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

502.55 -1.40 (-0.28%)

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Historical option data for DABUR

20 Dec 2024 04:12 PM IST
DABUR 26DEC2024 540 CE
Delta: 0.04
Vega: 0.05
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 0.3 -0.15 32.05 215 -73 547
19 Dec 503.95 0.45 -0.15 28.89 280 -69 633
18 Dec 505.40 0.6 -0.10 28.02 381 -106 714
17 Dec 505.40 0.7 -0.25 27.13 507 76 820
16 Dec 509.95 0.95 -0.30 24.62 290 14 746
13 Dec 512.80 1.25 0.05 22.10 628 22 736
12 Dec 506.65 1.2 -0.30 24.35 387 -42 712
11 Dec 508.35 1.5 -0.20 23.50 624 -80 754
10 Dec 506.95 1.7 -0.55 24.57 661 65 824
9 Dec 506.85 2.25 -1.70 25.98 2,050 280 762
6 Dec 523.80 3.95 0.15 18.54 651 23 486
5 Dec 523.15 3.8 -0.35 16.67 906 29 463
4 Dec 522.80 4.15 -0.70 18.54 712 13 438
3 Dec 522.55 4.85 -0.25 19.12 659 33 430
2 Dec 523.90 5.1 -1.10 18.42 511 61 402
29 Nov 527.15 6.2 -0.85 17.74 484 54 339
28 Nov 526.00 7.05 -1.10 19.48 711 82 283
27 Nov 527.50 8.15 0.15 20.00 276 74 201
26 Nov 525.35 8 0.25 20.76 186 41 127
25 Nov 521.50 7.75 3.00 22.13 126 54 85
22 Nov 513.00 4.75 0.55 20.04 39 16 47
21 Nov 505.75 4.2 -0.80 21.76 12 0 30
20 Nov 508.20 5 0.00 22.24 42 4 32
19 Nov 508.20 5 -0.35 22.24 42 6 32
18 Nov 508.50 5.35 0.55 21.76 16 7 25
14 Nov 508.10 4.8 -94.10 19.80 21 17 17
13 Nov 510.85 98.9 0.00 3.70 0 0 0
12 Nov 510.50 98.9 0.00 3.93 0 0 0
11 Nov 522.75 98.9 0.00 1.73 0 0 0
8 Nov 531.50 98.9 0.00 0.32 0 0 0
7 Nov 534.50 98.9 98.90 - 0 0 0
29 Oct 535.85 0 0.00 - 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 540 expiring on 26DEC2024

Delta for 540 CE is 0.04

Historical price for 540 CE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 32.05, the open interest changed by -73 which decreased total open position to 547


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 28.89, the open interest changed by -69 which decreased total open position to 633


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 28.02, the open interest changed by -106 which decreased total open position to 714


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 76 which increased total open position to 820


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 24.62, the open interest changed by 14 which increased total open position to 746


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 22.10, the open interest changed by 22 which increased total open position to 736


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 24.35, the open interest changed by -42 which decreased total open position to 712


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 23.50, the open interest changed by -80 which decreased total open position to 754


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 24.57, the open interest changed by 65 which increased total open position to 824


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 2.25, which was -1.70 lower than the previous day. The implied volatity was 25.98, the open interest changed by 280 which increased total open position to 762


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 18.54, the open interest changed by 23 which increased total open position to 486


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 16.67, the open interest changed by 29 which increased total open position to 463


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 4.15, which was -0.70 lower than the previous day. The implied volatity was 18.54, the open interest changed by 13 which increased total open position to 438


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 19.12, the open interest changed by 33 which increased total open position to 430


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 5.1, which was -1.10 lower than the previous day. The implied volatity was 18.42, the open interest changed by 61 which increased total open position to 402


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 6.2, which was -0.85 lower than the previous day. The implied volatity was 17.74, the open interest changed by 54 which increased total open position to 339


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 7.05, which was -1.10 lower than the previous day. The implied volatity was 19.48, the open interest changed by 82 which increased total open position to 283


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 8.15, which was 0.15 higher than the previous day. The implied volatity was 20.00, the open interest changed by 74 which increased total open position to 201


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 20.76, the open interest changed by 41 which increased total open position to 127


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 7.75, which was 3.00 higher than the previous day. The implied volatity was 22.13, the open interest changed by 54 which increased total open position to 85


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 4.75, which was 0.55 higher than the previous day. The implied volatity was 20.04, the open interest changed by 16 which increased total open position to 47


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 4.2, which was -0.80 lower than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 30


On 20 Nov DABUR was trading at 508.20. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 22.24, the open interest changed by 4 which increased total open position to 32


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 5, which was -0.35 lower than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 32


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 5.35, which was 0.55 higher than the previous day. The implied volatity was 21.76, the open interest changed by 7 which increased total open position to 25


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 4.8, which was -94.10 lower than the previous day. The implied volatity was 19.80, the open interest changed by 17 which increased total open position to 17


