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

461.3 -3.95 (-0.85%)

Back to Option Chain


Historical option data for DABUR

11 Apr 2025 04:12 PM IST
DABUR 24APR2025 520 CE
Delta: 0.04
Vega: 0.07
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 0.4 -0.2 33.57 269 -9 1,504
9 Apr 465.25 0.6 0.05 31.58 281 3 1,521
8 Apr 459.00 0.5 0 31.89 495 195 1,519
7 Apr 451.40 0.5 0 34.43 237 19 1,346
4 Apr 461.75 0.45 -0.3 26.92 660 179 1,323
3 Apr 465.40 0.7 -2.8 26.85 2,223 464 1,143
2 Apr 495.75 3.5 -0.35 21.99 1,111 42 679
1 Apr 497.50 3.9 -3.1 21.46 994 -6 633
28 Mar 506.50 7.2 -2.55 20.31 1,740 231 639
27 Mar 512.85 9.75 1.2 20.11 774 136 412
26 Mar 508.85 8.4 -0.55 20.14 309 50 276
25 Mar 509.25 8.8 -0.15 20.40 440 68 227
24 Mar 507.20 9.1 0.45 20.64 259 86 158
21 Mar 506.80 8.9 1.9 20.20 81 13 72
20 Mar 499.00 6.9 1.1 22.28 32 22 59
19 Mar 495.45 5.8 -1.2 21.20 11 3 37
18 Mar 498.75 7 1.3 21.44 6 5 33
17 Mar 494.75 5.7 -2 20.26 23 8 29
13 Mar 500.95 7.7 0 0.00 0 0 0
12 Mar 499.95 7.7 0 0.00 0 -1 0
11 Mar 497.55 7.7 -0.6 20.40 1 0 22
10 Mar 493.35 8.3 0 23.50 1 1 21
7 Mar 495.80 8.3 1.3 21.82 9 6 20
6 Mar 495.00 7 -31.45 18.93 15 12 12
5 Mar 487.70 38.45 0 3.98 0 0 0
4 Mar 483.70 38.45 0 4.65 0 0 0
3 Mar 491.75 38.45 0 3.39 0 0 0
26 Feb 509.20 38.45 0 0.33 0 0 0
25 Feb 510.95 38.45 0 0.33 0 0 0
24 Feb 505.70 38.45 0 1.09 0 0 0
21 Feb 508.65 38.45 0 0.53 0 0 0
20 Feb 510.35 38.45 0 0.17 0 0 0
19 Feb 504.45 0 0 0.98 0 0 0
18 Feb 515.15 0 0 - 0 0 0
17 Feb 520.55 0 0 - 0 0 0
14 Feb 519.90 0 0 - 0 0 0
13 Feb 519.85 0 0 - 0 0 0
12 Feb 525.75 0 0 - 0 0 0
11 Feb 517.70 0 0 - 0 0 0
10 Feb 528.10 0 0 - 0 0 0
7 Feb 527.10 0 0 - 0 0 0
6 Feb 526.20 0 0 - 0 0 0
5 Feb 531.50 0 0 - 0 0 0
4 Feb 541.05 0 0 - 0 0 0
3 Feb 534.55 0 0 - 0 0 0
1 Feb 539.10 0 0 - 0 0 0


For Dabur India Ltd - strike price 520 expiring on 24APR2025

Delta for 520 CE is 0.04

Historical price for 520 CE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 33.57, the open interest changed by -9 which decreased total open position to 1504


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 31.58, the open interest changed by 3 which increased total open position to 1521


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 31.89, the open interest changed by 195 which increased total open position to 1519


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 34.43, the open interest changed by 19 which increased total open position to 1346


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 26.92, the open interest changed by 179 which increased total open position to 1323


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 0.7, which was -2.8 lower than the previous day. The implied volatity was 26.85, the open interest changed by 464 which increased total open position to 1143


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 21.99, the open interest changed by 42 which increased total open position to 679


On 1 Apr DABUR was trading at 497.50. The strike last trading price was 3.9, which was -3.1 lower than the previous day. The implied volatity was 21.46, the open interest changed by -6 which decreased total open position to 633


On 28 Mar DABUR was trading at 506.50. The strike last trading price was 7.2, which was -2.55 lower than the previous day. The implied volatity was 20.31, the open interest changed by 231 which increased total open position to 639


