`
Related Pages for DABUR
[--[65.84.65.76]--]
DABUR
Dabur India Ltd
461.3 -3.95 (-0.85%)

Back to Option Chain

Historical option data for DABUR

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DABUR 24APR2025 420 CE
Delta: 0.90
Vega: 0.15
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 44.3 -3.95 40.69 12 -5 26
9 Apr 465.25 48.25 11.75 39.47 2 0 32
8 Apr 459.00 38.05 1.55 0.00 0 7 0
7 Apr 451.40 38.05 -10.55 39.96 28 8 33
4 Apr 461.75 48.6 0 0.00 0 25 0
3 Apr 465.40 48.6 -72.5 25.41 36 26 26
2 Apr 495.75 121.1 0 - 0 0 0
1 Apr 497.50 121.1 0 0.00 0 0 0
25 Mar 509.25 121.1 0 - 0 0 0

For Dabur India Ltd - strike price 420 expiring on 24APR2025

Delta for 420 CE is 0.90

Historical price for 420 CE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 44.3, which was -3.95 lower than the previous day. The implied volatity was 40.69, the open interest changed by -5 which decreased total open position to 26


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 48.25, which was 11.75 higher than the previous day. The implied volatity was 39.47, the open interest changed by 0 which decreased total open position to 32


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 38.05, which was 1.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 38.05, which was -10.55 lower than the previous day. The implied volatity was 39.96, the open interest changed by 8 which increased total open position to 33


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 25 which increased total open position to 0


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 48.6, which was -72.5 lower than the previous day. The implied volatity was 25.41, the open interest changed by 26 which increased total open position to 26


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 121.1, 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 1 Apr DABUR was trading at 497.50. The strike last trading price was 121.1, 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 25 Mar DABUR was trading at 509.25. The strike last trading price was 121.1, 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


DABUR 24APR2025 420 PE
Delta: -0.06
Vega: 0.10
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 0.75 -0.2 33.49 401 32 557
9 Apr 465.25 0.95 -0.25 35.15 298 42 525
8 Apr 459.00 1.1 -1.9 32.57 321 -86 487
7 Apr 451.40 2.65 1.75 35.69 1,280 -6 573
4 Apr 461.75 0.9 0.05 28.97 236 -23 583
3 Apr 465.40 0.85 0.45 29.69 1,664 625 625
2 Apr 495.75 0.4 0 18.58 0 0 0
1 Apr 497.50 0.4 0 0.00 0 0 0
25 Mar 509.25 0.4 0 18.51 0 0 0

For Dabur India Ltd - strike price 420 expiring on 24APR2025

Delta for 420 PE is -0.06

Historical price for 420 PE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 33.49, the open interest changed by 32 which increased total open position to 557


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 35.15, the open interest changed by 42 which increased total open position to 525


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 1.1, which was -1.9 lower than the previous day. The implied volatity was 32.57, the open interest changed by -86 which decreased total open position to 487


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 2.65, which was 1.75 higher than the previous day. The implied volatity was 35.69, the open interest changed by -6 which decreased total open position to 573


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 28.97, the open interest changed by -23 which decreased total open position to 583


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 29.69, the open interest changed by 625 which increased total open position to 625


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 18.58, the open interest changed by 0 which decreased total open position to 0


On 1 Apr DABUR was trading at 497.50. The strike last trading price was 0.4, 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 25 Mar DABUR was trading at 509.25. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 18.51, the open interest changed by 0 which decreased total open position to 0