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 98.9, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 98.9, which was 0.00 lower than the previous day. The implied volatity was 3.93, 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 98.9, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 98.9, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 98.9, which was 98.90 higher 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 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 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 540 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 38.5 2.90 - 10 -4 171
19 Dec 503.95 35.6 1.20 38.88 6 0 175
18 Dec 505.40 34.4 3.70 34.50 4 -1 175
17 Dec 505.40 30.7 2.95 - 2 1 176
16 Dec 509.95 27.75 -0.05 - 8 2 175
13 Dec 512.80 27.8 -6.05 24.36 12 -5 173
12 Dec 506.65 33.85 4.05 29.02 11 -3 179
11 Dec 508.35 29.8 -0.90 19.58 2 0 183
10 Dec 506.95 30.7 -2.85 12.58 8 -4 182
9 Dec 506.85 33.55 15.10 28.91 22 11 187
6 Dec 523.80 18.45 0.60 20.78 9 3 175
5 Dec 523.15 17.85 -2.15 21.34 31 -4 173
4 Dec 522.80 20 1.60 22.31 18 -1 177
3 Dec 522.55 18.4 -0.45 19.64 59 35 178
2 Dec 523.90 18.85 1.60 21.85 20 7 143
29 Nov 527.15 17.25 -0.75 20.74 84 28 134
28 Nov 526.00 18 0.00 20.89 105 66 105
27 Nov 527.50 18 -0.80 22.21 28 16 38
26 Nov 525.35 18.8 -0.70 21.14 26 20 22
25 Nov 521.50 19.5 -10.50 18.20 1 0 1
22 Nov 513.00 30 0.00 0.00 0 0 0
21 Nov 505.75 30 0.00 0.00 0 0 0
20 Nov 508.20 30 0.00 0.00 0 0 0
19 Nov 508.20 30 0.00 0.00 0 0 0
18 Nov 508.50 30 0.00 0.00 0 1 0
14 Nov 508.10 30 26.60 18.85 1 0 0
13 Nov 510.85 3.4 0.00 - 0 0 0
12 Nov 510.50 3.4 0.00 - 0 0 0
11 Nov 522.75 3.4 0.00 - 0 0 0
8 Nov 531.50 3.4 0.00 - 0 0 0
7 Nov 534.50 3.4 0.00 0.26 0 0 0
29 Oct 535.85 3.4 0.00 - 0 0 0
28 Oct 553.70 3.4 3.40 - 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 540 expiring on 26DEC2024

Delta for 540 PE is -

Historical price for 540 PE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 38.5, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 171


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 35.6, which was 1.20 higher than the previous day. The implied volatity was 38.88, the open interest changed by 0 which decreased total open position to 175


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 34.4, which was 3.70 higher than the previous day. The implied volatity was 34.50, the open interest changed by -1 which decreased total open position to 175


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 30.7, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 176


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 27.75, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 175


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 27.8, which was -6.05 lower than the previous day. The implied volatity was 24.36, the open interest changed by -5 which decreased total open position to 173


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 33.85, which was 4.05 higher than the previous day. The implied volatity was 29.02, the open interest changed by -3 which decreased total open position to 179


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 29.8, which was -0.90 lower than the previous day. The implied volatity was 19.58, the open interest changed by 0 which decreased total open position to 183


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 30.7, which was -2.85 lower than the previous day. The implied volatity was 12.58, the open interest changed by -4 which decreased total open position to 182


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 33.55, which was 15.10 higher than the previous day. The implied volatity was 28.91, the open interest changed by 11 which increased total open position to 187


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 18.45, which was 0.60 higher than the previous day. The implied volatity was 20.78, the open interest changed by 3 which increased total open position to 175


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 17.85, which was -2.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by -4 which decreased total open position to 173


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 20, which was 1.60 higher than the previous day. The implied volatity was 22.31, the open interest changed by -1 which decreased total open position to 177


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 18.4, which was -0.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 35 which increased total open position to 178


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 18.85, which was 1.60 higher than the previous day. The implied volatity was 21.85, the open interest changed by 7 which increased total open position to 143


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 17.25, which was -0.75 lower than the previous day. The implied volatity was 20.74, the open interest changed by 28 which increased total open position to 134


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 20.89, the open interest changed by 66 which increased total open position to 105


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 18, which was -0.80 lower than the previous day. The implied volatity was 22.21, the open interest changed by 16 which increased total open position to 38


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 18.8, which was -0.70 lower than the previous day. The implied volatity was 21.14, the open interest changed by 20 which increased total open position to 22


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 19.5, which was -10.50 lower than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 1


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 30, 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 21 Nov DABUR was trading at 505.75. The strike last trading price was 30, 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 30, 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 30, 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 30, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 30, which was 26.60 higher than the previous day. The implied volatity was 18.85, 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 3.4, 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 3.4, 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 3.4, 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 3.4, 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 3.4, which was 0.00 lower than the previous day. The implied volatity was 0.26, 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 3.4, 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 3.4, which was 3.40 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 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