DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 535 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.18
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 0.95 | -0.80 | 18.94 | 262 | 18 | 392 | |||
| 13 Nov | 510.85 | 1.75 | -0.15 | 20.26 | 388 | 26 | 377 | |||
| 12 Nov | 510.50 | 1.9 | -2.65 | 20.84 | 531 | -21 | 352 | |||
| 11 Nov | 522.75 | 4.55 | -4.20 | 18.93 | 581 | 55 | 382 | |||
| 8 Nov | 531.50 | 8.75 | -1.15 | 18.49 | 555 | 25 | 328 | |||
| 7 Nov | 534.50 | 9.9 | -3.15 | 17.20 | 523 | 32 | 302 | |||
| 6 Nov | 539.60 | 13.05 | 1.95 | 15.55 | 623 | -56 | 275 | |||
| 5 Nov | 534.85 | 11.1 | -1.90 | 17.57 | 617 | 101 | 335 | |||
| 4 Nov | 534.95 | 13 | -3.55 | 20.67 | 726 | 154 | 238 | |||
| 1 Nov | 542.55 | 16.55 | -0.45 | 16.47 | 17 | -2 | 85 | |||
| 31 Oct | 540.00 | 17 | -6.50 | - | 195 | -1 | 88 | |||
| 30 Oct | 546.65 | 23.5 | 4.50 | - | 104 | -9 | 91 | |||
| 29 Oct | 535.85 | 19 | -11.00 | - | 142 | 99 | 100 | |||
| 28 Oct | 553.70 | 30 | 8.20 | - | 8 | -5 | 2 | |||
| 25 Oct | 538.70 | 21.8 | 0.20 | - | 3 | -1 | 7 | |||
| 24 Oct | 541.00 | 21.6 | -77.35 | - | 9 | 2 | 2 | |||
| 23 Oct | 558.70 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 559.10 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 568.20 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 98.95 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 535 expiring on 28NOV2024
Delta for 535 CE is 0.11
Historical price for 535 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 18.94, the open interest changed by 18 which increased total open position to 392
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 20.26, the open interest changed by 26 which increased total open position to 377
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 1.9, which was -2.65 lower than the previous day. The implied volatity was 20.84, the open interest changed by -21 which decreased total open position to 352
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 4.55, which was -4.20 lower than the previous day. The implied volatity was 18.93, the open interest changed by 55 which increased total open position to 382
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 8.75, which was -1.15 lower than the previous day. The implied volatity was 18.49, the open interest changed by 25 which increased total open position to 328
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 9.9, which was -3.15 lower than the previous day. The implied volatity was 17.20, the open interest changed by 32 which increased total open position to 302
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 13.05, which was 1.95 higher than the previous day. The implied volatity was 15.55, the open interest changed by -56 which decreased total open position to 275
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 11.1, which was -1.90 lower than the previous day. The implied volatity was 17.57, the open interest changed by 101 which increased total open position to 335
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 13, which was -3.55 lower than the previous day. The implied volatity was 20.67, the open interest changed by 154 which increased total open position to 238
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 16.55, which was -0.45 lower than the previous day. The implied volatity was 16.47, the open interest changed by -2 which decreased total open position to 85
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 17, which was -6.50 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 23.5, which was 4.50 higher 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 19, which was -11.00 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 30, which was 8.20 higher 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 21.8, which was 0.20 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 21.6, which was -77.35 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 98.95, 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 22 Oct DABUR was trading at 559.10. The strike last trading price was 98.95, 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 21 Oct DABUR was trading at 568.20. The strike last trading price was 98.95, 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 18 Oct DABUR was trading at 571.40. The strike last trading price was 98.95, 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 17 Oct DABUR was trading at 572.55. The strike last trading price was 98.95, 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 16 Oct DABUR was trading at 578.30. The strike last trading price was 98.95, 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 11 Oct DABUR was trading at 570.85. The strike last trading price was 98.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 535 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 0.28
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 27.5 | 2.85 | 27.95 | 15 | 0 | 178 |
| 13 Nov | 510.85 | 24.65 | 0.20 | 24.73 | 7 | -1 | 179 |
| 12 Nov | 510.50 | 24.45 | 8.90 | 20.23 | 54 | -5 | 187 |
| 11 Nov | 522.75 | 15.55 | 4.50 | 21.67 | 84 | -7 | 194 |
| 8 Nov | 531.50 | 11.05 | 0.20 | 21.36 | 298 | -30 | 201 |
| 7 Nov | 534.50 | 10.85 | 2.55 | 23.34 | 318 | 25 | 240 |
| 6 Nov | 539.60 | 8.3 | -4.00 | 22.94 | 428 | 34 | 215 |
| 5 Nov | 534.85 | 12.3 | 0.25 | 25.98 | 347 | 49 | 181 |
| 4 Nov | 534.95 | 12.05 | 2.75 | 25.01 | 491 | 86 | 134 |
| 1 Nov | 542.55 | 9.3 | -1.70 | 24.80 | 3 | 1 | 48 |
| 31 Oct | 540.00 | 11 | -1.95 | - | 107 | 44 | 47 |
| 30 Oct | 546.65 | 12.95 | 11.45 | - | 3 | 0 | 0 |
| 29 Oct | 535.85 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 553.70 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 538.70 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 541.00 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 558.70 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 559.10 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 568.20 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 571.40 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 572.55 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 578.30 | 1.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 570.85 | 1.5 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 535 expiring on 28NOV2024
Delta for 535 PE is -0.80
Historical price for 535 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 27.5, which was 2.85 higher than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 178
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 24.65, which was 0.20 higher than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 179
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 24.45, which was 8.90 higher than the previous day. The implied volatity was 20.23, the open interest changed by -5 which decreased total open position to 187
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 15.55, which was 4.50 higher than the previous day. The implied volatity was 21.67, the open interest changed by -7 which decreased total open position to 194
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 11.05, which was 0.20 higher than the previous day. The implied volatity was 21.36, the open interest changed by -30 which decreased total open position to 201
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 10.85, which was 2.55 higher than the previous day. The implied volatity was 23.34, the open interest changed by 25 which increased total open position to 240
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 8.3, which was -4.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by 34 which increased total open position to 215
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 12.3, which was 0.25 higher than the previous day. The implied volatity was 25.98, the open interest changed by 49 which increased total open position to 181
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 12.05, which was 2.75 higher than the previous day. The implied volatity was 25.01, the open interest changed by 86 which increased total open position to 134
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 9.3, which was -1.70 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1 which increased total open position to 48
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 11, which was -1.95 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 12.95, which was 11.45 higher 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, 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 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
