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[--[65.84.65.76]--]
DABUR
Dabur India Ltd

508.1 -2.75 (-0.54%)

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Historical option data for DABUR

14 Nov 2024 04:12 PM IST
DABUR 28NOV2024 515 CE
Delta: 0.40
Vega: 0.38
Theta: -0.28
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 508.10 4.5 -2.75 16.28 818 97 236
13 Nov 510.85 7.25 0.05 19.54 729 64 142
12 Nov 510.50 7.2 -16.95 19.96 373 72 80
11 Nov 522.75 24.15 0.00 0.00 0 0 0
8 Nov 531.50 24.15 0.00 0.00 0 0 0
7 Nov 534.50 24.15 -1.60 18.41 1 0 8
6 Nov 539.60 25.75 1.75 - 6 2 7
5 Nov 534.85 24 -93.80 13.79 9 5 5
4 Nov 534.95 117.8 0.00 - 0 0 0
1 Nov 542.55 117.8 0.00 - 0 0 0
31 Oct 540.00 117.8 0.00 - 0 0 0
30 Oct 546.65 117.8 0.00 - 0 0 0
29 Oct 535.85 117.8 0.00 - 0 0 0
28 Oct 553.70 117.8 0.00 - 0 0 0
25 Oct 538.70 117.8 0.00 - 0 0 0
24 Oct 541.00 117.8 - 0 0 0


For Dabur India Ltd - strike price 515 expiring on 28NOV2024

Delta for 515 CE is 0.40

Historical price for 515 CE is as follows

On 14 Nov DABUR was trading at 508.10. The strike last trading price was 4.5, which was -2.75 lower than the previous day. The implied volatity was 16.28, the open interest changed by 97 which increased total open position to 236


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 7.25, which was 0.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by 64 which increased total open position to 142


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 7.2, which was -16.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 72 which increased total open position to 80


On 11 Nov DABUR was trading at 522.75. The strike last trading price was 24.15, which was 0.00 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 8 Nov DABUR was trading at 531.50. The strike last trading price was 24.15, which was 0.00 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 24.15, which was -1.60 lower than the previous day. The implied volatity was 18.41, the open interest changed by 0 which decreased total open position to 8


On 6 Nov DABUR was trading at 539.60. The strike last trading price was 25.75, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7


On 5 Nov DABUR was trading at 534.85. The strike last trading price was 24, which was -93.80 lower than the previous day. The implied volatity was 13.79, the open interest changed by 5 which increased total open position to 5


On 4 Nov DABUR was trading at 534.95. The strike last trading price was 117.8, 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 1 Nov DABUR was trading at 542.55. The strike last trading price was 117.8, 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 117.8, 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 117.8, 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 117.8, 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 117.8, 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 117.8, 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 117.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DABUR 28NOV2024 515 PE
Delta: -0.58
Vega: 0.39
Theta: -0.21
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 508.10 10.85 2.05 21.10 358 -11 182
13 Nov 510.85 8.8 -1.10 19.08 305 -5 189
12 Nov 510.50 9.9 4.65 19.73 723 45 207
11 Nov 522.75 5.25 1.65 21.17 343 20 161
8 Nov 531.50 3.6 -0.15 21.51 159 -4 144
7 Nov 534.50 3.75 0.95 23.16 162 11 147
6 Nov 539.60 2.8 -2.00 23.29 223 1 135
5 Nov 534.85 4.8 -0.70 25.36 289 41 133
4 Nov 534.95 5.5 4.90 26.55 382 93 93
1 Nov 542.55 0.6 0.00 6.45 0 0 0
31 Oct 540.00 0.6 0.00 - 0 0 0
30 Oct 546.65 0.6 0.00 - 0 0 0
29 Oct 535.85 0.6 0.00 - 0 0 0
28 Oct 553.70 0.6 0.00 - 0 0 0
25 Oct 538.70 0.6 0.00 - 0 0 0
24 Oct 541.00 0.6 - 0 0 0


For Dabur India Ltd - strike price 515 expiring on 28NOV2024

Delta for 515 PE is -0.58

Historical price for 515 PE is as follows

On 14 Nov DABUR was trading at 508.10. The strike last trading price was 10.85, which was 2.05 higher than the previous day. The implied volatity was 21.10, the open interest changed by -11 which decreased total open position to 182


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 8.8, which was -1.10 lower than the previous day. The implied volatity was 19.08, the open interest changed by -5 which decreased total open position to 189


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 9.9, which was 4.65 higher than the previous day. The implied volatity was 19.73, the open interest changed by 45 which increased total open position to 207


On 11 Nov DABUR was trading at 522.75. The strike last trading price was 5.25, which was 1.65 higher than the previous day. The implied volatity was 21.17, the open interest changed by 20 which increased total open position to 161


On 8 Nov DABUR was trading at 531.50. The strike last trading price was 3.6, which was -0.15 lower than the previous day. The implied volatity was 21.51, the open interest changed by -4 which decreased total open position to 144


On 7 Nov DABUR was trading at 534.50. The strike last trading price was 3.75, which was 0.95 higher than the previous day. The implied volatity was 23.16, the open interest changed by 11 which increased total open position to 147


On 6 Nov DABUR was trading at 539.60. The strike last trading price was 2.8, which was -2.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 135


On 5 Nov DABUR was trading at 534.85. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 25.36, the open interest changed by 41 which increased total open position to 133


On 4 Nov DABUR was trading at 534.95. The strike last trading price was 5.5, which was 4.90 higher than the previous day. The implied volatity was 26.55, the open interest changed by 93 which increased total open position to 93


On 1 Nov DABUR was trading at 542.55. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 0.6, 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 0.6, 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 0.6, 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 0.6, 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 0.6, 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 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to