DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 0.29
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 17.05 | -4.15 | 27.23 | 241 | 13 | 225 | |||
| 9 Apr | 465.25 | 21.2 | 4.05 | 29.10 | 160 | -35 | 213 | |||
| 8 Apr | 459.00 | 17.2 | 3.05 | 26.66 | 414 | -16 | 247 | |||
| 7 Apr | 451.40 | 15.15 | -3.05 | 32.91 | 1,427 | 111 | 266 | |||
| 4 Apr | 461.75 | 18.05 | -3.85 | 21.29 | 263 | 50 | 156 | |||
| 3 Apr | 465.40 | 22.05 | -24.95 | 23.74 | 577 | 107 | 107 | |||
| 2 Apr | 495.75 | 47 | -45.9 | - | 10 | 4 | 4 | |||
| 1 Apr | 497.50 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 506.50 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 512.85 | 92.9 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 508.85 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 507.20 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 92.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 92.9 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 450 expiring on 24APR2025
Delta for 450 CE is 0.72
Historical price for 450 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 17.05, which was -4.15 lower than the previous day. The implied volatity was 27.23, the open interest changed by 13 which increased total open position to 225
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 21.2, which was 4.05 higher than the previous day. The implied volatity was 29.10, the open interest changed by -35 which decreased total open position to 213
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 17.2, which was 3.05 higher than the previous day. The implied volatity was 26.66, the open interest changed by -16 which decreased total open position to 247
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 15.15, which was -3.05 lower than the previous day. The implied volatity was 32.91, the open interest changed by 111 which increased total open position to 266
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 18.05, which was -3.85 lower than the previous day. The implied volatity was 21.29, the open interest changed by 50 which increased total open position to 156
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 22.05, which was -24.95 lower than the previous day. The implied volatity was 23.74, the open interest changed by 107 which increased total open position to 107
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 47, which was -45.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 92.9, 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 28 Mar DABUR was trading at 506.50. The strike last trading price was 92.9, 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 27 Mar DABUR was trading at 512.85. The strike last trading price was 92.9, 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 26 Mar DABUR was trading at 508.85. The strike last trading price was 92.9, 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 92.9, 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 24 Mar DABUR was trading at 507.20. The strike last trading price was 92.9, 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 21 Mar DABUR was trading at 506.80. The strike last trading price was 92.9, 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 20 Mar DABUR was trading at 499.00. The strike last trading price was 92.9, 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 19 Mar DABUR was trading at 495.45. The strike last trading price was 92.9, 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 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.29
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 4.3 | -0.3 | 27.23 | 1,222 | 21 | 709 |
| 9 Apr | 465.25 | 4.55 | -1.4 | 29.74 | 673 | -61 | 686 |
| 8 Apr | 459.00 | 5.65 | -5.3 | 27.89 | 990 | 141 | 750 |
| 7 Apr | 451.40 | 9.75 | 5.35 | 30.66 | 1,493 | -8 | 609 |
| 4 Apr | 461.75 | 4.3 | 0.2 | 23.30 | 1,181 | -178 | 620 |
| 3 Apr | 465.40 | 4.05 | 3.1 | 24.85 | 5,116 | 236 | 798 |
| 2 Apr | 495.75 | 0.95 | 0.2 | 28.06 | 443 | 57 | 562 |
| 1 Apr | 497.50 | 0.75 | -0.1 | 26.75 | 521 | 222 | 504 |
| 28 Mar | 506.50 | 0.8 | 0.2 | 28.50 | 315 | 225 | 282 |
| 27 Mar | 512.85 | 0.6 | -0.25 | 27.86 | 8 | 1 | 58 |
| 26 Mar | 508.85 | 0.95 | 0.05 | 29.36 | 41 | 16 | 38 |
| 25 Mar | 509.25 | 0.9 | -0.1 | 28.59 | 3 | 0 | 22 |
| 24 Mar | 507.20 | 1 | 0.1 | 28.00 | 15 | 7 | 21 |
| 21 Mar | 506.80 | 0.8 | -0.65 | 25.77 | 19 | 4 | 15 |
| 20 Mar | 499.00 | 1.45 | -0.05 | 26.29 | 2 | 1 | 10 |
| 19 Mar | 495.45 | 1.5 | -0.2 | 24.90 | 12 | 9 | 9 |
For Dabur India Ltd - strike price 450 expiring on 24APR2025
Delta for 450 PE is -0.28
Historical price for 450 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 4.3, which was -0.3 lower than the previous day. The implied volatity was 27.23, the open interest changed by 21 which increased total open position to 709
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 4.55, which was -1.4 lower than the previous day. The implied volatity was 29.74, the open interest changed by -61 which decreased total open position to 686
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 5.65, which was -5.3 lower than the previous day. The implied volatity was 27.89, the open interest changed by 141 which increased total open position to 750
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 9.75, which was 5.35 higher than the previous day. The implied volatity was 30.66, the open interest changed by -8 which decreased total open position to 609
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 4.3, which was 0.2 higher than the previous day. The implied volatity was 23.30, the open interest changed by -178 which decreased total open position to 620
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 4.05, which was 3.1 higher than the previous day. The implied volatity was 24.85, the open interest changed by 236 which increased total open position to 798
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 0.95, which was 0.2 higher than the previous day. The implied volatity was 28.06, the open interest changed by 57 which increased total open position to 562
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 26.75, the open interest changed by 222 which increased total open position to 504
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 28.50, the open interest changed by 225 which increased total open position to 282
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 27.86, the open interest changed by 1 which increased total open position to 58
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 29.36, the open interest changed by 16 which increased total open position to 38
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 28.59, the open interest changed by 0 which decreased total open position to 22
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 28.00, the open interest changed by 7 which increased total open position to 21
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 25.77, the open interest changed by 4 which increased total open position to 15
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 10
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 24.90, the open interest changed by 9 which increased total open position to 9