On 27 Mar DABUR was trading at 512.85. The strike last trading price was 9.75, which was 1.2 higher than the previous day. The implied volatity was 20.11, the open interest changed by 136 which increased total open position to 412


On 26 Mar DABUR was trading at 508.85. The strike last trading price was 8.4, which was -0.55 lower than the previous day. The implied volatity was 20.14, the open interest changed by 50 which increased total open position to 276


On 25 Mar DABUR was trading at 509.25. The strike last trading price was 8.8, which was -0.15 lower than the previous day. The implied volatity was 20.40, the open interest changed by 68 which increased total open position to 227


On 24 Mar DABUR was trading at 507.20. The strike last trading price was 9.1, which was 0.45 higher than the previous day. The implied volatity was 20.64, the open interest changed by 86 which increased total open position to 158


On 21 Mar DABUR was trading at 506.80. The strike last trading price was 8.9, which was 1.9 higher than the previous day. The implied volatity was 20.20, the open interest changed by 13 which increased total open position to 72


On 20 Mar DABUR was trading at 499.00. The strike last trading price was 6.9, which was 1.1 higher than the previous day. The implied volatity was 22.28, the open interest changed by 22 which increased total open position to 59


On 19 Mar DABUR was trading at 495.45. The strike last trading price was 5.8, which was -1.2 lower than the previous day. The implied volatity was 21.20, the open interest changed by 3 which increased total open position to 37


On 18 Mar DABUR was trading at 498.75. The strike last trading price was 7, which was 1.3 higher than the previous day. The implied volatity was 21.44, the open interest changed by 5 which increased total open position to 33


On 17 Mar DABUR was trading at 494.75. The strike last trading price was 5.7, which was -2 lower than the previous day. The implied volatity was 20.26, the open interest changed by 8 which increased total open position to 29


On 13 Mar DABUR was trading at 500.95. The strike last trading price was 7.7, which was 0 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 12 Mar DABUR was trading at 499.95. The strike last trading price was 7.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Mar DABUR was trading at 497.55. The strike last trading price was 7.7, which was -0.6 lower than the previous day. The implied volatity was 20.40, the open interest changed by 0 which decreased total open position to 22


On 10 Mar DABUR was trading at 493.35. The strike last trading price was 8.3, which was 0 lower than the previous day. The implied volatity was 23.50, the open interest changed by 1 which increased total open position to 21


On 7 Mar DABUR was trading at 495.80. The strike last trading price was 8.3, which was 1.3 higher than the previous day. The implied volatity was 21.82, the open interest changed by 6 which increased total open position to 20


On 6 Mar DABUR was trading at 495.00. The strike last trading price was 7, which was -31.45 lower than the previous day. The implied volatity was 18.93, the open interest changed by 12 which increased total open position to 12


On 5 Mar DABUR was trading at 487.70. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0


On 4 Mar DABUR was trading at 483.70. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0


On 3 Mar DABUR was trading at 491.75. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0


On 26 Feb DABUR was trading at 509.20. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 25 Feb DABUR was trading at 510.95. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 24 Feb DABUR was trading at 505.70. The strike last trading price was 38.45, which was 0 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 21 Feb DABUR was trading at 508.65. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 20 Feb DABUR was trading at 510.35. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0


On 19 Feb DABUR was trading at 504.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0


