DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 0.09
Theta: -0.19
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 0.5 | -0.30 | 24.40 | 611 | -93 | 501 | |||
| 19 Dec | 503.95 | 0.8 | -0.55 | 21.65 | 504 | -35 | 596 | |||
| 18 Dec | 505.40 | 1.35 | -0.40 | 22.84 | 646 | -27 | 631 | |||
| 17 Dec | 505.40 | 1.75 | -0.75 | 23.27 | 797 | 27 | 658 | |||
| 16 Dec | 509.95 | 2.5 | -0.65 | 21.18 | 833 | 10 | 630 | |||
| 13 Dec | 512.80 | 3.15 | 0.75 | 19.06 | 1,264 | -126 | 621 | |||
| 12 Dec | 506.65 | 2.4 | -0.85 | 20.37 | 1,007 | 8 | 758 | |||
| 11 Dec | 508.35 | 3.25 | -0.40 | 20.39 | 1,115 | -215 | 752 | |||
| 10 Dec | 506.95 | 3.65 | -0.90 | 22.12 | 1,302 | 66 | 968 | |||
| 9 Dec | 506.85 | 4.55 | -4.50 | 23.82 | 2,935 | 494 | 903 | |||
| 6 Dec | 523.80 | 9.05 | 0.00 | 17.10 | 554 | 32 | 408 | |||
| 5 Dec | 523.15 | 9.05 | -0.55 | 14.93 | 678 | 34 | 376 | |||
| 4 Dec | 522.80 | 9.6 | -1.15 | 18.02 | 457 | 88 | 342 | |||
| 3 Dec | 522.55 | 10.75 | -0.30 | 18.98 | 499 | 73 | 254 | |||
| 2 Dec | 523.90 | 11.05 | -1.80 | 17.88 | 380 | 71 | 180 | |||
| 29 Nov | 527.15 | 12.85 | -1.00 | 17.38 | 347 | 43 | 106 | |||
| 28 Nov | 526.00 | 13.85 | -0.90 | 19.61 | 98 | 27 | 63 | |||
|
|
||||||||||
| 27 Nov | 527.50 | 14.75 | -0.25 | 19.21 | 62 | 15 | 37 | |||
| 26 Nov | 525.35 | 15 | -19.35 | 21.30 | 52 | 20 | 20 | |||
| 25 Nov | 521.50 | 34.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 513.00 | 34.35 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 21 Nov | 505.75 | 34.35 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 34.35 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 19 Nov | 508.20 | 34.35 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 18 Nov | 508.50 | 34.35 | 0.00 | 1.91 | 0 | 0 | 0 | |||
| 14 Nov | 508.10 | 34.35 | 0.00 | 1.93 | 0 | 0 | 0 | |||
| 13 Nov | 510.85 | 34.35 | 0.00 | 1.35 | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 34.35 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 34.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 531.50 | 34.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 34.35 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 525 expiring on 26DEC2024
Delta for 525 CE is 0.07
Historical price for 525 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 24.40, the open interest changed by -93 which decreased total open position to 501
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 21.65, the open interest changed by -35 which decreased total open position to 596
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 22.84, the open interest changed by -27 which decreased total open position to 631
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 1.75, which was -0.75 lower than the previous day. The implied volatity was 23.27, the open interest changed by 27 which increased total open position to 658
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 21.18, the open interest changed by 10 which increased total open position to 630
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 3.15, which was 0.75 higher than the previous day. The implied volatity was 19.06, the open interest changed by -126 which decreased total open position to 621
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 2.4, which was -0.85 lower than the previous day. The implied volatity was 20.37, the open interest changed by 8 which increased total open position to 758
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 3.25, which was -0.40 lower than the previous day. The implied volatity was 20.39, the open interest changed by -215 which decreased total open position to 752
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 3.65, which was -0.90 lower than the previous day. The implied volatity was 22.12, the open interest changed by 66 which increased total open position to 968
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 4.55, which was -4.50 lower than the previous day. The implied volatity was 23.82, the open interest changed by 494 which increased total open position to 903
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 17.10, the open interest changed by 32 which increased total open position to 408
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 9.05, which was -0.55 lower than the previous day. The implied volatity was 14.93, the open interest changed by 34 which increased total open position to 376
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 9.6, which was -1.15 lower than the previous day. The implied volatity was 18.02, the open interest changed by 88 which increased total open position to 342
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 10.75, which was -0.30 lower than the previous day. The implied volatity was 18.98, the open interest changed by 73 which increased total open position to 254
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 11.05, which was -1.80 lower than the previous day. The implied volatity was 17.88, the open interest changed by 71 which increased total open position to 180
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 12.85, which was -1.00 lower than the previous day. The implied volatity was 17.38, the open interest changed by 43 which increased total open position to 106
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 13.85, which was -0.90 lower than the previous day. The implied volatity was 19.61, the open interest changed by 27 which increased total open position to 63
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 14.75, which was -0.25 lower than the previous day. The implied volatity was 19.21, the open interest changed by 15 which increased total open position to 37
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 15, which was -19.35 lower than the previous day. The implied volatity was 21.30, the open interest changed by 20 which increased total open position to 20
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 34.35, 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 22 Nov DABUR was trading at 513.00. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 34.35, which was 0.00 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.93, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 34.35, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 34.35, 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 34.35, 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 34.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DABUR 26DEC2024 525 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 22.9 | 1.15 | - | 62 | -26 | 184 |
| 19 Dec | 503.95 | 21.75 | 1.45 | 32.46 | 9 | -3 | 210 |
| 18 Dec | 505.40 | 20.3 | -0.40 | 27.46 | 11 | -7 | 213 |
| 17 Dec | 505.40 | 20.7 | 5.20 | 28.78 | 25 | -10 | 221 |
