DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.20
Theta: -0.33
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 1.55 | -1.30 | 17.97 | 2,909 | -274 | 1,351 | |||
| 19 Dec | 503.95 | 2.85 | -1.15 | 16.50 | 1,626 | -34 | 1,626 | |||
| 18 Dec | 505.40 | 4 | -0.85 | 18.03 | 1,679 | 90 | 1,658 | |||
| 17 Dec | 505.40 | 4.85 | -2.40 | 19.27 | 2,661 | 63 | 1,572 | |||
| 16 Dec | 509.95 | 7.25 | -1.35 | 18.60 | 1,239 | -5 | 1,511 | |||
| 13 Dec | 512.80 | 8.6 | 2.20 | 16.97 | 3,777 | -246 | 1,529 | |||
| 12 Dec | 506.65 | 6.4 | -1.35 | 18.33 | 2,595 | 5 | 1,776 | |||
| 11 Dec | 508.35 | 7.75 | -0.85 | 17.81 | 4,747 | -624 | 1,749 | |||
| 10 Dec | 506.95 | 8.6 | -1.30 | 21.19 | 2,412 | 225 | 2,381 | |||
| 9 Dec | 506.85 | 9.9 | -8.75 | 23.38 | 6,952 | 2,083 | 2,157 | |||
| 6 Dec | 523.80 | 18.65 | -0.75 | 16.64 | 17 | 2 | 72 | |||
| 5 Dec | 523.15 | 19.4 | 0.35 | 14.56 | 57 | 8 | 69 | |||
| 4 Dec | 522.80 | 19.05 | -1.15 | 18.18 | 29 | 17 | 60 | |||
| 3 Dec | 522.55 | 20.2 | -1.30 | 19.04 | 29 | -2 | 44 | |||
| 2 Dec | 523.90 | 21.5 | -2.20 | 19.51 | 30 | -4 | 48 | |||
| 29 Nov | 527.15 | 23.7 | 0.25 | 18.81 | 16 | 0 | 50 | |||
| 28 Nov | 526.00 | 23.45 | -1.05 | 19.27 | 18 | 0 | 50 | |||
| 27 Nov | 527.50 | 24.5 | 0.55 | 18.50 | 35 | 14 | 51 | |||
| 26 Nov | 525.35 | 23.95 | 1.75 | 20.37 | 33 | -8 | 38 | |||
| 25 Nov | 521.50 | 22.2 | 5.20 | 21.38 | 117 | 29 | 46 | |||
| 22 Nov | 513.00 | 17 | 3.65 | 20.24 | 81 | 14 | 31 | |||
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| 21 Nov | 505.75 | 13.35 | -2.70 | 20.08 | 19 | 11 | 18 | |||
| 20 Nov | 508.20 | 16.05 | 0.00 | 22.77 | 9 | 7 | 6 | |||
| 19 Nov | 508.20 | 16.05 | -110.10 | 22.77 | 9 | 6 | 6 | |||
| 18 Nov | 508.50 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 508.10 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 510.85 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 126.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 126.15 | 126.15 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 558.70 | 0 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.23
Historical price for 510 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 1.55, which was -1.30 lower than the previous day. The implied volatity was 17.97, the open interest changed by -274 which decreased total open position to 1351
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 16.50, the open interest changed by -34 which decreased total open position to 1626
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 4, which was -0.85 lower than the previous day. The implied volatity was 18.03, the open interest changed by 90 which increased total open position to 1658
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 4.85, which was -2.40 lower than the previous day. The implied volatity was 19.27, the open interest changed by 63 which increased total open position to 1572
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 7.25, which was -1.35 lower than the previous day. The implied volatity was 18.60, the open interest changed by -5 which decreased total open position to 1511
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 8.6, which was 2.20 higher than the previous day. The implied volatity was 16.97, the open interest changed by -246 which decreased total open position to 1529
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 6.4, which was -1.35 lower than the previous day. The implied volatity was 18.33, the open interest changed by 5 which increased total open position to 1776
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 7.75, which was -0.85 lower than the previous day. The implied volatity was 17.81, the open interest changed by -624 which decreased total open position to 1749
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 8.6, which was -1.30 lower than the previous day. The implied volatity was 21.19, the open interest changed by 225 which increased total open position to 2381
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 9.9, which was -8.75 lower than the previous day. The implied volatity was 23.38, the open interest changed by 2083 which increased total open position to 2157
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 18.65, which was -0.75 lower than the previous day. The implied volatity was 16.64, the open interest changed by 2 which increased total open position to 72
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 19.4, which was 0.35 higher than the previous day. The implied volatity was 14.56, the open interest changed by 8 which increased total open position to 69
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 19.05, which was -1.15 lower than the previous day. The implied volatity was 18.18, the open interest changed by 17 which increased total open position to 60
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 20.2, which was -1.30 lower than the previous day. The implied volatity was 19.04, the open interest changed by -2 which decreased total open position to 44
