DABUR
Dabur India Ltd
Historical option data for DABUR
21 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 505.75 | 30.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 30.75 | 0.00 | 34.81 | 5 | 0 | 8 | |||
| 19 Nov | 508.20 | 30.75 | 0.75 | 34.81 | 5 | 1 | 8 | |||
| 18 Nov | 508.50 | 30 | 3.40 | - | 6 | 0 | 1 | |||
| 14 Nov | 508.10 | 26.6 | -146.35 | - | 2 | 1 | 1 | |||
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| 13 Nov | 510.85 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 539.60 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 534.85 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 534.95 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 542.55 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 540.00 | 172.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 546.65 | 172.95 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 480 expiring on 28NOV2024
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 30.75, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 30.75, which was 0.00 lower than the previous day. The implied volatity was 34.81, the open interest changed by 0 which decreased total open position to 8
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 30.75, which was 0.75 higher than the previous day. The implied volatity was 34.81, the open interest changed by 1 which increased total open position to 8
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 30, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 26.6, which was -146.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 172.95, 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 Nov DABUR was trading at 510.50. The strike last trading price was 172.95, 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 Nov DABUR was trading at 522.75. The strike last trading price was 172.95, 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 8 Nov DABUR was trading at 531.50. The strike last trading price was 172.95, 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 172.95, 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 Nov DABUR was trading at 539.60. The strike last trading price was 172.95, 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 Nov DABUR was trading at 534.85. The strike last trading price was 172.95, 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 Nov DABUR was trading at 534.95. The strike last trading price was 172.95, 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 1 Nov DABUR was trading at 542.55. The strike last trading price was 172.95, 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 31 Oct DABUR was trading at 540.00. The strike last trading price was 172.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DABUR was trading at 546.65. The strike last trading price was 172.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.10
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 505.75 | 0.75 | -0.15 | 29.17 | 190 | 4 | 264 |
| 20 Nov | 508.20 | 0.9 | 0.00 | 27.76 | 121 | -4 | 259 |
| 19 Nov | 508.20 | 0.9 | 0.00 | 27.76 | 121 | -5 | 259 |
| 18 Nov | 508.50 | 0.9 | -0.30 | 27.50 | 403 | 24 | 264 |
| 14 Nov | 508.10 | 1.2 | 0.05 | 25.00 | 214 | 50 | 240 |
| 13 Nov | 510.85 | 1.15 | -0.10 | 25.36 | 186 | -18 | 190 |
| 12 Nov | 510.50 | 1.25 | 0.35 | 24.55 | 180 | 13 | 217 |
| 11 Nov | 522.75 | 0.9 | 0.15 | 27.90 | 90 | 38 | 203 |
| 8 Nov | 531.50 | 0.75 | 0.15 | 28.28 | 30 | 8 | 164 |
| 7 Nov | 534.50 | 0.6 | -0.15 | 27.60 | 14 | 2 | 156 |
| 6 Nov | 539.60 | 0.75 | -0.25 | 30.36 | 167 | -20 | 156 |
| 5 Nov | 534.85 | 1 | -0.65 | 29.62 | 306 | -112 | 177 |
| 4 Nov | 534.95 | 1.65 | 0.15 | 32.66 | 244 | 69 | 274 |
| 1 Nov | 542.55 | 1.5 | -0.05 | 33.14 | 15 | -2 | 204 |
| 31 Oct | 540.00 | 1.55 | -1.45 | - | 266 | 54 | 206 |
| 30 Oct | 546.65 | 3 | - | 212 | 133 | 133 | |
For Dabur India Ltd - strike price 480 expiring on 28NOV2024
Delta for 480 PE is -0.08
Historical price for 480 PE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 29.17, the open interest changed by 4 which increased total open position to 264
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by -4 which decreased total open position to 259
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by -5 which decreased total open position to 259
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 27.50, the open interest changed by 24 which increased total open position to 264
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 25.00, the open interest changed by 50 which increased total open position to 240
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 25.36, the open interest changed by -18 which decreased total open position to 190
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 24.55, the open interest changed by 13 which increased total open position to 217
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 27.90, the open interest changed by 38 which increased total open position to 203
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 28.28, the open interest changed by 8 which increased total open position to 164
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 27.60, the open interest changed by 2 which increased total open position to 156
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 30.36, the open interest changed by -20 which decreased total open position to 156
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 29.62, the open interest changed by -112 which decreased total open position to 177
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 32.66, the open interest changed by 69 which increased total open position to 274
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 33.14, the open interest changed by -2 which decreased total open position to 204
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DABUR was trading at 546.65. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
