53 | 106 | 77 | 78 |
| 25 May | 1203.80 | 32.15 | -0.6 (-1.83%) | 22.05 | 1 | 0 | 0 |
| 22 May | 1200.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 1209.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 1207.80 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 1207.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1194.80 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1209.60 | 0 | -32.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1210.80 | 0 | -32.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1199.20 | 0 | -32.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1190.90 | 0 | -32.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1230.00 | 0 | -32.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1255.20 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1268.90 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 1257.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 1239.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 1256.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1240.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1252.50 | 0 | 0 | - | 0 | 0 | 0 |
For Havells India Limited - strike price 1210 expiring on 30JUN2026
Delta for 1210 PE is -0.48
Historical price for 1210 PE is as follows
On 26 May HAVELLS was trading at 1201.00. The strike last trading price was 33.45, which was 1.3 higher than the previous day. The implied volatity was 22.53, the open interest changed by 77 which increased total open position to 78
On 25 May HAVELLS was trading at 1203.80. The strike last trading price was 32.15, which was -0.6 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 0
On 22 May HAVELLS was trading at 1200.90. The strike last trading price was 0, 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
On 21 May HAVELLS was trading at 1209.70. The strike last trading price was 0, 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
On 20 May HAVELLS was trading at 1207.80. The strike last trading price was 0, 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
On 19 May HAVELLS was trading at 1207.20. The strike last trading price was 0, 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
On 18 May HAVELLS was trading at 1194.80. The strike last trading price was 0, 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
On 15 May HAVELLS was trading at 1209.60. The strike last trading price was 0, which was -32.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May HAVELLS was trading at 1210.80. The strike last trading price was 0, which was -32.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May HAVELLS was trading at 1199.20. The strike last trading price was 0, which was -32.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May HAVELLS was trading at 1190.90. The strike last trading price was 0, which was -32.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May HAVELLS was trading at 1230.00. The strike last trading price was 0, which was -32.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May HAVELLS was trading at 1255.20. The strike last trading price was 0, 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
On 7 May HAVELLS was trading at 1268.90. The strike last trading price was 0, 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
On 6 May HAVELLS was trading at 1257.30. The strike last trading price was 0, 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
On 5 May HAVELLS was trading at 1239.60. The strike last trading price was 0, 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
On 4 May HAVELLS was trading at 1256.60. The strike last trading price was 0, 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
On 30 Apr HAVELLS was trading at 1240.60. The strike last trading price was 0, 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
On 29 Apr HAVELLS was trading at 1252.50. The strike last trading price was 0, 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
