DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 465 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.35
Theta: -0.40
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 7.8 | -3.55 | 25.45 | 1,201 | 82 | 360 | |||
| 9 Apr | 465.25 | 11.15 | 2.95 | 27.10 | 1,149 | -81 | 281 | |||
| 8 Apr | 459.00 | 8.15 | 0.9 | 24.80 | 576 | -37 | 360 | |||
| 7 Apr | 451.40 | 7.7 | -1.4 | 30.96 | 809 | -38 | 398 | |||
| 4 Apr | 461.75 | 9.1 | -3.05 | 21.61 | 975 | 77 | 437 | |||
| 3 Apr | 465.40 | 12.15 | -36 | 23.25 | 2,002 | 361 | 361 | |||
| 2 Apr | 495.75 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 497.50 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 506.50 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 512.85 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 508.85 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 507.20 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 48.15 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 48.15 | 0 | - | 0 | 0 | 0 | |||
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| 19 Mar | 495.45 | 48.15 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 465 expiring on 24APR2025
Delta for 465 CE is 0.47
Historical price for 465 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 7.8, which was -3.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 82 which increased total open position to 360
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 11.15, which was 2.95 higher than the previous day. The implied volatity was 27.10, the open interest changed by -81 which decreased total open position to 281
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 8.15, which was 0.9 higher than the previous day. The implied volatity was 24.80, the open interest changed by -37 which decreased total open position to 360
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 7.7, which was -1.4 lower than the previous day. The implied volatity was 30.96, the open interest changed by -38 which decreased total open position to 398
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 9.1, which was -3.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 77 which increased total open position to 437
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 12.15, which was -36 lower than the previous day. The implied volatity was 23.25, the open interest changed by 361 which increased total open position to 361
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 48.15, 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 465 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.35
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 10 | 0.4 | 25.46 | 442 | 7 | 311 |
| 9 Apr | 465.25 | 9.6 | -2.85 | 28.05 | 530 | 11 | 305 |
| 8 Apr | 459.00 | 12.7 | -6.05 | 28.94 | 258 | -17 | 297 |
| 7 Apr | 451.40 | 17.2 | 6.8 | 28.56 | 348 | -43 | 313 |
| 4 Apr | 461.75 | 10.25 | 1.05 | 23.21 | 578 | -17 | 357 |
| 3 Apr | 465.40 | 9.05 | 6.8 | 24.09 | 2,812 | 288 | 381 |
| 2 Apr | 495.75 | 2.15 | 0.35 | 26.30 | 169 | 55 | 93 |
| 1 Apr | 497.50 | 1.8 | 0.35 | 25.18 | 54 | 22 | 37 |
| 28 Mar | 506.50 | 1.45 | -0.25 | 25.84 | 21 | 13 | 15 |
| 27 Mar | 512.85 | 1.7 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 508.85 | 1.7 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 509.25 | 1.7 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 507.20 | 1.7 | 0 | 0.00 | 0 | 2 | 0 |
| 21 Mar | 506.80 | 1.7 | -3.1 | 24.72 | 35 | 3 | 3 |
| 20 Mar | 499.00 | 4.8 | 0 | 7.46 | 0 | 0 | 0 |
| 19 Mar | 495.45 | 4.8 | 0 | 6.78 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 465 expiring on 24APR2025
Delta for 465 PE is -0.53
Historical price for 465 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 10, which was 0.4 higher than the previous day. The implied volatity was 25.46, the open interest changed by 7 which increased total open position to 311
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 9.6, which was -2.85 lower than the previous day. The implied volatity was 28.05, the open interest changed by 11 which increased total open position to 305
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 12.7, which was -6.05 lower than the previous day. The implied volatity was 28.94, the open interest changed by -17 which decreased total open position to 297
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 17.2, which was 6.8 higher than the previous day. The implied volatity was 28.56, the open interest changed by -43 which decreased total open position to 313
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 10.25, which was 1.05 higher than the previous day. The implied volatity was 23.21, the open interest changed by -17 which decreased total open position to 357
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 9.05, which was 6.8 higher than the previous day. The implied volatity was 24.09, the open interest changed by 288 which increased total open position to 381
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 26.30, the open interest changed by 55 which increased total open position to 93
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 25.18, the open interest changed by 22 which increased total open position to 37
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 25.84, the open interest changed by 13 which increased total open position to 15
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 1.7, 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 26 Mar DABUR was trading at 508.85. The strike last trading price was 1.7, 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 1.7, 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 24 Mar DABUR was trading at 507.20. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 1.7, which was -3.1 lower than the previous day. The implied volatity was 24.72, 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 4.8, which was 0 lower than the previous day. The implied volatity was 7.46, 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 4.8, which was 0 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