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 21.5, which was -2.20 lower than the previous day. The implied volatity was 19.51, the open interest changed by -4 which decreased total open position to 48
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 23.7, which was 0.25 higher than the previous day. The implied volatity was 18.81, the open interest changed by 0 which decreased total open position to 50
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 23.45, which was -1.05 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 50
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 24.5, which was 0.55 higher than the previous day. The implied volatity was 18.50, the open interest changed by 14 which increased total open position to 51
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 23.95, which was 1.75 higher than the previous day. The implied volatity was 20.37, the open interest changed by -8 which decreased total open position to 38
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 22.2, which was 5.20 higher than the previous day. The implied volatity was 21.38, the open interest changed by 29 which increased total open position to 46
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 17, which was 3.65 higher than the previous day. The implied volatity was 20.24, the open interest changed by 14 which increased total open position to 31
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 13.35, which was -2.70 lower than the previous day. The implied volatity was 20.08, the open interest changed by 11 which increased total open position to 18
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 16.05, which was 0.00 lower than the previous day. The implied volatity was 22.77, the open interest changed by 7 which increased total open position to 6
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 16.05, which was -110.10 lower than the previous day. The implied volatity was 22.77, the open interest changed by 6 which increased total open position to 6
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 126.15, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 126.15, 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 13 Nov DABUR was trading at 510.85. The strike last trading price was 126.15, 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 12 Nov DABUR was trading at 510.50. The strike last trading price was 126.15, 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 11 Nov DABUR was trading at 522.75. The strike last trading price was 126.15, 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 126.15, 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 126.15, which was 126.15 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 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, 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 23 Oct DABUR was trading at 558.70. 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 510 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.17
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 9.6 | 2.25 | 14.94 | 1,275 | -208 | 829 |
| 19 Dec | 503.95 | 7.35 | -0.75 | 17.93 | 561 | -99 | 1,042 |
| 18 Dec | 505.40 | 8.1 | 0.05 | 21.50 | 523 | -124 | 1,142 |
| 17 Dec | 505.40 | 8.05 | 2.60 | 20.73 | 1,908 | -66 | 1,268 |
| 16 Dec | 509.95 | 5.45 | 0.80 | 18.88 | 806 | 49 | 1,339 |
| 13 Dec | 512.80 | 4.65 | -4.75 | 16.60 | 1,943 | 110 | 1,301 |
| 12 Dec | 506.65 | 9.4 | 1.60 | 21.38 | 757 | -32 | 1,193 |
| 11 Dec | 508.35 | 7.8 | -1.70 | 19.98 | 1,067 | 79 | 1,227 |
| 10 Dec | 506.95 | 9.5 | -1.50 | 21.50 | 1,112 | 262 | 1,150 |
| 9 Dec | 506.85 | 11 | 7.60 | 24.46 | 3,268 | 565 | 883 |
| 6 Dec | 523.80 | 3.4 | 0.05 | 19.49 | 231 | 20 | 319 |
| 5 Dec | 523.15 | 3.35 | -1.40 | 19.86 | 512 | 17 | 303 |
| 4 Dec | 522.80 | 4.75 | 0.10 | 21.48 | 356 | -13 | 288 |
| 3 Dec | 522.55 | 4.65 | -0.20 | 21.30 | 380 | 35 | 299 |
| 2 Dec | 523.90 | 4.85 | 0.20 | 22.06 | 334 | 11 | 267 |
| 29 Nov | 527.15 | 4.65 | -0.60 | 21.83 | 354 | 12 | 255 |
| 28 Nov | 526.00 | 5.25 | 0.35 | 22.32 | 287 | 139 | 244 |
| 27 Nov | 527.50 | 4.9 | -0.35 | 22.04 | 101 | 36 | 107 |
| 26 Nov | 525.35 | 5.25 | -2.45 | 21.35 | 85 | 30 | 70 |
| 25 Nov | 521.50 | 7.7 | -2.80 | 23.84 | 50 | 40 | 40 |
| 22 Nov | 513.00 | 10.5 | 9.30 | 22.86 | 28 | 14 | 14 |
| 21 Nov | 505.75 | 1.2 | 0.00 | 0.39 | 0 | 0 | 0 |
| 20 Nov | 508.20 | 1.2 | 0.00 | 0.59 | 0 | 0 | 0 |
| 19 Nov | 508.20 | 1.2 | 0.00 | 0.59 | 0 | 0 | 0 |
| 18 Nov | 508.50 | 1.2 | 0.00 | 0.95 | 0 | 0 | 0 |
| 14 Nov | 508.10 | 1.2 | 0.00 | 0.88 | 0 | 0 | 0 |
| 13 Nov | 510.85 | 1.2 | 0.00 | 1.27 | 0 | 0 | 0 |
| 12 Nov | 510.50 | 1.2 | 0.00 | 1.07 | 0 | 0 | 0 |
| 11 Nov | 522.75 | 1.2 | 0.00 | 3.19 | 0 | 0 | 0 |
| 8 Nov | 531.50 | 1.2 | 0.00 | 4.43 | 0 | 0 | 0 |
| 7 Nov | 534.50 | 1.2 | 0.00 | 4.86 | 0 | 0 | 0 |
| 29 Oct | 535.85 | 1.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 553.70 | 1.2 | 1.20 | - | 0 | 0 | 0 |
