DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 520 CE | ||||||||||
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Delta: 0.09
Vega: 0.11
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 0.6 | -0.55 | 21.42 | 1,126 | -91 | 954 | |||
| 19 Dec | 503.95 | 1.15 | -0.80 | 19.75 | 904 | 24 | 1,044 | |||
| 18 Dec | 505.40 | 1.95 | -0.50 | 21.47 | 940 | 71 | 1,021 | |||
| 17 Dec | 505.40 | 2.45 | -1.10 | 22.00 | 1,449 | 51 | 948 | |||
| 16 Dec | 509.95 | 3.55 | -0.85 | 20.14 | 1,340 | 2 | 901 | |||
| 13 Dec | 512.80 | 4.4 | 1.00 | 18.19 | 3,138 | -80 | 906 | |||
| 12 Dec | 506.65 | 3.4 | -0.90 | 19.82 | 1,637 | 77 | 988 | |||
| 11 Dec | 508.35 | 4.3 | -0.60 | 19.40 | 1,912 | -137 | 911 | |||
| 10 Dec | 506.95 | 4.9 | -1.05 | 21.72 | 2,090 | -57 | 1,046 | |||
| 9 Dec | 506.85 | 5.95 | -5.85 | 23.57 | 5,654 | 750 | 1,106 | |||
| 6 Dec | 523.80 | 11.8 | 0.20 | 16.97 | 451 | 29 | 355 | |||
| 5 Dec | 523.15 | 11.6 | -0.60 | 13.89 | 710 | 58 | 329 | |||
| 4 Dec | 522.80 | 12.2 | -1.30 | 17.78 | 552 | 77 | 272 | |||
| 3 Dec | 522.55 | 13.5 | -0.60 | 18.96 | 413 | 4 | 196 | |||
| 2 Dec | 523.90 | 14.1 | -1.85 | 18.22 | 326 | 45 | 192 | |||
| 29 Nov | 527.15 | 15.95 | -0.55 | 17.45 | 335 | -14 | 147 | |||
| 28 Nov | 526.00 | 16.5 | -1.25 | 19.10 | 202 | 26 | 161 | |||
| 27 Nov | 527.50 | 17.75 | 0.15 | 19.15 | 248 | 9 | 134 | |||
| 26 Nov | 525.35 | 17.6 | 0.75 | 20.88 | 250 | -5 | 124 | |||
| 25 Nov | 521.50 | 16.85 | 5.05 | 22.73 | 484 | 86 | 129 | |||
| 22 Nov | 513.00 | 11.8 | 2.10 | 20.35 | 130 | 60 | 103 | |||
| 21 Nov | 505.75 | 9.7 | -1.70 | 21.33 | 33 | 16 | 39 | |||
| 20 Nov | 508.20 | 11.4 | 0.00 | 22.65 | 25 | 21 | 22 | |||
| 19 Nov | 508.20 | 11.4 | 1.20 | 22.65 | 25 | 20 | 22 | |||
| 18 Nov | 508.50 | 10.2 | -106.65 | 19.28 | 2 | 1 | 1 | |||
| 14 Nov | 508.10 | 116.85 | 0.00 | 1.09 | 0 | 0 | 0 | |||
| 13 Nov | 510.85 | 116.85 | 0.00 | 0.54 | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 116.85 | 0.00 | 0.44 | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 116.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 116.85 | 116.85 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 558.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 567.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 565.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 567.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 569.40 | 0 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 520 expiring on 26DEC2024
Delta for 520 CE is 0.09
Historical price for 520 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 21.42, the open interest changed by -91 which decreased total open position to 954
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 19.75, the open interest changed by 24 which increased total open position to 1044
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 1.95, which was -0.50 lower than the previous day. The implied volatity was 21.47, the open interest changed by 71 which increased total open position to 1021
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 2.45, which was -1.10 lower than the previous day. The implied volatity was 22.00, the open interest changed by 51 which increased total open position to 948
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 3.55, which was -0.85 lower than the previous day. The implied volatity was 20.14, the open interest changed by 2 which increased total open position to 901
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 4.4, which was 1.00 higher than the previous day. The implied volatity was 18.19, the open interest changed by -80 which decreased total open position to 906
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 3.4, which was -0.90 lower than the previous day. The implied volatity was 19.82, the open interest changed by 77 which increased total open position to 988
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 4.3, which was -0.60 lower than the previous day. The implied volatity was 19.40, the open interest changed by -137 which decreased total open position to 911
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 21.72, the open interest changed by -57 which decreased total open position to 1046
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 5.95, which was -5.85 lower than the previous day. The implied volatity was 23.57, the open interest changed by 750 which increased total open position to 1106
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 11.8, which was 0.20 higher than the previous day. The implied volatity was 16.97, the open interest changed by 29 which increased total open position to 355
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 11.6, which was -0.60 lower than the previous day. The implied volatity was 13.89, the open interest changed by 58 which increased total open position to 329
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 12.2, which was -1.30 lower than the previous day. The implied volatity was 17.78, the open interest changed by 77 which increased total open position to 272
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 13.5, which was -0.60 lower than the previous day. The implied volatity was 18.96, the open interest changed by 4 which increased total open position to 196
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 14.1, which was -1.85 lower than the previous day. The implied volatity was 18.22, the open interest changed by 45 which increased total open position to 192
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 15.95, which was -0.55 lower than the previous day. The implied volatity was 17.45, the open interest changed by -14 which decreased total open position to 147
