DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 0.25
Theta: -0.47
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 5.5 | -2.60 | 18.71 | 1,313 | 0 | 320 | |||
| 19 Dec | 503.95 | 8.1 | -1.15 | 16.55 | 919 | 24 | 321 | |||
| 18 Dec | 505.40 | 9.25 | -1.20 | 17.11 | 658 | 36 | 298 | |||
| 17 Dec | 505.40 | 10.45 | -3.75 | 19.61 | 406 | 7 | 265 | |||
| 16 Dec | 509.95 | 14.2 | -1.80 | 19.96 | 137 | -19 | 256 | |||
| 13 Dec | 512.80 | 16 | 4.25 | 18.61 | 1,285 | -84 | 280 | |||
| 12 Dec | 506.65 | 11.75 | -1.95 | 17.63 | 691 | 28 | 366 | |||
| 11 Dec | 508.35 | 13.7 | -0.50 | 17.24 | 736 | 54 | 337 | |||
| 10 Dec | 506.95 | 14.2 | -1.35 | 21.11 | 679 | 74 | 278 | |||
| 9 Dec | 506.85 | 15.55 | -11.25 | 23.63 | 1,262 | 130 | 202 | |||
| 6 Dec | 523.80 | 26.8 | -0.60 | 14.99 | 15 | 3 | 72 | |||
| 5 Dec | 523.15 | 27.4 | 0.70 | - | 30 | 9 | 67 | |||
| 4 Dec | 522.80 | 26.7 | -1.40 | 16.63 | 19 | 11 | 59 | |||
| 3 Dec | 522.55 | 28.1 | -1.35 | 18.81 | 11 | 2 | 47 | |||
| 2 Dec | 523.90 | 29.45 | -2.70 | 19.39 | 13 | -1 | 44 | |||
| 29 Nov | 527.15 | 32.15 | 0.25 | 19.72 | 25 | 7 | 46 | |||
| 28 Nov | 526.00 | 31.9 | -1.95 | 20.63 | 22 | 11 | 37 | |||
| 27 Nov | 527.50 | 33.85 | 1.40 | 22.01 | 11 | 5 | 26 | |||
| 26 Nov | 525.35 | 32.45 | 2.70 | 22.38 | 11 | 1 | 22 | |||
| 25 Nov | 521.50 | 29.75 | 6.75 | 22.06 | 74 | 3 | 21 | |||
| 22 Nov | 513.00 | 23 | 4.25 | 19.54 | 47 | 6 | 24 | |||
| 21 Nov | 505.75 | 18.75 | -3.25 | 19.66 | 10 | 2 | 18 | |||
| 20 Nov | 508.20 | 22 | 0.00 | 23.30 | 22 | 13 | 14 | |||
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| 19 Nov | 508.20 | 22 | 0.60 | 23.30 | 22 | 11 | 14 | |||
| 18 Nov | 508.50 | 21.4 | -114.20 | 20.01 | 6 | 3 | 3 | |||
| 14 Nov | 508.10 | 135.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 510.85 | 135.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 135.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 135.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 135.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 135.6 | 135.60 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 0 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 CE is 0.55
Historical price for 500 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 5.5, which was -2.60 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 320
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 8.1, which was -1.15 lower than the previous day. The implied volatity was 16.55, the open interest changed by 24 which increased total open position to 321
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 9.25, which was -1.20 lower than the previous day. The implied volatity was 17.11, the open interest changed by 36 which increased total open position to 298
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 10.45, which was -3.75 lower than the previous day. The implied volatity was 19.61, the open interest changed by 7 which increased total open position to 265
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 14.2, which was -1.80 lower than the previous day. The implied volatity was 19.96, the open interest changed by -19 which decreased total open position to 256
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 16, which was 4.25 higher than the previous day. The implied volatity was 18.61, the open interest changed by -84 which decreased total open position to 280
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 11.75, which was -1.95 lower than the previous day. The implied volatity was 17.63, the open interest changed by 28 which increased total open position to 366
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 13.7, which was -0.50 lower than the previous day. The implied volatity was 17.24, the open interest changed by 54 which increased total open position to 337
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 14.2, which was -1.35 lower than the previous day. The implied volatity was 21.11, the open interest changed by 74 which increased total open position to 278
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 15.55, which was -11.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by 130 which increased total open position to 202
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 26.8, which was -0.60 lower than the previous day. The implied volatity was 14.99, the open interest changed by 3 which increased total open position to 72
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 27.4, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 67
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 26.7, which was -1.40 lower than the previous day. The implied volatity was 16.63, the open interest changed by 11 which increased total open position to 59
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 28.1, which was -1.35 lower than the previous day. The implied volatity was 18.81, the open interest changed by 2 which increased total open position to 47
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 29.45, which was -2.70 lower than the previous day. The implied volatity was 19.39, the open interest changed by -1 which decreased total open position to 44
