DABUR
Dabur India Ltd
Historical option data for DABUR
02 Mar 2026 04:11 PM IST
| DABUR 30-MAR-2026 515 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.56
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 507.60 | 9.85 | -5.3 | 20.85 | 157 | 23 | 144 | |||||||||
| 27 Feb | 518.50 | 15 | -4.1 | 17.19 | 180 | 10 | 120 | |||||||||
| 26 Feb | 524.45 | 19.1 | 2.9 | 17.33 | 67 | -5 | 111 | |||||||||
| 25 Feb | 518.65 | 16.85 | 0.6 | 19.51 | 98 | 4 | 117 | |||||||||
| 24 Feb | 518.05 | 16.5 | 1.9 | 20.42 | 251 | 51 | 109 | |||||||||
| 23 Feb | 514.35 | 15.1 | 2.25 | 19.73 | 74 | 14 | 59 | |||||||||
| 20 Feb | 509.70 | 12.25 | 2.65 | 19.23 | 36 | 6 | 44 | |||||||||
| 19 Feb | 501.65 | 9.45 | -3.55 | 20.13 | 19 | -1 | 37 | |||||||||
| 18 Feb | 510.60 | 13 | -2.85 | 18.7 | 46 | 31 | 36 | |||||||||
| 17 Feb | 516.80 | 15.85 | -1 | - | 0 | 0 | 5 | |||||||||
| 16 Feb | 514.25 | 15.85 | -1 | 19.16 | 1 | 0 | 4 | |||||||||
| 13 Feb | 512.45 | 16.85 | 1.6 | 21.72 | 3 | 0 | 6 | |||||||||
| 12 Feb | 519.55 | 15.25 | -1.6 | - | 0 | 0 | 6 | |||||||||
| 11 Feb | 522.35 | 15.25 | -1.6 | - | 0 | 0 | 6 | |||||||||
| 10 Feb | 519.70 | 15.25 | -1.6 | - | 0 | 0 | 6 | |||||||||
| 9 Feb | 514.40 | 15.25 | -1.6 | 17.67 | 3 | 0 | 5 | |||||||||
| 6 Feb | 508.30 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
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| 5 Feb | 504.30 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
| 4 Feb | 501.20 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
| 3 Feb | 500.50 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
| 2 Feb | 499.00 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
| 1 Feb | 502.10 | 16.85 | -5.85 | - | 0 | 0 | 5 | |||||||||
| 30 Jan | 506.60 | 16.85 | -5.85 | 20.86 | 9 | 7 | 7 | |||||||||
| 29 Jan | 510.45 | 22.7 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 28 Jan | 515.75 | 22.7 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 515 expiring on 30MAR2026
Delta for 515 CE is 0.46
Historical price for 515 CE is as follows
On 2 Mar DABUR was trading at 507.60. The strike last trading price was 9.85, which was -5.3 lower than the previous day. The implied volatity was 20.85, the open interest changed by 23 which increased total open position to 144
On 27 Feb DABUR was trading at 518.50. The strike last trading price was 15, which was -4.1 lower than the previous day. The implied volatity was 17.19, the open interest changed by 10 which increased total open position to 120
On 26 Feb DABUR was trading at 524.45. The strike last trading price was 19.1, which was 2.9 higher than the previous day. The implied volatity was 17.33, the open interest changed by -5 which decreased total open position to 111
On 25 Feb DABUR was trading at 518.65. The strike last trading price was 16.85, which was 0.6 higher than the previous day. The implied volatity was 19.51, the open interest changed by 4 which increased total open position to 117
On 24 Feb DABUR was trading at 518.05. The strike last trading price was 16.5, which was 1.9 higher than the previous day. The implied volatity was 20.42, the open interest changed by 51 which increased total open position to 109
On 23 Feb DABUR was trading at 514.35. The strike last trading price was 15.1, which was 2.25 higher than the previous day. The implied volatity was 19.73, the open interest changed by 14 which increased total open position to 59
On 20 Feb DABUR was trading at 509.70. The strike last trading price was 12.25, which was 2.65 higher than the previous day. The implied volatity was 19.23, the open interest changed by 6 which increased total open position to 44
On 19 Feb DABUR was trading at 501.65. The strike last trading price was 9.45, which was -3.55 lower than the previous day. The implied volatity was 20.13, the open interest changed by -1 which decreased total open position to 37
On 18 Feb DABUR was trading at 510.60. The strike last trading price was 13, which was -2.85 lower than the previous day. The implied volatity was 18.7, the open interest changed by 31 which increased total open position to 36
On 17 Feb DABUR was trading at 516.80. The strike last trading price was 15.85, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Feb DABUR was trading at 514.25. The strike last trading price was 15.85, which was -1 lower than the previous day. The implied volatity was 19.16, the open interest changed by 0 which decreased total open position to 4
On 13 Feb DABUR was trading at 512.45. The strike last trading price was 16.85, which was 1.6 higher than the previous day. The implied volatity was 21.72, the open interest changed by 0 which decreased total open position to 6
On 12 Feb DABUR was trading at 519.55. The strike last trading price was 15.25, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb DABUR was trading at 522.35. The strike last trading price was 15.25, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb DABUR was trading at 519.70. The strike last trading price was 15.25, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb DABUR was trading at 514.40. The strike last trading price was 15.25, which was -1.6 lower than the previous day. The implied volatity was 17.67, the open interest changed by 0 which decreased total open position to 5
On 6 Feb DABUR was trading at 508.30. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Feb DABUR was trading at 504.30. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Feb DABUR was trading at 501.20. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Feb DABUR was trading at 500.50. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb DABUR was trading at 499.00. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Feb DABUR was trading at 502.10. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Jan DABUR was trading at 506.60. The strike last trading price was 16.85, which was -5.85 lower than the previous day. The implied volatity was 20.86, the open interest changed by 7 which increased total open position to 7
