DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.17
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 12.75 | -3.25 | 20.63 | 130 | -42 | 128 | |||
| 19 Dec | 503.95 | 16 | -0.65 | 13.40 | 82 | -13 | 171 | |||
| 18 Dec | 505.40 | 16.65 | -2.05 | - | 73 | 17 | 184 | |||
| 17 Dec | 505.40 | 18.7 | -3.55 | 22.35 | 120 | 15 | 167 | |||
| 16 Dec | 509.95 | 22.25 | -2.25 | 17.46 | 6 | -1 | 152 | |||
| 13 Dec | 512.80 | 24.5 | 4.90 | 18.89 | 99 | -31 | 154 | |||
| 12 Dec | 506.65 | 19.6 | -2.15 | 18.46 | 90 | 5 | 186 | |||
| 11 Dec | 508.35 | 21.75 | 0.05 | 17.23 | 125 | 35 | 183 | |||
| 10 Dec | 506.95 | 21.7 | -1.00 | 21.90 | 142 | 17 | 148 | |||
| 9 Dec | 506.85 | 22.7 | -12.30 | 24.11 | 542 | 69 | 138 | |||
| 6 Dec | 523.80 | 35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 523.15 | 35 | 0.95 | - | 66 | 0 | 69 | |||
| 4 Dec | 522.80 | 34.05 | -5.05 | - | 12 | 10 | 68 | |||
| 3 Dec | 522.55 | 39.1 | -6.00 | 27.68 | 1 | 0 | 57 | |||
| 2 Dec | 523.90 | 45.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 527.15 | 45.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 526.00 | 45.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 527.50 | 45.1 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 26 Nov | 525.35 | 45.1 | 13.10 | 34.22 | 3 | -2 | 56 | |||
| 25 Nov | 521.50 | 32 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 22 Nov | 513.00 | 32 | 5.00 | 22.69 | 1 | 0 | 57 | |||
| 21 Nov | 505.75 | 27 | -3.00 | 23.87 | 1 | 0 | 56 | |||
| 20 Nov | 508.20 | 30 | 0.00 | 26.22 | 28 | 28 | 52 | |||
| 19 Nov | 508.20 | 30 | 0.00 | 26.22 | 28 | 24 | 52 | |||
| 14 Nov | 508.10 | 30 | 30.00 | 22.95 | 28 | 16 | 16 | |||
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| 29 Oct | 535.85 | 0 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.81
Historical price for 490 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 12.75, which was -3.25 lower than the previous day. The implied volatity was 20.63, the open interest changed by -42 which decreased total open position to 128
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 16, which was -0.65 lower than the previous day. The implied volatity was 13.40, the open interest changed by -13 which decreased total open position to 171
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 16.65, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 184
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 18.7, which was -3.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 15 which increased total open position to 167
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 22.25, which was -2.25 lower than the previous day. The implied volatity was 17.46, the open interest changed by -1 which decreased total open position to 152
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 24.5, which was 4.90 higher than the previous day. The implied volatity was 18.89, the open interest changed by -31 which decreased total open position to 154
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 19.6, which was -2.15 lower than the previous day. The implied volatity was 18.46, the open interest changed by 5 which increased total open position to 186
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 21.75, which was 0.05 higher than the previous day. The implied volatity was 17.23, the open interest changed by 35 which increased total open position to 183
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 21.7, which was -1.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 17 which increased total open position to 148
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 22.7, which was -12.30 lower than the previous day. The implied volatity was 24.11, the open interest changed by 69 which increased total open position to 138
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 35, 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 5 Dec DABUR was trading at 523.15. The strike last trading price was 35, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 34.05, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 68
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 39.1, which was -6.00 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 57
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 45.1, 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 29 Nov DABUR was trading at 527.15. The strike last trading price was 45.1, 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 28 Nov DABUR was trading at 526.00. The strike last trading price was 45.1, 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 27 Nov DABUR was trading at 527.50. The strike last trading price was 45.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 45.1, which was 13.10 higher than the previous day. The implied volatity was 34.22, the open interest changed by -2 which decreased total open position to 56
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 32, which was 5.00 higher than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 57
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 27, which was -3.00 lower than the previous day. The implied volatity was 23.87, the open interest changed by 0 which decreased total open position to 56
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 28 which increased total open position to 52
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 30, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 24 which increased total open position to 52
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 30, which was 30.00 higher than the previous day. The implied volatity was 22.95, the open interest changed by 16 which increased total open position to 16
