DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
DABUR 24APR2025 485 CE | ||||||||||
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Delta: 0.18
Vega: 0.23
Theta: -0.26
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 461.30 | 2.25 | -1.4 | 26.66 | 491 | 7 | 318 | |||
9 Apr | 465.25 | 3.65 | 1.1 | 26.70 | 466 | -20 | 311 | |||
8 Apr | 459.00 | 2.4 | 0 | 25.18 | 420 | -63 | 334 | |||
7 Apr | 451.40 | 2.6 | -0.5 | 30.35 | 589 | 94 | 397 | |||
4 Apr | 461.75 | 3.05 | -1.35 | 23.00 | 790 | 80 | 305 | |||
3 Apr | 465.40 | 4.35 | -14.05 | 23.37 | 1,738 | 190 | 223 | |||
2 Apr | 495.75 | 18.65 | -10 | 21.34 | 135 | 18 | 33 | |||
1 Apr | 497.50 | 28.65 | 0 | 0.00 | 0 | 14 | 0 | |||
28 Mar | 506.50 | 28.65 | -4.9 | 22.20 | 16 | 14 | 14 | |||
27 Mar | 512.85 | 33.55 | 0 | - | 0 | 0 | 0 | |||
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26 Mar | 508.85 | 33.55 | 0 | - | 0 | 0 | 0 | |||
25 Mar | 509.25 | 33.55 | 0 | - | 0 | 0 | 0 | |||
24 Mar | 507.20 | 33.55 | 0 | - | 0 | 0 | 0 | |||
21 Mar | 506.80 | 33.55 | 0 | - | 0 | 0 | 0 | |||
20 Mar | 499.00 | 33.55 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 495.45 | 33.55 | 0 | - | 0 | 0 | 0 | |||
18 Mar | 498.75 | 33.55 | 0 | - | 0 | 0 | 0 | |||
17 Mar | 494.75 | 33.55 | 0 | - | 0 | 0 | 0 | |||
13 Mar | 500.95 | 33.55 | 0 | - | 0 | 0 | 0 | |||
12 Mar | 499.95 | 33.55 | 0 | - | 0 | 0 | 0 | |||
11 Mar | 497.55 | 33.55 | 0 | - | 0 | 0 | 0 | |||
7 Mar | 495.80 | 33.55 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 485 expiring on 24APR2025
Delta for 485 CE is 0.18
Historical price for 485 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 2.25, which was -1.4 lower than the previous day. The implied volatity was 26.66, the open interest changed by 7 which increased total open position to 318
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 3.65, which was 1.1 higher than the previous day. The implied volatity was 26.70, the open interest changed by -20 which decreased total open position to 311
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 25.18, the open interest changed by -63 which decreased total open position to 334
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 30.35, the open interest changed by 94 which increased total open position to 397
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 23.00, the open interest changed by 80 which increased total open position to 305
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 4.35, which was -14.05 lower than the previous day. The implied volatity was 23.37, the open interest changed by 190 which increased total open position to 223
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 18.65, which was -10 lower than the previous day. The implied volatity was 21.34, the open interest changed by 18 which increased total open position to 33
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 28.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 28.65, which was -4.9 lower than the previous day. The implied volatity was 22.20, the open interest changed by 14 which increased total open position to 14
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 33.55, 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 33.55, 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 33.55, 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 33.55, 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 33.55, 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 33.55, 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 33.55, 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 33.55, 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 33.55, 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 13 Mar DABUR was trading at 500.95. The strike last trading price was 33.55, 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 12 Mar DABUR was trading at 499.95. The strike last trading price was 33.55, 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 11 Mar DABUR was trading at 497.55. The strike last trading price was 33.55, 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 7 Mar DABUR was trading at 495.80. The strike last trading price was 33.55, 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 485 PE | |||||||
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Delta: -0.83
Vega: 0.22
Theta: -0.10
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 461.30 | 24.1 | 1.7 | 25.44 | 57 | 16 | 138 |
9 Apr | 465.25 | 22.35 | -2.85 | 28.95 | 9 | -2 | 122 |
