DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 515 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.38
Theta: -0.28
Gamma: 0.02
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| 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 | |||
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| 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
|
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| 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
