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

502.55 -1.40 (-0.28%)

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Historical option data for DABUR

20 Dec 2024 04:12 PM IST
DABUR 26DEC2024 530 CE
Delta: 0.05
Vega: 0.07
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 0.35 -0.25 26.15 831 -190 1,715
19 Dec 503.95 0.6 -0.40 23.75 878 -162 1,910
18 Dec 505.40 1 -0.30 24.55 759 -111 2,071
17 Dec 505.40 1.3 -0.50 24.74 1,149 -22 2,181
16 Dec 509.95 1.8 -0.45 22.37 1,167 -41 2,200
13 Dec 512.80 2.25 0.35 19.92 2,580 -297 2,223
12 Dec 506.65 1.9 -0.65 21.82 1,681 -368 2,513
11 Dec 508.35 2.55 -0.35 21.64 4,201 -680 2,900
10 Dec 506.95 2.9 -0.85 23.21 4,889 196 3,579
9 Dec 506.85 3.75 -3.15 25.00 11,222 2,022 3,360
6 Dec 523.80 6.9 -0.10 17.50 1,239 183 1,336
5 Dec 523.15 7 -0.35 15.83 1,260 48 1,156
4 Dec 522.80 7.35 -0.95 18.11 792 106 1,108
3 Dec 522.55 8.3 -0.40 18.82 1,382 187 1,006
2 Dec 523.90 8.7 -1.45 18.10 758 21 821
29 Nov 527.15 10.15 -0.85 17.33 1,034 297 795
28 Nov 526.00 11 -1.10 19.15 1,421 62 498
27 Nov 527.50 12.1 0.10 19.28 729 43 435
26 Nov 525.35 12 0.50 20.52 848 245 393
25 Nov 521.50 11.5 4.10 22.04 996 96 147
22 Nov 513.00 7.4 1.35 19.61 54 9 60
21 Nov 505.75 6.05 -1.35 20.75 40 14 53
20 Nov 508.20 7.4 0.00 21.89 54 29 38
19 Nov 508.20 7.4 -0.40 21.89 54 28 38
18 Nov 508.50 7.8 0.25 21.34 16 8 10
14 Nov 508.10 7.55 -2.40 20.19 1 0 1
13 Nov 510.85 9.95 -97.85 21.82 2 1 1
12 Nov 510.50 107.8 0.00 2.34 0 0 0
11 Nov 522.75 107.8 0.00 0.17 0 0 0
8 Nov 531.50 107.8 0.00 - 0 0 0
7 Nov 534.50 107.8 0.00 - 0 0 0
29 Oct 535.85 107.8 107.80 - 0 0 0
28 Oct 553.70 0 0.00 - 0 0 0
23 Oct 558.70 0 0.00 - 0 0 0
18 Oct 571.40 0 0.00 - 0 0 0
17 Oct 572.55 0 0.00 - 0 0 0
16 Oct 578.30 0 0.00 - 0 0 0
15 Oct 571.00 0 0.00 - 0 0 0
14 Oct 567.30 0 0.00 - 0 0 0
11 Oct 570.85 0 0.00 - 0 0 0
10 Oct 571.70 0 0.00 - 0 0 0
9 Oct 565.05 0 0.00 - 0 0 0
8 Oct 567.35 0 0.00 - 0 0 0
7 Oct 569.40 0 - 0 0 0


For Dabur India Ltd - strike price 530 expiring on 26DEC2024

Delta for 530 CE is 0.05

Historical price for 530 CE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 26.15, the open interest changed by -190 which decreased total open position to 1715


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 23.75, the open interest changed by -162 which decreased total open position to 1910


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 24.55, the open interest changed by -111 which decreased total open position to 2071


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 1.3, which was -0.50 lower than the previous day. The implied volatity was 24.74, the open interest changed by -22 which decreased total open position to 2181


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 22.37, the open interest changed by -41 which decreased total open position to 2200


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 19.92, the open interest changed by -297 which decreased total open position to 2223


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 21.82, the open interest changed by -368 which decreased total open position to 2513


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 21.64, the open interest changed by -680 which decreased total open position to 2900


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 2.9, which was -0.85 lower than the previous day. The implied volatity was 23.21, the open interest changed by 196 which increased total open position to 3579


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 3.75, which was -3.15 lower than the previous day. The implied volatity was 25.00, the open interest changed by 2022 which increased total open position to 3360


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 6.9, which was -0.10 lower than the previous day. The implied volatity was 17.50, the open interest changed by 183 which increased total open position to 1336


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 15.83, the open interest changed by 48 which increased total open position to 1156


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 7.35, which was -0.95 lower than the previous day. The implied volatity was 18.11, the open interest changed by 106 which increased total open position to 1108


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 8.3, which was -0.40 lower than the previous day. The implied volatity was 18.82, the open interest changed by 187 which increased total open position to 1006


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 8.7, which was -1.45 lower than the previous day. The implied volatity was 18.10, the open interest changed by 21 which increased total open position to 821


