DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 535 CE | ||||||||||
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Delta: 0.05
Vega: 0.06
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 0.35 | -0.15 | 29.61 | 175 | 62 | 462 | |||
| 19 Dec | 503.95 | 0.5 | -0.35 | 26.21 | 120 | 8 | 404 | |||
| 18 Dec | 505.40 | 0.85 | -0.10 | 27.00 | 289 | 28 | 394 | |||
| 17 Dec | 505.40 | 0.95 | -0.30 | 25.96 | 304 | 18 | 368 | |||
| 16 Dec | 509.95 | 1.25 | -0.40 | 23.22 | 314 | -6 | 351 | |||
| 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 | |||
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| 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 0.05
Historical price for 535 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.61, the open interest changed by 62 which increased total open position to 462
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 26.21, the open interest changed by 8 which increased total open position to 404
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 27.00, the open interest changed by 28 which increased total open position to 394
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 25.96, the open interest changed by 18 which increased total open position to 368
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 23.22, the open interest changed by -6 which decreased total open position to 351
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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 29.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 503.95 | 29.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Dec | 505.40 | 29.75 | 4.50 | 32.96 | 5 | -1 | 72 |
| 17 Dec | 505.40 | 25.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 509.95 | 25.25 | -1.40 | 28.04 | 1 | 0 | 74 |
| 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 0.00
Historical price for 535 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 29.75, 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 Dec DABUR was trading at 503.95. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 29.75, which was 4.50 higher than the previous day. The implied volatity was 32.96, the open interest changed by -1 which decreased total open position to 72
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 25.25, which was -1.40 lower than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 74
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
