DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.16
Theta: -0.18
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 1.2 | -0.8 | 27.91 | 180 | 31 | 552 | |||
| 9 Apr | 465.25 | 1.9 | 0.3 | 26.92 | 397 | -21 | 534 | |||
| 8 Apr | 459.00 | 1.45 | -0.05 | 27.00 | 253 | -2 | 550 | |||
| 7 Apr | 451.40 | 1.5 | -0.35 | 30.89 | 576 | -182 | 556 | |||
| 4 Apr | 461.75 | 1.8 | -0.75 | 24.30 | 592 | 101 | 748 | |||
| 3 Apr | 465.40 | 2.55 | -9.85 | 24.20 | 1,679 | 515 | 655 | |||
| 2 Apr | 495.75 | 12.45 | -0.8 | 21.38 | 679 | 82 | 138 | |||
| 1 Apr | 497.50 | 13.2 | -6.8 | 20.37 | 135 | 31 | 56 | |||
| 28 Mar | 506.50 | 20.4 | -4.85 | 20.30 | 34 | 10 | 25 | |||
| 27 Mar | 512.85 | 25.4 | 1.85 | 21.36 | 6 | 2 | 15 | |||
| 26 Mar | 508.85 | 23.55 | -0.15 | 22.75 | 12 | 10 | 12 | |||
| 25 Mar | 509.25 | 23.7 | 2.3 | 22.41 | 7 | 1 | 4 | |||
| 24 Mar | 507.20 | 21.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 506.80 | 21.4 | 4 | 18.31 | 1 | 0 | 3 | |||
|
|
||||||||||
| 20 Mar | 499.00 | 19.45 | 7.35 | 25.53 | 2 | 0 | 3 | |||
| 19 Mar | 495.45 | 12.1 | -3.55 | 15.16 | 4 | 1 | 2 | |||
| 18 Mar | 498.75 | 15.65 | -1.35 | 17.86 | 1 | 0 | 1 | |||
| 17 Mar | 494.75 | 17 | -10.35 | 22.28 | 1 | 0 | 0 | |||
| 13 Mar | 500.95 | 27.35 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 499.95 | 27.35 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 497.55 | 27.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 495.80 | 27.35 | 0 | - | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 495 expiring on 24APR2025
Delta for 495 CE is 0.11
Historical price for 495 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 27.91, the open interest changed by 31 which increased total open position to 552
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 1.9, which was 0.3 higher than the previous day. The implied volatity was 26.92, the open interest changed by -21 which decreased total open position to 534
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 27.00, the open interest changed by -2 which decreased total open position to 550
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 30.89, the open interest changed by -182 which decreased total open position to 556
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 1.8, which was -0.75 lower than the previous day. The implied volatity was 24.30, the open interest changed by 101 which increased total open position to 748
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 2.55, which was -9.85 lower than the previous day. The implied volatity was 24.20, the open interest changed by 515 which increased total open position to 655
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 12.45, which was -0.8 lower than the previous day. The implied volatity was 21.38, the open interest changed by 82 which increased total open position to 138
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 13.2, which was -6.8 lower than the previous day. The implied volatity was 20.37, the open interest changed by 31 which increased total open position to 56
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 20.4, which was -4.85 lower than the previous day. The implied volatity was 20.30, the open interest changed by 10 which increased total open position to 25
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 25.4, which was 1.85 higher than the previous day. The implied volatity was 21.36, the open interest changed by 2 which increased total open position to 15
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 23.55, which was -0.15 lower than the previous day. The implied volatity was 22.75, the open interest changed by 10 which increased total open position to 12
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 23.7, which was 2.3 higher than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 4
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 21.4, which was 0 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 21 Mar DABUR was trading at 506.80. The strike last trading price was 21.4, which was 4 higher than the previous day. The implied volatity was 18.31, the open interest changed by 0 which decreased total open position to 3
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 19.45, which was 7.35 higher than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 3
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 12.1, which was -3.55 lower than the previous day. The implied volatity was 15.16, the open interest changed by 1 which increased total open position to 2
On 18 Mar DABUR was trading at 498.75. The strike last trading price was 15.65, which was -1.35 lower than the previous day. The implied volatity was 17.86, the open interest changed by 0 which decreased total open position to 1
