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Related Pages for DABUR
[--[65.84.65.76]--]
DABUR
Dabur India Ltd
461.3 -3.95 (-0.85%)

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Historical option data for DABUR

11 Apr 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
DABUR 24APR2025 440 CE
Delta: 0.86
Vega: 0.19
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 24.3 -4.7 25.23 9 1 72
9 Apr 465.25 29.3 4.4 30.46 47 -9 71
8 Apr 459.00 24.9 4.15 27.97 64 -2 76
7 Apr 451.40 21.4 -4.6 33.60 457 56 77
4 Apr 461.75 26 -2.15 21.40 68 22 34
3 Apr 465.40 28.15 -74 - 27 12 12
2 Apr 495.75 102.15 0 - 0 0 0
1 Apr 497.50 102.15 0 - 0 0 0
25 Mar 509.25 102.15 0 - 0 0 0

For Dabur India Ltd - strike price 440 expiring on 24APR2025

Delta for 440 CE is 0.86

Historical price for 440 CE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 24.3, which was -4.7 lower than the previous day. The implied volatity was 25.23, the open interest changed by 1 which increased total open position to 72


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 29.3, which was 4.4 higher than the previous day. The implied volatity was 30.46, the open interest changed by -9 which decreased total open position to 71


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 24.9, which was 4.15 higher than the previous day. The implied volatity was 27.97, the open interest changed by -2 which decreased total open position to 76


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 21.4, which was -4.6 lower than the previous day. The implied volatity was 33.60, the open interest changed by 56 which increased total open position to 77


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 26, which was -2.15 lower than the previous day. The implied volatity was 21.40, the open interest changed by 22 which increased total open position to 34


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 28.15, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 102.15, 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 102.15, 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 102.15, 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 440 PE
Delta: -0.17
Vega: 0.22
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 2.25 -0.4 28.46 439 46 549
9 Apr 465.25 2.7 -1 31.33 473 -34 503
8 Apr 459.00 3.25 -3.95 29.00 542 -52 538
7 Apr 451.40 6.3 3.95 31.84 1,575 -390 592
4 Apr 461.75 2.35 0.05 24.40 861 -87 982
3 Apr 465.40 2.2 1.55 25.54 3,236 1,011 1,067
2 Apr 495.75 0.65 0.25 30.34 98 39 56
1 Apr 497.50 0.4 -0.7 27.73 31 16 16
25 Mar 509.25 1.1 0 14.58 0 0 0

For Dabur India Ltd - strike price 440 expiring on 24APR2025

Delta for 440 PE is -0.17

Historical price for 440 PE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 28.46, the open interest changed by 46 which increased total open position to 549


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 2.7, which was -1 lower than the previous day. The implied volatity was 31.33, the open interest changed by -34 which decreased total open position to 503


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 3.25, which was -3.95 lower than the previous day. The implied volatity was 29.00, the open interest changed by -52 which decreased total open position to 538


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 6.3, which was 3.95 higher than the previous day. The implied volatity was 31.84, the open interest changed by -390 which decreased total open position to 592


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 24.40, the open interest changed by -87 which decreased total open position to 982


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 2.2, which was 1.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 1011 which increased total open position to 1067


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 30.34, the open interest changed by 39 which increased total open position to 56


On 1 Apr DABUR was trading at 497.50. The strike last trading price was 0.4, which was -0.7 lower than the previous day. The implied volatity was 27.73, the open interest changed by 16 which increased total open position to 16


On 25 Mar DABUR was trading at 509.25. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 14.58, the open interest changed by 0 which decreased total open position to 0