DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.29
Vega: 0.34
Theta: -0.25
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 3.05 | -2.10 | 16.84 | 1,417 | 211 | 514 | |||
| 13 Nov | 510.85 | 5.15 | 0.05 | 19.39 | 997 | 56 | 304 | |||
|
|
||||||||||
| 12 Nov | 510.50 | 5.1 | -6.15 | 19.63 | 1,151 | 184 | 246 | |||
| 11 Nov | 522.75 | 11.25 | -6.80 | 18.93 | 200 | 44 | 68 | |||
| 8 Nov | 531.50 | 18.05 | -0.90 | 19.23 | 16 | 0 | 24 | |||
| 7 Nov | 534.50 | 18.95 | -3.90 | 14.94 | 13 | 5 | 25 | |||
| 6 Nov | 539.60 | 22.85 | 2.35 | - | 17 | -3 | 21 | |||
| 5 Nov | 534.85 | 20.5 | -2.30 | 16.15 | 18 | 11 | 24 | |||
| 4 Nov | 534.95 | 22.8 | -111.70 | 21.33 | 15 | 13 | 13 | |||
| 1 Nov | 542.55 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 540.00 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 546.65 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 134.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 541.00 | 134.5 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 CE is 0.29
Historical price for 520 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 3.05, which was -2.10 lower than the previous day. The implied volatity was 16.84, the open interest changed by 211 which increased total open position to 514
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 5.15, which was 0.05 higher than the previous day. The implied volatity was 19.39, the open interest changed by 56 which increased total open position to 304
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 5.1, which was -6.15 lower than the previous day. The implied volatity was 19.63, the open interest changed by 184 which increased total open position to 246
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 11.25, which was -6.80 lower than the previous day. The implied volatity was 18.93, the open interest changed by 44 which increased total open position to 68
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 18.05, which was -0.90 lower than the previous day. The implied volatity was 19.23, the open interest changed by 0 which decreased total open position to 24
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 18.95, which was -3.90 lower than the previous day. The implied volatity was 14.94, the open interest changed by 5 which increased total open position to 25
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 22.85, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 21
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 20.5, which was -2.30 lower than the previous day. The implied volatity was 16.15, the open interest changed by 11 which increased total open position to 24
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 22.8, which was -111.70 lower than the previous day. The implied volatity was 21.33, the open interest changed by 13 which increased total open position to 13
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 134.5, 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 134.5, 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 134.5, 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 134.5, 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 134.5, 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 134.5, 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 134.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.36
Theta: -0.19
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 14.2 | 3.05 | 21.60 | 250 | -37 | 352 |
| 13 Nov | 510.85 | 11.15 | -1.50 | 17.56 | 411 | -36 | 387 |
| 12 Nov | 510.50 | 12.65 | 5.95 | 19.06 | 976 | 46 | 423 |
| 11 Nov | 522.75 | 6.7 | 1.80 | 20.12 | 726 | 24 | 377 |
| 8 Nov | 531.50 | 4.9 | 0.00 | 21.36 | 302 | 14 | 356 |
| 7 Nov | 534.50 | 4.9 | 1.20 | 22.82 | 347 | 40 | 344 |
| 6 Nov | 539.60 | 3.7 | -2.30 | 22.99 | 363 | -31 | 310 |
| 5 Nov | 534.85 | 6 | -0.65 | 24.95 | 403 | 32 | 341 |
| 4 Nov | 534.95 | 6.65 | 0.95 | 25.85 | 598 | -17 | 308 |
| 1 Nov | 542.55 | 5.7 | -0.25 | 27.08 | 77 | -6 | 334 |
| 31 Oct | 540.00 | 5.95 | -2.55 | - | 909 | 42 | 340 |
| 30 Oct | 546.65 | 8.5 | -2.20 | - | 963 | 206 | 298 |
| 29 Oct | 535.85 | 10.7 | 4.35 | - | 327 | 33 | 91 |
| 28 Oct | 553.70 | 6.35 | -3.40 | - | 64 | 11 | 57 |
| 25 Oct | 538.70 | 9.75 | -0.25 | - | 52 | 21 | 46 |
| 24 Oct | 541.00 | 10 | - | 33 | 23 | 24 | |
For Dabur India Ltd - strike price 520 expiring on 28NOV2024
Delta for 520 PE is -0.66
Historical price for 520 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 14.2, which was 3.05 higher than the previous day. The implied volatity was 21.60, the open interest changed by -37 which decreased total open position to 352
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 11.15, which was -1.50 lower than the previous day. The implied volatity was 17.56, the open interest changed by -36 which decreased total open position to 387
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 12.65, which was 5.95 higher than the previous day. The implied volatity was 19.06, the open interest changed by 46 which increased total open position to 423
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 6.7, which was 1.80 higher than the previous day. The implied volatity was 20.12, the open interest changed by 24 which increased total open position to 377
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 21.36, the open interest changed by 14 which increased total open position to 356
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 4.9, which was 1.20 higher than the previous day. The implied volatity was 22.82, the open interest changed by 40 which increased total open position to 344
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 3.7, which was -2.30 lower than the previous day. The implied volatity was 22.99, the open interest changed by -31 which decreased total open position to 310
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 6, which was -0.65 lower than the previous day. The implied volatity was 24.95, the open interest changed by 32 which increased total open position to 341
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 6.65, which was 0.95 higher than the previous day. The implied volatity was 25.85, the open interest changed by -17 which decreased total open position to 308
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 27.08, the open interest changed by -6 which decreased total open position to 334
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 5.95, which was -2.55 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 8.5, which was -2.20 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 10.7, which was 4.35 higher 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 6.35, which was -3.40 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 9.75, which was -0.25 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 10, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
