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[--[65.84.65.76]--]
DABUR
Dabur India Ltd

502.55 -1.40 (-0.28%)

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Historical option data for DABUR

20 Dec 2024 04:12 PM IST
DABUR 26DEC2024 470 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 164.45 0.00 - 0 0 0
19 Dec 503.95 164.45 0.00 - 0 0 0
18 Dec 505.40 164.45 0.00 - 0 0 0
17 Dec 505.40 164.45 0.00 - 0 0 0
16 Dec 509.95 164.45 0.00 - 0 0 0
13 Dec 512.80 164.45 0.00 - 0 0 0
12 Dec 506.65 164.45 0.00 - 0 0 0
11 Dec 508.35 164.45 0.00 - 0 0 0
10 Dec 506.95 164.45 0.00 - 0 0 0
9 Dec 506.85 164.45 0.00 - 0 0 0
6 Dec 523.80 164.45 0.00 - 0 0 0
5 Dec 523.15 164.45 0.00 - 0 0 0
4 Dec 522.80 164.45 0.00 - 0 0 0
3 Dec 522.55 164.45 0.00 - 0 0 0
2 Dec 523.90 164.45 0.00 - 0 0 0
29 Nov 527.15 164.45 0.00 - 0 0 0
28 Nov 526.00 164.45 0.00 - 0 0 0
25 Nov 521.50 164.45 0.00 - 0 0 0
22 Nov 513.00 164.45 0.00 - 0 0 0
21 Nov 505.75 164.45 - 0 0 0


For Dabur India Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 CE is -

Historical price for 470 CE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 164.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 164.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DABUR 26DEC2024 470 PE
Delta: -0.05
Vega: 0.07
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 0.45 0.00 31.43 66 1 455
19 Dec 503.95 0.45 -0.05 32.22 117 -1 454
18 Dec 505.40 0.5 -0.15 31.47 111 -11 455
17 Dec 505.40 0.65 0.15 31.60 111 -3 466
16 Dec 509.95 0.5 0.05 31.00 23 -9 469
13 Dec 512.80 0.45 -0.25 27.56 65 -9 479
12 Dec 506.65 0.7 0.15 26.25 142 -85 488
11 Dec 508.35 0.55 -0.25 25.32 717 114 575
10 Dec 506.95 0.8 -0.65 25.80 528 121 453
9 Dec 506.85 1.45 1.00 29.10 601 256 324
6 Dec 523.80 0.45 0.05 26.96 7 -5 69
5 Dec 523.15 0.4 -0.10 26.31 67 -36 78
4 Dec 522.80 0.5 -0.15 25.98 46 -2 124
3 Dec 522.55 0.65 -0.15 27.04 16 -11 131
2 Dec 523.90 0.8 -0.25 28.05 40 23 142
29 Nov 527.15 1.05 -0.15 28.97 210 117 118
28 Nov 526.00 1.2 0.00 0.00 0 0 0
25 Nov 521.50 1.2 -0.80 28.29 1 2 2
22 Nov 513.00 2 1.80 25.37 21 2 2
21 Nov 505.75 0.2 7.75 0 0 0


For Dabur India Ltd - strike price 470 expiring on 26DEC2024

Delta for 470 PE is -0.05

Historical price for 470 PE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 455


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 454


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 31.47, the open interest changed by -11 which decreased total open position to 455


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 31.60, the open interest changed by -3 which decreased total open position to 466


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 31.00, the open interest changed by -9 which decreased total open position to 469


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 27.56, the open interest changed by -9 which decreased total open position to 479


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 26.25, the open interest changed by -85 which decreased total open position to 488


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 25.32, the open interest changed by 114 which increased total open position to 575


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 25.80, the open interest changed by 121 which increased total open position to 453


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 1.45, which was 1.00 higher than the previous day. The implied volatity was 29.10, the open interest changed by 256 which increased total open position to 324


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 26.96, the open interest changed by -5 which decreased total open position to 69


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 26.31, the open interest changed by -36 which decreased total open position to 78


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by -2 which decreased total open position to 124


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 27.04, the open interest changed by -11 which decreased total open position to 131


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 28.05, the open interest changed by 23 which increased total open position to 142


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 28.97, the open interest changed by 117 which increased total open position to 118


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 1.2, which was 0.00 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 Nov DABUR was trading at 521.50. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 2


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 2, which was 1.80 higher than the previous day. The implied volatity was 25.37, the open interest changed by 2 which increased total open position to 2


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 7.75, the open interest changed by 0 which decreased total open position to 0