8 Apr | 459.00 | 25.2 | -7.85 | 24.87 | 24 | 5 | 124 |
7 Apr | 451.40 | 33 | 8.8 | 30.77 | 7 | -1 | 117 |
4 Apr | 461.75 | 24.05 | 2.7 | 24.98 | 71 | 12 | 118 |
3 Apr | 465.40 | 21.15 | 14.7 | 24.38 | 245 | -7 | 107 |
2 Apr | 495.75 | 6.2 | 0.9 | 24.82 | 396 | 34 | 115 |
1 Apr | 497.50 | 5.3 | 1.65 | 23.38 | 125 | 39 | 83 |
28 Mar | 506.50 | 3.65 | 1.1 | 23.19 | 128 | 23 | 44 |
27 Mar | 512.85 | 2.4 | -0.7 | 22.08 | 25 | 4 | 21 |
26 Mar | 508.85 | 3.1 | -0.5 | 22.06 | 10 | 2 | 17 |
25 Mar | 509.25 | 3.65 | -0.85 | 23.23 | 10 | 0 | 6 |
24 Mar | 507.20 | 4.5 | -5.5 | 24.83 | 12 | 6 | 6 |
21 Mar | 506.80 | 10 | 0 | 5.36 | 0 | 0 | 0 |
20 Mar | 499.00 | 10 | 0 | 3.44 | 0 | 0 | 0 |
19 Mar | 495.45 | 10 | 0 | 2.99 | 0 | 0 | 0 |
18 Mar | 498.75 | 10 | 0 | 3.49 | 0 | 0 | 0 |
17 Mar | 494.75 | 10 | 0 | 2.97 | 0 | 0 | 0 |
13 Mar | 500.95 | 10 | 0 | 3.92 | 0 | 0 | 0 |
12 Mar | 499.95 | 10 | 0 | 3.66 | 0 | 0 | 0 |
11 Mar | 497.55 | 10 | 0 | 3.36 | 0 | 0 | 0 |
7 Mar | 495.80 | 10 | 0 | 2.76 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 485 expiring on 24APR2025
Delta for 485 PE is -0.83
Historical price for 485 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 24.1, which was 1.7 higher than the previous day. The implied volatity was 25.44, the open interest changed by 16 which increased total open position to 138
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 22.35, which was -2.85 lower than the previous day. The implied volatity was 28.95, the open interest changed by -2 which decreased total open position to 122
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 25.2, which was -7.85 lower than the previous day. The implied volatity was 24.87, the open interest changed by 5 which increased total open position to 124
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 33, which was 8.8 higher than the previous day. The implied volatity was 30.77, the open interest changed by -1 which decreased total open position to 117
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 24.05, which was 2.7 higher than the previous day. The implied volatity was 24.98, the open interest changed by 12 which increased total open position to 118
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 21.15, which was 14.7 higher than the previous day. The implied volatity was 24.38, the open interest changed by -7 which decreased total open position to 107
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 6.2, which was 0.9 higher than the previous day. The implied volatity was 24.82, the open interest changed by 34 which increased total open position to 115
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 5.3, which was 1.65 higher than the previous day. The implied volatity was 23.38, the open interest changed by 39 which increased total open position to 83
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 3.65, which was 1.1 higher than the previous day. The implied volatity was 23.19, the open interest changed by 23 which increased total open position to 44
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 2.4, which was -0.7 lower than the previous day. The implied volatity was 22.08, the open interest changed by 4 which increased total open position to 21
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 17
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 6
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 4.5, which was -5.5 lower than the previous day. The implied volatity was 24.83, the open interest changed by 6 which increased total open position to 6
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 5.36, 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 10, which was 0 lower than the previous day. The implied volatity was 3.44, 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 10, which was 0 lower than the previous day. The implied volatity was 2.99, 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 10, which was 0 lower than the previous day. The implied volatity was 3.49, 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 10, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DABUR was trading at 500.95. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DABUR was trading at 499.95. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DABUR was trading at 497.55. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 7 Mar DABUR was trading at 495.80. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0