DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 475 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.30
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 4.15 | -2.9 | 25.44 | 535 | -9 | 287 | |||
| 9 Apr | 465.25 | 6.7 | 2.05 | 26.96 | 570 | 6 | 298 | |||
| 8 Apr | 459.00 | 4.45 | 0.3 | 24.52 | 433 | -36 | 292 | |||
| 7 Apr | 451.40 | 4.4 | -0.95 | 29.91 | 426 | -24 | 336 | |||
| 4 Apr | 461.75 | 5.35 | -2.1 | 22.18 | 754 | 63 | 372 | |||
| 3 Apr | 465.40 | 7.45 | -16.75 | 23.10 | 1,960 | 313 | 314 | |||
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| 2 Apr | 495.75 | 24.2 | -16.35 | 12.54 | 1 | 0 | 0 | |||
| 1 Apr | 497.50 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 506.50 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 512.85 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 508.85 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 509.25 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 507.20 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 498.75 | 40.55 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 494.75 | 40.55 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 475 expiring on 24APR2025
Delta for 475 CE is 0.30
Historical price for 475 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 4.15, which was -2.9 lower than the previous day. The implied volatity was 25.44, the open interest changed by -9 which decreased total open position to 287
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 6.7, which was 2.05 higher than the previous day. The implied volatity was 26.96, the open interest changed by 6 which increased total open position to 298
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 4.45, which was 0.3 higher than the previous day. The implied volatity was 24.52, the open interest changed by -36 which decreased total open position to 292
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 4.4, which was -0.95 lower than the previous day. The implied volatity was 29.91, the open interest changed by -24 which decreased total open position to 336
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 5.35, which was -2.1 lower than the previous day. The implied volatity was 22.18, the open interest changed by 63 which increased total open position to 372
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 7.45, which was -16.75 lower than the previous day. The implied volatity was 23.10, the open interest changed by 313 which increased total open position to 314
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 24.2, which was -16.35 lower than the previous day. The implied volatity was 12.54, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 40.55, 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 475 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.30
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 16.1 | 1.75 | 24.74 | 147 | -4 | 189 |
| 9 Apr | 465.25 | 15.3 | -2.35 | 28.48 | 159 | -35 | 193 |
| 8 Apr | 459.00 | 17.65 | -7.15 | 25.34 | 46 | 17 | 228 |
| 7 Apr | 451.40 | 23.95 | 7.35 | 27.34 | 35 | 0 | 215 |
| 4 Apr | 461.75 | 16.3 | 1.75 | 23.54 | 146 | 12 | 214 |
| 3 Apr | 465.40 | 14.25 | 10.4 | 23.85 | 757 | 59 | 200 |
| 2 Apr | 495.75 | 3.9 | 0.85 | 26.01 | 383 | 70 | 143 |
| 1 Apr | 497.50 | 3.05 | 0.7 | 23.97 | 97 | 30 | 70 |
| 28 Mar | 506.50 | 2.2 | 0.2 | 24.13 | 67 | 37 | 40 |
| 27 Mar | 512.85 | 2 | -5.1 | 25.46 | 4 | 3 | 3 |
| 26 Mar | 508.85 | 7.1 | 0 | 7.78 | 0 | 0 | 0 |
| 25 Mar | 509.25 | 7.1 | 0 | 7.70 | 0 | 0 | 0 |
| 24 Mar | 507.20 | 7.1 | 0 | 7.01 | 0 | 0 | 0 |
| 21 Mar | 506.80 | 7.1 | 0 | 7.16 | 0 | 0 | 0 |
| 20 Mar | 499.00 | 7.1 | 0 | 5.35 | 0 | 0 | 0 |
| 19 Mar | 495.45 | 7.1 | 0 | 4.89 | 0 | 0 | 0 |
| 18 Mar | 498.75 | 7.1 | 0 | 5.35 | 0 | 0 | 0 |
| 17 Mar | 494.75 | 7.1 | 0 | 4.84 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 475 expiring on 24APR2025
Delta for 475 PE is -0.70
Historical price for 475 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 16.1, which was 1.75 higher than the previous day. The implied volatity was 24.74, the open interest changed by -4 which decreased total open position to 189
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 15.3, which was -2.35 lower than the previous day. The implied volatity was 28.48, the open interest changed by -35 which decreased total open position to 193
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 17.65, which was -7.15 lower than the previous day. The implied volatity was 25.34, the open interest changed by 17 which increased total open position to 228
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 23.95, which was 7.35 higher than the previous day. The implied volatity was 27.34, the open interest changed by 0 which decreased total open position to 215
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 16.3, which was 1.75 higher than the previous day. The implied volatity was 23.54, the open interest changed by 12 which increased total open position to 214
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 14.25, which was 10.4 higher than the previous day. The implied volatity was 23.85, the open interest changed by 59 which increased total open position to 200
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 3.9, which was 0.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by 70 which increased total open position to 143
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 3.05, which was 0.7 higher than the previous day. The implied volatity was 23.97, the open interest changed by 30 which increased total open position to 70
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 24.13, the open interest changed by 37 which increased total open position to 40
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 2, which was -5.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 3 which increased total open position to 3
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 7.78, 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 7.1, which was 0 lower than the previous day. The implied volatity was 7.70, 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 7.1, which was 0 lower than the previous day. The implied volatity was 7.01, 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 7.1, which was 0 lower than the previous day. The implied volatity was 7.16, 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 7.1, which was 0 lower than the previous day. The implied volatity was 5.35, 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 7.1, which was 0 lower than the previous day. The implied volatity was 4.89, 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 7.1, which was 0 lower than the previous day. The implied volatity was 5.35, 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 7.1, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