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 32.15, which was 0.25 higher than the previous day. The implied volatity was 19.72, the open interest changed by 7 which increased total open position to 46
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 31.9, which was -1.95 lower than the previous day. The implied volatity was 20.63, the open interest changed by 11 which increased total open position to 37
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 33.85, which was 1.40 higher than the previous day. The implied volatity was 22.01, the open interest changed by 5 which increased total open position to 26
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 32.45, which was 2.70 higher than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 22
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 29.75, which was 6.75 higher than the previous day. The implied volatity was 22.06, the open interest changed by 3 which increased total open position to 21
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 23, which was 4.25 higher than the previous day. The implied volatity was 19.54, the open interest changed by 6 which increased total open position to 24
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 18.75, which was -3.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 2 which increased total open position to 18
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 23.30, the open interest changed by 13 which increased total open position to 14
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 22, which was 0.60 higher than the previous day. The implied volatity was 23.30, the open interest changed by 11 which increased total open position to 14
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 21.4, which was -114.20 lower than the previous day. The implied volatity was 20.01, the open interest changed by 3 which increased total open position to 3
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 135.6, 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 13 Nov DABUR was trading at 510.85. The strike last trading price was 135.6, 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 12 Nov DABUR was trading at 510.50. The strike last trading price was 135.6, 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 135.6, 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 135.6, 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 135.6, which was 135.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 26DEC2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.25
Theta: -0.28
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 3.45 | 0.75 | 16.03 | 1,822 | -90 | 1,100 |
| 19 Dec | 503.95 | 2.7 | -0.75 | 18.40 | 1,491 | 78 | 1,193 |
| 18 Dec | 505.40 | 3.45 | -0.15 | 21.26 | 872 | -21 | 1,116 |
| 17 Dec | 505.40 | 3.6 | 1.15 | 20.96 | 984 | -34 | 1,153 |
| 16 Dec | 509.95 | 2.45 | 0.35 | 20.41 | 668 | 10 | 1,178 |
| 13 Dec | 512.80 | 2.1 | -2.70 | 18.18 | 2,247 | -26 | 1,165 |
| 12 Dec | 506.65 | 4.8 | 1.05 | 21.02 | 753 | 12 | 1,192 |
| 11 Dec | 508.35 | 3.75 | -1.50 | 19.70 | 1,007 | 16 | 1,179 |
| 10 Dec | 506.95 | 5.25 | -1.35 | 21.73 | 1,459 | -4 | 1,162 |
| 9 Dec | 506.85 | 6.6 | 4.95 | 24.55 | 4,291 | 283 | 1,171 |
| 6 Dec | 523.80 | 1.65 | -0.20 | 20.02 | 462 | 47 | 889 |
| 5 Dec | 523.15 | 1.85 | -0.85 | 21.06 | 576 | 9 | 843 |
| 4 Dec | 522.80 | 2.7 | 0.00 | 22.26 | 326 | 19 | 835 |
| 3 Dec | 522.55 | 2.7 | -0.25 | 22.21 | 340 | 51 | 822 |
| 2 Dec | 523.90 | 2.95 | -0.05 | 23.10 | 425 | 52 | 771 |
| 29 Nov | 527.15 | 3 | -0.80 | 23.16 | 853 | 139 | 719 |
| 28 Nov | 526.00 | 3.8 | 0.65 | 24.51 | 515 | 148 | 572 |
| 27 Nov | 527.50 | 3.15 | -0.10 | 23.13 | 304 | 79 | 421 |
| 26 Nov | 525.35 | 3.25 | -1.35 | 22.11 | 233 | 49 | 340 |
| 25 Nov | 521.50 | 4.6 | -2.30 | 23.38 | 400 | 161 | 292 |
| 22 Nov | 513.00 | 6.9 | -2.75 | 22.98 | 202 | 69 | 200 |
| 21 Nov | 505.75 | 9.65 | 0.00 | 23.72 | 75 | 18 | 131 |
| 20 Nov | 508.20 | 9.65 | 0.00 | 23.78 | 107 | 51 | 113 |
| 19 Nov | 508.20 | 9.65 | 0.30 | 23.78 | 107 | 51 | 113 |
| 18 Nov | 508.50 | 9.35 | 0.25 | 24.01 | 60 | 19 | 62 |
| 14 Nov | 508.10 | 9.1 | 0.90 | 22.38 | 28 | 5 | 42 |
| 13 Nov | 510.85 | 8.2 | -0.30 | 22.11 | 21 | 6 | 37 |
| 12 Nov | 510.50 | 8.5 | 3.10 | 21.80 | 22 | 13 | 31 |
| 11 Nov | 522.75 | 5.4 | 0.90 | 22.19 | 20 | 11 | 15 |
| 8 Nov | 531.50 | 4.5 | 0.50 | 23.09 | 2 | 0 | 3 |
| 7 Nov | 534.50 | 4 | 3.20 | 22.97 | 2 | 1 | 2 |
| 29 Oct | 535.85 | 0.8 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 500 expiring on 26DEC2024
Delta for 500 PE is -0.44
Historical price for 500 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 3.45, which was 0.75 higher than the previous day. The implied volatity was 16.03, the open interest changed by -90 which decreased total open position to 1100
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 18.40, the open interest changed by 78 which increased total open position to 1193
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 21.26, the open interest changed by -21 which decreased total open position to 1116
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 20.96, the open interest changed by -34 which decreased total open position to 1153
