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

505.75 -2.45 (-0.48%)

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Historical option data for DABUR

21 Nov 2024 04:12 PM IST
DABUR 28NOV2024 525 CE
Delta: 0.13
Vega: 0.15
Theta: -0.24
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 505.75 0.95 -0.20 21.18 365 -27 332
20 Nov 508.20 1.15 0.00 18.89 677 -36 371
19 Nov 508.20 1.15 -0.55 18.89 677 -24 371
18 Nov 508.50 1.7 -0.20 19.06 460 55 412
14 Nov 508.10 1.9 -1.70 16.93 631 72 364
13 Nov 510.85 3.6 -0.05 19.49 605 156 288
12 Nov 510.50 3.65 -4.80 19.85 768 43 145
11 Nov 522.75 8.45 -5.50 18.68 286 72 105
8 Nov 531.50 13.95 -1.45 17.63 41 6 31
7 Nov 534.50 15.4 -3.45 15.66 41 2 25
6 Nov 539.60 18.85 2.00 10.13 40 3 22
5 Nov 534.85 16.85 -1.65 16.46 63 3 18
4 Nov 534.95 18.5 -89.80 19.60 35 14 14
1 Nov 542.55 108.3 0.00 - 0 0 0
31 Oct 540.00 108.3 0.00 - 0 0 0
30 Oct 546.65 108.3 0.00 - 0 0 0
29 Oct 535.85 108.3 0.00 - 0 0 0
28 Oct 553.70 108.3 0.00 - 0 0 0
25 Oct 538.70 108.3 0.00 - 0 0 0
24 Oct 541.00 108.3 - 0 0 0


For Dabur India Ltd - strike price 525 expiring on 28NOV2024

Delta for 525 CE is 0.13

Historical price for 525 CE is as follows

On 21 Nov DABUR was trading at 505.75. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 21.18, the open interest changed by -27 which decreased total open position to 332


On 20 Nov DABUR was trading at 508.20. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 18.89, the open interest changed by -36 which decreased total open position to 371


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 18.89, the open interest changed by -24 which decreased total open position to 371


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 1.7, which was -0.20 lower than the previous day. The implied volatity was 19.06, the open interest changed by 55 which increased total open position to 412


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 1.9, which was -1.70 lower than the previous day. The implied volatity was 16.93, the open interest changed by 72 which increased total open position to 364


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 3.6, which was -0.05 lower than the previous day. The implied volatity was 19.49, the open interest changed by 156 which increased total open position to 288


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 3.65, which was -4.80 lower than the previous day. The implied volatity was 19.85, the open interest changed by 43 which increased total open position to 145


On 11 Nov DABUR was trading at 522.75. The strike last trading price was 8.45, which was -5.50 lower than the previous day. The implied volatity was 18.68, the open interest changed by 72 which increased total open position to 105


On 8 Nov DABUR was trading at 531.50. The strike last trading price was 13.95, which was -1.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by 6 which increased total open position to 31


On 7 Nov DABUR was trading at 534.50. The strike last trading price was 15.4, which was -3.45 lower than the previous day. The implied volatity was 15.66, the open interest changed by 2 which increased total open position to 25


On 6 Nov DABUR was trading at 539.60. The strike last trading price was 18.85, which was 2.00 higher than the previous day. The implied volatity was 10.13, the open interest changed by 3 which increased total open position to 22


On 5 Nov DABUR was trading at 534.85. The strike last trading price was 16.85, which was -1.65 lower than the previous day. The implied volatity was 16.46, the open interest changed by 3 which increased total open position to 18


On 4 Nov DABUR was trading at 534.95. The strike last trading price was 18.5, which was -89.80 lower than the previous day. The implied volatity was 19.60, the open interest changed by 14 which increased total open position to 14


