DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.22
Theta: -0.45
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 8.7 | -3.25 | 19.15 | 48 | 10 | 38 | |||
| 19 Dec | 503.95 | 11.95 | -0.95 | 16.83 | 13 | -9 | 28 | |||
| 18 Dec | 505.40 | 12.9 | -1.55 | 16.21 | 11 | -2 | 37 | |||
| 17 Dec | 505.40 | 14.45 | -3.25 | 21.16 | 3 | 0 | 38 | |||
| 16 Dec | 509.95 | 17.7 | -2.70 | 17.26 | 7 | 1 | 37 | |||
| 13 Dec | 512.80 | 20.4 | 4.20 | 20.11 | 113 | 21 | 37 | |||
| 12 Dec | 506.65 | 16.2 | -1.55 | 20.39 | 13 | 4 | 16 | |||
| 11 Dec | 508.35 | 17.75 | 0.25 | 18.03 | 3 | 0 | 12 | |||
| 10 Dec | 506.95 | 17.5 | -1.50 | 20.67 | 15 | 0 | 13 | |||
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| 9 Dec | 506.85 | 19 | -13.00 | 23.96 | 38 | 10 | 13 | |||
| 6 Dec | 523.80 | 32 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 523.15 | 32 | -2.80 | - | 2 | 0 | 2 | |||
| 4 Dec | 522.80 | 34.8 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 522.55 | 34.8 | -20.95 | 27.06 | 2 | 1 | 1 | |||
| 2 Dec | 523.90 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 527.15 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 526.00 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 527.50 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 525.35 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 521.50 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 505.75 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 508.20 | 55.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 508.10 | 55.75 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 495 expiring on 26DEC2024
Delta for 495 CE is 0.70
Historical price for 495 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 8.7, which was -3.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 10 which increased total open position to 38
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 11.95, which was -0.95 lower than the previous day. The implied volatity was 16.83, the open interest changed by -9 which decreased total open position to 28
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 12.9, which was -1.55 lower than the previous day. The implied volatity was 16.21, the open interest changed by -2 which decreased total open position to 37
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 14.45, which was -3.25 lower than the previous day. The implied volatity was 21.16, the open interest changed by 0 which decreased total open position to 38
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 17.7, which was -2.70 lower than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 37
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 20.4, which was 4.20 higher than the previous day. The implied volatity was 20.11, the open interest changed by 21 which increased total open position to 37
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 16.2, which was -1.55 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4 which increased total open position to 16
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 17.75, which was 0.25 higher than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 12
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 17.5, which was -1.50 lower than the previous day. The implied volatity was 20.67, the open interest changed by 0 which decreased total open position to 13
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 19, which was -13.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 10 which increased total open position to 13
On 6 Dec DABUR was trading at 523.80. 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 5 Dec DABUR was trading at 523.15. The strike last trading price was 32, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 34.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 34.8, which was -20.95 lower than the previous day. The implied volatity was 27.06, the open interest changed by 1 which increased total open position to 1
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 55.75, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 55.75, 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 495 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.22
Theta: -0.28
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 2 | 0.45 | 17.62 | 433 | -29 | 202 |
| 19 Dec | 503.95 | 1.55 | -0.65 | 19.20 | 440 | -32 | 232 |
| 18 Dec | 505.40 | 2.2 | -0.10 | 21.96 | 424 | 11 | 264 |
| 17 Dec | 505.40 | 2.3 | 0.70 | 21.44 | 542 | -66 | 255 |
| 16 Dec | 509.95 | 1.6 | 0.15 | 21.24 | 246 | 3 | 323 |
| 13 Dec | 512.80 | 1.45 | -1.90 | 19.28 | 1,293 | -29 | 321 |
| 12 Dec | 506.65 | 3.35 | 0.75 | 21.32 | 502 | 13 | 342 |
| 11 Dec | 508.35 | 2.6 | -1.05 | 20.20 | 499 | -37 | 330 |
| 10 Dec | 506.95 | 3.65 | -1.35 | 21.60 | 669 | 129 | 368 |
| 9 Dec | 506.85 | 5 | 3.85 | 24.77 | 1,456 | 67 | 243 |
| 6 Dec | 523.80 | 1.15 | -0.15 | 20.48 | 198 | 26 | 173 |
| 5 Dec | 523.15 | 1.3 | -0.75 | 21.39 | 356 | 23 | 147 |
| 4 Dec | 522.80 | 2.05 | -0.05 | 22.85 | 110 | 35 | 127 |
| 3 Dec | 522.55 | 2.1 | -0.15 | 22.92 | 119 | 18 | 95 |
| 2 Dec | 523.90 | 2.25 | 0.00 | 23.53 | 111 | 31 | 76 |
| 29 Nov | 527.15 | 2.25 | -0.25 | 22.66 | 94 | 44 | 45 |
| 28 Nov | 526.00 | 2.5 | -2.75 | 23.38 | 1 | 0 | 0 |
| 27 Nov | 527.50 | 5.25 | 0.00 | 7.26 | 0 | 0 | 0 |
| 26 Nov | 525.35 | 5.25 | 0.00 | 6.80 | 0 | 0 | 0 |
| 25 Nov | 521.50 | 5.25 | 0.00 | 6.11 | 0 | 0 | 0 |
| 22 Nov | 513.00 | 5.25 | 0.00 | 4.50 | 0 | 0 | 0 |
| 21 Nov | 505.75 | 5.25 | 0.00 | 3.24 | 0 | 0 | 0 |
| 20 Nov | 508.20 | 5.25 | 0.00 | 3.37 | 0 | 0 | 0 |
| 19 Nov | 508.20 | 5.25 | 0.00 | 3.37 | 0 | 0 | 0 |
| 14 Nov | 508.10 | 5.25 | 3.40 | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 495 expiring on 26DEC2024
Delta for 495 PE is -0.28
Historical price for 495 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 2, which was 0.45 higher than the previous day. The implied volatity was 17.62, the open interest changed by -29 which decreased total open position to 202
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 19.20, the open interest changed by -32 which decreased total open position to 232
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 21.96, the open interest changed by 11 which increased total open position to 264
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 2.3, which was 0.70 higher than the previous day. The implied volatity was 21.44, the open interest changed by -66 which decreased total open position to 255
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 323
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 1.45, which was -1.90 lower than the previous day. The implied volatity was 19.28, the open interest changed by -29 which decreased total open position to 321
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 3.35, which was 0.75 higher than the previous day. The implied volatity was 21.32, the open interest changed by 13 which increased total open position to 342
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by -37 which decreased total open position to 330
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 21.60, the open interest changed by 129 which increased total open position to 368
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 5, which was 3.85 higher than the previous day. The implied volatity was 24.77, the open interest changed by 67 which increased total open position to 243
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 26 which increased total open position to 173
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 21.39, the open interest changed by 23 which increased total open position to 147
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 35 which increased total open position to 127
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 18 which increased total open position to 95
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 23.53, the open interest changed by 31 which increased total open position to 76
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 22.66, the open interest changed by 44 which increased total open position to 45
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 2.5, which was -2.75 lower than the previous day. The implied volatity was 23.38, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 7.26, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 6.80, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 3.37, 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 5.25, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
