DABUR
Dabur India Ltd
Historical option data for DABUR
03 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 510 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.41
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
| 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 | |||
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| 23 Oct | 558.70 | 0 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 510 expiring on 26DEC2024
Delta for 510 CE is 0.76
Historical price for 510 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.43
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.27
Historical price for 510 PE is as follows
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
