DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 525 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.28
Theta: -0.20
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.20
Historical price for 525 CE is as follows
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: -0.73
Vega: 0.33
Theta: -0.16
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.73
Historical price for 525 PE is as follows
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
