DABUR
Dabur India Ltd
Historical option data for DABUR
05 Dec 2025 04:11 PM IST
| DABUR 30-DEC-2025 515 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.53
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 510.10 | 7.4 | -0.3 | 14.78 | 336 | 25 | 371 | |||||||||
| 4 Dec | 508.10 | 7.75 | 1.05 | 17.48 | 319 | -19 | 355 | |||||||||
| 3 Dec | 506.00 | 6.45 | -2.25 | 16.88 | 539 | 132 | 377 | |||||||||
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| 2 Dec | 507.95 | 8.5 | -3.9 | 18.50 | 350 | 51 | 242 | |||||||||
| 1 Dec | 515.25 | 12.35 | -1.2 | 17.65 | 96 | 16 | 190 | |||||||||
| 28 Nov | 517.40 | 13.3 | -1.4 | 14.24 | 250 | 16 | 174 | |||||||||
| 27 Nov | 519.15 | 14.5 | 0.6 | 14.04 | 171 | -6 | 158 | |||||||||
| 26 Nov | 517.20 | 14.45 | 0.6 | 16.23 | 232 | 40 | 164 | |||||||||
| 25 Nov | 514.40 | 14.05 | 1.1 | 18.87 | 173 | 44 | 125 | |||||||||
| 24 Nov | 512.40 | 12.8 | -2.65 | 18.22 | 139 | 58 | 75 | |||||||||
| 21 Nov | 515.65 | 15.35 | -5.85 | 17.70 | 16 | 8 | 17 | |||||||||
| 20 Nov | 525.05 | 21.2 | 1.4 | 18.64 | 4 | 1 | 9 | |||||||||
| 19 Nov | 517.55 | 19.8 | -2.8 | 21.88 | 3 | -1 | 9 | |||||||||
| 18 Nov | 520.85 | 22.6 | -0.4 | 24.24 | 10 | 7 | 9 | |||||||||
| 17 Nov | 524.25 | 23 | 0.5 | 20.14 | 1 | 0 | 3 | |||||||||
| 14 Nov | 525.00 | 22.5 | 14 | 17.56 | 1 | 0 | 2 | |||||||||
| 13 Nov | 522.20 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 522.30 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 519.95 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 515.45 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 518.65 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 523.70 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 517.05 | 8.5 | -9.8 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 503.30 | 8.5 | -9.8 | - | 0 | 2 | 0 | |||||||||
| 31 Oct | 487.55 | 8.5 | -9.8 | - | 2 | 1 | 1 | |||||||||
| 30 Oct | 501.55 | 18.3 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 29 Oct | 508.05 | 18.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 515 expiring on 30DEC2025
Delta for 515 CE is 0.49
Historical price for 515 CE is as follows
On 5 Dec DABUR was trading at 510.10. The strike last trading price was 7.4, which was -0.3 lower than the previous day. The implied volatity was 14.78, the open interest changed by 25 which increased total open position to 371
On 4 Dec DABUR was trading at 508.10. The strike last trading price was 7.75, which was 1.05 higher than the previous day. The implied volatity was 17.48, the open interest changed by -19 which decreased total open position to 355
On 3 Dec DABUR was trading at 506.00. The strike last trading price was 6.45, which was -2.25 lower than the previous day. The implied volatity was 16.88, the open interest changed by 132 which increased total open position to 377
On 2 Dec DABUR was trading at 507.95. The strike last trading price was 8.5, which was -3.9 lower than the previous day. The implied volatity was 18.50, the open interest changed by 51 which increased total open position to 242
On 1 Dec DABUR was trading at 515.25. The strike last trading price was 12.35, which was -1.2 lower than the previous day. The implied volatity was 17.65, the open interest changed by 16 which increased total open position to 190
On 28 Nov DABUR was trading at 517.40. The strike last trading price was 13.3, which was -1.4 lower than the previous day. The implied volatity was 14.24, the open interest changed by 16 which increased total open position to 174
On 27 Nov DABUR was trading at 519.15. The strike last trading price was 14.5, which was 0.6 higher than the previous day. The implied volatity was 14.04, the open interest changed by -6 which decreased total open position to 158
On 26 Nov DABUR was trading at 517.20. The strike last trading price was 14.45, which was 0.6 higher than the previous day. The implied volatity was 16.23, the open interest changed by 40 which increased total open position to 164
On 25 Nov DABUR was trading at 514.40. The strike last trading price was 14.05, which was 1.1 higher than the previous day. The implied volatity was 18.87, the open interest changed by 44 which increased total open position to 125
On 24 Nov DABUR was trading at 512.40. The strike last trading price was 12.8, which was -2.65 lower than the previous day. The implied volatity was 18.22, the open interest changed by 58 which increased total open position to 75