| 16 Dec | 509.95 | 15.5 | 1.55 | 20.94 | 46 | -18 | 233 |
| 13 Dec | 512.80 | 13.95 | -6.85 | 18.03 | 64 | -24 | 254 |
| 12 Dec | 506.65 | 20.8 | 2.80 | 25.74 | 7 | -1 | 279 |
| 11 Dec | 508.35 | 18 | -1.80 | 22.30 | 27 | -10 | 280 |
| 10 Dec | 506.95 | 19.8 | -0.25 | 23.39 | 10 | -2 | 290 |
| 9 Dec | 506.85 | 20.05 | 11.20 | 23.66 | 313 | -40 | 297 |
| 6 Dec | 523.80 | 8.85 | 0.05 | 19.50 | 301 | 49 | 337 |
| 5 Dec | 523.15 | 8.8 | -1.55 | 20.39 | 410 | 6 | 289 |
| 4 Dec | 522.80 | 10.35 | 0.55 | 20.97 | 330 | 27 | 286 |
| 3 Dec | 522.55 | 9.8 | -0.20 | 20.22 | 351 | 62 | 260 |
| 2 Dec | 523.90 | 10 | 0.85 | 21.24 | 328 | 20 | 196 |
| 29 Nov | 527.15 | 9.15 | -1.05 | 20.55 | 297 | 90 | 172 |
| 28 Nov | 526.00 | 10.2 | 0.15 | 21.47 | 125 | 60 | 81 |
| 27 Nov | 527.50 | 10.05 | -3.50 | 22.00 | 23 | 20 | 20 |
| 26 Nov | 525.35 | 13.55 | 0.00 | 0.98 | 0 | 0 | 0 |
| 25 Nov | 521.50 | 13.55 | 0.00 | 0.24 | 0 | 0 | 0 |
| 22 Nov | 513.00 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 505.75 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 508.20 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 508.20 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 508.50 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 508.10 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 510.85 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 510.50 | 13.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 522.75 | 13.55 | 0.00 | 0.77 | 0 | 0 | 0 |
| 8 Nov | 531.50 | 13.55 | 0.00 | 2.12 | 0 | 0 | 0 |
| 7 Nov | 534.50 | 13.55 | 2.56 | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 525 expiring on 26DEC2024
Delta for 525 PE is -
Historical price for 525 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 22.9, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 184
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 21.75, which was 1.45 higher than the previous day. The implied volatity was 32.46, the open interest changed by -3 which decreased total open position to 210
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 20.3, which was -0.40 lower than the previous day. The implied volatity was 27.46, the open interest changed by -7 which decreased total open position to 213
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 20.7, which was 5.20 higher than the previous day. The implied volatity was 28.78, the open interest changed by -10 which decreased total open position to 221
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 15.5, which was 1.55 higher than the previous day. The implied volatity was 20.94, the open interest changed by -18 which decreased total open position to 233
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 13.95, which was -6.85 lower than the previous day. The implied volatity was 18.03, the open interest changed by -24 which decreased total open position to 254
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 20.8, which was 2.80 higher than the previous day. The implied volatity was 25.74, the open interest changed by -1 which decreased total open position to 279
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 18, which was -1.80 lower than the previous day. The implied volatity was 22.30, the open interest changed by -10 which decreased total open position to 280
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 19.8, which was -0.25 lower than the previous day. The implied volatity was 23.39, the open interest changed by -2 which decreased total open position to 290
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 20.05, which was 11.20 higher than the previous day. The implied volatity was 23.66, the open interest changed by -40 which decreased total open position to 297
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 8.85, which was 0.05 higher than the previous day. The implied volatity was 19.50, the open interest changed by 49 which increased total open position to 337
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 8.8, which was -1.55 lower than the previous day. The implied volatity was 20.39, the open interest changed by 6 which increased total open position to 289
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 10.35, which was 0.55 higher than the previous day. The implied volatity was 20.97, the open interest changed by 27 which increased total open position to 286
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 9.8, which was -0.20 lower than the previous day. The implied volatity was 20.22, the open interest changed by 62 which increased total open position to 260
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 10, which was 0.85 higher than the previous day. The implied volatity was 21.24, the open interest changed by 20 which increased total open position to 196
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 9.15, which was -1.05 lower than the previous day. The implied volatity was 20.55, the open interest changed by 90 which increased total open position to 172
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 10.2, which was 0.15 higher than the previous day. The implied volatity was 21.47, the open interest changed by 60 which increased total open position to 81
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 10.05, which was -3.50 lower than the previous day. The implied volatity was 22.00, the open interest changed by 20 which increased total open position to 20
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 13.55, which was 0.00 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 25 Nov DABUR was trading at 521.50. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 13.55, 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 21 Nov DABUR was trading at 505.75. The strike last trading price was 13.55, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 13.55, 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 19 Nov DABUR was trading at 508.20. The strike last trading price was 13.55, 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 18 Nov DABUR was trading at 508.50. The strike last trading price was 13.55, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 13.55, 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 13 Nov DABUR was trading at 510.85. The strike last trading price was 13.55, 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 12 Nov DABUR was trading at 510.50. The strike last trading price was 13.55, 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 11 Nov DABUR was trading at 522.75. The strike last trading price was 13.55, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 13.55, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 13.55, which was lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
