DABUR
Dabur India Ltd
Historical option data for DABUR
21 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.07
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 505.75 | 0.35 | 0.00 | 26.28 | 262 | -126 | 757 | |||
| 20 Nov | 508.20 | 0.35 | 0.00 | 22.46 | 788 | -99 | 914 | |||
| 19 Nov | 508.20 | 0.35 | -0.30 | 22.46 | 788 | -68 | 914 | |||
| 18 Nov | 508.50 | 0.65 | -0.15 | 23.19 | 432 | -4 | 982 | |||
| 14 Nov | 508.10 | 0.8 | -0.60 | 20.68 | 613 | -8 | 989 | |||
| 13 Nov | 510.85 | 1.4 | -0.05 | 21.61 | 464 | 8 | 998 | |||
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| 12 Nov | 510.50 | 1.45 | -2.00 | 21.76 | 1,056 | 97 | 1,003 | |||
| 11 Nov | 522.75 | 3.45 | -3.45 | 19.70 | 1,089 | 208 | 909 | |||
| 8 Nov | 531.50 | 6.9 | -0.95 | 19.13 | 682 | 45 | 700 | |||
| 7 Nov | 534.50 | 7.85 | -2.65 | 17.92 | 933 | 164 | 655 | |||
| 6 Nov | 539.60 | 10.5 | 1.55 | 16.44 | 1,782 | 80 | 483 | |||
| 5 Nov | 534.85 | 8.95 | -1.50 | 18.23 | 630 | 18 | 403 | |||
| 4 Nov | 534.95 | 10.45 | -3.40 | 20.56 | 886 | 107 | 390 | |||
| 1 Nov | 542.55 | 13.85 | -0.20 | 17.33 | 76 | -10 | 283 | |||
| 31 Oct | 540.00 | 14.05 | -6.95 | - | 1,251 | 96 | 305 | |||
| 30 Oct | 546.65 | 21 | 4.60 | - | 1,803 | 154 | 207 | |||
| 29 Oct | 535.85 | 16.4 | -99.55 | - | 135 | 54 | 54 | |||
| 28 Oct | 553.70 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 541.00 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 558.70 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 559.10 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 568.20 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 115.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 115.95 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 540 expiring on 28NOV2024
Delta for 540 CE is 0.05
Historical price for 540 CE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 26.28, the open interest changed by -126 which decreased total open position to 757
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by -99 which decreased total open position to 914
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 22.46, the open interest changed by -68 which decreased total open position to 914
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 23.19, the open interest changed by -4 which decreased total open position to 982
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.8, which was -0.60 lower than the previous day. The implied volatity was 20.68, the open interest changed by -8 which decreased total open position to 989
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 998
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 1.45, which was -2.00 lower than the previous day. The implied volatity was 21.76, the open interest changed by 97 which increased total open position to 1003
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 3.45, which was -3.45 lower than the previous day. The implied volatity was 19.70, the open interest changed by 208 which increased total open position to 909
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 6.9, which was -0.95 lower than the previous day. The implied volatity was 19.13, the open interest changed by 45 which increased total open position to 700
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 7.85, which was -2.65 lower than the previous day. The implied volatity was 17.92, the open interest changed by 164 which increased total open position to 655
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 10.5, which was 1.55 higher than the previous day. The implied volatity was 16.44, the open interest changed by 80 which increased total open position to 483
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 8.95, which was -1.50 lower than the previous day. The implied volatity was 18.23, the open interest changed by 18 which increased total open position to 403
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 10.45, which was -3.40 lower than the previous day. The implied volatity was 20.56, the open interest changed by 107 which increased total open position to 390
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 13.85, which was -0.20 lower than the previous day. The implied volatity was 17.33, the open interest changed by -10 which decreased total open position to 283
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 14.05, which was -6.95 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 21, which was 4.60 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 16.4, which was -99.55 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 115.95, 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 25 Oct DABUR was trading at 538.70. The strike last trading price was 115.95, 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 24 Oct DABUR was trading at 541.00. The strike last trading price was 115.95, 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 23 Oct DABUR was trading at 558.70. The strike last trading price was 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.16
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 505.75 | 34.4 | 7.95 | 41.30 | 46 | -32 | 342 |
| 20 Nov | 508.20 | 26.45 | 0.00 | - | 16 | -5 | 375 |
| 19 Nov | 508.20 | 26.45 | -4.20 | - | 16 | -4 | 375 |