On 21 Nov DABUR was trading at 515.65. The strike last trading price was 15.35, which was -5.85 lower than the previous day. The implied volatity was 17.70, the open interest changed by 8 which increased total open position to 17
On 20 Nov DABUR was trading at 525.05. The strike last trading price was 21.2, which was 1.4 higher than the previous day. The implied volatity was 18.64, the open interest changed by 1 which increased total open position to 9
On 19 Nov DABUR was trading at 517.55. The strike last trading price was 19.8, which was -2.8 lower than the previous day. The implied volatity was 21.88, the open interest changed by -1 which decreased total open position to 9
On 18 Nov DABUR was trading at 520.85. The strike last trading price was 22.6, which was -0.4 lower than the previous day. The implied volatity was 24.24, the open interest changed by 7 which increased total open position to 9
On 17 Nov DABUR was trading at 524.25. The strike last trading price was 23, which was 0.5 higher than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 3
On 14 Nov DABUR was trading at 525.00. The strike last trading price was 22.5, which was 14 higher than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 2
On 13 Nov DABUR was trading at 522.20. The strike last trading price was 8.5, which was -9.8 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 522.30. The strike last trading price was 8.5, which was -9.8 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 519.95. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DABUR was trading at 515.45. The strike last trading price was 8.5, which was -9.8 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 518.65. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DABUR was trading at 523.70. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DABUR was trading at 517.05. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DABUR was trading at 503.30. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct DABUR was trading at 487.55. The strike last trading price was 8.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 30 Oct DABUR was trading at 501.55. The strike last trading price was 18.3, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DABUR was trading at 508.05. The strike last trading price was 18.3, 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 30DEC2025 515 PE | |||||||
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Delta: -0.51
Vega: 0.53
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 510.10 | 10.65 | -0.75 | 19.03 | 79 | -5 | 178 |
| 4 Dec | 508.10 | 11.3 | -2.3 | 17.21 | 65 | 4 | 183 |
| 3 Dec | 506.00 | 13.45 | 1 | 18.00 | 57 | -18 | 180 |
| 2 Dec | 507.95 | 12.85 | 3.7 | 19.02 | 184 | 15 | 196 |
| 1 Dec | 515.25 | 9.1 | 0.75 | 19.10 | 67 | -9 | 181 |
| 28 Nov | 517.40 | 8.4 | 0.4 | 19.77 | 80 | 3 | 191 |
| 27 Nov | 519.15 | 7.95 | -1 | 19.84 | 49 | 2 | 188 |
| 26 Nov | 517.20 | 8.75 | -1.8 | 19.50 | 215 | 44 | 187 |
| 25 Nov | 514.40 | 10.75 | -1.05 | 20.01 | 95 | 35 | 143 |
| 24 Nov | 512.40 | 11.2 | 0.1 | 19.17 | 191 | 91 | 108 |
| 21 Nov | 515.65 | 11.2 | 2.9 | 21.24 | 18 | 2 | 15 |
| 20 Nov | 525.05 | 8.3 | -2.9 | 21.07 | 28 | 11 | 12 |
| 19 Nov | 517.55 | 11.2 | -13.3 | 22.10 | 1 | 0 | 0 |
| 18 Nov | 520.85 | 24.5 | 0 | 1.85 | 0 | 0 | 0 |
| 17 Nov | 524.25 | 24.5 | 0 | 2.60 | 0 | 0 | 0 |
| 14 Nov | 525.00 | 24.5 | 0 | 2.70 | 0 | 0 | 0 |
| 13 Nov | 522.20 | 24.5 | 0 | 2.22 | 0 | 0 | 0 |
| 12 Nov | 522.30 | 24.5 | 0 | 2.22 | 0 | 0 | 0 |
| 11 Nov | 519.95 | 24.5 | 0 | 1.79 | 0 | 0 | 0 |
| 10 Nov | 515.45 | 24.5 | 0 | 1.29 | 0 | 0 | 0 |
| 7 Nov | 518.65 | 24.5 | 0 | 1.81 | 0 | 0 | 0 |
| 6 Nov | 523.70 | 24.5 | 0 | 2.56 | 0 | 0 | 0 |
| 4 Nov | 517.05 | 24.5 | 0 | 1.42 | 0 | 0 | 0 |
| 3 Nov | 503.30 | 24.5 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 487.55 | 24.5 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 501.55 | 24.5 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 508.05 | 24.5 | 0 | 0.36 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 515 expiring on 30DEC2025
Delta for 515 PE is -0.51
Historical price for 515 PE is as follows
On 5 Dec DABUR was trading at 510.10. The strike last trading price was 10.65, which was -0.75 lower than the previous day. The implied volatity was 19.03, the open interest changed by -5 which decreased total open position to 178
