DABUR
Dabur India Ltd
Historical option data for DABUR
16 Apr 2025 04:12 PM IST
DABUR 24APR2025 430 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
16 Apr | 481.35 | 50.3 | 5.95 | - | 4 | -1 | 58 | |||
15 Apr | 473.75 | 44.3 | 10.35 | - | 15 | -13 | 60 | |||
11 Apr | 461.30 | 34 | -5.15 | 31.15 | 15 | 6 | 73 | |||
9 Apr | 465.25 | 39.15 | 5.05 | 37.41 | 5 | 4 | 67 | |||
8 Apr | 459.00 | 34.1 | 5.3 | 32.31 | 15 | -2 | 62 | |||
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7 Apr | 451.40 | 29 | -7.2 | 35.29 | 179 | 63 | 69 | |||
4 Apr | 461.75 | 36.2 | -2.8 | 28.68 | 3 | -1 | 6 | |||
3 Apr | 465.40 | 39 | -72.55 | 23.72 | 12 | 5 | 5 | |||
2 Apr | 495.75 | 111.55 | 0 | - | 0 | 0 | 0 | |||
1 Apr | 497.50 | 111.55 | 0 | - | 0 | 0 | 0 | |||
25 Mar | 509.25 | 111.55 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 430 expiring on 24APR2025
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 16 Apr DABUR was trading at 481.35. The strike last trading price was 50.3, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 58
On 15 Apr DABUR was trading at 473.75. The strike last trading price was 44.3, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 60
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 34, which was -5.15 lower than the previous day. The implied volatity was 31.15, the open interest changed by 6 which increased total open position to 73
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 39.15, which was 5.05 higher than the previous day. The implied volatity was 37.41, the open interest changed by 4 which increased total open position to 67
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 34.1, which was 5.3 higher than the previous day. The implied volatity was 32.31, the open interest changed by -2 which decreased total open position to 62
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 29, which was -7.2 lower than the previous day. The implied volatity was 35.29, the open interest changed by 63 which increased total open position to 69
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 36.2, which was -2.8 lower than the previous day. The implied volatity was 28.68, the open interest changed by -1 which decreased total open position to 6
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 39, which was -72.55 lower than the previous day. The implied volatity was 23.72, the open interest changed by 5 which increased total open position to 5
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 111.55, 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 1 Apr DABUR was trading at 497.50. The strike last trading price was 111.55, 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 25 Mar DABUR was trading at 509.25. The strike last trading price was 111.55, 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
DABUR 24APR2025 430 PE | |||||||
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Delta: -0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
16 Apr | 481.35 | 0.2 | -0.1 | 38.20 | 271 | -85 | 814 |
15 Apr | 473.75 | 0.25 | -0.95 | 33.13 | 382 | -90 | 899 |
11 Apr | 461.30 | 1.15 | -0.4 | 30.00 | 571 | 105 | 989 |
9 Apr | 465.25 | 1.6 | -0.4 | 33.18 | 395 | 29 | 884 |
8 Apr | 459.00 | 1.9 | -2.7 | 30.75 | 453 | -9 | 850 |
7 Apr | 451.40 | 4.05 | 2.7 | 33.53 | 1,549 | 244 | 862 |
4 Apr | 461.75 | 1.35 | 0 | 26.20 | 673 | 194 | 620 |
3 Apr | 465.40 | 1.35 | 0.95 | 27.55 | 1,900 | 426 | 435 |
2 Apr | 495.75 | 0.4 | 0 | 31.93 | 17 | 5 | 8 |
1 Apr | 497.50 | 0.4 | -0.3 | 31.83 | 3 | 0 | 0 |
25 Mar | 509.25 | 0.7 | 0 | 17.16 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 430 expiring on 24APR2025
Delta for 430 PE is -0.02
Historical price for 430 PE is as follows
On 16 Apr DABUR was trading at 481.35. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 38.20, the open interest changed by -85 which decreased total open position to 814
On 15 Apr DABUR was trading at 473.75. The strike last trading price was 0.25, which was -0.95 lower than the previous day. The implied volatity was 33.13, the open interest changed by -90 which decreased total open position to 899
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 30.00, the open interest changed by 105 which increased total open position to 989
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 33.18, the open interest changed by 29 which increased total open position to 884
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 1.9, which was -2.7 lower than the previous day. The implied volatity was 30.75, the open interest changed by -9 which decreased total open position to 850
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 4.05, which was 2.7 higher than the previous day. The implied volatity was 33.53, the open interest changed by 244 which increased total open position to 862
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 26.20, the open interest changed by 194 which increased total open position to 620
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 1.35, which was 0.95 higher than the previous day. The implied volatity was 27.55, the open interest changed by 426 which increased total open position to 435
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 31.93, the open interest changed by 5 which increased total open position to 8
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 31.83, 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 0.7, which was 0 lower than the previous day. The implied volatity was 17.16, the open interest changed by 0 which decreased total open position to 0