On 17 Mar DABUR was trading at 494.75. The strike last trading price was 17, which was -10.35 lower than the previous day. The implied volatity was 22.28, 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 27.35, 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 27.35, 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 27.35, 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 27.35, 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 495 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.15
Theta: -0.03
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 33.1 | 2.8 | 26.67 | 8 | 1 | 155 |
| 9 Apr | 465.25 | 30 | -3.85 | 27.51 | 35 | 14 | 152 |
| 8 Apr | 459.00 | 33.85 | -7.8 | 24.52 | 1 | 0 | 138 |
| 7 Apr | 451.40 | 40.8 | 7.2 | 24.37 | 9 | 0 | 137 |
| 4 Apr | 461.75 | 33.6 | 4.45 | 29.90 | 50 | -38 | 138 |
| 3 Apr | 465.40 | 29.2 | 19.05 | 25.17 | 138 | -35 | 176 |
| 2 Apr | 495.75 | 9.95 | 1.3 | 24.46 | 418 | 49 | 210 |
| 1 Apr | 497.50 | 8.8 | 2.85 | 23.07 | 259 | -10 | 161 |
| 28 Mar | 506.50 | 5.9 | 1.7 | 22.32 | 321 | 97 | 171 |
| 27 Mar | 512.85 | 4.1 | -1.9 | 21.32 | 195 | 73 | 77 |
| 26 Mar | 508.85 | 6 | -0.4 | 23.10 | 3 | 1 | 4 |
| 25 Mar | 509.25 | 6.4 | 0 | 0.00 | 0 | 2 | 0 |
| 24 Mar | 507.20 | 6.4 | -3.05 | 23.18 | 3 | 2 | 3 |
| 21 Mar | 506.80 | 9.85 | 0.4 | 0.00 | 0 | 1 | 0 |
| 20 Mar | 499.00 | 9.85 | -3.85 | 21.59 | 2 | 1 | 1 |
| 19 Mar | 495.45 | 13.7 | 0 | 1.12 | 0 | 0 | 0 |
| 18 Mar | 498.75 | 13.7 | 0 | 1.57 | 0 | 0 | 0 |
| 17 Mar | 494.75 | 13.7 | 0 | 1.17 | 0 | 0 | 0 |
| 13 Mar | 500.95 | 13.7 | 0 | 2.15 | 0 | 0 | 0 |
| 12 Mar | 499.95 | 13.7 | 0 | 1.90 | 0 | 0 | 0 |
| 11 Mar | 497.55 | 13.7 | 0 | 1.58 | 0 | 0 | 0 |
| 7 Mar | 495.80 | 13.7 | 0 | 1.07 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 495 expiring on 24APR2025
Delta for 495 PE is -0.91
Historical price for 495 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 33.1, which was 2.8 higher than the previous day. The implied volatity was 26.67, the open interest changed by 1 which increased total open position to 155
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 30, which was -3.85 lower than the previous day. The implied volatity was 27.51, the open interest changed by 14 which increased total open position to 152
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 33.85, which was -7.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 138
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 40.8, which was 7.2 higher than the previous day. The implied volatity was 24.37, the open interest changed by 0 which decreased total open position to 137
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 33.6, which was 4.45 higher than the previous day. The implied volatity was 29.90, the open interest changed by -38 which decreased total open position to 138
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 29.2, which was 19.05 higher than the previous day. The implied volatity was 25.17, the open interest changed by -35 which decreased total open position to 176
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 9.95, which was 1.3 higher than the previous day. The implied volatity was 24.46, the open interest changed by 49 which increased total open position to 210
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 8.8, which was 2.85 higher than the previous day. The implied volatity was 23.07, the open interest changed by -10 which decreased total open position to 161
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 5.9, which was 1.7 higher than the previous day. The implied volatity was 22.32, the open interest changed by 97 which increased total open position to 171
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 4.1, which was -1.9 lower than the previous day. The implied volatity was 21.32, the open interest changed by 73 which increased total open position to 77
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 6, which was -0.4 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 4
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 6.4, which was 0 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 24 Mar DABUR was trading at 507.20. The strike last trading price was 6.4, which was -3.05 lower than the previous day. The implied volatity was 23.18, the open interest changed by 2 which increased total open position to 3
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 9.85, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 9.85, which was -3.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 1 which increased total open position to 1
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 13.7, which was 0 lower than the previous day. The implied volatity was 1.12, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.57, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.17, 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 13.7, which was 0 lower than the previous day. The implied volatity was 2.15, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.90, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.58, 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 13.7, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
