DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 0.16
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 28.35 | -2.70 | 43.48 | 1 | 0 | 3 | |||
| 19 Dec | 503.95 | 31.05 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 18 Dec | 505.40 | 31.05 | -41.60 | - | 3 | 2 | 2 | |||
| 17 Dec | 505.40 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 509.95 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 512.80 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 506.65 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 508.35 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 506.95 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 506.85 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 523.80 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 523.15 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 522.80 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 522.55 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 523.90 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 527.15 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 526.00 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 521.50 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 72.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 505.75 | 72.65 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 475 expiring on 26DEC2024
Delta for 475 CE is 0.84
Historical price for 475 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 28.35, which was -2.70 lower than the previous day. The implied volatity was 43.48, the open interest changed by 0 which decreased total open position to 3
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 31.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 31.05, which was -41.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 72.65, 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 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.07
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 0.4 | 0.00 | 26.60 | 43 | -13 | 119 |
| 19 Dec | 503.95 | 0.4 | -0.10 | 27.77 | 46 | 8 | 135 |
| 18 Dec | 505.40 | 0.5 | -0.15 | 27.91 | 39 | 5 | 131 |
| 17 Dec | 505.40 | 0.65 | 0.10 | 28.10 | 93 | 4 | 129 |
| 16 Dec | 509.95 | 0.55 | 0.05 | 28.42 | 25 | 23 | 124 |
| 13 Dec | 512.80 | 0.5 | -0.35 | 25.40 | 49 | 16 | 109 |
| 12 Dec | 506.65 | 0.85 | 0.20 | 24.53 | 37 | 0 | 90 |
| 11 Dec | 508.35 | 0.65 | -0.35 | 23.55 | 192 | -14 | 91 |
| 10 Dec | 506.95 | 1 | -0.80 | 24.42 | 191 | -6 | 120 |
| 9 Dec | 506.85 | 1.8 | 1.45 | 27.93 | 315 | 104 | 122 |
| 6 Dec | 523.80 | 0.35 | -0.65 | 23.75 | 25 | 1 | 23 |
| 5 Dec | 523.15 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 522.80 | 1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 522.55 | 1 | 0.00 | 0.00 | 0 | 22 | 0 |
| 2 Dec | 523.90 | 1 | -1.40 | 27.28 | 31 | 22 | 22 |
| 29 Nov | 527.15 | 2.4 | 0.00 | 10.99 | 0 | 0 | 0 |
| 28 Nov | 526.00 | 2.4 | 0.00 | 10.57 | 0 | 0 | 0 |
| 25 Nov | 521.50 | 2.4 | 0.00 | 10.67 | 0 | 0 | 0 |
| 22 Nov | 513.00 | 2.4 | 0.00 | 8.05 | 0 | 0 | 0 |
| 21 Nov | 505.75 | 2.4 | 6.95 | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 475 expiring on 26DEC2024
Delta for 475 PE is -0.05
Historical price for 475 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 26.60, the open interest changed by -13 which decreased total open position to 119
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 27.77, the open interest changed by 8 which increased total open position to 135
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 27.91, the open interest changed by 5 which increased total open position to 131
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 28.10, the open interest changed by 4 which increased total open position to 129
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 23 which increased total open position to 124
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 25.40, the open interest changed by 16 which increased total open position to 109
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 90
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 23.55, the open interest changed by -14 which decreased total open position to 91
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 1, which was -0.80 lower than the previous day. The implied volatity was 24.42, the open interest changed by -6 which decreased total open position to 120
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 1.8, which was 1.45 higher than the previous day. The implied volatity was 27.93, the open interest changed by 104 which increased total open position to 122
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 0.35, which was -0.65 lower than the previous day. The implied volatity was 23.75, the open interest changed by 1 which increased total open position to 23
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 1, 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 4 Dec DABUR was trading at 522.80. The strike last trading price was 1, 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 3 Dec DABUR was trading at 522.55. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 1, which was -1.40 lower than the previous day. The implied volatity was 27.28, the open interest changed by 22 which increased total open position to 22
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 10.99, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 10.57, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 10.67, 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 2.4, which was 0.00 lower than the previous day. The implied volatity was 8.05, 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 2.4, which was lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
