DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 530 CE | ||||||||||
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Delta: 0.14
Vega: 0.22
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 1.25 | -1.20 | 17.57 | 949 | 237 | 792 | |||
| 13 Nov | 510.85 | 2.45 | -0.15 | 19.61 | 823 | 75 | 560 | |||
| 12 Nov | 510.50 | 2.6 | -3.75 | 20.20 | 1,151 | 63 | 498 | |||
| 11 Nov | 522.75 | 6.35 | -4.75 | 18.96 | 918 | 138 | 434 | |||
| 8 Nov | 531.50 | 11.1 | -1.25 | 18.02 | 411 | 69 | 297 | |||
| 7 Nov | 534.50 | 12.35 | -3.75 | 16.34 | 382 | 21 | 229 | |||
| 6 Nov | 539.60 | 16.1 | 2.70 | 14.56 | 669 | 0 | 208 | |||
| 5 Nov | 534.85 | 13.4 | -2.45 | 16.31 | 409 | 59 | 203 | |||
| 4 Nov | 534.95 | 15.85 | -4.15 | 20.69 | 476 | 130 | 144 | |||
| 1 Nov | 542.55 | 20 | 0.75 | 16.24 | 1 | 0 | 13 | |||
| 31 Oct | 540.00 | 19.25 | -105.90 | - | 25 | 13 | 13 | |||
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| 30 Oct | 546.65 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 535.85 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 541.00 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 558.70 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 559.10 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 568.20 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 125.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 125.15 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 CE is 0.14
Historical price for 530 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 1.25, which was -1.20 lower than the previous day. The implied volatity was 17.57, the open interest changed by 237 which increased total open position to 792
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 19.61, the open interest changed by 75 which increased total open position to 560
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 2.6, which was -3.75 lower than the previous day. The implied volatity was 20.20, the open interest changed by 63 which increased total open position to 498
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 6.35, which was -4.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by 138 which increased total open position to 434
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 11.1, which was -1.25 lower than the previous day. The implied volatity was 18.02, the open interest changed by 69 which increased total open position to 297
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 12.35, which was -3.75 lower than the previous day. The implied volatity was 16.34, the open interest changed by 21 which increased total open position to 229
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 16.1, which was 2.70 higher than the previous day. The implied volatity was 14.56, the open interest changed by 0 which decreased total open position to 208
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 13.4, which was -2.45 lower than the previous day. The implied volatity was 16.31, the open interest changed by 59 which increased total open position to 203
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 15.85, which was -4.15 lower than the previous day. The implied volatity was 20.69, the open interest changed by 130 which increased total open position to 144
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 20, which was 0.75 higher than the previous day. The implied volatity was 16.24, the open interest changed by 0 which decreased total open position to 13
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 19.25, which was -105.90 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 125.15, 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 125.15, 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 125.15, 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 125.15, 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 125.15, 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 125.15, 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 22 Oct DABUR was trading at 559.10. The strike last trading price was 125.15, 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 21 Oct DABUR was trading at 568.20. The strike last trading price was 125.15, 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 125.15, 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 125.15, 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 125.15, 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 125.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.32
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 23.55 | 5.20 | 27.86 | 112 | -19 | 370 |
| 13 Nov | 510.85 | 18.35 | -2.25 | 16.92 | 91 | -42 | 388 |
| 12 Nov | 510.50 | 20.6 | 8.90 | 21.05 | 314 | -23 | 454 |
| 11 Nov | 522.75 | 11.7 | 3.30 | 20.01 | 437 | -44 | 482 |
| 8 Nov | 531.50 | 8.4 | -0.10 | 20.88 | 354 | 36 | 533 |
| 7 Nov | 534.50 | 8.5 | 2.30 | 23.10 | 481 | 65 | 498 |
| 6 Nov | 539.60 | 6.2 | -3.40 | 22.38 | 502 | -20 | 434 |
| 5 Nov | 534.85 | 9.6 | -0.30 | 25.05 | 594 | 61 | 454 |
| 4 Nov | 534.95 | 9.9 | 1.15 | 25.13 | 739 | 11 | 396 |
| 1 Nov | 542.55 | 8.75 | -0.35 | 27.16 | 46 | 9 | 383 |
| 31 Oct | 540.00 | 9.1 | -2.45 | - | 1,024 | -41 | 377 |
| 30 Oct | 546.65 | 11.55 | -2.70 | - | 1,057 | 247 | 407 |
| 29 Oct | 535.85 | 14.25 | 6.00 | - | 165 | 35 | 157 |
| 28 Oct | 553.70 | 8.25 | -4.55 | - | 68 | 0 | 122 |
| 25 Oct | 538.70 | 12.8 | 0.55 | - | 41 | 27 | 122 |
| 24 Oct | 541.00 | 12.25 | 5.25 | - | 61 | 18 | 96 |
| 23 Oct | 558.70 | 7 | -0.30 | - | 19 | 8 | 79 |
| 22 Oct | 559.10 | 7.3 | 1.25 | - | 96 | 35 | 67 |
| 21 Oct | 568.20 | 6.05 | -0.10 | - | 10 | 4 | 33 |
| 18 Oct | 571.40 | 6.15 | 0.45 | - | 3 | 0 | 29 |
| 17 Oct | 572.55 | 5.7 | 1.70 | - | 6 | 0 | 27 |
| 16 Oct | 578.30 | 4 | -0.20 | - | 35 | 22 | 27 |
| 11 Oct | 570.85 | 4.2 | - | 5 | 2 | 3 | |
For Dabur India Ltd - strike price 530 expiring on 28NOV2024
Delta for 530 PE is -0.75
Historical price for 530 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 23.55, which was 5.20 higher than the previous day. The implied volatity was 27.86, the open interest changed by -19 which decreased total open position to 370
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 18.35, which was -2.25 lower than the previous day. The implied volatity was 16.92, the open interest changed by -42 which decreased total open position to 388
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 20.6, which was 8.90 higher than the previous day. The implied volatity was 21.05, the open interest changed by -23 which decreased total open position to 454
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 11.7, which was 3.30 higher than the previous day. The implied volatity was 20.01, the open interest changed by -44 which decreased total open position to 482
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 8.4, which was -0.10 lower than the previous day. The implied volatity was 20.88, the open interest changed by 36 which increased total open position to 533
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 8.5, which was 2.30 higher than the previous day. The implied volatity was 23.10, the open interest changed by 65 which increased total open position to 498
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 6.2, which was -3.40 lower than the previous day. The implied volatity was 22.38, the open interest changed by -20 which decreased total open position to 434
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 9.6, which was -0.30 lower than the previous day. The implied volatity was 25.05, the open interest changed by 61 which increased total open position to 454
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 9.9, which was 1.15 higher than the previous day. The implied volatity was 25.13, the open interest changed by 11 which increased total open position to 396
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 8.75, which was -0.35 lower than the previous day. The implied volatity was 27.16, the open interest changed by 9 which increased total open position to 383
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 9.1, which was -2.45 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 11.55, which was -2.70 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 14.25, which was 6.00 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 8.25, which was -4.55 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 12.8, which was 0.55 higher 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 12.25, which was 5.25 higher 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 7, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DABUR was trading at 559.10. The strike last trading price was 7.3, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DABUR was trading at 568.20. The strike last trading price was 6.05, which was -0.10 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 6.15, which was 0.45 higher 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 5.7, which was 1.70 higher 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 4, which was -0.20 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 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
