DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 0.33
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 5.75 | -3.2 | 25.39 | 1,871 | 118 | 992 | |||
| 9 Apr | 465.25 | 8.7 | 2.45 | 26.94 | 2,910 | -220 | 881 | |||
| 8 Apr | 459.00 | 6 | 0.5 | 24.38 | 1,507 | -122 | 1,122 | |||
| 7 Apr | 451.40 | 5.9 | -1.15 | 30.44 | 1,515 | -23 | 1,245 | |||
| 4 Apr | 461.75 | 7 | -2.55 | 21.82 | 2,403 | 191 | 1,271 | |||
| 3 Apr | 465.40 | 9.5 | -20.5 | 22.93 | 6,749 | 1,069 | 1,079 | |||
| 2 Apr | 495.75 | 30 | -45.25 | 19.55 | 22 | 10 | 10 | |||
| 1 Apr | 497.50 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 506.50 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 512.85 | 75.25 | 0 | - | 0 | 0 | 0 | |||
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| 26 Mar | 508.85 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 507.20 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 498.75 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 494.75 | 75.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 509.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 510.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 505.70 | 0 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 508.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 510.35 | 0 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 504.45 | 0 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 515.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 519.90 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 519.85 | 0 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 517.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 470 expiring on 24APR2025
Delta for 470 CE is 0.38
Historical price for 470 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 5.75, which was -3.2 lower than the previous day. The implied volatity was 25.39, the open interest changed by 118 which increased total open position to 992
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 8.7, which was 2.45 higher than the previous day. The implied volatity was 26.94, the open interest changed by -220 which decreased total open position to 881
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 6, which was 0.5 higher than the previous day. The implied volatity was 24.38, the open interest changed by -122 which decreased total open position to 1122
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 5.9, which was -1.15 lower than the previous day. The implied volatity was 30.44, the open interest changed by -23 which decreased total open position to 1245
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 7, which was -2.55 lower than the previous day. The implied volatity was 21.82, the open interest changed by 191 which increased total open position to 1271
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 9.5, which was -20.5 lower than the previous day. The implied volatity was 22.93, the open interest changed by 1069 which increased total open position to 1079
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 30, which was -45.25 lower than the previous day. The implied volatity was 19.55, the open interest changed by 10 which increased total open position to 10
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 75.25, 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 75.25, 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 75.25, 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 75.25, 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 75.25, 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 75.25, 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 75.25, 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 75.25, 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 75.25, 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 18 Mar DABUR was trading at 498.75. The strike last trading price was 75.25, 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 Mar DABUR was trading at 494.75. The strike last trading price was 75.25, 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 25 Feb DABUR was trading at 510.95. 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 20 Feb DABUR was trading at 510.35. 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
On 18 Feb DABUR was trading at 515.15. 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 14 Feb DABUR was trading at 519.90. 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 Feb DABUR was trading at 519.85. 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 11 Feb DABUR was trading at 517.70. The strike last trading price was 0, 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
| DABUR 24APR2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.33
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 12.9 | 0.9 | 25.30 | 399 | -17 | 490 |
| 9 Apr | 465.25 | 12.1 | -3.15 | 27.81 | 555 | 31 | 508 |
| 8 Apr | 459.00 | 14.45 | -7.65 | 25.75 | 218 | 2 | 477 |
| 7 Apr | 451.40 | 20.4 | 7.15 | 27.93 | 397 | -5 | 476 |
| 4 Apr | 461.75 | 13 | 1.4 | 23.16 | 427 | -12 | 481 |
| 3 Apr | 465.40 | 11.5 | 8.5 | 24.04 | 2,860 | 145 | 497 |
| 2 Apr | 495.75 | 3 | 0.7 | 26.41 | 700 | 179 | 354 |
| 1 Apr | 497.50 | 2.4 | 0.55 | 24.75 | 128 | 36 | 174 |
| 28 Mar | 506.50 | 1.9 | 0.5 | 25.44 | 181 | 42 | 138 |
| 27 Mar | 512.85 | 1.35 | -0.15 | 24.42 | 41 | 5 | 95 |
| 26 Mar | 508.85 | 1.4 | -0.45 | 23.44 | 83 | -6 | 91 |
