[--[65.84.65.76]--]

DABUR

Dabur India Ltd
497.2 0.00 (0.00%)
L: 494.6 H: 504.5

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Historical option data for DABUR

16 Dec 2025 04:11 PM IST
DABUR 30-DEC-2025 515 CE
Delta: 0.20
Vega: 0.28
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 497.20 2.2 -0.35 20.12 984 6 533
15 Dec 497.20 2.3 0.1 19.11 518 -24 531
12 Dec 495.00 2.15 -1.15 18.40 807 109 554
11 Dec 501.75 3.5 -0.45 15.83 316 30 447
10 Dec 502.55 3.75 -1.4 17.96 377 3 417
9 Dec 503.60 5.25 0.15 17.10 385 38 415
8 Dec 504.45 5.1 -2.4 16.24 378 7 377
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
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 0.20

Historical price for 515 CE is as follows

On 16 Dec DABUR was trading at 497.20. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 20.12, the open interest changed by 6 which increased total open position to 533


On 15 Dec DABUR was trading at 497.20. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 19.11, the open interest changed by -24 which decreased total open position to 531


On 12 Dec DABUR was trading at 495.00. The strike last trading price was 2.15, which was -1.15 lower than the previous day. The implied volatity was 18.40, the open interest changed by 109 which increased total open position to 554


On 11 Dec DABUR was trading at 501.75. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 15.83, the open interest changed by 30 which increased total open position to 447


On 10 Dec DABUR was trading at 502.55. The strike last trading price was 3.75, which was -1.4 lower than the previous day. The implied volatity was 17.96, the open interest changed by 3 which increased total open position to 417


On 9 Dec DABUR was trading at 503.60. The strike last trading price was 5.25, which was 0.15 higher than the previous day. The implied volatity was 17.10, the open interest changed by 38 which increased total open position to 415


On 8 Dec DABUR was trading at 504.45. The strike last trading price was 5.1, which was -2.4 lower than the previous day. The implied volatity was 16.24, the open interest changed by 7 which increased total open position to 377


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
Delta: -0.84
Vega: 0.23
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 497.20 18.15 0.2 16.69 52 12 183
15 Dec 497.20 17.65 -2.6 17.21 32 5 170
12 Dec 495.00 20.45 5.15 19.16 39 3 165
11 Dec 501.75 15.35 -0.65 21.28 33 -4 162
10 Dec 502.55 16.05 2.65 18.25 50 2 167
9 Dec 503.60 13.35 -1 19.28 33 -8 166
8 Dec 504.45 14.25 3.55 20.96 33 -3 175
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 -0.84

Historical price for 515 PE is as follows

On 16 Dec DABUR was trading at 497.20. The strike last trading price was 18.15, which was 0.2 higher than the previous day. The implied volatity was 16.69, the open interest changed by 12 which increased total open position to 183


On 15 Dec DABUR was trading at 497.20. The strike last trading price was 17.65, which was -2.6 lower than the previous day. The implied volatity was 17.21, the open interest changed by 5 which increased total open position to 170


On 12 Dec DABUR was trading at 495.00. The strike last trading price was 20.45, which was 5.15 higher than the previous day. The implied volatity was 19.16, the open interest changed by 3 which increased total open position to 165


On 11 Dec DABUR was trading at 501.75. The strike last trading price was 15.35, which was -0.65 lower than the previous day. The implied volatity was 21.28, the open interest changed by -4 which decreased total open position to 162


On 10 Dec DABUR was trading at 502.55. The strike last trading price was 16.05, which was 2.65 higher than the previous day. The implied volatity was 18.25, the open interest changed by 2 which increased total open position to 167


On 9 Dec DABUR was trading at 503.60. The strike last trading price was 13.35, which was -1 lower than the previous day. The implied volatity was 19.28, the open interest changed by -8 which decreased total open position to 166


On 8 Dec DABUR was trading at 504.45. The strike last trading price was 14.25, which was 3.55 higher than the previous day. The implied volatity was 20.96, the open interest changed by -3 which decreased total open position to 175


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