DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 515 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.08
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 0.45 | -0.3 | 31.97 | 40 | 1 | 384 | |||
| 9 Apr | 465.25 | 0.75 | 0.05 | 30.71 | 79 | -3 | 383 | |||
| 8 Apr | 459.00 | 0.65 | 0.1 | 31.34 | 67 | -3 | 387 | |||
| 7 Apr | 451.40 | 0.5 | -0.15 | 32.42 | 217 | -30 | 387 | |||
| 4 Apr | 461.75 | 0.65 | -0.25 | 26.90 | 174 | 4 | 416 | |||
| 3 Apr | 465.40 | 0.9 | -3.75 | 26.29 | 890 | 140 | 417 | |||
| 2 Apr | 495.75 | 4.6 | -0.45 | 21.74 | 623 | 5 | 280 | |||
| 1 Apr | 497.50 | 5.1 | -3.75 | 21.23 | 538 | 39 | 274 | |||
| 28 Mar | 506.50 | 8.9 | -3.1 | 19.85 | 650 | 125 | 235 | |||
| 27 Mar | 512.85 | 12.15 | 1.6 | 20.19 | 348 | 15 | 111 | |||
| 26 Mar | 508.85 | 10.55 | -0.4 | 20.20 | 215 | 40 | 94 | |||
| 25 Mar | 509.25 | 10.95 | 0.45 | 20.44 | 111 | 30 | 54 | |||
| 24 Mar | 507.20 | 10.5 | -0.5 | 19.40 | 29 | 21 | 23 | |||
| 21 Mar | 506.80 | 11 | -6.25 | 19.68 | 3 | 1 | 1 | |||
| 20 Mar | 499.00 | 17.25 | 0 | 2.48 | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 17.25 | 0 | 2.86 | 0 | 0 | 0 | |||
| 18 Mar | 498.75 | 17.25 | 0 | 2.26 | 0 | 0 | 0 | |||
| 17 Mar | 494.75 | 17.25 | 0 | 2.71 | 0 | 0 | 0 | |||
| 13 Mar | 500.95 | 17.25 | 0 | 1.47 | 0 | 0 | 0 | |||
| 12 Mar | 499.95 | 17.25 | 0 | 1.68 | 0 | 0 | 0 | |||
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| 11 Mar | 497.55 | 17.25 | 0 | 1.95 | 0 | 0 | 0 | |||
| 10 Mar | 493.35 | 17.25 | 0 | 2.70 | 0 | 0 | 0 | |||
| 7 Mar | 495.80 | 17.25 | 0 | 2.31 | 0 | 0 | 0 | |||
| 6 Mar | 495.00 | 17.25 | 0 | 2.06 | 0 | 0 | 0 | |||
| 5 Mar | 487.70 | 17.25 | 0 | 3.15 | 0 | 0 | 0 | |||
| 4 Mar | 483.70 | 17.25 | 0 | 3.98 | 0 | 0 | 0 | |||
| 3 Mar | 491.75 | 17.25 | 0 | 2.64 | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 515 expiring on 24APR2025
Delta for 515 CE is 0.04
Historical price for 515 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 31.97, the open interest changed by 1 which increased total open position to 384
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 30.71, the open interest changed by -3 which decreased total open position to 383
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 0.65, which was 0.1 higher than the previous day. The implied volatity was 31.34, the open interest changed by -3 which decreased total open position to 387
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.42, the open interest changed by -30 which decreased total open position to 387
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by 4 which increased total open position to 416
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 0.9, which was -3.75 lower than the previous day. The implied volatity was 26.29, the open interest changed by 140 which increased total open position to 417
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 21.74, the open interest changed by 5 which increased total open position to 280
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 5.1, which was -3.75 lower than the previous day. The implied volatity was 21.23, the open interest changed by 39 which increased total open position to 274
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 8.9, which was -3.1 lower than the previous day. The implied volatity was 19.85, the open interest changed by 125 which increased total open position to 235
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 12.15, which was 1.6 higher than the previous day. The implied volatity was 20.19, the open interest changed by 15 which increased total open position to 111
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 10.55, which was -0.4 lower than the previous day. The implied volatity was 20.20, the open interest changed by 40 which increased total open position to 94
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 10.95, which was 0.45 higher than the previous day. The implied volatity was 20.44, the open interest changed by 30 which increased total open position to 54
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 19.40, the open interest changed by 21 which increased total open position to 23
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 11, which was -6.25 lower than the previous day. The implied volatity was 19.68, the open interest changed by 1 which increased total open position to 1
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DABUR was trading at 498.75. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DABUR was trading at 494.75. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 13 Mar DABUR was trading at 500.95. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DABUR was trading at 499.95. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 11 Mar DABUR was trading at 497.55. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 10 Mar DABUR was trading at 493.35. The strike last trading price was 17.25, 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 7 Mar DABUR was trading at 495.80. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DABUR was trading at 495.00. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 5 Mar DABUR was trading at 487.70. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DABUR was trading at 483.70. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 3 Mar DABUR was trading at 491.75. The strike last trading price was 17.25, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
| DABUR 24APR2025 515 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.15
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 53.7 | -0.5 | 42.67 | 2 | 0 | 140 |
