DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 490 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.11
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 20.75 | -3.55 | 13.33 | 18 | 11 | 11 | |||
| 13 Nov | 510.85 | 24.3 | -138.95 | 19.35 | 2 | 1 | 1 | |||
| 12 Nov | 510.50 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 534.50 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 539.60 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 534.85 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 534.95 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 542.55 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 540.00 | 163.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 546.65 | 163.25 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 490 expiring on 28NOV2024
Delta for 490 CE is 0.94
Historical price for 490 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 20.75, which was -3.55 lower than the previous day. The implied volatity was 13.33, the open interest changed by 11 which increased total open position to 11
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 24.3, which was -138.95 lower than the previous day. The implied volatity was 19.35, the open interest changed by 1 which increased total open position to 1
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, 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 163.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.25
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 2.1 | 0.30 | 22.56 | 369 | -8 | 211 |
| 13 Nov | 510.85 | 1.8 | -0.40 | 22.34 | 278 | 40 | 219 |
| 12 Nov | 510.50 | 2.2 | 0.85 | 22.54 | 238 | 23 | 180 |
| 11 Nov | 522.75 | 1.35 | 0.35 | 25.32 | 129 | 19 | 162 |
| 8 Nov | 531.50 | 1 | -0.05 | 25.45 | 64 | -4 | 142 |
| 7 Nov | 534.50 | 1.05 | 0.05 | 26.37 | 67 | -8 | 146 |
| 6 Nov | 539.60 | 1 | -0.45 | 27.89 | 100 | -30 | 154 |
| 5 Nov | 534.85 | 1.45 | -0.70 | 27.72 | 189 | 22 | 185 |
| 4 Nov | 534.95 | 2.15 | 0.20 | 30.24 | 140 | 36 | 164 |
| 1 Nov | 542.55 | 1.95 | 0.10 | 31.01 | 14 | -3 | 128 |
| 31 Oct | 540.00 | 1.85 | -1.85 | - | 147 | -8 | 131 |
| 30 Oct | 546.65 | 3.7 | - | 357 | 142 | 142 | |
For Dabur India Ltd - strike price 490 expiring on 28NOV2024
Delta for 490 PE is -0.17
Historical price for 490 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 2.1, which was 0.30 higher than the previous day. The implied volatity was 22.56, the open interest changed by -8 which decreased total open position to 211
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 22.34, the open interest changed by 40 which increased total open position to 219
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 2.2, which was 0.85 higher than the previous day. The implied volatity was 22.54, the open interest changed by 23 which increased total open position to 180
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 25.32, the open interest changed by 19 which increased total open position to 162
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 25.45, the open interest changed by -4 which decreased total open position to 142
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 26.37, the open interest changed by -8 which decreased total open position to 146
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 27.89, the open interest changed by -30 which decreased total open position to 154
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was 27.72, the open interest changed by 22 which increased total open position to 185
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 2.15, which was 0.20 higher than the previous day. The implied volatity was 30.24, the open interest changed by 36 which increased total open position to 164
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 31.01, the open interest changed by -3 which decreased total open position to 128
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 1.85, which was -1.85 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 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