On 29 Jan DABUR was trading at 510.45. The strike last trading price was 22.7, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DABUR was trading at 515.75. The strike last trading price was 22.7, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
| DABUR 30MAR2026 515 PE | |||||||
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Delta: -0.54
Vega: 0.56
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 507.60 | 14.85 | 5.95 | 22.71 | 340 | -81 | 94 |
| 27 Feb | 518.50 | 8.45 | 1.55 | 20.34 | 1,591 | 86 | 175 |
| 26 Feb | 524.45 | 7.05 | -1.8 | 21.09 | 74 | 24 | 90 |
| 25 Feb | 518.65 | 8.4 | -2.3 | 19.82 | 115 | 22 | 67 |
| 24 Feb | 518.05 | 10.25 | -2.75 | 21.44 | 71 | 22 | 44 |
| 23 Feb | 514.35 | 12.3 | -3.65 | 23.1 | 43 | 22 | 23 |
| 20 Feb | 509.70 | 15.95 | -2.95 | 23.78 | 1 | 0 | 0 |
| 19 Feb | 501.65 | 18.9 | 0 | 0.01 | 0 | 0 | 0 |
| 18 Feb | 510.60 | 18.9 | 0 | 0.27 | 0 | 0 | 0 |
| 17 Feb | 516.80 | 18.9 | 0 | 1.25 | 0 | 0 | 0 |
| 16 Feb | 514.25 | 18.9 | 0 | 0.97 | 0 | 0 | 0 |
| 13 Feb | 512.45 | 18.9 | 0 | 0.4 | 0 | 0 | 0 |
| 12 Feb | 519.55 | 18.9 | 0 | 1.9 | 0 | 0 | 0 |
| 11 Feb | 522.35 | 18.9 | 0 | 2.1 | 0 | 0 | 0 |
| 10 Feb | 519.70 | 18.9 | 0 | 1.7 | 0 | 0 | 0 |
| 9 Feb | 514.40 | 18.9 | 0 | 1.02 | 0 | 0 | 0 |
| 6 Feb | 508.30 | 18.9 | 0 | 0.22 | 0 | 0 | 0 |
| 5 Feb | 504.30 | 18.9 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 501.20 | 18.9 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 500.50 | 18.9 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 499.00 | 18.9 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 502.10 | 18.9 | 0 | 0.93 | 0 | 0 | 0 |
| 30 Jan | 506.60 | 18.9 | 0 | 0.05 | 0 | 0 | 0 |
| 29 Jan | 510.45 | 18.9 | 0 | 0.31 | 0 | 0 | 0 |
| 28 Jan | 515.75 | 18.9 | 0 | 1.41 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 515 expiring on 30MAR2026
Delta for 515 PE is -0.54
Historical price for 515 PE is as follows
On 2 Mar DABUR was trading at 507.60. The strike last trading price was 14.85, which was 5.95 higher than the previous day. The implied volatity was 22.71, the open interest changed by -81 which decreased total open position to 94
On 27 Feb DABUR was trading at 518.50. The strike last trading price was 8.45, which was 1.55 higher than the previous day. The implied volatity was 20.34, the open interest changed by 86 which increased total open position to 175
On 26 Feb DABUR was trading at 524.45. The strike last trading price was 7.05, which was -1.8 lower than the previous day. The implied volatity was 21.09, the open interest changed by 24 which increased total open position to 90
On 25 Feb DABUR was trading at 518.65. The strike last trading price was 8.4, which was -2.3 lower than the previous day. The implied volatity was 19.82, the open interest changed by 22 which increased total open position to 67
On 24 Feb DABUR was trading at 518.05. The strike last trading price was 10.25, which was -2.75 lower than the previous day. The implied volatity was 21.44, the open interest changed by 22 which increased total open position to 44
On 23 Feb DABUR was trading at 514.35. The strike last trading price was 12.3, which was -3.65 lower than the previous day. The implied volatity was 23.1, the open interest changed by 22 which increased total open position to 23
On 20 Feb DABUR was trading at 509.70. The strike last trading price was 15.95, which was -2.95 lower than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 0
On 19 Feb DABUR was trading at 501.65. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 18 Feb DABUR was trading at 510.60. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 17 Feb DABUR was trading at 516.80. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
On 16 Feb DABUR was trading at 514.25. The strike last trading price was 18.9, 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 13 Feb DABUR was trading at 512.45. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 12 Feb DABUR was trading at 519.55. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.9, the open interest changed by 0 which decreased total open position to 0
On 11 Feb DABUR was trading at 522.35. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 10 Feb DABUR was trading at 519.70. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
On 9 Feb DABUR was trading at 514.40. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 6 Feb DABUR was trading at 508.30. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 5 Feb DABUR was trading at 504.30. The strike last trading price was 18.9, 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 Feb DABUR was trading at 501.20. The strike last trading price was 18.9, 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 Feb DABUR was trading at 500.50. The strike last trading price was 18.9, 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 2 Feb DABUR was trading at 499.00. The strike last trading price was 18.9, 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 1 Feb DABUR was trading at 502.10. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 30 Jan DABUR was trading at 506.60. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DABUR was trading at 510.45. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DABUR was trading at 515.75. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0
