Historical option data for DABUR
22 Jun 2026 01:14 PM IST
| DABUR 28-Jul-2026 (36d) 430 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.01
Theta: -0.19
Gamma: 0.01326
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 423.00 | 9.8 | -0.7 (-6.67%) | 22.35 | 36 | 14 | 170 | |||||||||
| 19 Jun | 423.50 | 10.45 | -2.1 (-16.73%) | 21.41 | 130 | 69 | 156 | |||||||||
| 18 Jun | 428.70 | 11.95 | -0.6 (-4.78%) | 20.53 | 108 | 31 | 86 | |||||||||
| 17 Jun | 429.00 | 12.1 | -3.85 (-24.14%) | 20.03 | 28 | 18 | 55 | |||||||||
| 16 Jun | 435.45 | 15.95 | 2.3 (16.85%) | 19.81 | 1 | 0 | 37 | |||||||||
| 15 Jun | 429.15 | 13.5 | -0.15 (-1.10%) | 21.75 | 35 | -8 | 37 | |||||||||
| 12 Jun | 426.40 | 13.65 | 1.75 (14.71%) | 22.92 | 15 | 0 | 45 | |||||||||
| 11 Jun | 421.70 | 13 | -1.45 (-10.03%) | 23.96 | 16 | 7 | 44 | |||||||||
| 10 Jun | 427.90 | 14.4 | 1.7 (13.39%) | 22.55 | 23 | 8 | 37 | |||||||||
| 9 Jun | 426.15 | 12.7 | -0.5 (-3.79%) | 22.53 | 2 | 1 | 29 | |||||||||
| 8 Jun | 419.75 | 13.2 | 0 (0.00%) | 26.92 | 1 | 0 | 27 | |||||||||
| 5 Jun | 424.15 | 13.2 | -1.6 (-10.81%) | 22.08 | 7 | 2 | 28 | |||||||||
| 4 Jun | 424.65 | 14.8 | 2.9 (24.37%) | 22.56 | 20 | -7 | 26 | |||||||||
| 3 Jun | 417.85 | 11.9 | -3.1 (-20.67%) | 24 | 17 | 15 | 34 | |||||||||
| 2 Jun | 425.50 | 14.75 | -0.25 (-1.67%) | 23.12 | 15 | 13 | 20 | |||||||||
| 1 Jun | 424.60 | 15.5 | -23.5 (-60.26%) | 23.96 | 7 | 3 | 3 | |||||||||
| 15 May | 467.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 464.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 473.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 473.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 430 expiring on 28JUL2026
Delta for 430 CE is 0.45
Historical price for 430 CE is as follows
On 22 Jun DABUR was trading at 423.00. The strike last trading price was 9.8, which was -0.7 lower than the previous day. The implied volatity was 22.35, the open interest changed by 14 which increased total open position to 170
On 19 Jun DABUR was trading at 423.50. The strike last trading price was 10.45, which was -2.1 lower than the previous day. The implied volatity was 21.41, the open interest changed by 69 which increased total open position to 156
On 18 Jun DABUR was trading at 428.70. The strike last trading price was 11.95, which was -0.6 lower than the previous day. The implied volatity was 20.53, the open interest changed by 31 which increased total open position to 86
On 17 Jun DABUR was trading at 429.00. The strike last trading price was 12.1, which was -3.85 lower than the previous day. The implied volatity was 20.03, the open interest changed by 18 which increased total open position to 55
On 16 Jun DABUR was trading at 435.45. The strike last trading price was 15.95, which was 2.3 higher than the previous day. The implied volatity was 19.81, the open interest changed by 0 which decreased total open position to 37
On 15 Jun DABUR was trading at 429.15. The strike last trading price was 13.5, which was -0.15 lower than the previous day. The implied volatity was 21.75, the open interest changed by -8 which decreased total open position to 37
On 12 Jun DABUR was trading at 426.40. The strike last trading price was 13.65, which was 1.75 higher than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 45
On 11 Jun DABUR was trading at 421.70. The strike last trading price was 13, which was -1.45 lower than the previous day. The implied volatity was 23.96, the open interest changed by 7 which increased total open position to 44
On 10 Jun DABUR was trading at 427.90. The strike last trading price was 14.4, which was 1.7 higher than the previous day. The implied volatity was 22.55, the open interest changed by 8 which increased total open position to 37
On 9 Jun DABUR was trading at 426.15. The strike last trading price was 12.7, which was -0.5 lower than the previous day. The implied volatity was 22.53, the open interest changed by 1 which increased total open position to 29
On 8 Jun DABUR was trading at 419.75. The strike last trading price was 13.2, which was 0 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 27
On 5 Jun DABUR was trading at 424.15. The strike last trading price was 13.2, which was -1.6 lower than the previous day. The implied volatity was 22.08, the open interest changed by 2 which increased total open position to 28
On 4 Jun DABUR was trading at 424.65. The strike last trading price was 14.8, which was 2.9 higher than the previous day. The implied volatity was 22.56, the open interest changed by -7 which decreased total open position to 26
On 3 Jun DABUR was trading at 417.85. The strike last trading price was 11.9, which was -3.1 lower than the previous day. The implied volatity was 24, the open interest changed by 15 which increased total open position to 34
On 2 Jun DABUR was trading at 425.50. The strike last trading price was 14.75, which was -0.25 lower than the previous day. The implied volatity was 23.12, the open interest changed by 13 which increased total open position to 20