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.16
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 1.1 | 0.10 | 18.87 | 359 | -55 | 319 |
| 19 Dec | 503.95 | 1 | -0.45 | 21.00 | 517 | 18 | 374 |
| 18 Dec | 505.40 | 1.45 | -0.15 | 23.17 | 471 | 18 | 355 |
| 17 Dec | 505.40 | 1.6 | 0.50 | 22.90 | 586 | 21 | 336 |
| 16 Dec | 509.95 | 1.1 | 0.10 | 22.50 | 276 | -26 | 320 |
| 13 Dec | 512.80 | 1 | -1.25 | 20.35 | 880 | -84 | 346 |
| 12 Dec | 506.65 | 2.25 | 0.45 | 21.55 | 599 | -85 | 430 |
| 11 Dec | 508.35 | 1.8 | -0.85 | 20.84 | 797 | -67 | 513 |
| 10 Dec | 506.95 | 2.65 | -1.15 | 22.22 | 1,005 | 93 | 582 |
| 9 Dec | 506.85 | 3.8 | 2.90 | 25.26 | 2,234 | 273 | 487 |
| 6 Dec | 523.80 | 0.9 | -0.05 | 21.58 | 127 | -1 | 216 |
| 5 Dec | 523.15 | 0.95 | -0.55 | 22.02 | 223 | -8 | 218 |
| 4 Dec | 522.80 | 1.5 | -0.10 | 23.23 | 209 | 60 | 232 |
| 3 Dec | 522.55 | 1.6 | -0.15 | 23.51 | 134 | 9 | 172 |
| 2 Dec | 523.90 | 1.75 | -0.25 | 24.16 | 116 | 41 | 163 |
| 29 Nov | 527.15 | 2 | -0.40 | 24.79 | 238 | 70 | 122 |
| 28 Nov | 526.00 | 2.4 | 0.40 | 25.41 | 56 | 27 | 52 |
| 27 Nov | 527.50 | 2 | -0.15 | 24.25 | 14 | 7 | 26 |
| 26 Nov | 525.35 | 2.15 | -0.95 | 23.57 | 30 | 1 | 19 |
| 25 Nov | 521.50 | 3.1 | -1.45 | 24.67 | 19 | 3 | 17 |
| 22 Nov | 513.00 | 4.55 | -2.75 | 23.64 | 31 | 14 | 28 |
| 21 Nov | 505.75 | 7.3 | 0.80 | 25.68 | 13 | 8 | 10 |
| 20 Nov | 508.20 | 6.5 | 0.00 | 24.09 | 2 | 2 | 1 |
| 19 Nov | 508.20 | 6.5 | 5.95 | 24.09 | 2 | 1 | 1 |
| 14 Nov | 508.10 | 0.55 | 0.55 | 4.31 | 0 | 0 | 0 |
| 29 Oct | 535.85 | 0 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.17
Historical price for 490 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 18.87, the open interest changed by -55 which decreased total open position to 319
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 21.00, the open interest changed by 18 which increased total open position to 374
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 23.17, the open interest changed by 18 which increased total open position to 355
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 1.6, which was 0.50 higher than the previous day. The implied volatity was 22.90, the open interest changed by 21 which increased total open position to 336
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 22.50, the open interest changed by -26 which decreased total open position to 320
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 1, which was -1.25 lower than the previous day. The implied volatity was 20.35, the open interest changed by -84 which decreased total open position to 346
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 2.25, which was 0.45 higher than the previous day. The implied volatity was 21.55, the open interest changed by -85 which decreased total open position to 430
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 20.84, the open interest changed by -67 which decreased total open position to 513
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 22.22, the open interest changed by 93 which increased total open position to 582
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 3.8, which was 2.90 higher than the previous day. The implied volatity was 25.26, the open interest changed by 273 which increased total open position to 487
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 21.58, the open interest changed by -1 which decreased total open position to 216
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 22.02, the open interest changed by -8 which decreased total open position to 218
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 23.23, the open interest changed by 60 which increased total open position to 232
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 23.51, the open interest changed by 9 which increased total open position to 172
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 24.16, the open interest changed by 41 which increased total open position to 163
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 24.79, the open interest changed by 70 which increased total open position to 122
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 2.4, which was 0.40 higher than the previous day. The implied volatity was 25.41, the open interest changed by 27 which increased total open position to 52
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 24.25, the open interest changed by 7 which increased total open position to 26
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 23.57, the open interest changed by 1 which increased total open position to 19
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 3.1, which was -1.45 lower than the previous day. The implied volatity was 24.67, the open interest changed by 3 which increased total open position to 17
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 4.55, which was -2.75 lower than the previous day. The implied volatity was 23.64, the open interest changed by 14 which increased total open position to 28
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 7.3, which was 0.80 higher than the previous day. The implied volatity was 25.68, the open interest changed by 8 which increased total open position to 10
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 6.5, which was 0.00 lower than the previous day. The implied volatity was 24.09, the open interest changed by 2 which increased total open position to 1
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 6.5, which was 5.95 higher than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 1
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.55, which was 0.55 higher than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
