DABUR
Dabur India Ltd
Historical option data for DABUR
06 Apr 2026 04:11 PM IST
| DABUR 28-Apr-2026 (21d) 420 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.41
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 413.70 | 10.7 | -2.6 | 29.66 | 1,209 | 108 | 594 | |||||||||
| 2 Apr | 417.25 | 13.5 | 1.45 | 28.12 | 796 | 126 | 483 | |||||||||
| 1 Apr | 414.95 | 12.1 | 0.4 | 29.31 | 484 | 92 | 353 | |||||||||
| 30 Mar | 410.45 | 12.2 | -4.2 | 32.95 | 389 | 44 | 262 | |||||||||
| 27 Mar | 419.60 | 16.05 | -6.45 | 28.81 | 273 | 142 | 221 | |||||||||
| 25 Mar | 431.00 | 22.5 | 4.55 | 24.96 | 54 | -6 | 79 | |||||||||
| 24 Mar | 421.40 | 17.6 | 1.15 | 26.9 | 240 | 34 | 84 | |||||||||
| 23 Mar | 417.35 | 16.55 | -7.45 | 30.8 | 51 | 37 | 46 | |||||||||
| 20 Mar | 430.70 | 24 | -1 | 27.22 | 7 | 5 | 8 | |||||||||
| 19 Mar | 430.20 | 25 | -19 | 27.5 | 1 | 0 | 2 | |||||||||
| 18 Mar | 451.85 | 41 | -3 | 29.75 | 1 | 0 | 1 | |||||||||
| 17 Mar | 452.60 | 44 | -4 | 33.59 | 1 | 0 | 1 | |||||||||
| 16 Mar | 458.85 | - | - | - | 0 | 0 | 0 | |||||||||
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| 13 Mar | 453.50 | 48 | -52.75 | - | 2 | 1 | 1 | |||||||||
| 12 Mar | 459.35 | 48 | -52.75 | 25.98 | 2 | 1 | 1 | |||||||||
For Dabur India Ltd - strike price 420 expiring on 28APR2026
Delta for 420 CE is 0.48
Historical price for 420 CE is as follows
On 6 Apr DABUR was trading at 413.70. The strike last trading price was 10.7, which was -2.6 lower than the previous day. The implied volatity was 29.66, the open interest changed by 108 which increased total open position to 594
On 2 Apr DABUR was trading at 417.25. The strike last trading price was 13.5, which was 1.45 higher than the previous day. The implied volatity was 28.12, the open interest changed by 126 which increased total open position to 483
On 1 Apr DABUR was trading at 414.95. The strike last trading price was 12.1, which was 0.4 higher than the previous day. The implied volatity was 29.31, the open interest changed by 92 which increased total open position to 353
On 30 Mar DABUR was trading at 410.45. The strike last trading price was 12.2, which was -4.2 lower than the previous day. The implied volatity was 32.95, the open interest changed by 44 which increased total open position to 262
On 27 Mar DABUR was trading at 419.60. The strike last trading price was 16.05, which was -6.45 lower than the previous day. The implied volatity was 28.81, the open interest changed by 142 which increased total open position to 221
On 25 Mar DABUR was trading at 431.00. The strike last trading price was 22.5, which was 4.55 higher than the previous day. The implied volatity was 24.96, the open interest changed by -6 which decreased total open position to 79
On 24 Mar DABUR was trading at 421.40. The strike last trading price was 17.6, which was 1.15 higher than the previous day. The implied volatity was 26.9, the open interest changed by 34 which increased total open position to 84
On 23 Mar DABUR was trading at 417.35. The strike last trading price was 16.55, which was -7.45 lower than the previous day. The implied volatity was 30.8, the open interest changed by 37 which increased total open position to 46
On 20 Mar DABUR was trading at 430.70. The strike last trading price was 24, which was -1 lower than the previous day. The implied volatity was 27.22, the open interest changed by 5 which increased total open position to 8
On 19 Mar DABUR was trading at 430.20. The strike last trading price was 25, which was -19 lower than the previous day. The implied volatity was 27.5, the open interest changed by 0 which decreased total open position to 2
On 18 Mar DABUR was trading at 451.85. The strike last trading price was 41, which was -3 lower than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 1
On 17 Mar DABUR was trading at 452.60. The strike last trading price was 44, which was -4 lower than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 1
