DABUR
Dabur India Ltd
Historical option data for DABUR
03 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.34
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 0.83
Historical price for 495 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.28
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.13
Historical price for 495 PE is as follows
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
