Historical option data for DABUR
01 Jun 2026 04:10 PM IST
| DABUR 30-Jun-2026 (28d) 445 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0
Theta: -0.2
Gamma: 0.01133
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 424.60 | 5.4 | -8.6 (-61.43%) | 25.21 | 343 | -10 | 140 | |||||||||
| 29 May | 443.40 | 13.35 | -0.65 (-4.64%) | 24.94 | 185 | 60 | 151 | |||||||||
| 27 May | 445.45 | 13.2 | -2.8 (-17.50%) | 22.13 | 365 | 59 | 91 | |||||||||
| 26 May | 447.60 | 15.5 | -0.65 (-4.02%) | 22.92 | 31 | 10 | 31 | |||||||||
| 25 May | 447.20 | 16.2 | -5.1 (-23.94%) | 24.33 | 26 | 18 | 20 | |||||||||
| 22 May | 451.05 | 21.3 | 2.3 (12.11%) | 25.27 | 4 | -2 | 2 | |||||||||
| 21 May | 446.85 | 19 | -6.2 (-24.60%) | 28.26 | 5 | 4 | 4 | |||||||||
| 18 May | 456.35 | 0 | -25.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 467.70 | 0 | -25.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 464.75 | 0 | -25.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 463.10 | 0 | -25.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 473.25 | 0 | -25.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 473.45 | 0 | -25.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 487.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 470.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 466.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 460.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 445.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 441.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 CE is 0.29
Historical price for 445 CE is as follows
On 1 Jun DABUR was trading at 424.60. The strike last trading price was 5.4, which was -8.6 lower than the previous day. The implied volatity was 25.21, the open interest changed by -10 which decreased total open position to 140
On 29 May DABUR was trading at 443.40. The strike last trading price was 13.35, which was -0.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by 60 which increased total open position to 151
On 27 May DABUR was trading at 445.45. The strike last trading price was 13.2, which was -2.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by 59 which increased total open position to 91
On 26 May DABUR was trading at 447.60. The strike last trading price was 15.5, which was -0.65 lower than the previous day. The implied volatity was 22.92, the open interest changed by 10 which increased total open position to 31
On 25 May DABUR was trading at 447.20. The strike last trading price was 16.2, which was -5.1 lower than the previous day. The implied volatity was 24.33, the open interest changed by 18 which increased total open position to 20
On 22 May DABUR was trading at 451.05. The strike last trading price was 21.3, which was 2.3 higher than the previous day. The implied volatity was 25.27, the open interest changed by -2 which decreased total open position to 2
On 21 May DABUR was trading at 446.85. The strike last trading price was 19, which was -6.2 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 4
On 18 May DABUR was trading at 456.35. The strike last trading price was 0, which was -25.2 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 -25.2 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 -25.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DABUR was trading at 463.10. The strike last trading price was 0, which was -25.2 lower than the previous day. The implied volatity was 0, 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 -25.2 lower than the previous day. The implied volatity was 0, 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 -25.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DABUR was trading at 487.70. 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 7 May DABUR was trading at 470.00. 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 6 May DABUR was trading at 466.25. 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 5 May DABUR was trading at 460.55. 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 May DABUR was trading at 445.65. 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 30 Apr DABUR was trading at 441.50. 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
| DABUR 30-Jun-2026 (28d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0
Theta: -0.08
Gamma: 0.0128
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 424.60 | 21.5 | 11.1 (106.73%) | 20.37 | 124 | -26 | 68 |
| 29 May | 443.40 | 10.5 | -0.15 (-1.41%) | 20.58 | 138 | 27 | 93 |
| 27 May | 445.45 | 10.65 | 0.95 (9.79%) | 21.66 | 143 | 27 | 65 |
| 26 May | 447.60 | 9.6 | -1.1 (-10.28%) | 22.22 | 75 | 25 | 38 |
| 25 May | 447.20 | 10.6 | 1.1 (11.58%) | 23.02 | 17 | 9 | 11 |
| 22 May | 451.05 | 9.5 | -3.1 (-24.60%) | 22.59 | 1 | 0 | 1 |
| 21 May | 446.85 | 12.6 | -3 (-19.23%) | 23.76 | 1 | 1 | 1 |
| 18 May | 456.35 | 0 | -15.6 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 467.70 | 0 | -15.6 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 464.75 | 0 | -15.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 463.10 | 0 | -15.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 473.25 | 0 | -15.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 473.45 | 0 | -15.6 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 487.70 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 470.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 466.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 460.55 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 445.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 441.50 | 0 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 445 expiring on 30JUN2026
Delta for 445 PE is -0.76
Historical price for 445 PE is as follows
On 1 Jun DABUR was trading at 424.60. The strike last trading price was 21.5, which was 11.1 higher than the previous day. The implied volatity was 20.37, the open interest changed by -26 which decreased total open position to 68
On 29 May DABUR was trading at 443.40. The strike last trading price was 10.5, which was -0.15 lower than the previous day. The implied volatity was 20.58, the open interest changed by 27 which increased total open position to 93
On 27 May DABUR was trading at 445.45. The strike last trading price was 10.65, which was 0.95 higher than the previous day. The implied volatity was 21.66, the open interest changed by 27 which increased total open position to 65
On 26 May DABUR was trading at 447.60. The strike last trading price was 9.6, which was -1.1 lower than the previous day. The implied volatity was 22.22, the open interest changed by 25 which increased total open position to 38
On 25 May DABUR was trading at 447.20. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was 23.02, the open interest changed by 9 which increased total open position to 11
On 22 May DABUR was trading at 451.05. The strike last trading price was 9.5, which was -3.1 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 1
On 21 May DABUR was trading at 446.85. The strike last trading price was 12.6, which was -3 lower than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 1
On 18 May DABUR was trading at 456.35. The strike last trading price was 0, which was -15.6 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 -15.6 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 -15.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DABUR was trading at 463.10. The strike last trading price was 0, which was -15.6 lower than the previous day. The implied volatity was 0, 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 -15.6 lower than the previous day. The implied volatity was 0, 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 -15.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DABUR was trading at 487.70. 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 7 May DABUR was trading at 470.00. 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 6 May DABUR was trading at 466.25. 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 5 May DABUR was trading at 460.55. 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 May DABUR was trading at 445.65. 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 30 Apr DABUR was trading at 441.50. 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
