DABUR
Dabur India Ltd
Historical option data for DABUR
29 Apr 2026 10:05 AM IST
| DABUR 26-May-2026 (27d) 455 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0
Theta: -0.3
Gamma: 0.01073
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 453.35 | 14.95 | 1.25 | 29.81 | 79 | 25 | 73 | |||||||||
| 28 Apr | 450.15 | 13.75 | -1.6500000000000004 | 30.41 | 66 | 31 | 49 | |||||||||
| 27 Apr | 452.00 | 14.9 | 1.1500000000000004 | 30.53 | 24 | 15 | 17 | |||||||||
| 24 Apr | 451.10 | 13.75 | -6.25 | 27.94 | 1 | 0 | 1 | |||||||||
| 23 Apr | 460.00 | 20 | 15.3 | 29.81 | 1 | 0 | 0 | |||||||||
| 22 Apr | 460.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 452.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 441.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 442.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 427.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 433.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 424.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Apr | 435.70 | 0 | 0 | 3.57 | 0 | 0 | 0 | |||||||||
| 9 Apr | 429.40 | 4.7 | 0 | 3.93 | 0 | 0 | 0 | |||||||||
| 8 Apr | 427.25 | 4.7 | 0 | 3.85 | 0 | 0 | 0 | |||||||||
| 7 Apr | 414.25 | 4.7 | 0 | 6.46 | 0 | 0 | 0 | |||||||||
| 6 Apr | 413.70 | 4.7 | 0 | 6.34 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 455 expiring on 26MAY2026
Delta for 455 CE is 0.52
Historical price for 455 CE is as follows
On 29 Apr DABUR was trading at 453.35. The strike last trading price was 14.95, which was 1.25 higher than the previous day. The implied volatity was 29.81, the open interest changed by 25 which increased total open position to 73
On 28 Apr DABUR was trading at 450.15. The strike last trading price was 13.75, which was -1.6500000000000004 lower than the previous day. The implied volatity was 30.41, the open interest changed by 31 which increased total open position to 49
On 27 Apr DABUR was trading at 452.00. The strike last trading price was 14.9, which was 1.1500000000000004 higher than the previous day. The implied volatity was 30.53, the open interest changed by 15 which increased total open position to 17
On 24 Apr DABUR was trading at 451.10. The strike last trading price was 13.75, which was -6.25 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 1
On 23 Apr DABUR was trading at 460.00. The strike last trading price was 20, which was 15.3 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 0
On 22 Apr DABUR was trading at 460.00. 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 21 Apr DABUR was trading at 452.00. 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 20 Apr DABUR was trading at 441.70. 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 Apr DABUR was trading at 442.85. 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 Apr DABUR was trading at 427.55. 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 15 Apr DABUR was trading at 433.25. 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 13 Apr DABUR was trading at 424.75. 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 10 Apr DABUR was trading at 435.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DABUR was trading at 429.40. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 8 Apr DABUR was trading at 427.25. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DABUR was trading at 414.25. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 6.46, the open interest changed by 0 which decreased total open position to 0
On 6 Apr DABUR was trading at 413.70. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
| DABUR 26-May-2026 (27d) 455 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0
Theta: -0.21
Gamma: 0.01141
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 453.35 | 13.7 | -2.3500000000000014 | 28.01 | 19 | 5 | 73 |
| 28 Apr | 450.15 | 15.85 | 0.8499999999999996 | 28.65 | 46 | 30 | 68 |
| 27 Apr | 452.00 | 15.05 | -2.099999999999998 | 28 | 26 | 20 | 37 |
| 24 Apr | 451.10 | 17.15 | 5.149999999999999 | 29.67 | 23 | 16 | 17 |
| 23 Apr | 460.00 | 12 | -32.2 | 27.56 | 1 | 0 | 0 |
| 22 Apr | 460.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 452.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 441.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 442.85 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 427.55 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 433.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 424.75 | 0 | 0 | 78.16 | 0 | 0 | 0 |
| 10 Apr | 435.70 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 429.40 | 44.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 427.25 | 44.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 414.25 | 44.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 413.70 | 44.2 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 455 expiring on 26MAY2026
Delta for 455 PE is -0.48
Historical price for 455 PE is as follows
On 29 Apr DABUR was trading at 453.35. The strike last trading price was 13.7, which was -2.3500000000000014 lower than the previous day. The implied volatity was 28.01, the open interest changed by 5 which increased total open position to 73
On 28 Apr DABUR was trading at 450.15. The strike last trading price was 15.85, which was 0.8499999999999996 higher than the previous day. The implied volatity was 28.65, the open interest changed by 30 which increased total open position to 68
On 27 Apr DABUR was trading at 452.00. The strike last trading price was 15.05, which was -2.099999999999998 lower than the previous day. The implied volatity was 28, the open interest changed by 20 which increased total open position to 37
On 24 Apr DABUR was trading at 451.10. The strike last trading price was 17.15, which was 5.149999999999999 higher than the previous day. The implied volatity was 29.67, the open interest changed by 16 which increased total open position to 17
On 23 Apr DABUR was trading at 460.00. The strike last trading price was 12, which was -32.2 lower than the previous day. The implied volatity was 27.56, the open interest changed by 0 which decreased total open position to 0
On 22 Apr DABUR was trading at 460.00. 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 21 Apr DABUR was trading at 452.00. 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 20 Apr DABUR was trading at 441.70. 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 Apr DABUR was trading at 442.85. 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 Apr DABUR was trading at 427.55. 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 15 Apr DABUR was trading at 433.25. 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 13 Apr DABUR was trading at 424.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 78.16, the open interest changed by 0 which decreased total open position to 0
On 10 Apr DABUR was trading at 435.70. 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 9 Apr DABUR was trading at 429.40. The strike last trading price was 44.2, 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 8 Apr DABUR was trading at 427.25. The strike last trading price was 44.2, 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 Apr DABUR was trading at 414.25. The strike last trading price was 44.2, 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 Apr DABUR was trading at 413.70. The strike last trading price was 44.2, 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
