DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 425 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.11
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 38.45 | 10.7 | 30.58 | 1 | 0 | 3 | |||
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| 9 Apr | 465.25 | 27.75 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 459.00 | 27.75 | 0 | 0.00 | 0 | 3 | 0 | |||
| 7 Apr | 451.40 | 27.75 | -55.8 | - | 6 | 2 | 2 | |||
| 4 Apr | 461.75 | 83.55 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 465.40 | 83.55 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 495.75 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 497.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 425 expiring on 24APR2025
Delta for 425 CE is 0.93
Historical price for 425 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 38.45, which was 10.7 higher than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 3
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 27.75, 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 8 Apr DABUR was trading at 459.00. The strike last trading price was 27.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 27.75, which was -55.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 83.55, 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 3 Apr DABUR was trading at 465.40. The strike last trading price was 83.55, 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 2 Apr DABUR was trading at 495.75. The strike last trading price was 0, 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 1 Apr DABUR was trading at 497.50. The strike last trading price was 0, 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, 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
| DABUR 24APR2025 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.12
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 0.95 | -0.3 | 31.96 | 102 | 40 | 145 |
| 9 Apr | 465.25 | 1.2 | -0.45 | 33.92 | 83 | 12 | 106 |
| 8 Apr | 459.00 | 1.55 | -2.25 | 32.26 | 85 | -4 | 95 |
| 7 Apr | 451.40 | 3.4 | 2.3 | 35.09 | 306 | 79 | 104 |
| 4 Apr | 461.75 | 1.05 | 0.4 | 27.28 | 51 | 24 | 24 |
| 3 Apr | 465.40 | 0.65 | 0 | 11.80 | 0 | 0 | 0 |
| 2 Apr | 495.75 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 497.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 509.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 425 expiring on 24APR2025
Delta for 425 PE is -0.07
Historical price for 425 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 0.95, which was -0.3 lower than the previous day. The implied volatity was 31.96, the open interest changed by 40 which increased total open position to 145
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 33.92, the open interest changed by 12 which increased total open position to 106
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 1.55, which was -2.25 lower than the previous day. The implied volatity was 32.26, the open interest changed by -4 which decreased total open position to 95
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 3.4, which was 2.3 higher than the previous day. The implied volatity was 35.09, the open interest changed by 79 which increased total open position to 104
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 27.28, the open interest changed by 24 which increased total open position to 24
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 11.80, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 0, 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 1 Apr DABUR was trading at 497.50. The strike last trading price was 0, 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, 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