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 16.5, which was -1.25 lower than the previous day. The implied volatity was 19.10, the open interest changed by 26 which increased total open position to 161
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 17.75, which was 0.15 higher than the previous day. The implied volatity was 19.15, the open interest changed by 9 which increased total open position to 134
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 17.6, which was 0.75 higher than the previous day. The implied volatity was 20.88, the open interest changed by -5 which decreased total open position to 124
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 16.85, which was 5.05 higher than the previous day. The implied volatity was 22.73, the open interest changed by 86 which increased total open position to 129
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 11.8, which was 2.10 higher than the previous day. The implied volatity was 20.35, the open interest changed by 60 which increased total open position to 103
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 9.7, which was -1.70 lower than the previous day. The implied volatity was 21.33, the open interest changed by 16 which increased total open position to 39
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was 22.65, the open interest changed by 21 which increased total open position to 22
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 11.4, which was 1.20 higher than the previous day. The implied volatity was 22.65, the open interest changed by 20 which increased total open position to 22
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 10.2, which was -106.65 lower than the previous day. The implied volatity was 19.28, the open interest changed by 1 which increased total open position to 1
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 116.85, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 116.85, 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 8 Nov DABUR was trading at 531.50. The strike last trading price was 116.85, 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 116.85, which was 116.85 higher 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 535.85. The strike last trading price was 0, 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, 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 23 Oct DABUR was trading at 558.70. The strike last trading price was 0, 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 14 Oct DABUR was trading at 567.30. The strike last trading price was 0, 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 9 Oct DABUR was trading at 565.05. The strike last trading price was 0, 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 8 Oct DABUR was trading at 567.35. The strike last trading price was 0, 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 7 Oct DABUR was trading at 569.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 26DEC2024 520 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 17.85 | 2.25 | - | 151 | -71 | 310 |
| 19 Dec | 503.95 | 15.6 | -0.35 | 21.69 | 72 | -23 | 389 |
| 18 Dec | 505.40 | 15.95 | 0.85 | 25.53 | 35 | -2 | 414 |
| 17 Dec | 505.40 | 15.1 | 3.40 | 21.72 | 304 | 59 | 415 |
| 16 Dec | 509.95 | 11.7 | 1.45 | 20.38 | 134 | -15 | 355 |
| 13 Dec | 512.80 | 10.25 | -5.85 | 17.36 | 144 | -37 | 368 |
| 12 Dec | 506.65 | 16.1 | 1.90 | 22.57 | 158 | 0 | 405 |
| 11 Dec | 508.35 | 14.2 | -1.60 | 21.46 | 260 | -86 | 407 |
| 10 Dec | 506.95 | 15.8 | -1.10 | 22.17 | 145 | -12 | 493 |
| 9 Dec | 506.85 | 16.9 | 10.25 | 24.47 | 1,378 | 26 | 504 |
| 6 Dec | 523.80 | 6.65 | 0.15 | 19.52 | 491 | -34 | 480 |
| 5 Dec | 523.15 | 6.5 | -1.45 | 20.00 | 832 | 55 | 514 |
| 4 Dec | 522.80 | 7.95 | 0.30 | 20.76 | 582 | 28 | 459 |
| 3 Dec | 522.55 | 7.65 | -0.10 | 20.38 | 560 | 49 | 435 |
| 2 Dec | 523.90 | 7.75 | 0.60 | 21.08 | 423 | 81 | 385 |
| 29 Nov | 527.15 | 7.15 | -0.90 | 20.56 | 399 | 58 | 306 |
| 28 Nov | 526.00 | 8.05 | 0.00 | 21.35 | 343 | 43 | 254 |
| 27 Nov | 527.50 | 8.05 | -0.20 | 22.01 | 334 | 86 | 213 |
| 26 Nov | 525.35 | 8.25 | -3.75 | 20.72 | 123 | 53 | 127 |
| 25 Nov | 521.50 | 12 | -3.00 | 24.49 | 113 | 65 | 72 |
| 22 Nov | 513.00 | 15 | -5.00 | 22.39 | 35 | 23 | 30 |
| 21 Nov | 505.75 | 20 | 4.00 | 24.53 | 4 | 1 | 4 |
| 20 Nov | 508.20 | 16 | 0.00 | 18.39 | 1 | 1 | 2 |
| 19 Nov | 508.20 | 16 | -6.00 | 18.39 | 1 | 0 | 2 |
| 18 Nov | 508.50 | 22 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 508.10 | 22 | 8.00 | 27.61 | 1 | 0 | 1 |
| 13 Nov | 510.85 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 510.50 | 14 | 12.25 | 16.92 | 1 | 0 | 0 |
| 11 Nov | 522.75 | 1.75 | 0.00 | 1.55 | 0 | 0 | 0 |
| 8 Nov | 531.50 | 1.75 | 0.00 | 2.90 | 0 | 0 | 0 |
| 7 Nov | 534.50 | 1.75 | 0.00 | 3.33 | 0 | 0 | 0 |
| 29 Oct | 535.85 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 553.70 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 558.70 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 567.30 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 565.05 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 567.35 | 1.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 569.40 | 1.75 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 520 expiring on 26DEC2024
Delta for 520 PE is -
Historical price for 520 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 17.85, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -71 which decreased total open position to 310
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 15.6, which was -0.35 lower than the previous day. The implied volatity was 21.69, the open interest changed by -23 which decreased total open position to 389