| 18 Nov | 508.50 | 30.65 | -0.85 | 28.19 | 19 | -6 | 379 |
| 14 Nov | 508.10 | 31.5 | 2.85 | 27.32 | 77 | -17 | 384 |
| 13 Nov | 510.85 | 28.65 | -0.90 | 24.25 | 38 | -20 | 403 |
| 12 Nov | 510.50 | 29.55 | 10.60 | 23.52 | 54 | -11 | 430 |
| 11 Nov | 522.75 | 18.95 | 5.00 | 21.46 | 228 | -40 | 442 |
| 8 Nov | 531.50 | 13.95 | 0.10 | 21.60 | 144 | -30 | 488 |
| 7 Nov | 534.50 | 13.85 | 3.15 | 24.20 | 287 | 9 | 521 |
| 6 Nov | 539.60 | 10.7 | -3.95 | 23.41 | 619 | -22 | 512 |
| 5 Nov | 534.85 | 14.65 | 0.05 | 25.69 | 214 | -36 | 534 |
| 4 Nov | 534.95 | 14.6 | 1.90 | 25.10 | 895 | -118 | 570 |
| 1 Nov | 542.55 | 12.7 | 0.00 | 27.16 | 80 | 4 | 687 |
| 31 Oct | 540.00 | 12.7 | -1.90 | - | 1,902 | -32 | 683 |
| 30 Oct | 546.65 | 14.6 | -4.30 | - | 2,022 | 589 | 717 |
| 29 Oct | 535.85 | 18.9 | 6.70 | - | 259 | 60 | 128 |
| 28 Oct | 553.70 | 12.2 | -5.55 | - | 92 | 28 | 68 |
| 25 Oct | 538.70 | 17.75 | 0.80 | - | 35 | 19 | 40 |
| 24 Oct | 541.00 | 16.95 | 6.45 | - | 72 | 18 | 20 |
| 23 Oct | 558.70 | 10.5 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 559.10 | 10.5 | 8.45 | - | 2 | 1 | 1 |
| 21 Oct | 568.20 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 571.40 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 572.55 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 578.30 | 2.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 570.85 | 2.05 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 540 expiring on 28NOV2024
Delta for 540 PE is -0.85
Historical price for 540 PE is as follows
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 34.4, which was 7.95 higher than the previous day. The implied volatity was 41.30, the open interest changed by -32 which decreased total open position to 342
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 26.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 375
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 26.45, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 375
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 30.65, which was -0.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by -6 which decreased total open position to 379
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 31.5, which was 2.85 higher than the previous day. The implied volatity was 27.32, the open interest changed by -17 which decreased total open position to 384
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 28.65, which was -0.90 lower than the previous day. The implied volatity was 24.25, the open interest changed by -20 which decreased total open position to 403
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 29.55, which was 10.60 higher than the previous day. The implied volatity was 23.52, the open interest changed by -11 which decreased total open position to 430
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 18.95, which was 5.00 higher than the previous day. The implied volatity was 21.46, the open interest changed by -40 which decreased total open position to 442
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 13.95, which was 0.10 higher than the previous day. The implied volatity was 21.60, the open interest changed by -30 which decreased total open position to 488
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 13.85, which was 3.15 higher than the previous day. The implied volatity was 24.20, the open interest changed by 9 which increased total open position to 521
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 10.7, which was -3.95 lower than the previous day. The implied volatity was 23.41, the open interest changed by -22 which decreased total open position to 512
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 14.65, which was 0.05 higher than the previous day. The implied volatity was 25.69, the open interest changed by -36 which decreased total open position to 534
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 14.6, which was 1.90 higher than the previous day. The implied volatity was 25.10, the open interest changed by -118 which decreased total open position to 570
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 12.7, which was 0.00 lower than the previous day. The implied volatity was 27.16, the open interest changed by 4 which increased total open position to 687
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 12.7, which was -1.90 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 14.6, which was -4.30 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 18.9, which was 6.70 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 12.2, which was -5.55 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 17.75, which was 0.80 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 16.95, which was 6.45 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 10.5, 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 10.5, which was 8.45 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 2.05, 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 2.05, 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 2.05, 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 2.05, 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 2.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
