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

512.8 6.15 (1.21%)

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Historical option data for DABUR

13 Dec 2024 04:12 PM IST
DABUR 26DEC2024 535 CE
Delta: 0.16
Vega: 0.23
Theta: -0.21
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Dec 512.80 1.65 0.15 20.94 455 15 357
12 Dec 506.65 1.5 -0.35 23.10 352 -16 354
11 Dec 508.35 1.85 -0.35 22.18 574 -24 364
10 Dec 506.95 2.2 -0.65 23.82 582 -43 398
9 Dec 506.85 2.85 -2.35 25.29 1,597 103 453
6 Dec 523.80 5.2 0.15 17.92 331 36 349
5 Dec 523.15 5.05 -0.40 15.95 478 65 314
4 Dec 522.80 5.45 -0.80 18.08 303 68 249
3 Dec 522.55 6.25 -0.45 18.68 229 35 180
2 Dec 523.90 6.7 -1.25 18.23 216 38 145
29 Nov 527.15 7.95 -1.05 17.47 259 29 105
28 Nov 526.00 9 -1.00 19.56 241 54 83
27 Nov 527.50 10 0.15 19.71 33 6 28
26 Nov 525.35 9.85 0.35 20.64 23 19 21
25 Nov 521.50 9.5 -19.05 22.11 3 2 2
22 Nov 513.00 28.55 0.00 3.21 0 0 0
21 Nov 505.75 28.55 0.00 4.34 0 0 0
20 Nov 508.20 28.55 0.00 4.13 0 0 0
19 Nov 508.20 28.55 0.00 4.13 0 0 0
18 Nov 508.50 28.55 0.00 3.64 0 0 0
14 Nov 508.10 28.55 0.00 3.56 0 0 0
13 Nov 510.85 28.55 0.00 3.03 0 0 0
12 Nov 510.50 28.55 0.00 3.16 0 0 0
11 Nov 522.75 28.55 0.00 1.07 0 0 0
8 Nov 531.50 28.55 0.00 - 0 0 0
7 Nov 534.50 28.55 - 0 0 0


For Dabur India Ltd - strike price 535 expiring on 26DEC2024

Delta for 535 CE is 0.16

Historical price for 535 CE is as follows

On 13 Dec DABUR was trading at 512.80. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 20.94, the open interest changed by 15 which increased total open position to 357


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 23.10, the open interest changed by -16 which decreased total open position to 354


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 22.18, the open interest changed by -24 which decreased total open position to 364


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 2.2, which was -0.65 lower than the previous day. The implied volatity was 23.82, the open interest changed by -43 which decreased total open position to 398


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 2.85, which was -2.35 lower than the previous day. The implied volatity was 25.29, the open interest changed by 103 which increased total open position to 453


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 17.92, the open interest changed by 36 which increased total open position to 349


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 5.05, which was -0.40 lower than the previous day. The implied volatity was 15.95, the open interest changed by 65 which increased total open position to 314


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 5.45, which was -0.80 lower than the previous day. The implied volatity was 18.08, the open interest changed by 68 which increased total open position to 249


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 6.25, which was -0.45 lower than the previous day. The implied volatity was 18.68, the open interest changed by 35 which increased total open position to 180


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 6.7, which was -1.25 lower than the previous day. The implied volatity was 18.23, the open interest changed by 38 which increased total open position to 145


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 17.47, the open interest changed by 29 which increased total open position to 105


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 9, which was -1.00 lower than the previous day. The implied volatity was 19.56, the open interest changed by 54 which increased total open position to 83


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 10, which was 0.15 higher than the previous day. The implied volatity was 19.71, the open interest changed by 6 which increased total open position to 28


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 9.85, which was 0.35 higher than the previous day. The implied volatity was 20.64, the open interest changed by 19 which increased total open position to 21


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 9.5, which was -19.05 lower than the previous day. The implied volatity was 22.11, the open interest changed by 2 which increased total open position to 2