On 1 Nov DABUR was trading at 542.55. The strike last trading price was 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, 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 108.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DABUR 28NOV2024 525 PE
Delta: -0.76
Vega: 0.22
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 505.75 20.5 4.35 33.15 4 -1 163
20 Nov 508.20 16.15 0.00 9.28 18 0 164
19 Nov 508.20 16.15 -1.35 9.28 18 0 164
18 Nov 508.50 17.5 -0.60 24.91 16 -5 164
14 Nov 508.10 18.1 3.30 22.63 44 -6 169
13 Nov 510.85 14.8 -1.95 18.07 95 -18 175
12 Nov 510.50 16.75 7.75 20.80 459 15 193
11 Nov 522.75 9 2.60 20.10 369 30 188
8 Nov 531.50 6.4 -0.15 20.96 138 9 153
7 Nov 534.50 6.55 1.80 22.99 225 10 142
6 Nov 539.60 4.75 -2.75 22.52 266 16 135
5 Nov 534.85 7.5 -0.70 24.67 206 26 120
4 Nov 534.95 8.2 1.00 25.59 306 56 94
1 Nov 542.55 7.2 -0.45 27.30 4 -1 38
31 Oct 540.00 7.65 6.70 - 83 42 42
30 Oct 546.65 0.95 0.00 - 0 0 0
29 Oct 535.85 0.95 0.00 - 0 0 0
28 Oct 553.70 0.95 0.00 - 0 0 0
25 Oct 538.70 0.95 0.00 - 0 0 0
24 Oct 541.00 0.95 - 0 0 0


For Dabur India Ltd - strike price 525 expiring on 28NOV2024

Delta for 525 PE is -0.76

Historical price for 525 PE is as follows

On 21 Nov DABUR was trading at 505.75. The strike last trading price was 20.5, which was 4.35 higher than the previous day. The implied volatity was 33.15, the open interest changed by -1 which decreased total open position to 163


On 20 Nov DABUR was trading at 508.20. The strike last trading price was 16.15, which was 0.00 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 164


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 16.15, which was -1.35 lower than the previous day. The implied volatity was 9.28, the open interest changed by 0 which decreased total open position to 164


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 17.5, which was -0.60 lower than the previous day. The implied volatity was 24.91, the open interest changed by -5 which decreased total open position to 164


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 18.1, which was 3.30 higher than the previous day. The implied volatity was 22.63, the open interest changed by -6 which decreased total open position to 169


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 14.8, which was -1.95 lower than the previous day. The implied volatity was 18.07, the open interest changed by -18 which decreased total open position to 175


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 16.75, which was 7.75 higher than the previous day. The implied volatity was 20.80, the open interest changed by 15 which increased total open position to 193


On 11 Nov DABUR was trading at 522.75. The strike last trading price was 9, which was 2.60 higher than the previous day. The implied volatity was 20.10, the open interest changed by 30 which increased total open position to 188


On 8 Nov DABUR was trading at 531.50. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 9 which increased total open position to 153


On 7 Nov DABUR was trading at 534.50. The strike last trading price was 6.55, which was 1.80 higher than the previous day. The implied volatity was 22.99, the open interest changed by 10 which increased total open position to 142


On 6 Nov DABUR was trading at 539.60. The strike last trading price was 4.75, which was -2.75 lower than the previous day. The implied volatity was 22.52, the open interest changed by 16 which increased total open position to 135


On 5 Nov DABUR was trading at 534.85. The strike last trading price was 7.5, which was -0.70 lower than the previous day. The implied volatity was 24.67, the open interest changed by 26 which increased total open position to 120


On 4 Nov DABUR was trading at 534.95. The strike last trading price was 8.2, which was 1.00 higher than the previous day. The implied volatity was 25.59, the open interest changed by 56 which increased total open position to 94


On 1 Nov DABUR was trading at 542.55. The strike last trading price was 7.2, which was -0.45 lower than the previous day. The implied volatity was 27.30, the open interest changed by -1 which decreased total open position to 38


On 31 Oct DABUR was trading at 540.00. The strike last trading price was 7.65, which was 6.70 higher 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 0.95, 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 0.95, 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 0.95, 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 0.95, 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 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to