| 9 Apr | 465.25 | 53.75 | -0.45 | 0.00 | 0 | -7 | 0 |
| 8 Apr | 459.00 | 53.75 | 3.15 | 34.36 | 10 | -5 | 142 |
| 7 Apr | 451.40 | 50.6 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 461.75 | 50.6 | 0 | 0.00 | 0 | -1 | 0 |
| 3 Apr | 465.40 | 50.6 | 28.35 | 41.21 | 11 | -2 | 146 |
| 2 Apr | 495.75 | 22.15 | 1.85 | 25.61 | 35 | 0 | 148 |
| 1 Apr | 497.50 | 20.25 | 5.75 | 23.44 | 195 | -24 | 150 |
| 28 Mar | 506.50 | 14.5 | 3.75 | 22.04 | 653 | 69 | 174 |
| 27 Mar | 512.85 | 10.7 | -2.2 | 20.17 | 124 | 86 | 106 |
| 26 Mar | 508.85 | 12.9 | -0.75 | 20.60 | 4 | -1 | 20 |
| 25 Mar | 509.25 | 13.65 | -9.7 | 21.67 | 35 | 20 | 20 |
| 24 Mar | 507.20 | 23.35 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 506.80 | 23.35 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 499.00 | 23.35 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 495.45 | 23.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 498.75 | 23.35 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 494.75 | 23.35 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 500.95 | 23.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 499.95 | 23.35 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 497.55 | 23.35 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 493.35 | 23.35 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 495.80 | 23.35 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 495.00 | 23.35 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 487.70 | 23.35 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 483.70 | 23.35 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 491.75 | 23.35 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 515 expiring on 24APR2025
Delta for 515 PE is -0.90
Historical price for 515 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 53.7, which was -0.5 lower than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 140
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 53.75, which was -0.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 53.75, which was 3.15 higher than the previous day. The implied volatity was 34.36, the open interest changed by -5 which decreased total open position to 142
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 50.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 50.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 50.6, which was 28.35 higher than the previous day. The implied volatity was 41.21, the open interest changed by -2 which decreased total open position to 146
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 22.15, which was 1.85 higher than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 148
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 20.25, which was 5.75 higher than the previous day. The implied volatity was 23.44, the open interest changed by -24 which decreased total open position to 150
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 14.5, which was 3.75 higher than the previous day. The implied volatity was 22.04, the open interest changed by 69 which increased total open position to 174
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 10.7, which was -2.2 lower than the previous day. The implied volatity was 20.17, the open interest changed by 86 which increased total open position to 106
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 12.9, which was -0.75 lower than the previous day. The implied volatity was 20.60, the open interest changed by -1 which decreased total open position to 20
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 13.65, which was -9.7 lower than the previous day. The implied volatity was 21.67, the open interest changed by 20 which increased total open position to 20
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 23.35, 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 21 Mar DABUR was trading at 506.80. The strike last trading price was 23.35, 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 20 Mar DABUR was trading at 499.00. The strike last trading price was 23.35, 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 19 Mar DABUR was trading at 495.45. The strike last trading price was 23.35, 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 18 Mar DABUR was trading at 498.75. The strike last trading price was 23.35, 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 17 Mar DABUR was trading at 494.75. The strike last trading price was 23.35, 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 13 Mar DABUR was trading at 500.95. The strike last trading price was 23.35, 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 12 Mar DABUR was trading at 499.95. The strike last trading price was 23.35, 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 11 Mar DABUR was trading at 497.55. The strike last trading price was 23.35, 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 10 Mar DABUR was trading at 493.35. The strike last trading price was 23.35, 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 7 Mar DABUR was trading at 495.80. The strike last trading price was 23.35, 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 6 Mar DABUR was trading at 495.00. The strike last trading price was 23.35, 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 5 Mar DABUR was trading at 487.70. The strike last trading price was 23.35, 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 4 Mar DABUR was trading at 483.70. The strike last trading price was 23.35, 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 3 Mar DABUR was trading at 491.75. The strike last trading price was 23.35, 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
