Call Option Chain of Hindustan Unilever Ltd. (HINDUNILVR) with Implied Volatility & Greeks

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Call Option Chain of Hindustan Unilever Ltd. (HINDUNILVR)

Birds Eye View of Hindustan Unilever Ltd.

HINDUNILVR -Put Call Ratio

Spot Close : 2359.20 Expiry date : Call Put Show All OHLC Show All Greeks

Hindustan Unilever Ltd. Option for Expiry Date 29/05/2025

Strike Price	Close / OHL	Change/ Change %	Open Interest / Change	Contracts/ % Change	Turnover (in Lac)	Implied Volatility / Prev	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
2100.00	264.10 C- 264.10 O-264.10 H-264.10 L-264.10	-27.90/ -9.55 %	4500.00/ -300.000	1/NA	7.00	56.29 / 48.51	Position UnWinding	Bearish	73.67	88.00	0.951 Delta : 0.951 Theta : -1.77 Rho : 0.325 Vega : 0.305 Gamma : 0.0006
2200.00	160.00 C- 160.00 O-137.00 H-166.35 L-135.00	26.30/ 19.67 %	63.90 K/ -3000.000	13/ -75.00 %	92.00	6.30 / 24.29	Short Covering	Bullish	3.90	16.38	0.986 Delta : 0.986 Theta : -0.371 Rho : 0.356 Vega : 0 Gamma : 0
2260.00	101.05 C- 101.05 O-87.50 H-107.25 L-79.20	27.20/ 36.83 %	58.20 K/ -5400.000	116/ -56.23 %	818.00	16.32 / 15.03	Short Covering	Bullish	2.09	4.20	0.982 Delta : 0.982 Theta : -0.561 Rho : 0.364 Vega : 0.134 Gamma : 0.0009
2280.00	82.40 C- 82.40 O-67.00 H-88.45 L-67.00	25.00/ 43.55 %	69.60 K/ -5400.000	57/ -75.64 %	403.00	18.31 / 17.09	Short Covering	Bullish	1.67	11.84	0.933 Delta : 0.933 Theta : -0.964 Rho : 0.348 Vega : 0.394 Gamma : 0.0024
2300.00	63.85 C- 63.85 O-47.85 H-72.10 L-41.35	21.35/ 50.24 %	109.20 K/ -3600.000	385/ -76.10 %	2723.00	17.38 / 17.67	Short Covering	Bullish	2.42	5.46	0.882 Delta : 0.882 Theta : -1.21 Rho : 0.331 Vega : 0.600 Gamma : 0.0038
2320.00	47.10 C- 47.10 O-33.15 H-54.90 L-29.35	17.25/ 57.79 %	123.90 K/ -42600.000	948/ -61.90 %	6715.00	17.22 / 17.93	Short Covering	Bullish	1.17	1.34	0.788 Delta : 0.788 Theta : -1.57 Rho : 0.298 Vega : 0.875 Gamma : 0.0056
2340.00	31.80 C- 31.80 O-22.65 H-40.10 L-19.30	12.00/ 60.61 %	307.20 K/ -74400.000	1998/ -60.44 %	14205.00	16.38 / 18.08	Short Covering	Bullish	1.08	1.22	0.667 Delta : 0.667 Theta : -1.76 Rho : 0.253 Vega : 1.10 Gamma : 0.0073
2360.00	20.45 C- 20.45 O-13.20 H-26.95 L-11.90	7.80/ 61.66 %	461.40 K/ -122700.000	4329/ -33.48 %	30913.00	16.61 / 18.45	Short Covering	Bullish	0.537	0.314	0.511 Delta : 0.511 Theta : -1.87 Rho : 0.195 Vega : 1.21 Gamma : 0.0079
2380.00	12.15 C- 12.15 O-8.80 H-17.20 L-7.75	4.10/ 50.93 %	354.90 K/ -31500.000	2512/ -5.14 %	18031.00	16.76 / 19.14	Short Covering	Bullish	0.499	0.229	0.357 Delta : 0.357 Theta : -1.72 Rho : 0.137 Vega : 1.13 Gamma : 0.0074
2400.00	6.70 C- 6.70 O-5.45 H-9.85 L-4.90	1.75/ 35.35 %	1353.60 K/ -155400.000	5625/ -34.55 %	40623.00	16.96 / 19.72	Short Covering	Bullish	0.365	0.117	0.228 Delta : 0.228 Theta : -1.38 Rho : 0.087 Vega : 0.914 Gamma : 0.0059
2420.00	3.85 C- 3.85 O-3.60 H-5.80 L-3.10	0.450/ 13.24 %	332.70 K/ 16500.00	2517/ 7.98 %	18305.00	17.79 / 21.03	Position Build Up	Bullish	0.276	0.0222	0.141 Delta : 0.141 Theta : -1.06 Rho : 0.054 Vega : 0.678 Gamma : 0.0042
