DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.40
Theta: -0.30
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 6.75 | -3.35 | 16.36 | 1,181 | 89 | 236 | |||
| 13 Nov | 510.85 | 10.1 | 0.85 | 20.34 | 825 | 53 | 155 | |||
| 12 Nov | 510.50 | 9.25 | -8.35 | 19.09 | 213 | 86 | 103 | |||
| 11 Nov | 522.75 | 17.6 | -8.55 | 17.88 | 32 | 11 | 17 | |||
| 8 Nov | 531.50 | 26.15 | -0.65 | 20.29 | 1 | 0 | 5 | |||
| 7 Nov | 534.50 | 26.8 | -2.55 | - | 3 | 0 | 4 | |||
| 6 Nov | 539.60 | 29.35 | 1.30 | - | 1 | 0 | 5 | |||
| 5 Nov | 534.85 | 28.05 | -1.70 | - | 5 | 4 | 6 | |||
| 4 Nov | 534.95 | 29.75 | -114.25 | 18.65 | 3 | 1 | 1 | |||
| 1 Nov | 542.55 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 540.00 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 546.65 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 144 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 144 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 541.00 | 144 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 CE is 0.52
Historical price for 510 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 6.75, which was -3.35 lower than the previous day. The implied volatity was 16.36, the open interest changed by 89 which increased total open position to 236
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 10.1, which was 0.85 higher than the previous day. The implied volatity was 20.34, the open interest changed by 53 which increased total open position to 155
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 9.25, which was -8.35 lower than the previous day. The implied volatity was 19.09, the open interest changed by 86 which increased total open position to 103
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 17.6, which was -8.55 lower than the previous day. The implied volatity was 17.88, the open interest changed by 11 which increased total open position to 17
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 26.15, which was -0.65 lower than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 5
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 26.8, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 29.35, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 28.05, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 29.75, which was -114.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 1 which increased total open position to 1
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 144, 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 31 Oct DABUR was trading at 540.00. The strike last trading price was 144, 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 30 Oct DABUR was trading at 546.65. The strike last trading price was 144, 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 144, 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 144, 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 144, 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 144, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 510 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.40
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 8 | 1.70 | 20.77 | 761 | 21 | 342 |
| 13 Nov | 510.85 | 6.3 | -1.40 | 18.96 | 766 | 63 | 319 |
| 12 Nov | 510.50 | 7.7 | 4.00 | 20.58 | 579 | 15 | 259 |
| 11 Nov | 522.75 | 3.7 | 0.95 | 21.09 | 299 | 1 | 249 |
| 8 Nov | 531.50 | 2.75 | -0.20 | 22.16 | 213 | -27 | 246 |
| 7 Nov | 534.50 | 2.95 | 0.70 | 23.86 | 256 | 35 | 272 |
| 6 Nov | 539.60 | 2.25 | -1.35 | 24.15 | 327 | 31 | 239 |
| 5 Nov | 534.85 | 3.6 | -0.75 | 25.20 | 119 | 13 | 208 |
| 4 Nov | 534.95 | 4.35 | 0.25 | 26.67 | 280 | 5 | 198 |
| 1 Nov | 542.55 | 4.1 | -0.20 | 28.61 | 9 | 1 | 192 |
| 31 Oct | 540.00 | 4.3 | -2.60 | - | 363 | 86 | 173 |
| 30 Oct | 546.65 | 6.9 | -0.75 | - | 207 | 81 | 84 |
| 29 Oct | 535.85 | 7.65 | 7.00 | - | 7 | 2 | 2 |
| 28 Oct | 553.70 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 538.70 | 0.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 541.00 | 0.65 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 510 expiring on 28NOV2024
Delta for 510 PE is -0.48
Historical price for 510 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 8, which was 1.70 higher than the previous day. The implied volatity was 20.77, the open interest changed by 21 which increased total open position to 342
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 6.3, which was -1.40 lower than the previous day. The implied volatity was 18.96, the open interest changed by 63 which increased total open position to 319
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 7.7, which was 4.00 higher than the previous day. The implied volatity was 20.58, the open interest changed by 15 which increased total open position to 259
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 3.7, which was 0.95 higher than the previous day. The implied volatity was 21.09, the open interest changed by 1 which increased total open position to 249
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 2.75, which was -0.20 lower than the previous day. The implied volatity was 22.16, the open interest changed by -27 which decreased total open position to 246
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 2.95, which was 0.70 higher than the previous day. The implied volatity was 23.86, the open interest changed by 35 which increased total open position to 272
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 2.25, which was -1.35 lower than the previous day. The implied volatity was 24.15, the open interest changed by 31 which increased total open position to 239
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 25.20, the open interest changed by 13 which increased total open position to 208
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 4.35, which was 0.25 higher than the previous day. The implied volatity was 26.67, the open interest changed by 5 which increased total open position to 198
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 4.1, which was -0.20 lower than the previous day. The implied volatity was 28.61, the open interest changed by 1 which increased total open position to 192
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 4.3, which was -2.60 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 6.9, which was -0.75 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 7.65, which was 7.00 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 0.65, 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 0.65, 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
