DABUR
Dabur India Ltd
Historical option data for DABUR
04 Feb 2026 11:16 AM IST
| DABUR 24-FEB-2026 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.47
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 500.25 | 9.85 | 0.25 | 22.99 | 336 | 37 | 229 | |||||||||
| 3 Feb | 500.50 | 9.4 | -0.25 | 21.33 | 587 | 7 | 192 | |||||||||
| 2 Feb | 499.00 | 9.6 | -2.45 | 23.2 | 344 | 33 | 185 | |||||||||
| 1 Feb | 502.10 | 11.55 | -4.5 | 23.47 | 416 | -7 | 153 | |||||||||
| 30 Jan | 506.60 | 16.25 | -2.35 | 25.86 | 503 | 14 | 159 | |||||||||
| 29 Jan | 510.45 | 17.15 | -6.1 | 23.01 | 502 | 114 | 150 | |||||||||
| 28 Jan | 515.75 | 24.5 | -1.25 | 27.58 | 127 | 34 | 37 | |||||||||
| 27 Jan | 513.40 | 25.75 | 6.65 | 30.95 | 1 | 0 | 3 | |||||||||
| 23 Jan | 519.00 | 19.1 | 2.4 | - | 0 | 0 | 3 | |||||||||
| 22 Jan | 525.35 | 19.1 | 2.4 | - | 0 | 0 | 3 | |||||||||
| 21 Jan | 516.20 | 19.1 | 2.4 | 11.46 | 6 | 4 | 4 | |||||||||
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| 20 Jan | 505.10 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 512.75 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 514.55 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 513.75 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 522.05 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 524.00 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 522.40 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 519.45 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 520.90 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 520.35 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 521.20 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 522.60 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 499.95 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 503.60 | 16.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 505 expiring on 24FEB2026
Delta for 505 CE is 0.48
Historical price for 505 CE is as follows
On 4 Feb DABUR was trading at 500.25. The strike last trading price was 9.85, which was 0.25 higher than the previous day. The implied volatity was 22.99, the open interest changed by 37 which increased total open position to 229
On 3 Feb DABUR was trading at 500.50. The strike last trading price was 9.4, which was -0.25 lower than the previous day. The implied volatity was 21.33, the open interest changed by 7 which increased total open position to 192
On 2 Feb DABUR was trading at 499.00. The strike last trading price was 9.6, which was -2.45 lower than the previous day. The implied volatity was 23.2, the open interest changed by 33 which increased total open position to 185
On 1 Feb DABUR was trading at 502.10. The strike last trading price was 11.55, which was -4.5 lower than the previous day. The implied volatity was 23.47, the open interest changed by -7 which decreased total open position to 153
On 30 Jan DABUR was trading at 506.60. The strike last trading price was 16.25, which was -2.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by 14 which increased total open position to 159
On 29 Jan DABUR was trading at 510.45. The strike last trading price was 17.15, which was -6.1 lower than the previous day. The implied volatity was 23.01, the open interest changed by 114 which increased total open position to 150
On 28 Jan DABUR was trading at 515.75. The strike last trading price was 24.5, which was -1.25 lower than the previous day. The implied volatity was 27.58, the open interest changed by 34 which increased total open position to 37
On 27 Jan DABUR was trading at 513.40. The strike last trading price was 25.75, which was 6.65 higher than the previous day. The implied volatity was 30.95, the open interest changed by 0 which decreased total open position to 3
On 23 Jan DABUR was trading at 519.00. The strike last trading price was 19.1, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Jan DABUR was trading at 525.35. The strike last trading price was 19.1, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Jan DABUR was trading at 516.20. The strike last trading price was 19.1, which was 2.4 higher than the previous day. The implied volatity was 11.46, the open interest changed by 4 which increased total open position to 4