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 10.15, which was -0.85 lower than the previous day. The implied volatity was 17.33, the open interest changed by 297 which increased total open position to 795


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 11, which was -1.10 lower than the previous day. The implied volatity was 19.15, the open interest changed by 62 which increased total open position to 498


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 12.1, which was 0.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by 43 which increased total open position to 435


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 12, which was 0.50 higher than the previous day. The implied volatity was 20.52, the open interest changed by 245 which increased total open position to 393


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 11.5, which was 4.10 higher than the previous day. The implied volatity was 22.04, the open interest changed by 96 which increased total open position to 147


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 7.4, which was 1.35 higher than the previous day. The implied volatity was 19.61, the open interest changed by 9 which increased total open position to 60


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 6.05, which was -1.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by 14 which increased total open position to 53


On 20 Nov DABUR was trading at 508.20. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 21.89, the open interest changed by 29 which increased total open position to 38


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 7.4, which was -0.40 lower than the previous day. The implied volatity was 21.89, the open interest changed by 28 which increased total open position to 38


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 7.8, which was 0.25 higher than the previous day. The implied volatity was 21.34, the open interest changed by 8 which increased total open position to 10


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 7.55, which was -2.40 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 1


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 9.95, which was -97.85 lower than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 1


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 107.8, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 107.8, which was 0.00 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 8 Nov DABUR was trading at 531.50. The strike last trading price was 107.8, 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 107.8, 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 29 Oct DABUR was trading at 535.85. The strike last trading price was 107.8, which was 107.80 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 0, 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 23 Oct DABUR was trading at 558.70. The strike last trading price was 0, 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 18 Oct DABUR was trading at 571.40. The strike last trading price was 0, 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 17 Oct DABUR was trading at 572.55. The strike last trading price was 0, 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 16 Oct DABUR was trading at 578.30. The strike last trading price was 0, 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 15 Oct DABUR was trading at 571.00. The strike last trading price was 0, 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 14 Oct DABUR was trading at 567.30. The strike last trading price was 0, 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 11 Oct DABUR was trading at 570.85. The strike last trading price was 0, 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 10 Oct DABUR was trading at 571.70. The strike last trading price was 0, 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 9 Oct DABUR was trading at 565.05. The strike last trading price was 0, 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 8 Oct DABUR was trading at 567.35. The strike last trading price was 0, 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 7 Oct DABUR was trading at 569.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DABUR 26DEC2024 530 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 27.7 2.15 - 130 -62 391
19 Dec 503.95 25.55 0.60 30.36 60 -24 454
18 Dec 505.40 24.95 1.75 30.04 15 -11 481
17 Dec 505.40 23.2 1.70 19.20 12 -4 493
16 Dec 509.95 21.5 3.15 29.11 16 -3 497
13 Dec 512.80 18.35 -6.20 19.86 159 -67 501
12 Dec 506.65 24.55 2.45 25.31 24 -4 568
11 Dec 508.35 22.1 -1.85 23.21 40 0 574
10 Dec 506.95 23.95 -0.80 24.38 147 -34 573
9 Dec 506.85 24.75 13.15 26.35 500 -97 608
6 Dec 523.80 11.6 0.05 19.76 185 7 705
5 Dec 523.15 11.55 -1.50 20.89 261 5 697
4 Dec 522.80 13.05 0.80 21.04 230 6 697
3 Dec 522.55 12.25 -0.25 19.93 541 96 692
2 Dec 523.90 12.5 1.25 21.22 277 -12 597
29 Nov 527.15 11.25 -1.45 20.14 850 308 612
28 Nov 526.00 12.7 0.20 21.65 560 191 305
27 Nov 527.50 12.5 -0.80 22.23 60 22 113
26 Nov 525.35 13.3 -3.00 21.58 93 46 90
25 Nov 521.50 16.3 -4.30 23.34 68 42 43
22 Nov 513.00 20.6 1.60 22.08 17 8 9
21 Nov 505.75 19 0.00 0.00 0 0 0
20 Nov 508.20 19 0.00 0.00 0 0 0
19 Nov 508.20 19 0.00 0.00 0 0 0
18 Nov 508.50 19 0.00 0.00 0 0 0
14 Nov 508.10 19 0.00 0.00 0 0 0
13 Nov 510.85 19 0.00 0.00 0 1 0
12 Nov 510.50 19 16.55 15.08 1 0 0
11 Nov 522.75 2.45 0.00 - 0 0 0
8 Nov 531.50 2.45 0.00 1.32 0 0 0
7 Nov 534.50 2.45 0.00 1.78 0 0 0
29 Oct 535.85 2.45 0.00 - 0 0 0
28 Oct 553.70 2.45 0.00 - 0 0 0
23 Oct 558.70 2.45 0.00 - 0 0 0
18 Oct 571.40 2.45 0.00 - 0 0 0
17 Oct 572.55 2.45 0.00 - 0 0 0
16 Oct 578.30 2.45 0.00 - 0 0 0
15 Oct 571.00 2.45 0.00 - 0 0 0
14 Oct 567.30 2.45 0.00 - 0 0 0
11 Oct 570.85 2.45 0.00 - 0 0 0
10 Oct 571.70 2.45 0.00 - 0 0 0
9 Oct 565.05 2.45 0.00 - 0 0 0
8 Oct 567.35 2.45 0.00 - 0 0 0
7 Oct 569.40 2.45 - 0 0 0