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 15.95, which was 0.85 higher than the previous day. The implied volatity was 25.53, the open interest changed by -2 which decreased total open position to 414
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 15.1, which was 3.40 higher than the previous day. The implied volatity was 21.72, the open interest changed by 59 which increased total open position to 415
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 11.7, which was 1.45 higher than the previous day. The implied volatity was 20.38, the open interest changed by -15 which decreased total open position to 355
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 10.25, which was -5.85 lower than the previous day. The implied volatity was 17.36, the open interest changed by -37 which decreased total open position to 368
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 16.1, which was 1.90 higher than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 405
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 14.2, which was -1.60 lower than the previous day. The implied volatity was 21.46, the open interest changed by -86 which decreased total open position to 407
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 15.8, which was -1.10 lower than the previous day. The implied volatity was 22.17, the open interest changed by -12 which decreased total open position to 493
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 16.9, which was 10.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by 26 which increased total open position to 504
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 6.65, which was 0.15 higher than the previous day. The implied volatity was 19.52, the open interest changed by -34 which decreased total open position to 480
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 6.5, which was -1.45 lower than the previous day. The implied volatity was 20.00, the open interest changed by 55 which increased total open position to 514
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 7.95, which was 0.30 higher than the previous day. The implied volatity was 20.76, the open interest changed by 28 which increased total open position to 459
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 7.65, which was -0.10 lower than the previous day. The implied volatity was 20.38, the open interest changed by 49 which increased total open position to 435
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 7.75, which was 0.60 higher than the previous day. The implied volatity was 21.08, the open interest changed by 81 which increased total open position to 385
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 7.15, which was -0.90 lower than the previous day. The implied volatity was 20.56, the open interest changed by 58 which increased total open position to 306
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 21.35, the open interest changed by 43 which increased total open position to 254
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 8.05, which was -0.20 lower than the previous day. The implied volatity was 22.01, the open interest changed by 86 which increased total open position to 213
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 8.25, which was -3.75 lower than the previous day. The implied volatity was 20.72, the open interest changed by 53 which increased total open position to 127
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 12, which was -3.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by 65 which increased total open position to 72
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 15, which was -5.00 lower than the previous day. The implied volatity was 22.39, the open interest changed by 23 which increased total open position to 30
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 20, which was 4.00 higher than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 4
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 18.39, the open interest changed by 1 which increased total open position to 2
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 16, which was -6.00 lower than the previous day. The implied volatity was 18.39, the open interest changed by 0 which decreased total open position to 2
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 22, which was 8.00 higher than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 1
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 14, which was 12.25 higher than the previous day. The implied volatity was 16.92, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 1.75, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 1.75, which was 0.00 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DABUR was trading at 535.85. The strike last trading price was 1.75, 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 1.75, 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 23 Oct DABUR was trading at 558.70. The strike last trading price was 1.75, 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 14 Oct DABUR was trading at 567.30. The strike last trading price was 1.75, 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 9 Oct DABUR was trading at 565.05. The strike last trading price was 1.75, 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 8 Oct DABUR was trading at 567.35. The strike last trading price was 1.75, 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 7 Oct DABUR was trading at 569.40. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