On 20 Jan DABUR was trading at 505.10. The strike last trading price was 16.7, 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 19 Jan DABUR was trading at 512.75. The strike last trading price was 16.7, 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 16 Jan DABUR was trading at 514.55. The strike last trading price was 16.7, 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 14 Jan DABUR was trading at 513.75. The strike last trading price was 16.7, 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 13 Jan DABUR was trading at 522.05. The strike last trading price was 16.7, 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 Jan DABUR was trading at 524.00. The strike last trading price was 16.7, 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 9 Jan DABUR was trading at 522.40. The strike last trading price was 16.7, 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 8 Jan DABUR was trading at 519.45. The strike last trading price was 16.7, 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 Jan DABUR was trading at 520.90. The strike last trading price was 16.7, 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 6 Jan DABUR was trading at 520.35. The strike last trading price was 16.7, 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 5 Jan DABUR was trading at 521.20. The strike last trading price was 16.7, 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 2 Jan DABUR was trading at 522.60. The strike last trading price was 16.7, 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 1 Jan DABUR was trading at 499.95. The strike last trading price was 16.7, 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 31 Dec DABUR was trading at 503.60. The strike last trading price was 16.7, 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 24FEB2026 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.47
Theta: -0.2
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 500.25 | 12.2 | -1.05 | 23.81 | 169 | 44 | 174 |
| 3 Feb | 500.50 | 13.25 | 0.2 | 25.81 | 145 | 22 | 130 |
| 2 Feb | 499.00 | 13.05 | -1.15 | 22.65 | 130 | -9 | 104 |
| 1 Feb | 502.10 | 14.3 | 2 | 28 | 242 | -3 | 114 |
| 30 Jan | 506.60 | 11.9 | -0.95 | 27.1 | 838 | 3 | 119 |
| 29 Jan | 510.45 | 11.45 | 0.15 | 28.54 | 575 | 40 | 111 |
| 28 Jan | 515.75 | 11.25 | 0.15 | 32.79 | 214 | 38 | 68 |
| 27 Jan | 513.40 | 11.2 | 0.95 | 31.34 | 32 | 11 | 29 |
| 23 Jan | 519.00 | 10.25 | 2.25 | 30.15 | 28 | 2 | 17 |
| 22 Jan | 525.35 | 8.05 | -2.25 | 28.76 | 29 | -2 | 16 |
| 21 Jan | 516.20 | 10.3 | -3.55 | 28.6 | 24 | -2 | 19 |
| 20 Jan | 505.10 | 13.85 | 3.35 | 27.44 | 14 | 3 | 19 |
| 19 Jan | 512.75 | 10.5 | 0.55 | 25.17 | 15 | 10 | 16 |
| 16 Jan | 514.55 | 9.95 | 1.45 | 24.55 | 1 | 0 | 5 |
| 14 Jan | 513.75 | 8.5 | 0.8 | - | 0 | 0 | 5 |
| 13 Jan | 522.05 | 8.5 | 0.8 | - | 0 | 0 | 0 |
| 12 Jan | 524.00 | 8.5 | 0.8 | 26.27 | 4 | 2 | 7 |
| 9 Jan | 522.40 | 7.7 | -0.3 | 23.33 | 3 | 1 | 5 |
| 8 Jan | 519.45 | 8 | -0.5 | 22.23 | 1 | 0 | 3 |
| 7 Jan | 520.90 | 8.5 | -0.6 | 23.45 | 4 | 2 | 3 |
| 6 Jan | 520.35 | 9.1 | -12.25 | 24.52 | 1 | 0 | 0 |
| 5 Jan | 521.20 | 21.35 | 0 | 3.58 | 0 | 0 | 0 |
| 2 Jan | 522.60 | 21.35 | 0 | 4.27 | 0 | 0 | 0 |
| 1 Jan | 499.95 | 21.35 | 0 | 0.46 | 0 | 0 | 0 |
| 31 Dec | 503.60 | 21.35 | 0 | 0.98 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 505 expiring on 24FEB2026
Delta for 505 PE is -0.52
Historical price for 505 PE is as follows
On 4 Feb DABUR was trading at 500.25. The strike last trading price was 12.2, which was -1.05 lower than the previous day. The implied volatity was 23.81, the open interest changed by 44 which increased total open position to 174
On 3 Feb DABUR was trading at 500.50. The strike last trading price was 13.25, which was 0.2 higher than the previous day. The implied volatity was 25.81, the open interest changed by 22 which increased total open position to 130
On 2 Feb DABUR was trading at 499.00. The strike last trading price was 13.05, which was -1.15 lower than the previous day. The implied volatity was 22.65, the open interest changed by -9 which decreased total open position to 104
