DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 505 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.37
Theta: -0.30
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 9.5 | -3.80 | 16.16 | 338 | 58 | 94 | |||
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| 13 Nov | 510.85 | 13.3 | 0.85 | 20.90 | 151 | 20 | 38 | |||
| 12 Nov | 510.50 | 12.45 | -14.55 | 19.84 | 40 | 11 | 17 | |||
| 11 Nov | 522.75 | 27 | -3.80 | 33.72 | 5 | 0 | 5 | |||
| 8 Nov | 531.50 | 30.8 | -2.20 | 21.90 | 4 | 0 | 4 | |||
| 7 Nov | 534.50 | 33 | 3.80 | 19.25 | 1 | 0 | 3 | |||
| 6 Nov | 539.60 | 29.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 534.85 | 29.2 | -4.95 | - | 2 | 1 | 3 | |||
| 4 Nov | 534.95 | 34.15 | -5.85 | 18.64 | 3 | 2 | 3 | |||
| 1 Nov | 542.55 | 40 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 540.00 | 40 | -87.45 | - | 1 | 0 | 0 | |||
| 30 Oct | 546.65 | 127.45 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 127.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 127.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 127.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 541.00 | 127.45 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 505 expiring on 28NOV2024
Delta for 505 CE is 0.64
Historical price for 505 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 9.5, which was -3.80 lower than the previous day. The implied volatity was 16.16, the open interest changed by 58 which increased total open position to 94
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 13.3, which was 0.85 higher than the previous day. The implied volatity was 20.90, the open interest changed by 20 which increased total open position to 38
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 12.45, which was -14.55 lower than the previous day. The implied volatity was 19.84, the open interest changed by 11 which increased total open position to 17
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 27, which was -3.80 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 5
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 30.8, which was -2.20 lower than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 4
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 33, which was 3.80 higher than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 3
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 29.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 29.2, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 34.15, which was -5.85 lower than the previous day. The implied volatity was 18.64, the open interest changed by 2 which increased total open position to 3
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 40, which was -87.45 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 127.45, 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 29 Oct DABUR was trading at 535.85. The strike last trading price was 127.45, 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 28 Oct DABUR was trading at 553.70. The strike last trading price was 127.45, 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 25 Oct DABUR was trading at 538.70. The strike last trading price was 127.45, 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 24 Oct DABUR was trading at 541.00. The strike last trading price was 127.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.38
Theta: -0.23
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 5.85 | 1.40 | 21.02 | 523 | 19 | 123 |
| 13 Nov | 510.85 | 4.45 | -1.05 | 19.24 | 335 | -12 | 105 |
| 12 Nov | 510.50 | 5.5 | 2.75 | 20.36 | 320 | -20 | 121 |
| 11 Nov | 522.75 | 2.75 | 0.65 | 21.79 | 300 | 37 | 146 |
| 8 Nov | 531.50 | 2.1 | -0.05 | 22.86 | 129 | -9 | 110 |
| 7 Nov | 534.50 | 2.15 | 0.45 | 23.98 | 139 | 53 | 118 |
| 6 Nov | 539.60 | 1.7 | -1.15 | 24.56 | 90 | 13 | 65 |
| 5 Nov | 534.85 | 2.85 | -0.85 | 25.73 | 170 | 26 | 53 |
| 4 Nov | 534.95 | 3.7 | 0.45 | 27.76 | 99 | 16 | 26 |
| 1 Nov | 542.55 | 3.25 | 0.00 | 0.00 | 0 | 10 | 0 |
| 31 Oct | 540.00 | 3.25 | 2.90 | - | 10 | 0 | 0 |
| 30 Oct | 546.65 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 535.85 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 553.70 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 538.70 | 0.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 541.00 | 0.35 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 505 expiring on 28NOV2024
Delta for 505 PE is -0.39
Historical price for 505 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 5.85, which was 1.40 higher than the previous day. The implied volatity was 21.02, the open interest changed by 19 which increased total open position to 123
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 4.45, which was -1.05 lower than the previous day. The implied volatity was 19.24, the open interest changed by -12 which decreased total open position to 105
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 5.5, which was 2.75 higher than the previous day. The implied volatity was 20.36, the open interest changed by -20 which decreased total open position to 121
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 2.75, which was 0.65 higher than the previous day. The implied volatity was 21.79, the open interest changed by 37 which increased total open position to 146
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 22.86, the open interest changed by -9 which decreased total open position to 110
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 2.15, which was 0.45 higher than the previous day. The implied volatity was 23.98, the open interest changed by 53 which increased total open position to 118
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 1.7, which was -1.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by 13 which increased total open position to 65
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 2.85, which was -0.85 lower than the previous day. The implied volatity was 25.73, the open interest changed by 26 which increased total open position to 53
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 3.7, which was 0.45 higher than the previous day. The implied volatity was 27.76, the open interest changed by 16 which increased total open position to 26
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 3.25, which was 2.90 higher 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 0.35, 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 29 Oct DABUR was trading at 535.85. The strike last trading price was 0.35, 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 28 Oct DABUR was trading at 553.70. The strike last trading price was 0.35, 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 25 Oct DABUR was trading at 538.70. The strike last trading price was 0.35, 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 24 Oct DABUR was trading at 541.00. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
