DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 430 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 505.40 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 509.95 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 508.35 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 506.85 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 522.55 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 527.15 | 157.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 157.45 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 CE is -
Historical price for 430 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 157.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 157.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DABUR 26DEC2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 0.05 | -0.05 | 47.98 | 2 | 0 | 18 |
| 17 Dec | 505.40 | 0.1 | -0.05 | 44.80 | 1 | 0 | 18 |
| 16 Dec | 509.95 | 0.15 | 0.00 | 46.68 | 1 | 0 | 18 |
| 11 Dec | 508.35 | 0.15 | -0.10 | 37.76 | 2 | 0 | 19 |
| 9 Dec | 506.85 | 0.25 | 0.05 | 37.54 | 16 | 7 | 18 |
| 3 Dec | 522.55 | 0.2 | -0.15 | 36.27 | 2 | 0 | 11 |
| 29 Nov | 527.15 | 0.35 | -0.50 | 37.16 | 12 | 7 | 9 |
| 22 Nov | 513.00 | 0.85 | 34.92 | 1 | 0 | 1 | |
For Dabur India Ltd - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -0.01
Historical price for 430 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 47.98, the open interest changed by 0 which decreased total open position to 18
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 44.80, the open interest changed by 0 which decreased total open position to 18
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 46.68, the open interest changed by 0 which decreased total open position to 18
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 19
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 37.54, the open interest changed by 7 which increased total open position to 18
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 11
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 0.35, which was -0.50 lower than the previous day. The implied volatity was 37.16, the open interest changed by 7 which increased total open position to 9
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 1