2440.00	2.25 C- 2.25 O-2.10 H-3.55 L-1.55	-0.100/ -4.26 %	376.50 K/ -44400.000	749/ -66.14 %	5489.00	18.76 / 22.25	Position UnWinding	Bearish	0.211	0.0067	0.087 Delta : 0.087 Theta : -0.783 Rho : 0.0334 Vega : 0.479 Gamma : 0.0028
2460.00	1.55 C- 1.55 O-1.80 H-2.35 L-1.35	-0.250/ -13.89 %	349.80 K/ 300.00	782/ -28.71 %	5776.00	20.38 / 23.87	Short Build Up	Bearish	0.189	0.0332	0.059 Delta : 0.059 Theta : -0.629 Rho : 0.0227 Vega : 0.356 Gamma : 0.0019
2480.00	1.20 C- 1.20 O-1.55 H-1.80 L-1.00	-0.300/ -20.00 %	247.80 K/ -300.000	476/ -49.25 %	3544.00	22.31 / 25.76	Position UnWinding	Bearish	0	0	0.0439 Delta : 0.0439 Theta : -0.540 Rho : 0.0168 Vega : 0.281 Gamma : 0.0014
2500.00	1.05 C- 1.05 O-1.50 H-1.60 L-0.950	-0.200/ -16.00 %	1141.80 K/ -66900.000	1787/ -28.61 %	13409.00	24.60 / 27.51	Position UnWinding	Bearish	0.090	0.083	0.0359 Delta : 0.0359 Theta : -0.504 Rho : 0.0138 Vega : 0.239 Gamma : 0.0011
2520.00	0.850 C- 0.850 O-1.00 H-1.20 L-0.750	-0.150/ -15.00 %	180.00 K/ -37500.000	530/ -13.82 %	4008.00	26.41 / 28.96	Position UnWinding	Bearish	0	0	0.0281 Delta : 0.0281 Theta : -0.440 Rho : 0.0107 Vega : 0.195 Gamma : 0.0008
2540.00	0.900 C- 0.900 O-0.900 H-1.05 L-0.800	NA	184.20 K/ -6000.000	122/ -64.53 %	930.00	29.31 / 30.87	Position UnWinding	Bearish	0	0	0.0270 Delta : 0.0270 Theta : -0.471 Rho : 0.0103 Vega : 0.188 Gamma : 0.0007
2560.00	0.650 C- 0.650 O-0.750 H-0.800 L-0.550	-0.100/ -13.33 %	112.80 K/ -17100.000	183/ 94.68 %	1406.00	30.35 / 32.32	Position UnWinding	Bearish	0.0053	0.0109	0.0196 Delta : 0.0196 Theta : -0.372 Rho : 0.0075 Vega : 0.144 Gamma : 0.0005
2580.00	0.600 C- 0.600 O-0.600 H-0.650 L-0.500	-0.0500/ -7.69 %	69.30 K/ -9900.000	61/ -48.74 %	472.00	32.42 / 33.88	Position UnWinding	Bearish	0	0	0.0172 Delta : 0.0172 Theta : -0.355 Rho : 0.0066 Vega : 0.129 Gamma : 0.0004
2600.00	0.550 C- 0.550 O-0.500 H-0.700 L-0.400	NA	857.10 K/ 33900.00	455/ -50.54 %	3550.00	34.38 / 35.26	Short Build Up	Bearish	0.148	0.0220	0.0151 Delta : 0.0151 Theta : -0.336 Rho : 0.0058 Vega : 0.115 Gamma : 0.0004
2620.00	0.200 C- 0.200 O-0.350 H-0.350 L-0.200	-0.0500/ -20.00 %	228.60 K/ -4200.000	39/ -11.36 %	307.00	32.36 / 33.89	Position UnWinding	Bearish	0	0	0.0064 Delta : 0.0064 Theta : -0.149 Rho : 0.0024 Vega : 0.054 Gamma : 0.0002
2640.00	0.200 C- 0.200 O-0.100 H-0.250 L-0.100	-0.100/ -33.33 %	177.90 K/ -13800.000	58/ 141.67 %	459.00	34.43 / 36.59	Position UnWinding	Bearish	0	0	0.0060 Delta : 0.0060 Theta : -0.151 Rho : 0.0023 Vega : 0.052 Gamma : 0.0002
2680.00	0.050 C- 0.050 O-0.100 H-0.100 L-0.050	-0.100/ -66.67 %	145.50 K/ -6300.000	111/ 382.61 %	892.00	33.57 / 37.50	Position UnWinding	Bearish	0	0	0.0017 Delta : 0.0017 Theta : -0.0476 Rho : 0.0007 Vega : 0.0168 Gamma : 0.0001
2720.00	0.250 C- 0.250 O-0.350 H-0.350 L-0.250	-0.100/ -28.57 %	117.90 K/ -300.000	3/ -96.39 %	24.00	43.49 / 45.01	Position UnWinding	Bearish	0	0	0.0060 Delta : 0.0060 Theta : -0.189 Rho : 0.0023 Vega : 0.051 Gamma : 0.0001

Risk Free rate : 6.25%, Dividend Yield : 2.03 %