DABUR
Dabur India Ltd
Historical option data for DABUR
11 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 530 CE | ||||||||||
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Delta: 0.21
Vega: 0.29
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.21
Historical price for 530 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.31
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.78
Historical price for 530 PE is as follows
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
