DABUR
Dabur India Ltd
Historical option data for DABUR
21 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 495 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
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| 21 Nov | 505.75 | 20.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 20.75 | 0.00 | 40.37 | 5 | 0 | 10 | |||
| 19 Nov | 508.20 | 20.75 | 5.40 | 40.37 | 5 | 0 | 10 | |||
| 18 Nov | 508.50 | 15.35 | -0.45 | - | 24 | 3 | 9 | |||
| 14 Nov | 508.10 | 15.8 | -4.60 | 10.90 | 3 | 1 | 6 | |||
| 13 Nov | 510.85 | 20.4 | 0.10 | 20.55 | 5 | 0 | 6 | |||
| 12 Nov | 510.50 | 20.3 | -116.85 | 22.35 | 9 | 5 | 5 | |||
| 11 Nov | 522.75 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 539.60 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 534.85 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 534.95 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 542.55 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 540.00 | 137.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 546.65 | 137.15 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 495 expiring on 28NOV2024
Delta for 495 CE is 0.00
Historical price for 495 CE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 20.75, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 20.75, which was 0.00 lower than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 10
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 20.75, which was 5.40 higher than the previous day. The implied volatity was 40.37, the open interest changed by 0 which decreased total open position to 10
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 15.35, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 15.8, which was -4.60 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1 which increased total open position to 6
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 20.4, which was 0.10 higher than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 6
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 20.3, which was -116.85 lower than the previous day. The implied volatity was 22.35, the open interest changed by 5 which increased total open position to 5
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 137.15, 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 137.15, 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 137.15, 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 137.15, 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 137.15, 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 137.15, 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 137.15, 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 137.15, 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 137.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 495 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.21
Theta: -0.34
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 505.75 | 2.3 | -0.05 | 24.76 | 239 | -14 | 123 |
| 20 Nov | 508.20 | 2.35 | 0.00 | 23.16 | 231 | -4 | 140 |
| 19 Nov | 508.20 | 2.35 | 0.00 | 23.16 | 231 | -1 | 140 |
| 18 Nov | 508.50 | 2.35 | -0.55 | 23.53 | 522 | 47 | 143 |
| 14 Nov | 508.10 | 2.9 | 0.40 | 21.67 | 317 | 12 | 97 |
| 13 Nov | 510.85 | 2.5 | -0.30 | 21.54 | 140 | 4 | 85 |
| 12 Nov | 510.50 | 2.8 | 1.15 | 21.13 | 309 | 47 | 83 |
| 11 Nov | 522.75 | 1.65 | 0.30 | 23.92 | 25 | -5 | 34 |
| 8 Nov | 531.50 | 1.35 | 0.00 | 24.94 | 23 | 3 | 38 |
| 7 Nov | 534.50 | 1.35 | 0.20 | 25.66 | 25 | 14 | 31 |
| 6 Nov | 539.60 | 1.15 | -0.65 | 26.58 | 17 | 4 | 18 |
| 5 Nov | 534.85 | 1.8 | -0.85 | 26.97 | 23 | 5 | 14 |
| 4 Nov | 534.95 | 2.65 | 2.45 | 29.64 | 23 | 8 | 8 |
| 1 Nov | 542.55 | 0.2 | 0.00 | 10.07 | 0 | 0 | 0 |
| 31 Oct | 540.00 | 0.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 546.65 | 0.2 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 495 expiring on 28NOV2024
Delta for 495 PE is -0.23
Historical price for 495 PE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 2.3, which was -0.05 lower than the previous day. The implied volatity was 24.76, the open interest changed by -14 which decreased total open position to 123
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 23.16, the open interest changed by -4 which decreased total open position to 140
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 23.16, the open interest changed by -1 which decreased total open position to 140
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 23.53, the open interest changed by 47 which increased total open position to 143
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 2.9, which was 0.40 higher than the previous day. The implied volatity was 21.67, the open interest changed by 12 which increased total open position to 97
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 21.54, the open interest changed by 4 which increased total open position to 85
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 2.8, which was 1.15 higher than the previous day. The implied volatity was 21.13, the open interest changed by 47 which increased total open position to 83
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was 23.92, the open interest changed by -5 which decreased total open position to 34
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by 3 which increased total open position to 38
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 25.66, the open interest changed by 14 which increased total open position to 31
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 26.58, the open interest changed by 4 which increased total open position to 18
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 26.97, the open interest changed by 5 which increased total open position to 14
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 2.65, which was 2.45 higher than the previous day. The implied volatity was 29.64, the open interest changed by 8 which increased total open position to 8
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 10.07, 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 0.2, 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 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
