DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 445 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.27
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 21.5 | -3.8 | 30.24 | 37 | -4 | 55 | |||
| 9 Apr | 465.25 | 25.3 | 4.4 | 30.38 | 9 | -1 | 62 | |||
| 8 Apr | 459.00 | 20.45 | 3.25 | 25.77 | 50 | -1 | 62 | |||
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| 7 Apr | 451.40 | 18.25 | -6.45 | 33.57 | 320 | 51 | 65 | |||
| 4 Apr | 461.75 | 24.7 | -1.15 | 30.05 | 5 | -2 | 13 | |||
| 3 Apr | 465.40 | 25.75 | -39.35 | 23.10 | 24 | 13 | 13 | |||
| 2 Apr | 495.75 | 65.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 497.50 | 65.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 65.1 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 445 expiring on 24APR2025
Delta for 445 CE is 0.76
Historical price for 445 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 21.5, which was -3.8 lower than the previous day. The implied volatity was 30.24, the open interest changed by -4 which decreased total open position to 55
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 25.3, which was 4.4 higher than the previous day. The implied volatity was 30.38, the open interest changed by -1 which decreased total open position to 62
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 20.45, which was 3.25 higher than the previous day. The implied volatity was 25.77, the open interest changed by -1 which decreased total open position to 62
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 18.25, which was -6.45 lower than the previous day. The implied volatity was 33.57, the open interest changed by 51 which increased total open position to 65
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 24.7, which was -1.15 lower than the previous day. The implied volatity was 30.05, the open interest changed by -2 which decreased total open position to 13
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 25.75, which was -39.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by 13 which increased total open position to 13
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 65.1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 65.1, which was 0 lower than the previous day. The implied volatity was 0.00, 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 65.1, 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 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.26
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 3.1 | -0.5 | 27.70 | 330 | 38 | 225 |
| 9 Apr | 465.25 | 3.6 | -0.9 | 30.83 | 186 | 24 | 187 |
| 8 Apr | 459.00 | 4.35 | -4.2 | 28.56 | 221 | 6 | 162 |
| 7 Apr | 451.40 | 7.8 | 4.6 | 31.04 | 546 | 51 | 159 |
| 4 Apr | 461.75 | 3.2 | 0.1 | 23.85 | 199 | 23 | 106 |
| 3 Apr | 465.40 | 3.05 | 1.1 | 25.33 | 351 | 81 | 81 |
| 2 Apr | 495.75 | 1.95 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 497.50 | 1.95 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 509.25 | 1.95 | 0 | 13.79 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 445 expiring on 24APR2025
Delta for 445 PE is -0.22
Historical price for 445 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 27.70, the open interest changed by 38 which increased total open position to 225
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 3.6, which was -0.9 lower than the previous day. The implied volatity was 30.83, the open interest changed by 24 which increased total open position to 187
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 4.35, which was -4.2 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 162
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 7.8, which was 4.6 higher than the previous day. The implied volatity was 31.04, the open interest changed by 51 which increased total open position to 159
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 3.2, which was 0.1 higher than the previous day. The implied volatity was 23.85, the open interest changed by 23 which increased total open position to 106
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 3.05, which was 1.1 higher than the previous day. The implied volatity was 25.33, the open interest changed by 81 which increased total open position to 81
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1.95, which was 0 lower than the previous day. The implied volatity was 13.79, the open interest changed by 0 which decreased total open position to 0
