DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.34
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 461.30 | 10.5 | -3.7 | 26.12 | 1,685 | 227 | 567 | |||
| 9 Apr | 465.25 | 14.2 | 3.45 | 27.85 | 1,245 | -144 | 340 | |||
| 8 Apr | 459.00 | 10.55 | 1.3 | 24.81 | 1,367 | -85 | 486 | |||
| 7 Apr | 451.40 | 9.85 | -1.85 | 31.57 | 1,301 | 106 | 574 | |||
| 4 Apr | 461.75 | 11.8 | -3.2 | 21.83 | 1,061 | 114 | 468 | |||
| 3 Apr | 465.40 | 15 | -68.9 | 23.17 | 2,681 | 354 | 354 | |||
| 2 Apr | 495.75 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 497.50 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 506.50 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 512.85 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 508.85 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 507.20 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 83.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 509.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 505.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 508.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 504.45 | 0 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 460 expiring on 24APR2025
Delta for 460 CE is 0.56
Historical price for 460 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 10.5, which was -3.7 lower than the previous day. The implied volatity was 26.12, the open interest changed by 227 which increased total open position to 567
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 14.2, which was 3.45 higher than the previous day. The implied volatity was 27.85, the open interest changed by -144 which decreased total open position to 340
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 10.55, which was 1.3 higher than the previous day. The implied volatity was 24.81, the open interest changed by -85 which decreased total open position to 486
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 9.85, which was -1.85 lower than the previous day. The implied volatity was 31.57, the open interest changed by 106 which increased total open position to 574
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 11.8, which was -3.2 lower than the previous day. The implied volatity was 21.83, the open interest changed by 114 which increased total open position to 468
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 15, which was -68.9 lower than the previous day. The implied volatity was 23.17, the open interest changed by 354 which increased total open position to 354
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 83.9, 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 1 Apr DABUR was trading at 497.50. The strike last trading price was 83.9, 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 83.9, 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 83.9, 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 83.9, 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 83.9, 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 83.9, 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 83.9, 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 83.9, 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 83.9, 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 Feb DABUR was trading at 509.20. 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 24 Feb DABUR was trading at 505.70. 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 21 Feb DABUR was trading at 508.65. 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 19 Feb DABUR was trading at 504.45. 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 24APR2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.34
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 7.65 | 0.1 | 25.93 | 1,339 | 89 | 528 |
| 9 Apr | 465.25 | 7.75 | -1.95 | 29.06 | 746 | -25 | 446 |
| 8 Apr | 459.00 | 9.35 | -5.8 | 26.94 | 666 | 9 | 468 |
| 7 Apr | 451.40 | 14.2 | 6.25 | 28.81 | 978 | -173 | 461 |
| 4 Apr | 461.75 | 7.85 | 0.7 | 23.17 | 2,040 | 47 | 642 |
| 3 Apr | 465.40 | 7 | 5.25 | 24.22 | 5,791 | 348 | 598 |
| 2 Apr | 495.75 | 1.7 | 0.35 | 27.13 | 385 | 128 | 252 |
| 1 Apr | 497.50 | 1.35 | 0.1 | 25.68 | 165 | 59 | 124 |
| 28 Mar | 506.50 | 1.2 | 0.15 | 26.80 | 337 | 52 | 65 |
| 27 Mar | 512.85 | 1.05 | 0 | 28.26 | 1 | 0 | 13 |
| 26 Mar | 508.85 | 0.9 | -0.4 | 25.07 | 6 | 2 | 15 |
| 25 Mar | 509.25 | 1.3 | -0.15 | 26.87 | 16 | -2 | 12 |
| 24 Mar | 507.20 | 1.45 | 0 | 27.06 | 249 | 10 | 14 |
| 21 Mar | 506.80 | 1.45 | -1.1 | 25.43 | 16 | 3 | 3 |
| 20 Mar | 499.00 | 2.55 | 0 | 8.10 | 0 | 0 | 0 |
| 19 Mar | 495.45 | 2.55 | 0 | 7.65 | 0 | 0 | 0 |
| 26 Feb | 509.20 | 2.55 | 0 | 8.10 | 0 | 0 | 0 |
| 24 Feb | 505.70 | 2.55 | 0 | 7.82 | 0 | 0 | 0 |
| 21 Feb | 508.65 | 2.55 | 0 | 7.97 | 0 | 0 | 0 |
| 19 Feb | 504.45 | 2.55 | 0 | 7.51 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 460 expiring on 24APR2025
Delta for 460 PE is -0.44
Historical price for 460 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 7.65, which was 0.1 higher than the previous day. The implied volatity was 25.93, the open interest changed by 89 which increased total open position to 528
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 7.75, which was -1.95 lower than the previous day. The implied volatity was 29.06, the open interest changed by -25 which decreased total open position to 446
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 9.35, which was -5.8 lower than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 468
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 14.2, which was 6.25 higher than the previous day. The implied volatity was 28.81, the open interest changed by -173 which decreased total open position to 461
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 7.85, which was 0.7 higher than the previous day. The implied volatity was 23.17, the open interest changed by 47 which increased total open position to 642
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 7, which was 5.25 higher than the previous day. The implied volatity was 24.22, the open interest changed by 348 which increased total open position to 598
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 27.13, the open interest changed by 128 which increased total open position to 252
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 25.68, the open interest changed by 59 which increased total open position to 124
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 26.80, the open interest changed by 52 which increased total open position to 65
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 13
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 15
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 26.87, the open interest changed by -2 which decreased total open position to 12
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 27.06, the open interest changed by 10 which increased total open position to 14
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 1.45, which was -1.1 lower than the previous day. The implied volatity was 25.43, the open interest changed by 3 which increased total open position to 3
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 8.10, 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 2.55, which was 0 lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0
On 26 Feb DABUR was trading at 509.20. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 8.10, the open interest changed by 0 which decreased total open position to 0
On 24 Feb DABUR was trading at 505.70. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 7.82, the open interest changed by 0 which decreased total open position to 0
On 21 Feb DABUR was trading at 508.65. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 7.97, the open interest changed by 0 which decreased total open position to 0
On 19 Feb DABUR was trading at 504.45. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0
