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[--[65.84.65.76]--]
DABUR
Dabur India Ltd

461.3 -3.95 (-0.85%)

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Historical option data for DABUR

11 Apr 2025 04:12 PM IST
DABUR 24APR2025 485 CE
Delta: 0.18
Vega: 0.23
Theta: -0.26
Gamma: 0.01
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
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
Delta: -0.83
Vega: 0.22
Theta: -0.10
Gamma: 0.01
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