| 25 Mar | 509.25 | 1.85 | -0.3 | 24.91 | 69 | 0 | 96 |
| 24 Mar | 507.20 | 2.05 | 0.1 | 25.22 | 327 | 30 | 97 |
| 21 Mar | 506.80 | 1.95 | -1.15 | 23.30 | 1,046 | 26 | 67 |
| 20 Mar | 499.00 | 3.1 | -0.65 | 22.66 | 23 | 13 | 41 |
| 19 Mar | 495.45 | 3.65 | 0.2 | 22.77 | 28 | 11 | 28 |
| 18 Mar | 498.75 | 3.45 | -1.85 | 23.23 | 8 | 6 | 16 |
| 17 Mar | 494.75 | 5.3 | 1.6 | 26.03 | 10 | 9 | 9 |
| 26 Feb | 509.20 | 3.7 | 0 | 7.06 | 0 | 0 | 0 |
| 25 Feb | 510.95 | 3.7 | 0 | 7.06 | 0 | 0 | 0 |
| 24 Feb | 505.70 | 3.7 | 0 | 6.42 | 0 | 0 | 0 |
| 21 Feb | 508.65 | 3.7 | 0 | 6.16 | 0 | 0 | 0 |
| 20 Feb | 510.35 | 3.7 | 0 | 5.63 | 0 | 0 | 0 |
| 19 Feb | 504.45 | 3.7 | 0 | 5.72 | 0 | 0 | 0 |
| 18 Feb | 515.15 | 3.7 | 0 | 7.53 | 0 | 0 | 0 |
| 14 Feb | 519.90 | 0 | 0 | 7.88 | 0 | 0 | 0 |
| 13 Feb | 519.85 | 0 | 0 | 7.83 | 0 | 0 | 0 |
| 11 Feb | 517.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 470 expiring on 24APR2025
Delta for 470 PE is -0.62
Historical price for 470 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 12.9, which was 0.9 higher than the previous day. The implied volatity was 25.30, the open interest changed by -17 which decreased total open position to 490
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 12.1, which was -3.15 lower than the previous day. The implied volatity was 27.81, the open interest changed by 31 which increased total open position to 508
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 14.45, which was -7.65 lower than the previous day. The implied volatity was 25.75, the open interest changed by 2 which increased total open position to 477
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 20.4, which was 7.15 higher than the previous day. The implied volatity was 27.93, the open interest changed by -5 which decreased total open position to 476
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 13, which was 1.4 higher than the previous day. The implied volatity was 23.16, the open interest changed by -12 which decreased total open position to 481
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 11.5, which was 8.5 higher than the previous day. The implied volatity was 24.04, the open interest changed by 145 which increased total open position to 497
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 3, which was 0.7 higher than the previous day. The implied volatity was 26.41, the open interest changed by 179 which increased total open position to 354
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 24.75, the open interest changed by 36 which increased total open position to 174
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 1.9, which was 0.5 higher than the previous day. The implied volatity was 25.44, the open interest changed by 42 which increased total open position to 138
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 24.42, the open interest changed by 5 which increased total open position to 95
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by -6 which decreased total open position to 91
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 1.85, which was -0.3 lower than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 96
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 25.22, the open interest changed by 30 which increased total open position to 97
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 1.95, which was -1.15 lower than the previous day. The implied volatity was 23.30, the open interest changed by 26 which increased total open position to 67
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 3.1, which was -0.65 lower than the previous day. The implied volatity was 22.66, the open interest changed by 13 which increased total open position to 41
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 3.65, which was 0.2 higher than the previous day. The implied volatity was 22.77, the open interest changed by 11 which increased total open position to 28
On 18 Mar DABUR was trading at 498.75. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 6 which increased total open position to 16
On 17 Mar DABUR was trading at 494.75. The strike last trading price was 5.3, which was 1.6 higher than the previous day. The implied volatity was 26.03, the open interest changed by 9 which increased total open position to 9
On 26 Feb DABUR was trading at 509.20. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0
On 25 Feb DABUR was trading at 510.95. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.06, 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 3.7, which was 0 lower than the previous day. The implied volatity was 6.42, 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 3.7, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 20 Feb DABUR was trading at 510.35. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 5.63, 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 3.7, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 18 Feb DABUR was trading at 515.15. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
On 14 Feb DABUR was trading at 519.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 0
On 13 Feb DABUR was trading at 519.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 11 Feb DABUR was trading at 517.70. The strike last trading price was 0, 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