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 2.45, which was 0.35 higher than the previous day. The implied volatity was 20.41, the open interest changed by 10 which increased total open position to 1178
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 2.1, which was -2.70 lower than the previous day. The implied volatity was 18.18, the open interest changed by -26 which decreased total open position to 1165
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 4.8, which was 1.05 higher than the previous day. The implied volatity was 21.02, the open interest changed by 12 which increased total open position to 1192
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 3.75, which was -1.50 lower than the previous day. The implied volatity was 19.70, the open interest changed by 16 which increased total open position to 1179
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 5.25, which was -1.35 lower than the previous day. The implied volatity was 21.73, the open interest changed by -4 which decreased total open position to 1162
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 6.6, which was 4.95 higher than the previous day. The implied volatity was 24.55, the open interest changed by 283 which increased total open position to 1171
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 1.65, which was -0.20 lower than the previous day. The implied volatity was 20.02, the open interest changed by 47 which increased total open position to 889
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 21.06, the open interest changed by 9 which increased total open position to 843
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 22.26, the open interest changed by 19 which increased total open position to 835
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 22.21, the open interest changed by 51 which increased total open position to 822
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 23.10, the open interest changed by 52 which increased total open position to 771
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 3, which was -0.80 lower than the previous day. The implied volatity was 23.16, the open interest changed by 139 which increased total open position to 719
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 3.8, which was 0.65 higher than the previous day. The implied volatity was 24.51, the open interest changed by 148 which increased total open position to 572
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 3.15, which was -0.10 lower than the previous day. The implied volatity was 23.13, the open interest changed by 79 which increased total open position to 421
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 3.25, which was -1.35 lower than the previous day. The implied volatity was 22.11, the open interest changed by 49 which increased total open position to 340
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 4.6, which was -2.30 lower than the previous day. The implied volatity was 23.38, the open interest changed by 161 which increased total open position to 292
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 6.9, which was -2.75 lower than the previous day. The implied volatity was 22.98, the open interest changed by 69 which increased total open position to 200
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by 18 which increased total open position to 131
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 9.65, which was 0.00 lower than the previous day. The implied volatity was 23.78, the open interest changed by 51 which increased total open position to 113
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 9.65, which was 0.30 higher than the previous day. The implied volatity was 23.78, the open interest changed by 51 which increased total open position to 113
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 9.35, which was 0.25 higher than the previous day. The implied volatity was 24.01, the open interest changed by 19 which increased total open position to 62
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 9.1, which was 0.90 higher than the previous day. The implied volatity was 22.38, the open interest changed by 5 which increased total open position to 42
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 8.2, which was -0.30 lower than the previous day. The implied volatity was 22.11, the open interest changed by 6 which increased total open position to 37
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 8.5, which was 3.10 higher than the previous day. The implied volatity was 21.80, the open interest changed by 13 which increased total open position to 31
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 5.4, which was 0.90 higher than the previous day. The implied volatity was 22.19, the open interest changed by 11 which increased total open position to 15
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 4.5, which was 0.50 higher than the previous day. The implied volatity was 23.09, the open interest changed by 0 which decreased total open position to 3
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 4, which was 3.20 higher than the previous day. The implied volatity was 22.97, the open interest changed by 1 which increased total open position to 2
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
