DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 485 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.17
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 18.3 | -1.30 | 29.54 | 2 | 0 | 4 | |||
| 19 Dec | 503.95 | 19.6 | -6.00 | - | 4 | 0 | 2 | |||
| 18 Dec | 505.40 | 25.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 505.40 | 25.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 509.95 | 25.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 512.80 | 25.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 506.65 | 25.6 | -2.25 | 26.18 | 1 | 0 | 2 | |||
| 11 Dec | 508.35 | 27.85 | 2.30 | 25.48 | 2 | 0 | 2 | |||
| 10 Dec | 506.95 | 25.55 | -2.15 | 20.83 | 7 | 0 | 3 | |||
| 9 Dec | 506.85 | 27.7 | -36.30 | 27.75 | 3 | 0 | 0 | |||
| 6 Dec | 523.80 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 523.15 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 522.80 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 522.55 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 523.90 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 527.15 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 526.00 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 527.50 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 525.35 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 521.50 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 505.75 | 64 | 0.00 | - | 0 | 0 | 0 | |||
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| 20 Nov | 508.20 | 64 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 508.20 | 64 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 485 expiring on 26DEC2024
Delta for 485 CE is 0.81
Historical price for 485 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 18.3, which was -1.30 lower than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 4
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 19.6, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 25.6, 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 17 Dec DABUR was trading at 505.40. The strike last trading price was 25.6, 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 16 Dec DABUR was trading at 509.95. The strike last trading price was 25.6, 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 13 Dec DABUR was trading at 512.80. The strike last trading price was 25.6, 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 12 Dec DABUR was trading at 506.65. The strike last trading price was 25.6, which was -2.25 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 2
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 27.85, which was 2.30 higher than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 2
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 25.55, which was -2.15 lower than the previous day. The implied volatity was 20.83, the open interest changed by 0 which decreased total open position to 3
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 27.7, which was -36.30 lower than the previous day. The implied volatity was 27.75, 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 64, 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 64, 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 64, 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 64, 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 64, 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 64, 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 64, 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 27 Nov DABUR was trading at 527.50. The strike last trading price was 64, 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 26 Nov DABUR was trading at 525.35. The strike last trading price was 64, 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 64, 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 64, 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 64, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 64, 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 19 Nov DABUR was trading at 508.20. The strike last trading price was 64, 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 485 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.12
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 0.8 | 0.10 | 21.87 | 173 | 2 | 94 |
| 19 Dec | 503.95 | 0.7 | -0.25 | 23.15 | 170 | -29 | 91 |
| 18 Dec | 505.40 | 0.95 | -0.10 | 24.36 | 157 | -5 | 120 |
| 17 Dec | 505.40 | 1.05 | 0.20 | 23.89 | 139 | 13 | 125 |
| 16 Dec | 509.95 | 0.85 | 0.10 | 24.44 | 96 | 13 | 112 |
| 13 Dec | 512.80 | 0.75 | -0.85 | 21.84 | 315 | -12 | 100 |
| 12 Dec | 506.65 | 1.6 | 0.30 | 22.42 | 341 | -67 | 112 |
| 11 Dec | 508.35 | 1.3 | -0.55 | 21.83 | 593 | 5 | 185 |
| 10 Dec | 506.95 | 1.85 | -1.05 | 22.64 | 393 | 46 | 177 |
| 9 Dec | 506.85 | 2.9 | 2.15 | 25.92 | 622 | 41 | 122 |
| 6 Dec | 523.80 | 0.75 | -0.15 | 23.00 | 17 | 0 | 80 |
| 5 Dec | 523.15 | 0.9 | -0.20 | 24.01 | 65 | 3 | 85 |
| 4 Dec | 522.80 | 1.1 | 0.10 | 23.69 | 2 | 0 | 80 |
| 3 Dec | 522.55 | 1 | -0.45 | 22.98 | 14 | 2 | 79 |
| 2 Dec | 523.90 | 1.45 | -0.10 | 25.22 | 76 | 30 | 78 |
| 29 Nov | 527.15 | 1.55 | -2.05 | 24.63 | 93 | 48 | 48 |
| 28 Nov | 526.00 | 3.6 | 0.00 | 8.80 | 0 | 0 | 0 |
| 27 Nov | 527.50 | 3.6 | 0.00 | 9.05 | 0 | 0 | 0 |
| 26 Nov | 525.35 | 3.6 | 0.00 | 8.62 | 0 | 0 | 0 |
| 25 Nov | 521.50 | 3.6 | 0.00 | 7.99 | 0 | 0 | 0 |
| 22 Nov | 513.00 | 3.6 | 0.00 | 6.35 | 0 | 0 | 0 |
| 21 Nov | 505.75 | 3.6 | 0.00 | 5.13 | 0 | 0 | 0 |
| 20 Nov | 508.20 | 3.6 | 0.00 | 5.20 | 0 | 0 | 0 |
| 19 Nov | 508.20 | 3.6 | 5.20 | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 485 expiring on 26DEC2024
Delta for 485 PE is -0.12
Historical price for 485 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 21.87, the open interest changed by 2 which increased total open position to 94
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 23.15, the open interest changed by -29 which decreased total open position to 91
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 24.36, the open interest changed by -5 which decreased total open position to 120
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 23.89, the open interest changed by 13 which increased total open position to 125
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 24.44, the open interest changed by 13 which increased total open position to 112
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 21.84, the open interest changed by -12 which decreased total open position to 100
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 1.6, which was 0.30 higher than the previous day. The implied volatity was 22.42, the open interest changed by -67 which decreased total open position to 112
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 21.83, the open interest changed by 5 which increased total open position to 185
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 22.64, the open interest changed by 46 which increased total open position to 177
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 2.9, which was 2.15 higher than the previous day. The implied volatity was 25.92, the open interest changed by 41 which increased total open position to 122
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 23.00, the open interest changed by 0 which decreased total open position to 80
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 24.01, the open interest changed by 3 which increased total open position to 85
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 80
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 22.98, the open interest changed by 2 which increased total open position to 79
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 25.22, the open interest changed by 30 which increased total open position to 78
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 1.55, which was -2.05 lower than the previous day. The implied volatity was 24.63, the open interest changed by 48 which increased total open position to 48
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 8.80, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 8.62, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 7.99, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 6.35, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