On 18 Feb DABUR was trading at 515.15. The strike last trading price was 0, 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 17 Feb DABUR was trading at 520.55. The strike last trading price was 0, 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 14 Feb DABUR was trading at 519.90. The strike last trading price was 0, 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 13 Feb DABUR was trading at 519.85. The strike last trading price was 0, 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 12 Feb DABUR was trading at 525.75. The strike last trading price was 0, 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 11 Feb DABUR was trading at 517.70. The strike last trading price was 0, 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 10 Feb DABUR was trading at 528.10. The strike last trading price was 0, 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 7 Feb DABUR was trading at 527.10. The strike last trading price was 0, 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 6 Feb DABUR was trading at 526.20. The strike last trading price was 0, 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 5 Feb DABUR was trading at 531.50. The strike last trading price was 0, 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 541.05. The strike last trading price was 0, 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 534.55. The strike last trading price was 0, 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 539.10. The strike last trading price was 0, 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 24APR2025 520 PE
Delta: -0.89
Vega: 0.16
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 461.30 59.2 6.7 48.77 3 0 161
9 Apr 465.25 52.5 -6.5 - 8 1 159
8 Apr 459.00 59 -9.1 38.73 2 -1 159
7 Apr 451.40 68.1 8.1 51.57 11 -8 161
4 Apr 461.75 60 8.35 48.80 10 -6 170
3 Apr 465.40 51.65 25.05 24.45 49 -22 177
2 Apr 495.75 26.6 2.4 27.64 59 3 199
1 Apr 497.50 24.25 6.6 24.43 136 6 195
28 Mar 506.50 17.45 3.85 21.98 475 100 189
27 Mar 512.85 13.05 -2.95 19.71 161 18 89
26 Mar 508.85 16 -1.05 21.06 35 12 70
25 Mar 509.25 17.1 -0.5 22.78 49 16 59
24 Mar 507.20 17.6 -1.95 23.21 35 26 42
21 Mar 506.80 19.55 -3.45 24.29 7 6 15
20 Mar 499.00 23 0 0.00 0 1 0
19 Mar 495.45 23 -2.4 16.26 1 0 8
18 Mar 498.75 25.4 -3.8 24.28 1 0 8
17 Mar 494.75 29.2 5 27.24 2 1 7
13 Mar 500.95 24.2 8.1 24.58 7 4 4
12 Mar 499.95 16.1 0 - 0 0 0
11 Mar 497.55 16.1 0 - 0 0 0
10 Mar 493.35 16.1 0 - 0 0 0
7 Mar 495.80 16.1 0 - 0 0 0
6 Mar 495.00 16.1 0 - 0 0 0
5 Mar 487.70 16.1 0 - 0 0 0
4 Mar 483.70 16.1 0 - 0 0 0
3 Mar 491.75 16.1 0 - 0 0 0
26 Feb 509.20 16.1 0 0.00 0 0 0
25 Feb 510.95 16.1 0 0.00 0 0 0
24 Feb 505.70 16.1 0 - 0 0 0
21 Feb 508.65 16.1 0 - 0 0 0
20 Feb 510.35 16.1 0 - 0 0 0
19 Feb 504.45 16.1 0 - 0 0 0
18 Feb 515.15 16.1 0 0.73 0 0 0
17 Feb 520.55 16.1 0 1.42 0 0 0
14 Feb 519.90 16.1 0 1.21 0 0 0
13 Feb 519.85 16.1 0 1.26 0 0 0
12 Feb 525.75 16.1 0 2.16 0 0 0
11 Feb 517.70 16.1 0 1.23 0 0 0
10 Feb 528.10 16.1 0 2.55 0 0 0
7 Feb 527.10 16.1 0 2.30 0 0 0
6 Feb 526.20 16.1 0 2.21 0 0 0
5 Feb 531.50 16.1 0 2.88 0 0 0
4 Feb 541.05 16.1 0 3.31 0 0 0
3 Feb 534.55 16.1 0 2.96 0 0 0
1 Feb 539.10 16.1 0 2.85 0 0 0


For Dabur India Ltd - strike price 520 expiring on 24APR2025

Delta for 520 PE is -0.89

Historical price for 520 PE is as follows

On 11 Apr DABUR was trading at 461.30. The strike last trading price was 59.2, which was 6.7 higher than the previous day. The implied volatity was 48.77, the open interest changed by 0 which decreased total open position to 161


On 9 Apr DABUR was trading at 465.25. The strike last trading price was 52.5, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 159


On 8 Apr DABUR was trading at 459.00. The strike last trading price was 59, which was -9.1 lower than the previous day. The implied volatity was 38.73, the open interest changed by -1 which decreased total open position to 159


On 7 Apr DABUR was trading at 451.40. The strike last trading price was 68.1, which was 8.1 higher than the previous day. The implied volatity was 51.57, the open interest changed by -8 which decreased total open position to 161


On 4 Apr DABUR was trading at 461.75. The strike last trading price was 60, which was 8.35 higher than the previous day. The implied volatity was 48.80, the open interest changed by -6 which decreased total open position to 170


