DABUR
Dabur India Ltd
Historical option data for DABUR
21 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.23
Theta: -0.39
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 505.75 | 9.7 | -2.10 | 17.85 | 585 | -2 | 118 | |||
| 20 Nov | 508.20 | 11.8 | 0.00 | 20.45 | 302 | -8 | 120 | |||
| 19 Nov | 508.20 | 11.8 | -1.05 | 20.45 | 302 | -8 | 120 | |||
| 18 Nov | 508.50 | 12.85 | 0.00 | 18.43 | 643 | 7 | 126 | |||
| 14 Nov | 508.10 | 12.85 | -4.40 | 15.97 | 270 | 17 | 122 | |||
| 13 Nov | 510.85 | 17.25 | 1.45 | 22.50 | 100 | 16 | 107 | |||
| 12 Nov | 510.50 | 15.8 | -10.70 | 19.89 | 56 | 17 | 89 | |||
| 11 Nov | 522.75 | 26.5 | -9.00 | 20.50 | 12 | -2 | 70 | |||
| 8 Nov | 531.50 | 35.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 534.50 | 35.5 | -6.50 | - | 9 | -2 | 71 | |||
| 6 Nov | 539.60 | 42 | 5.40 | - | 9 | 4 | 74 | |||
| 5 Nov | 534.85 | 36.6 | -1.65 | - | 6 | 3 | 71 | |||
| 4 Nov | 534.95 | 38.25 | -3.75 | 14.57 | 12 | 4 | 67 | |||
| 1 Nov | 542.55 | 42 | -2.00 | - | 4 | -1 | 64 | |||
| 31 Oct | 540.00 | 44 | -8.00 | - | 30 | 27 | 65 | |||
| 30 Oct | 546.65 | 52 | 10.05 | - | 17 | 9 | 37 | |||
| 29 Oct | 535.85 | 41.95 | -17.35 | - | 4 | 2 | 29 | |||
| 28 Oct | 553.70 | 59.3 | 8.30 | - | 1 | 1 | 26 | |||
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| 25 Oct | 538.70 | 51 | 3.00 | - | 2 | 1 | 25 | |||
| 24 Oct | 541.00 | 48 | - | 24 | 16 | 16 | ||||
For Dabur India Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 CE is 0.74
Historical price for 500 CE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 9.7, which was -2.10 lower than the previous day. The implied volatity was 17.85, the open interest changed by -2 which decreased total open position to 118
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 11.8, which was 0.00 lower than the previous day. The implied volatity was 20.45, the open interest changed by -8 which decreased total open position to 120
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 11.8, which was -1.05 lower than the previous day. The implied volatity was 20.45, the open interest changed by -8 which decreased total open position to 120
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 12.85, which was 0.00 lower than the previous day. The implied volatity was 18.43, the open interest changed by 7 which increased total open position to 126
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 12.85, which was -4.40 lower than the previous day. The implied volatity was 15.97, the open interest changed by 17 which increased total open position to 122
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 17.25, which was 1.45 higher than the previous day. The implied volatity was 22.50, the open interest changed by 16 which increased total open position to 107
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 15.8, which was -10.70 lower than the previous day. The implied volatity was 19.89, the open interest changed by 17 which increased total open position to 89
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 26.5, which was -9.00 lower than the previous day. The implied volatity was 20.50, the open interest changed by -2 which decreased total open position to 70
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 35.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 35.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 71
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 42, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 74
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 36.6, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 71
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 38.25, which was -3.75 lower than the previous day. The implied volatity was 14.57, the open interest changed by 4 which increased total open position to 67
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 42, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 64
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 44, which was -8.00 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 52, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 41.95, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DABUR was trading at 553.70. The strike last trading price was 59.3, which was 8.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DABUR was trading at 538.70. The strike last trading price was 51, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DABUR was trading at 541.00. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.25
