DABUR
Dabur India Ltd
Historical option data for DABUR
03 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 470 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 522.55 | 164.45 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 523.90 | 164.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 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: -0.04
Vega: 0.12
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.04
Historical price for 470 PE is as follows
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