On 4 Dec DABUR was trading at 508.10. The strike last trading price was 11.3, which was -2.3 lower than the previous day. The implied volatity was 17.21, the open interest changed by 4 which increased total open position to 183
On 3 Dec DABUR was trading at 506.00. The strike last trading price was 13.45, which was 1 higher than the previous day. The implied volatity was 18.00, the open interest changed by -18 which decreased total open position to 180
On 2 Dec DABUR was trading at 507.95. The strike last trading price was 12.85, which was 3.7 higher than the previous day. The implied volatity was 19.02, the open interest changed by 15 which increased total open position to 196
On 1 Dec DABUR was trading at 515.25. The strike last trading price was 9.1, which was 0.75 higher than the previous day. The implied volatity was 19.10, the open interest changed by -9 which decreased total open position to 181
On 28 Nov DABUR was trading at 517.40. The strike last trading price was 8.4, which was 0.4 higher than the previous day. The implied volatity was 19.77, the open interest changed by 3 which increased total open position to 191
On 27 Nov DABUR was trading at 519.15. The strike last trading price was 7.95, which was -1 lower than the previous day. The implied volatity was 19.84, the open interest changed by 2 which increased total open position to 188
On 26 Nov DABUR was trading at 517.20. The strike last trading price was 8.75, which was -1.8 lower than the previous day. The implied volatity was 19.50, the open interest changed by 44 which increased total open position to 187
On 25 Nov DABUR was trading at 514.40. The strike last trading price was 10.75, which was -1.05 lower than the previous day. The implied volatity was 20.01, the open interest changed by 35 which increased total open position to 143
On 24 Nov DABUR was trading at 512.40. The strike last trading price was 11.2, which was 0.1 higher than the previous day. The implied volatity was 19.17, the open interest changed by 91 which increased total open position to 108
On 21 Nov DABUR was trading at 515.65. The strike last trading price was 11.2, which was 2.9 higher than the previous day. The implied volatity was 21.24, the open interest changed by 2 which increased total open position to 15
On 20 Nov DABUR was trading at 525.05. The strike last trading price was 8.3, which was -2.9 lower than the previous day. The implied volatity was 21.07, the open interest changed by 11 which increased total open position to 12
On 19 Nov DABUR was trading at 517.55. The strike last trading price was 11.2, which was -13.3 lower than the previous day. The implied volatity was 22.10, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 520.85. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DABUR was trading at 524.25. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.60, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 525.00. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.70, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 522.20. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 522.30. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 519.95. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DABUR was trading at 515.45. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DABUR was trading at 518.65. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DABUR was trading at 523.70. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DABUR was trading at 517.05. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DABUR was trading at 503.30. The strike last trading price was 24.5, 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 Oct DABUR was trading at 487.55. The strike last trading price was 24.5, 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 30 Oct DABUR was trading at 501.55. The strike last trading price was 24.5, 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 29 Oct DABUR was trading at 508.05. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0































































































































































































