Theta: -0.36
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 505.75 | 3.3 | -0.20 | 23.09 | 783 | -30 | 699 |
| 20 Nov | 508.20 | 3.5 | 0.00 | 22.38 | 458 | 15 | 732 |
| 19 Nov | 508.20 | 3.5 | 0.05 | 22.38 | 458 | 18 | 732 |
| 18 Nov | 508.50 | 3.45 | -0.55 | 22.87 | 1,163 | 7 | 711 |
| 14 Nov | 508.10 | 4 | 0.75 | 20.83 | 961 | -43 | 704 |
| 13 Nov | 510.85 | 3.25 | -0.85 | 20.15 | 807 | -18 | 751 |
| 12 Nov | 510.50 | 4.1 | 1.95 | 21.10 | 1,161 | 61 | 779 |
| 11 Nov | 522.75 | 2.15 | 0.65 | 22.95 | 567 | 72 | 719 |
| 8 Nov | 531.50 | 1.5 | -0.10 | 23.13 | 183 | 39 | 651 |
| 7 Nov | 534.50 | 1.6 | 0.15 | 24.38 | 263 | 94 | 609 |
| 6 Nov | 539.60 | 1.45 | -0.75 | 25.83 | 270 | -27 | 515 |
| 5 Nov | 534.85 | 2.2 | -0.85 | 26.10 | 216 | 18 | 541 |
| 4 Nov | 534.95 | 3.05 | 0.45 | 28.43 | 628 | -36 | 524 |
| 1 Nov | 542.55 | 2.6 | -0.10 | 29.01 | 49 | -6 | 555 |
| 31 Oct | 540.00 | 2.7 | -2.10 | - | 1,243 | -162 | 562 |
| 30 Oct | 546.65 | 4.8 | -1.15 | - | 1,756 | 428 | 712 |
| 29 Oct | 535.85 | 5.95 | 2.10 | - | 468 | 100 | 279 |
| 28 Oct | 553.70 | 3.85 | -1.70 | - | 128 | 47 | 180 |
| 25 Oct | 538.70 | 5.55 | 0.30 | - | 117 | 40 | 133 |
| 24 Oct | 541.00 | 5.25 | - | 193 | 93 | 93 | |
For Dabur India Ltd - strike price 500 expiring on 28NOV2024
Delta for 500 PE is -0.31
Historical price for 500 PE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 3.3, which was -0.20 lower than the previous day. The implied volatity was 23.09, the open interest changed by -30 which decreased total open position to 699
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by 15 which increased total open position to 732
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 22.38, the open interest changed by 18 which increased total open position to 732
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 22.87, the open interest changed by 7 which increased total open position to 711
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 20.83, the open interest changed by -43 which decreased total open position to 704
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 3.25, which was -0.85 lower than the previous day. The implied volatity was 20.15, the open interest changed by -18 which decreased total open position to 751
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 4.1, which was 1.95 higher than the previous day. The implied volatity was 21.10, the open interest changed by 61 which increased total open position to 779
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 2.15, which was 0.65 higher than the previous day. The implied volatity was 22.95, the open interest changed by 72 which increased total open position to 719
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 23.13, the open interest changed by 39 which increased total open position to 651
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 24.38, the open interest changed by 94 which increased total open position to 609
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 25.83, the open interest changed by -27 which decreased total open position to 515
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 26.10, the open interest changed by 18 which increased total open position to 541
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 3.05, which was 0.45 higher than the previous day. The implied volatity was 28.43, the open interest changed by -36 which decreased total open position to 524
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 2.6, which was -0.10 lower than the previous day. The implied volatity was 29.01, the open interest changed by -6 which decreased total open position to 555
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 2.7, which was -2.10 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 4.8, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 5.95, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DABUR was trading at 553.70. The strike last trading price was 3.85, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DABUR was trading at 538.70. The strike last trading price was 5.55, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DABUR was trading at 541.00. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