On 3 Apr DABUR was trading at 465.40. The strike last trading price was 51.65, which was 25.05 higher than the previous day. The implied volatity was 24.45, the open interest changed by -22 which decreased total open position to 177


On 2 Apr DABUR was trading at 495.75. The strike last trading price was 26.6, which was 2.4 higher than the previous day. The implied volatity was 27.64, the open interest changed by 3 which increased total open position to 199


On 1 Apr DABUR was trading at 497.50. The strike last trading price was 24.25, which was 6.6 higher than the previous day. The implied volatity was 24.43, the open interest changed by 6 which increased total open position to 195


On 28 Mar DABUR was trading at 506.50. The strike last trading price was 17.45, which was 3.85 higher than the previous day. The implied volatity was 21.98, the open interest changed by 100 which increased total open position to 189


On 27 Mar DABUR was trading at 512.85. The strike last trading price was 13.05, which was -2.95 lower than the previous day. The implied volatity was 19.71, the open interest changed by 18 which increased total open position to 89


On 26 Mar DABUR was trading at 508.85. The strike last trading price was 16, which was -1.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 12 which increased total open position to 70


On 25 Mar DABUR was trading at 509.25. The strike last trading price was 17.1, which was -0.5 lower than the previous day. The implied volatity was 22.78, the open interest changed by 16 which increased total open position to 59


On 24 Mar DABUR was trading at 507.20. The strike last trading price was 17.6, which was -1.95 lower than the previous day. The implied volatity was 23.21, the open interest changed by 26 which increased total open position to 42


On 21 Mar DABUR was trading at 506.80. The strike last trading price was 19.55, which was -3.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by 6 which increased total open position to 15


On 20 Mar DABUR was trading at 499.00. The strike last trading price was 23, which was 0 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 19 Mar DABUR was trading at 495.45. The strike last trading price was 23, which was -2.4 lower than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 8


On 18 Mar DABUR was trading at 498.75. The strike last trading price was 25.4, which was -3.8 lower than the previous day. The implied volatity was 24.28, the open interest changed by 0 which decreased total open position to 8


On 17 Mar DABUR was trading at 494.75. The strike last trading price was 29.2, which was 5 higher than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 7


On 13 Mar DABUR was trading at 500.95. The strike last trading price was 24.2, which was 8.1 higher than the previous day. The implied volatity was 24.58, the open interest changed by 4 which increased total open position to 4


On 12 Mar DABUR was trading at 499.95. The strike last trading price was 16.1, 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 11 Mar DABUR was trading at 497.55. The strike last trading price was 16.1, 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 10 Mar DABUR was trading at 493.35. The strike last trading price was 16.1, 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 7 Mar DABUR was trading at 495.80. The strike last trading price was 16.1, 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 6 Mar DABUR was trading at 495.00. The strike last trading price was 16.1, 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 5 Mar DABUR was trading at 487.70. The strike last trading price was 16.1, 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 Mar DABUR was trading at 483.70. The strike last trading price was 16.1, 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 Mar DABUR was trading at 491.75. The strike last trading price was 16.1, 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 26 Feb DABUR was trading at 509.20. The strike last trading price was 16.1, which was 0 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 25 Feb DABUR was trading at 510.95. The strike last trading price was 16.1, which was 0 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 24 Feb DABUR was trading at 505.70. The strike last trading price was 16.1, 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 21 Feb DABUR was trading at 508.65. The strike last trading price was 16.1, 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 20 Feb DABUR was trading at 510.35. The strike last trading price was 16.1, 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 19 Feb DABUR was trading at 504.45. The strike last trading price was 16.1, 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 18 Feb DABUR was trading at 515.15. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0


On 17 Feb DABUR was trading at 520.55. The strike last trading price was 16.1, 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 14 Feb DABUR was trading at 519.90. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 13 Feb DABUR was trading at 519.85. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0


On 12 Feb DABUR was trading at 525.75. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DABUR was trading at 517.70. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 10 Feb DABUR was trading at 528.10. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 7 Feb DABUR was trading at 527.10. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0


On 6 Feb DABUR was trading at 526.20. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0


On 5 Feb DABUR was trading at 531.50. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0


On 4 Feb DABUR was trading at 541.05. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0


On 3 Feb DABUR was trading at 534.55. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 1 Feb DABUR was trading at 539.10. The strike last trading price was 16.1, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0