DABUR
Dabur India Ltd
Historical option data for DABUR
30 Mar 2026 04:11 PM IST
| DABUR 28-Apr-2026 (28d) 430 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.43
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 410.45 | 8.05 | -3.4 | 31.69 | 194 | 31 | 140 | |||||||||
| 27 Mar | 419.60 | 11.2 | -5.55 | 28.36 | 211 | 46 | 109 | |||||||||
| 25 Mar | 431.00 | 16.85 | 4 | 25.91 | 304 | -68 | 59 | |||||||||
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| 24 Mar | 421.40 | 13.2 | 1.2 | 28.04 | 226 | 42 | 128 | |||||||||
| 23 Mar | 417.35 | 11.7 | -5.65 | 29.88 | 113 | 54 | 87 | |||||||||
| 20 Mar | 430.70 | 17.3 | -0.35 | 25.69 | 31 | 26 | 32 | |||||||||
| 19 Mar | 430.20 | 17.7 | -73.75 | 25.03 | 7 | 2 | 2 | |||||||||
| 18 Mar | 451.85 | 91.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 452.60 | 91.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 458.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 453.50 | 91.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 459.35 | 91.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 430 expiring on 28APR2026
Delta for 430 CE is 0.34
Historical price for 430 CE is as follows
On 30 Mar DABUR was trading at 410.45. The strike last trading price was 8.05, which was -3.4 lower than the previous day. The implied volatity was 31.69, the open interest changed by 31 which increased total open position to 140
On 27 Mar DABUR was trading at 419.60. The strike last trading price was 11.2, which was -5.55 lower than the previous day. The implied volatity was 28.36, the open interest changed by 46 which increased total open position to 109
On 25 Mar DABUR was trading at 431.00. The strike last trading price was 16.85, which was 4 higher than the previous day. The implied volatity was 25.91, the open interest changed by -68 which decreased total open position to 59
On 24 Mar DABUR was trading at 421.40. The strike last trading price was 13.2, which was 1.2 higher than the previous day. The implied volatity was 28.04, the open interest changed by 42 which increased total open position to 128
On 23 Mar DABUR was trading at 417.35. The strike last trading price was 11.7, which was -5.65 lower than the previous day. The implied volatity was 29.88, the open interest changed by 54 which increased total open position to 87
On 20 Mar DABUR was trading at 430.70. The strike last trading price was 17.3, which was -0.35 lower than the previous day. The implied volatity was 25.69, the open interest changed by 26 which increased total open position to 32
On 19 Mar DABUR was trading at 430.20. The strike last trading price was 17.7, which was -73.75 lower than the previous day. The implied volatity was 25.03, the open interest changed by 2 which increased total open position to 2
On 18 Mar DABUR was trading at 451.85. The strike last trading price was 91.45, 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 17 Mar DABUR was trading at 452.60. The strike last trading price was 91.45, 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 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 91.45, 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 91.45, 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 28-Apr-2026 (28d) 430 PE | |||||||
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Delta: -0.66
Vega: 0.42
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 410.45 | 24.05 | 4.9 | 30.29 | 35 | 3 | 146 |
| 27 Mar | 419.60 | 19.05 | 6.65 | 31.32 | 89 | 2 | 144 |
| 25 Mar | 431.00 | 12.15 | -5.8 | 28.8 | 182 | 63 | 140 |
| 24 Mar | 421.40 | 18.05 | -1.95 | 31.4 | 30 | 17 | 79 |
| 23 Mar | 417.35 | 20 | 7.35 | 28.65 | 33 | 5 | 61 |
| 20 Mar | 430.70 | 12.65 | -1.25 | 27.36 | 35 | 18 | 55 |
| 19 Mar | 430.20 | 13.4 | 11.95 | 29.13 | 45 | 37 | 37 |
| 18 Mar | 451.85 | 1.45 | 0 | 5.3 | 0 | 0 | 0 |
| 17 Mar | 452.60 | 1.45 | 0 | 5.52 | 0 | 0 | 0 |
| 16 Mar | 458.85 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 453.50 | 1.45 | 0 | 5.69 | 0 | 0 | 0 |
| 12 Mar | 459.35 | 1.45 | 0 | 6.51 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 430 expiring on 28APR2026
Delta for 430 PE is -0.66
Historical price for 430 PE is as follows
On 30 Mar DABUR was trading at 410.45. The strike last trading price was 24.05, which was 4.9 higher than the previous day. The implied volatity was 30.29, the open interest changed by 3 which increased total open position to 146
On 27 Mar DABUR was trading at 419.60. The strike last trading price was 19.05, which was 6.65 higher than the previous day. The implied volatity was 31.32, the open interest changed by 2 which increased total open position to 144
On 25 Mar DABUR was trading at 431.00. The strike last trading price was 12.15, which was -5.8 lower than the previous day. The implied volatity was 28.8, the open interest changed by 63 which increased total open position to 140
On 24 Mar DABUR was trading at 421.40. The strike last trading price was 18.05, which was -1.95 lower than the previous day. The implied volatity was 31.4, the open interest changed by 17 which increased total open position to 79
On 23 Mar DABUR was trading at 417.35. The strike last trading price was 20, which was 7.35 higher than the previous day. The implied volatity was 28.65, the open interest changed by 5 which increased total open position to 61
On 20 Mar DABUR was trading at 430.70. The strike last trading price was 12.65, which was -1.25 lower than the previous day. The implied volatity was 27.36, the open interest changed by 18 which increased total open position to 55
On 19 Mar DABUR was trading at 430.20. The strike last trading price was 13.4, which was 11.95 higher than the previous day. The implied volatity was 29.13, the open interest changed by 37 which increased total open position to 37
On 18 Mar DABUR was trading at 451.85. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 5.3, 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 1.45, which was 0 lower than the previous day. The implied volatity was 5.52, 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 1.45, which was 0 lower than the previous day. The implied volatity was 5.69, 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 1.45, which was 0 lower than the previous day. The implied volatity was 6.51, the open interest changed by 0 which decreased total open position to 0