On 1 Feb DABUR was trading at 502.10. The strike last trading price was 14.3, which was 2 higher than the previous day. The implied volatity was 28, the open interest changed by -3 which decreased total open position to 114
On 30 Jan DABUR was trading at 506.60. The strike last trading price was 11.9, which was -0.95 lower than the previous day. The implied volatity was 27.1, the open interest changed by 3 which increased total open position to 119
On 29 Jan DABUR was trading at 510.45. The strike last trading price was 11.45, which was 0.15 higher than the previous day. The implied volatity was 28.54, the open interest changed by 40 which increased total open position to 111
On 28 Jan DABUR was trading at 515.75. The strike last trading price was 11.25, which was 0.15 higher than the previous day. The implied volatity was 32.79, the open interest changed by 38 which increased total open position to 68
On 27 Jan DABUR was trading at 513.40. The strike last trading price was 11.2, which was 0.95 higher than the previous day. The implied volatity was 31.34, the open interest changed by 11 which increased total open position to 29
On 23 Jan DABUR was trading at 519.00. The strike last trading price was 10.25, which was 2.25 higher than the previous day. The implied volatity was 30.15, the open interest changed by 2 which increased total open position to 17
On 22 Jan DABUR was trading at 525.35. The strike last trading price was 8.05, which was -2.25 lower than the previous day. The implied volatity was 28.76, the open interest changed by -2 which decreased total open position to 16
On 21 Jan DABUR was trading at 516.20. The strike last trading price was 10.3, which was -3.55 lower than the previous day. The implied volatity was 28.6, the open interest changed by -2 which decreased total open position to 19
On 20 Jan DABUR was trading at 505.10. The strike last trading price was 13.85, which was 3.35 higher than the previous day. The implied volatity was 27.44, the open interest changed by 3 which increased total open position to 19
On 19 Jan DABUR was trading at 512.75. The strike last trading price was 10.5, which was 0.55 higher than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 16
On 16 Jan DABUR was trading at 514.55. The strike last trading price was 9.95, which was 1.45 higher than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 5
On 14 Jan DABUR was trading at 513.75. The strike last trading price was 8.5, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Jan DABUR was trading at 522.05. The strike last trading price was 8.5, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DABUR was trading at 524.00. The strike last trading price was 8.5, which was 0.8 higher than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 7
On 9 Jan DABUR was trading at 522.40. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was 23.33, the open interest changed by 1 which increased total open position to 5
On 8 Jan DABUR was trading at 519.45. The strike last trading price was 8, which was -0.5 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 3
On 7 Jan DABUR was trading at 520.90. The strike last trading price was 8.5, which was -0.6 lower than the previous day. The implied volatity was 23.45, the open interest changed by 2 which increased total open position to 3
On 6 Jan DABUR was trading at 520.35. The strike last trading price was 9.1, which was -12.25 lower than the previous day. The implied volatity was 24.52, the open interest changed by 0 which decreased total open position to 0
On 5 Jan DABUR was trading at 521.20. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0
On 2 Jan DABUR was trading at 522.60. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 1 Jan DABUR was trading at 499.95. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DABUR was trading at 503.60. The strike last trading price was 21.35, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0






























































































































































































