| 23 Oct | 558.70 | 0 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 PE is -0.81
Historical price for 510 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 9.6, which was 2.25 higher than the previous day. The implied volatity was 14.94, the open interest changed by -208 which decreased total open position to 829
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 7.35, which was -0.75 lower than the previous day. The implied volatity was 17.93, the open interest changed by -99 which decreased total open position to 1042
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 8.1, which was 0.05 higher than the previous day. The implied volatity was 21.50, the open interest changed by -124 which decreased total open position to 1142
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 8.05, which was 2.60 higher than the previous day. The implied volatity was 20.73, the open interest changed by -66 which decreased total open position to 1268
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 5.45, which was 0.80 higher than the previous day. The implied volatity was 18.88, the open interest changed by 49 which increased total open position to 1339
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 4.65, which was -4.75 lower than the previous day. The implied volatity was 16.60, the open interest changed by 110 which increased total open position to 1301
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 9.4, which was 1.60 higher than the previous day. The implied volatity was 21.38, the open interest changed by -32 which decreased total open position to 1193
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 7.8, which was -1.70 lower than the previous day. The implied volatity was 19.98, the open interest changed by 79 which increased total open position to 1227
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 9.5, which was -1.50 lower than the previous day. The implied volatity was 21.50, the open interest changed by 262 which increased total open position to 1150
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 11, which was 7.60 higher than the previous day. The implied volatity was 24.46, the open interest changed by 565 which increased total open position to 883
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 19.49, the open interest changed by 20 which increased total open position to 319
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 3.35, which was -1.40 lower than the previous day. The implied volatity was 19.86, the open interest changed by 17 which increased total open position to 303
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 4.75, which was 0.10 higher than the previous day. The implied volatity was 21.48, the open interest changed by -13 which decreased total open position to 288
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 4.65, which was -0.20 lower than the previous day. The implied volatity was 21.30, the open interest changed by 35 which increased total open position to 299
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 4.85, which was 0.20 higher than the previous day. The implied volatity was 22.06, the open interest changed by 11 which increased total open position to 267
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 4.65, which was -0.60 lower than the previous day. The implied volatity was 21.83, the open interest changed by 12 which increased total open position to 255
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 5.25, which was 0.35 higher than the previous day. The implied volatity was 22.32, the open interest changed by 139 which increased total open position to 244
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 4.9, which was -0.35 lower than the previous day. The implied volatity was 22.04, the open interest changed by 36 which increased total open position to 107
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 5.25, which was -2.45 lower than the previous day. The implied volatity was 21.35, the open interest changed by 30 which increased total open position to 70
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 7.7, which was -2.80 lower than the previous day. The implied volatity was 23.84, the open interest changed by 40 which increased total open position to 40
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 10.5, which was 9.30 higher than the previous day. The implied volatity was 22.86, the open interest changed by 14 which increased total open position to 14
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 1.27, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 4.86, 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 1.2, 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 28 Oct DABUR was trading at 553.70. The strike last trading price was 1.2, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DABUR was trading at 558.70. 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
