Historical option data for DABUR
29 Jun 2026 10:50 AM IST
| DABUR 28-Jul-2026 (27d) 435 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0
Theta: -0.21
Gamma: 0.01447
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 428.95 | 9.25 | 0.45 (5.11%) | 22.45 | 6 | 3 | 24 | |||||||||
| 25 Jun | 423.90 | 8.8 | 1.55 (21.38%) | 21.66 | 5 | 2 | 20 | |||||||||
| 24 Jun | 424.10 | 7.25 | -3.6 (-33.18%) | 21.87 | 12 | 2 | 17 | |||||||||
| 23 Jun | 419.80 | 10.85 | 0 (0.00%) | - | 5 | 0 | 15 | |||||||||
| 22 Jun | 422.25 | 10.85 | 0 (0.00%) | - | 5 | 0 | 15 | |||||||||
| 19 Jun | 423.50 | 10.85 | 0 (0.00%) | 22.23 | 5 | 0 | 15 | |||||||||
| 18 Jun | 428.70 | 10.85 | 0.4 (3.83%) | 22.23 | 5 | 2 | 14 | |||||||||
| 17 Jun | 429.00 | 10.05 | -3.95 (-28.21%) | 20.52 | 10 | 9 | 11 | |||||||||
| 16 Jun | 435.45 | 14 | 0 (0.00%) | 26.33 | 2 | 0 | 2 | |||||||||
| 15 Jun | 429.15 | 14 | -15.95 (-53.26%) | 26.33 | 2 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 435 expiring on 28JUL2026
Delta for 435 CE is 0.46
Historical price for 435 CE is as follows
On 29 Jun DABUR was trading at 428.95. The strike last trading price was 9.25, which was 0.45 higher than the previous day. The implied volatity was 22.45, the open interest changed by 3 which increased total open position to 24
On 25 Jun DABUR was trading at 423.90. The strike last trading price was 8.8, which was 1.55 higher than the previous day. The implied volatity was 21.66, the open interest changed by 2 which increased total open position to 20
On 24 Jun DABUR was trading at 424.10. The strike last trading price was 7.25, which was -3.6 lower than the previous day. The implied volatity was 21.87, the open interest changed by 2 which increased total open position to 17
On 23 Jun DABUR was trading at 419.80. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 22 Jun DABUR was trading at 422.25. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Jun DABUR was trading at 423.50. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 15
On 18 Jun DABUR was trading at 428.70. The strike last trading price was 10.85, which was 0.4 higher than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 14
On 17 Jun DABUR was trading at 429.00. The strike last trading price was 10.05, which was -3.95 lower than the previous day. The implied volatity was 20.52, the open interest changed by 9 which increased total open position to 11
On 16 Jun DABUR was trading at 435.45. The strike last trading price was 14, which was 0 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 2
On 15 Jun DABUR was trading at 429.15. The strike last trading price was 14, which was -15.95 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 0
| DABUR 28-Jul-2026 (27d) 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 428.95 | 17.5 | 17.5 | - | 3 | 0 | 17 |
| 25 Jun | 423.90 | 17.5 | -3.5 (-16.67%) | 28.8 | 3 | 1 | 15 |
| 24 Jun | 424.10 | 21.4 | 21.4 (-0.23%) | 29.23 | 4 | 0 | 14 |
| 23 Jun | 419.80 | 21.4 | -0.05 (-0.23%) | 29.23 | 4 | 4 | 14 |
| 22 Jun | 422.25 | 21 | 1 (5.00%) | 29.64 | 9 | 9 | 10 |
| 19 Jun | 423.50 | 20 | 7 (53.85%) | 27.33 | 1 | 1 | 1 |
| 18 Jun | 428.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 429.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 435.45 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 429.15 | 0 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 435 expiring on 28JUL2026
Delta for 435 PE is -
Historical price for 435 PE is as follows
On 29 Jun DABUR was trading at 428.95. The strike last trading price was 17.5, which was 17.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 25 Jun DABUR was trading at 423.90. The strike last trading price was 17.5, which was -3.5 lower than the previous day. The implied volatity was 28.8, the open interest changed by 1 which increased total open position to 15
On 24 Jun DABUR was trading at 424.10. The strike last trading price was 21.4, which was 21.4 higher than the previous day. The implied volatity was 29.23, the open interest changed by 0 which decreased total open position to 14
On 23 Jun DABUR was trading at 419.80. The strike last trading price was 21.4, which was -0.05 lower than the previous day. The implied volatity was 29.23, the open interest changed by 4 which increased total open position to 14
On 22 Jun DABUR was trading at 422.25. The strike last trading price was 21, which was 1 higher than the previous day. The implied volatity was 29.64, the open interest changed by 9 which increased total open position to 10
On 19 Jun DABUR was trading at 423.50. The strike last trading price was 20, which was 7 higher than the previous day. The implied volatity was 27.33, the open interest changed by 1 which increased total open position to 1
On 18 Jun DABUR was trading at 428.70. 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 17 Jun DABUR was trading at 429.00. 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 16 Jun DABUR was trading at 435.45. 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
On 15 Jun DABUR was trading at 429.15. 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