For Dabur India Ltd - strike price 530 expiring on 26DEC2024

Delta for 530 PE is -

Historical price for 530 PE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 27.7, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 391


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 25.55, which was 0.60 higher than the previous day. The implied volatity was 30.36, the open interest changed by -24 which decreased total open position to 454


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 24.95, which was 1.75 higher than the previous day. The implied volatity was 30.04, the open interest changed by -11 which decreased total open position to 481


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 23.2, which was 1.70 higher than the previous day. The implied volatity was 19.20, the open interest changed by -4 which decreased total open position to 493


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 21.5, which was 3.15 higher than the previous day. The implied volatity was 29.11, the open interest changed by -3 which decreased total open position to 497


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 18.35, which was -6.20 lower than the previous day. The implied volatity was 19.86, the open interest changed by -67 which decreased total open position to 501


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 24.55, which was 2.45 higher than the previous day. The implied volatity was 25.31, the open interest changed by -4 which decreased total open position to 568


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 22.1, which was -1.85 lower than the previous day. The implied volatity was 23.21, the open interest changed by 0 which decreased total open position to 574


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 23.95, which was -0.80 lower than the previous day. The implied volatity was 24.38, the open interest changed by -34 which decreased total open position to 573


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 24.75, which was 13.15 higher than the previous day. The implied volatity was 26.35, the open interest changed by -97 which decreased total open position to 608


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 11.6, which was 0.05 higher than the previous day. The implied volatity was 19.76, the open interest changed by 7 which increased total open position to 705


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 11.55, which was -1.50 lower than the previous day. The implied volatity was 20.89, the open interest changed by 5 which increased total open position to 697


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 13.05, which was 0.80 higher than the previous day. The implied volatity was 21.04, the open interest changed by 6 which increased total open position to 697


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 12.25, which was -0.25 lower than the previous day. The implied volatity was 19.93, the open interest changed by 96 which increased total open position to 692


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 12.5, which was 1.25 higher than the previous day. The implied volatity was 21.22, the open interest changed by -12 which decreased total open position to 597


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 11.25, which was -1.45 lower than the previous day. The implied volatity was 20.14, the open interest changed by 308 which increased total open position to 612


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 12.7, which was 0.20 higher than the previous day. The implied volatity was 21.65, the open interest changed by 191 which increased total open position to 305


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 12.5, which was -0.80 lower than the previous day. The implied volatity was 22.23, the open interest changed by 22 which increased total open position to 113


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 13.3, which was -3.00 lower than the previous day. The implied volatity was 21.58, the open interest changed by 46 which increased total open position to 90


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 16.3, which was -4.30 lower than the previous day. The implied volatity was 23.34, the open interest changed by 42 which increased total open position to 43


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 20.6, which was 1.60 higher than the previous day. The implied volatity was 22.08, the open interest changed by 8 which increased total open position to 9


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 19, which was 0.00 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 19, which was 0.00 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 19 Nov DABUR was trading at 508.20. The strike last trading price was 19, which was 0.00 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 18 Nov DABUR was trading at 508.50. The strike last trading price was 19, which was 0.00 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 19, which was 0.00 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 13 Nov DABUR was trading at 510.85. The strike last trading price was 19, which was 0.00 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 12 Nov DABUR was trading at 510.50. The strike last trading price was 19, which was 16.55 higher than the previous day. The implied volatity was 15.08, 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 2.45, 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 2.45, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 2.45, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 29 Oct DABUR was trading at 535.85. The strike last trading price was 2.45, 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 2.45, 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 23 Oct DABUR was trading at 558.70. The strike last trading price was 2.45, 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 18 Oct DABUR was trading at 571.40. The strike last trading price was 2.45, 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 17 Oct DABUR was trading at 572.55. The strike last trading price was 2.45, 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 16 Oct DABUR was trading at 578.30. The strike last trading price was 2.45, 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 15 Oct DABUR was trading at 571.00. The strike last trading price was 2.45, 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 14 Oct DABUR was trading at 567.30. The strike last trading price was 2.45, 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 11 Oct DABUR was trading at 570.85. The strike last trading price was 2.45, 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 10 Oct DABUR was trading at 571.70. The strike last trading price was 2.45, 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 9 Oct DABUR was trading at 565.05. The strike last trading price was 2.45, 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 8 Oct DABUR was trading at 567.35. The strike last trading price was 2.45, 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 7 Oct DABUR was trading at 569.40. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to