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 28.55, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 28.55, 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 28.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DABUR 26DEC2024 535 PE
Delta: -0.72
Vega: 0.32
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
13 Dec 512.80 26.65 1.55 34.51 2 0 74
12 Dec 506.65 25.1 0.00 0.00 0 2 0
11 Dec 508.35 25.1 -0.65 18.59 4 1 73
10 Dec 506.95 25.75 -2.05 11.45 1 0 72
9 Dec 506.85 27.8 12.85 23.34 9 -3 72
6 Dec 523.80 14.95 -0.55 20.47 23 -7 76
5 Dec 523.15 15.5 -0.80 23.10 22 -3 81
4 Dec 522.80 16.3 0.80 21.52 37 7 81
3 Dec 522.55 15.5 0.35 20.49 79 23 73
2 Dec 523.90 15.15 0.85 20.83 45 9 49
29 Nov 527.15 14.3 -0.50 20.81 95 36 41
28 Nov 526.00 14.8 -2.80 20.59 11 6 6
27 Nov 527.50 17.6 0.00 - 0 0 0
26 Nov 525.35 17.6 0.00 - 0 0 0
25 Nov 521.50 17.6 0.00 - 0 0 0
22 Nov 513.00 17.6 0.00 - 0 0 0
21 Nov 505.75 17.6 0.00 - 0 0 0
20 Nov 508.20 17.6 0.00 - 0 0 0
19 Nov 508.20 17.6 0.00 - 0 0 0
18 Nov 508.50 17.6 0.00 - 0 0 0
14 Nov 508.10 17.6 0.00 - 0 0 0
13 Nov 510.85 17.6 0.00 - 0 0 0
12 Nov 510.50 17.6 0.00 - 0 0 0
11 Nov 522.75 17.6 0.00 - 0 0 0
8 Nov 531.50 17.6 0.00 0.57 0 0 0
7 Nov 534.50 17.6 1.00 0 0 0


For Dabur India Ltd - strike price 535 expiring on 26DEC2024

Delta for 535 PE is -0.72

Historical price for 535 PE is as follows

On 13 Dec DABUR was trading at 512.80. The strike last trading price was 26.65, which was 1.55 higher than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 74


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 25.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 25.1, which was -0.65 lower than the previous day. The implied volatity was 18.59, the open interest changed by 1 which increased total open position to 73


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 25.75, which was -2.05 lower than the previous day. The implied volatity was 11.45, the open interest changed by 0 which decreased total open position to 72


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 27.8, which was 12.85 higher than the previous day. The implied volatity was 23.34, the open interest changed by -3 which decreased total open position to 72


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 14.95, which was -0.55 lower than the previous day. The implied volatity was 20.47, the open interest changed by -7 which decreased total open position to 76


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 15.5, which was -0.80 lower than the previous day. The implied volatity was 23.10, the open interest changed by -3 which decreased total open position to 81


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 16.3, which was 0.80 higher than the previous day. The implied volatity was 21.52, the open interest changed by 7 which increased total open position to 81


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 15.5, which was 0.35 higher than the previous day. The implied volatity was 20.49, the open interest changed by 23 which increased total open position to 73


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 15.15, which was 0.85 higher than the previous day. The implied volatity was 20.83, the open interest changed by 9 which increased total open position to 49


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 14.3, which was -0.50 lower than the previous day. The implied volatity was 20.81, the open interest changed by 36 which increased total open position to 41


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 14.8, which was -2.80 lower than the previous day. The implied volatity was 20.59, the open interest changed by 6 which increased total open position to 6


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 17.6, 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 26 Nov DABUR was trading at 525.35. The strike last trading price was 17.6, 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 25 Nov DABUR was trading at 521.50. The strike last trading price was 17.6, 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 22 Nov DABUR was trading at 513.00. The strike last trading price was 17.6, 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 21 Nov DABUR was trading at 505.75. The strike last trading price was 17.6, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 17.6, 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 19 Nov DABUR was trading at 508.20. The strike last trading price was 17.6, 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 18 Nov DABUR was trading at 508.50. The strike last trading price was 17.6, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 17.6, 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 13 Nov DABUR was trading at 510.85. The strike last trading price was 17.6, 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 12 Nov DABUR was trading at 510.50. The strike last trading price was 17.6, 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 11 Nov DABUR was trading at 522.75. The strike last trading price was 17.6, 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 17.6, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 17.6, which was lower than the previous day. The implied volatity was 1.00, the open interest changed by 0 which decreased total open position to 0