On 1 Jun DABUR was trading at 424.60. The strike last trading price was 15.5, which was -23.5 lower than the previous day. The implied volatity was 23.96, the open interest changed by 3 which increased total open position to 3
On 15 May DABUR was trading at 467.70. The strike last trading price was 0, 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 14 May DABUR was trading at 464.75. The strike last trading price was 0, 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 May DABUR was trading at 473.25. The strike last trading price was 0, 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 11 May DABUR was trading at 473.45. The strike last trading price was 0, 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-Jul-2026 (36d) 430 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.18
Gamma: 0.01014
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 423.00 | 18 | 0 (0.00%) | 29.35 | 4 | 3 | 164 |
| 19 Jun | 423.50 | 18 | 3 (20.00%) | 28.96 | 103 | 39 | 161 |
| 18 Jun | 428.70 | 15 | 0 (0.00%) | 26.72 | 75 | 12 | 122 |
| 17 Jun | 429.00 | 16 | 3 (23.08%) | 28.7 | 106 | 82 | 110 |
| 16 Jun | 435.45 | 13 | -2 (-13.33%) | 27.45 | 2 | -1 | 28 |
| 15 Jun | 429.15 | 15 | -5 (-25.00%) | 28.52 | 22 | 12 | 27 |
| 12 Jun | 426.40 | 20 | -1 (-4.76%) | 28.62 | 3 | 2 | 15 |
| 11 Jun | 421.70 | 21 | 7 (50.00%) | 29.09 | 4 | 2 | 11 |
| 10 Jun | 427.90 | 14 | 1 (7.69%) | 23.04 | 10 | 9 | 9 |
| 9 Jun | 426.15 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 419.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 424.15 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 424.65 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 417.85 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 425.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 424.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 467.70 | 0 | -12.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 464.75 | 0 | -12.75 (-100.00%) | - | 0 | 0 | 0 |
| 12 May | 473.25 | 0 | -12.75 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 473.45 | 0 | -12.75 (-100.00%) | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 430 expiring on 28JUL2026
Delta for 430 PE is -0.52
Historical price for 430 PE is as follows
On 22 Jun DABUR was trading at 423.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 164
On 19 Jun DABUR was trading at 423.50. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was 28.96, the open interest changed by 39 which increased total open position to 161
On 18 Jun DABUR was trading at 428.70. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by 12 which increased total open position to 122
On 17 Jun DABUR was trading at 429.00. The strike last trading price was 16, which was 3 higher than the previous day. The implied volatity was 28.7, the open interest changed by 82 which increased total open position to 110
On 16 Jun DABUR was trading at 435.45. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 27.45, the open interest changed by -1 which decreased total open position to 28
On 15 Jun DABUR was trading at 429.15. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 28.52, the open interest changed by 12 which increased total open position to 27
On 12 Jun DABUR was trading at 426.40. The strike last trading price was 20, which was -1 lower than the previous day. The implied volatity was 28.62, the open interest changed by 2 which increased total open position to 15
On 11 Jun DABUR was trading at 421.70. The strike last trading price was 21, which was 7 higher than the previous day. The implied volatity was 29.09, the open interest changed by 2 which increased total open position to 11
On 10 Jun DABUR was trading at 427.90. The strike last trading price was 14, which was 1 higher than the previous day. The implied volatity was 23.04, the open interest changed by 9 which increased total open position to 9
On 9 Jun DABUR was trading at 426.15. The strike last trading price was 0, 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 8 Jun DABUR was trading at 419.75. The strike last trading price was 0, 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 5 Jun DABUR was trading at 424.15. The strike last trading price was 0, 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 4 Jun DABUR was trading at 424.65. The strike last trading price was 0, 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 Jun DABUR was trading at 417.85. The strike last trading price was 0, 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 Jun DABUR was trading at 425.50. The strike last trading price was 0, 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 Jun DABUR was trading at 424.60. The strike last trading price was 0, 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 15 May DABUR was trading at 467.70. The strike last trading price was 0, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DABUR was trading at 464.75. The strike last trading price was 0, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May DABUR was trading at 473.25. The strike last trading price was 0, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 May DABUR was trading at 473.45. The strike last trading price was 0, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