On 16 Mar DABUR was trading at 458.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DABUR was trading at 453.50. The strike last trading price was 48, which was -52.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Mar DABUR was trading at 459.35. The strike last trading price was 48, which was -52.75 lower than the previous day. The implied volatity was 25.98, the open interest changed by 1 which increased total open position to 1
| DABUR 28-Apr-2026 (21d) 420 PE | |||||||
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Delta: -0.52
Vega: 0.41
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 413.70 | 14.35 | 0.9 | 31.57 | 314 | 16 | 417 |
| 2 Apr | 417.25 | 13.55 | -1.45 | 32.58 | 113 | -20 | 399 |
| 1 Apr | 414.95 | 15 | -2.95 | 30.64 | 298 | 77 | 419 |
| 30 Mar | 410.45 | 17.3 | 3.25 | 29.49 | 172 | 76 | 344 |
| 27 Mar | 419.60 | 14.15 | 5.35 | 32.1 | 127 | 26 | 267 |
| 25 Mar | 431.00 | 8.5 | -4.7 | 29.47 | 155 | 14 | 239 |
| 24 Mar | 421.40 | 12.85 | -3.1 | 30.94 | 232 | 88 | 225 |
| 23 Mar | 417.35 | 16.7 | 7.3 | 32.95 | 205 | 95 | 133 |
| 20 Mar | 430.70 | 9.4 | -0.7 | 28.92 | 34 | 23 | 37 |
| 19 Mar | 430.20 | 10.1 | 9.2 | 30.56 | 17 | 14 | 14 |
| 18 Mar | 451.85 | 0.9 | 0 | 7.18 | 0 | 0 | 0 |
| 17 Mar | 452.60 | 0.9 | 0 | 7.32 | 0 | 0 | 0 |
| 16 Mar | 458.85 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 453.50 | 0.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 459.35 | 0.9 | 0 | 8.21 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 420 expiring on 28APR2026
Delta for 420 PE is -0.52
Historical price for 420 PE is as follows
On 6 Apr DABUR was trading at 413.70. The strike last trading price was 14.35, which was 0.9 higher than the previous day. The implied volatity was 31.57, the open interest changed by 16 which increased total open position to 417
On 2 Apr DABUR was trading at 417.25. The strike last trading price was 13.55, which was -1.45 lower than the previous day. The implied volatity was 32.58, the open interest changed by -20 which decreased total open position to 399
On 1 Apr DABUR was trading at 414.95. The strike last trading price was 15, which was -2.95 lower than the previous day. The implied volatity was 30.64, the open interest changed by 77 which increased total open position to 419
On 30 Mar DABUR was trading at 410.45. The strike last trading price was 17.3, which was 3.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by 76 which increased total open position to 344
On 27 Mar DABUR was trading at 419.60. The strike last trading price was 14.15, which was 5.35 higher than the previous day. The implied volatity was 32.1, the open interest changed by 26 which increased total open position to 267
On 25 Mar DABUR was trading at 431.00. The strike last trading price was 8.5, which was -4.7 lower than the previous day. The implied volatity was 29.47, the open interest changed by 14 which increased total open position to 239
On 24 Mar DABUR was trading at 421.40. The strike last trading price was 12.85, which was -3.1 lower than the previous day. The implied volatity was 30.94, the open interest changed by 88 which increased total open position to 225
On 23 Mar DABUR was trading at 417.35. The strike last trading price was 16.7, which was 7.3 higher than the previous day. The implied volatity was 32.95, the open interest changed by 95 which increased total open position to 133
On 20 Mar DABUR was trading at 430.70. The strike last trading price was 9.4, which was -0.7 lower than the previous day. The implied volatity was 28.92, the open interest changed by 23 which increased total open position to 37
On 19 Mar DABUR was trading at 430.20. The strike last trading price was 10.1, which was 9.2 higher than the previous day. The implied volatity was 30.56, the open interest changed by 14 which increased total open position to 14
On 18 Mar DABUR was trading at 451.85. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DABUR was trading at 452.60. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0
On 16 Mar DABUR was trading at 458.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DABUR was trading at 453.50. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DABUR was trading at 459.35. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 8.21, the open interest changed by 0 which decreased total open position to 0
