DABUR
Dabur India Ltd
Historical option data for DABUR
11 Apr 2025 04:12 PM IST
| DABUR 24APR2025 545 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 461.30 | 0.15 | -0.15 | 38.33 | 8 | 4 | 54 | |||
| 9 Apr | 465.25 | 0.2 | -0.1 | 35.40 | 150 | -10 | 50 | |||
| 8 Apr | 459.00 | 0.3 | 0.1 | 38.52 | 73 | 9 | 61 | |||
| 7 Apr | 451.40 | 0.2 | -0.05 | 38.23 | 91 | -8 | 52 | |||
| 4 Apr | 461.75 | 0.25 | 0 | 32.57 | 39 | 0 | 43 | |||
| 3 Apr | 465.40 | 0.25 | -0.55 | 30.34 | 61 | -12 | 43 | |||
| 2 Apr | 495.75 | 0.8 | -0.25 | 23.37 | 71 | -34 | 56 | |||
| 1 Apr | 497.50 | 1 | -1.05 | 23.30 | 48 | -1 | 87 | |||
| 28 Mar | 506.50 | 2 | -1.25 | 21.39 | 122 | 57 | 88 | |||
| 27 Mar | 512.85 | 3.35 | 0.55 | 22.07 | 45 | 28 | 31 | |||
| 26 Mar | 508.85 | 2.8 | -0.2 | 21.97 | 2 | 1 | 2 | |||
| 25 Mar | 509.25 | 3 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 24 Mar | 507.20 | 3 | -4.6 | 21.74 | 1 | 0 | 0 | |||
| 21 Mar | 506.80 | 7.6 | 0 | 5.93 | 0 | 0 | 0 | |||
| 20 Mar | 499.00 | 7.6 | 0 | 7.57 | 0 | 0 | 0 | |||
| 19 Mar | 495.45 | 7.6 | 0 | 7.83 | 0 | 0 | 0 | |||
| 18 Mar | 498.75 | 7.6 | 0 | 7.26 | 0 | 0 | 0 | |||
| 17 Mar | 494.75 | 7.6 | 0 | 7.59 | 0 | 0 | 0 | |||
| 12 Mar | 499.95 | 7.6 | 0 | 6.40 | 0 | 0 | 0 | |||
| 6 Mar | 495.00 | 7.6 | 0 | 6.65 | 0 | 0 | 0 | |||
| 4 Mar | 483.70 | 7.6 | 0 | 7.99 | 0 | 0 | 0 | |||
| 3 Mar | 491.75 | 7.6 | 0 | 6.92 | 0 | 0 | 0 | |||
For Dabur India Ltd - strike price 545 expiring on 24APR2025
Delta for 545 CE is 0.01
Historical price for 545 CE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 38.33, the open interest changed by 4 which increased total open position to 54
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 35.40, the open interest changed by -10 which decreased total open position to 50
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 38.52, the open interest changed by 9 which increased total open position to 61
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.23, the open interest changed by -8 which decreased total open position to 52
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 43
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 0.25, which was -0.55 lower than the previous day. The implied volatity was 30.34, the open interest changed by -12 which decreased total open position to 43
On 2 Apr DABUR was trading at 495.75. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 23.37, the open interest changed by -34 which decreased total open position to 56
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 1, which was -1.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by -1 which decreased total open position to 87
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 21.39, the open interest changed by 57 which increased total open position to 88
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 22.07, the open interest changed by 28 which increased total open position to 31
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 21.97, the open interest changed by 1 which increased total open position to 2
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 3, which was 0 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 24 Mar DABUR was trading at 507.20. The strike last trading price was 3, which was -4.6 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DABUR was trading at 498.75. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.26, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DABUR was trading at 494.75. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DABUR was trading at 499.95. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DABUR was trading at 495.00. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 6.65, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DABUR was trading at 483.70. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 3 Mar DABUR was trading at 491.75. The strike last trading price was 7.6, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
| DABUR 24APR2025 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 461.30 | 81 | 4 | - | 12 | 0 | 20 |
| 9 Apr | 465.25 | 77 | -6.1 | - | 20 | -5 | 19 |
| 8 Apr | 459.00 | 83.1 | 2.15 | 32.60 | 6 | -4 | 24 |
| 7 Apr | 451.40 | 80.95 | 0 | 0.00 | 0 | 22 | 0 |
| 4 Apr | 461.75 | 80.95 | 45.2 | 40.76 | 24 | 0 | 6 |
| 3 Apr | 465.40 | 35.75 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 495.75 | 35.75 | 0 | 0.00 | 0 | 4 | 0 |
| 1 Apr | 497.50 | 35.75 | -0.45 | - | 4 | 4 | 5 |
| 28 Mar | 506.50 | 36.2 | -7.2 | 21.44 | 3 | 1 | 1 |
| 27 Mar | 512.85 | 43.4 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 508.85 | 43.4 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 509.25 | 43.4 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 507.20 | 43.4 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 506.80 | 43.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 499.00 | 43.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 495.45 | 43.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 498.75 | 43.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 494.75 | 43.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 499.95 | 43.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 495.00 | 43.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 483.70 | 43.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 491.75 | 43.4 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 545 expiring on 24APR2025
Delta for 545 PE is -
Historical price for 545 PE is as follows
On 11 Apr DABUR was trading at 461.30. The strike last trading price was 81, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 9 Apr DABUR was trading at 465.25. The strike last trading price was 77, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 19
On 8 Apr DABUR was trading at 459.00. The strike last trading price was 83.1, which was 2.15 higher than the previous day. The implied volatity was 32.60, the open interest changed by -4 which decreased total open position to 24
On 7 Apr DABUR was trading at 451.40. The strike last trading price was 80.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 4 Apr DABUR was trading at 461.75. The strike last trading price was 80.95, which was 45.2 higher than the previous day. The implied volatity was 40.76, the open interest changed by 0 which decreased total open position to 6
On 3 Apr DABUR was trading at 465.40. The strike last trading price was 35.75, which was 0 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 2 Apr DABUR was trading at 495.75. The strike last trading price was 35.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Apr DABUR was trading at 497.50. The strike last trading price was 35.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5
On 28 Mar DABUR was trading at 506.50. The strike last trading price was 36.2, which was -7.2 lower than the previous day. The implied volatity was 21.44, the open interest changed by 1 which increased total open position to 1
On 27 Mar DABUR was trading at 512.85. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DABUR was trading at 508.85. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DABUR was trading at 509.25. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar DABUR was trading at 507.20. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar DABUR was trading at 506.80. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar DABUR was trading at 499.00. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar DABUR was trading at 495.45. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar DABUR was trading at 498.75. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar DABUR was trading at 494.75. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar DABUR was trading at 499.95. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar DABUR was trading at 495.00. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DABUR was trading at 483.70. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar DABUR was trading at 491.75. The strike last trading price was 43.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
