DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 545 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.13
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 0.6 | -0.35 | 21.71 | 254 | -14 | 445 | |||
| 13 Nov | 510.85 | 0.95 | -0.15 | 21.89 | 198 | -4 | 459 | |||
| 12 Nov | 510.50 | 1.1 | -1.40 | 22.58 | 551 | 101 | 448 | |||
| 11 Nov | 522.75 | 2.5 | -2.80 | 20.09 | 457 | 62 | 345 | |||
| 8 Nov | 531.50 | 5.3 | -0.85 | 19.50 | 411 | -12 | 273 | |||
| 7 Nov | 534.50 | 6.15 | -2.25 | 18.53 | 335 | 22 | 283 | |||
| 6 Nov | 539.60 | 8.4 | 1.10 | 17.26 | 486 | 22 | 258 | |||
| 5 Nov | 534.85 | 7.3 | -1.25 | 19.10 | 249 | 4 | 234 | |||
| 4 Nov | 534.95 | 8.55 | -2.90 | 21.01 | 385 | 44 | 230 | |||
| 1 Nov | 542.55 | 11.45 | -0.15 | 17.96 | 27 | 0 | 186 | |||
| 31 Oct | 540.00 | 11.6 | -6.70 | - | 480 | 104 | 186 | |||
| 30 Oct | 546.65 | 18.3 | -71.50 | - | 289 | 87 | 87 | |||
| 29 Oct | 535.85 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 553.70 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 538.70 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 541.00 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 558.70 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 559.10 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 568.20 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 89.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 89.8 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 545 expiring on 28NOV2024
Delta for 545 CE is 0.06
Historical price for 545 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 21.71, the open interest changed by -14 which decreased total open position to 445
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 21.89, the open interest changed by -4 which decreased total open position to 459
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by 101 which increased total open position to 448
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 2.5, which was -2.80 lower than the previous day. The implied volatity was 20.09, the open interest changed by 62 which increased total open position to 345
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 5.3, which was -0.85 lower than the previous day. The implied volatity was 19.50, the open interest changed by -12 which decreased total open position to 273
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 6.15, which was -2.25 lower than the previous day. The implied volatity was 18.53, the open interest changed by 22 which increased total open position to 283
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 8.4, which was 1.10 higher than the previous day. The implied volatity was 17.26, the open interest changed by 22 which increased total open position to 258
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 7.3, which was -1.25 lower than the previous day. The implied volatity was 19.10, the open interest changed by 4 which increased total open position to 234
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 8.55, which was -2.90 lower than the previous day. The implied volatity was 21.01, the open interest changed by 44 which increased total open position to 230
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 11.45, which was -0.15 lower than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 186
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 11.6, which was -6.70 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 18.3, which was -71.50 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, 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 89.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 545 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.23
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 36.75 | 3.05 | 31.42 | 6 | -4 | 86 |
| 13 Nov | 510.85 | 33.7 | 8.35 | 27.40 | 7 | -2 | 90 |
| 12 Nov | 510.50 | 25.35 | 4.25 | - | 9 | 0 | 91 |
| 11 Nov | 522.75 | 21.1 | 3.55 | 15.86 | 3 | 1 | 90 |
| 8 Nov | 531.50 | 17.55 | 0.50 | 22.61 | 37 | -5 | 88 |
| 7 Nov | 534.50 | 17.05 | 3.50 | 24.85 | 55 | -4 | 93 |
| 6 Nov | 539.60 | 13.55 | -4.45 | 24.11 | 175 | -6 | 97 |
| 5 Nov | 534.85 | 18 | -0.05 | 26.75 | 50 | -11 | 104 |
| 4 Nov | 534.95 | 18.05 | 3.25 | 26.34 | 270 | 1 | 118 |
| 1 Nov | 542.55 | 14.8 | -0.55 | 26.75 | 9 | 0 | 117 |
| 31 Oct | 540.00 | 15.35 | -1.35 | - | 320 | 6 | 118 |
| 30 Oct | 546.65 | 16.7 | 14.50 | - | 281 | 121 | 121 |
| 29 Oct | 535.85 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 553.70 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 538.70 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 541.00 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 558.70 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 559.10 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 568.20 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 571.40 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 572.55 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 578.30 | 2.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 570.85 | 2.2 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 545 expiring on 28NOV2024
Delta for 545 PE is -0.85
Historical price for 545 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 36.75, which was 3.05 higher than the previous day. The implied volatity was 31.42, the open interest changed by -4 which decreased total open position to 86
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 33.7, which was 8.35 higher than the previous day. The implied volatity was 27.40, the open interest changed by -2 which decreased total open position to 90
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 25.35, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 21.1, which was 3.55 higher than the previous day. The implied volatity was 15.86, the open interest changed by 1 which increased total open position to 90
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 17.55, which was 0.50 higher than the previous day. The implied volatity was 22.61, the open interest changed by -5 which decreased total open position to 88
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 17.05, which was 3.50 higher than the previous day. The implied volatity was 24.85, the open interest changed by -4 which decreased total open position to 93
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 13.55, which was -4.45 lower than the previous day. The implied volatity was 24.11, the open interest changed by -6 which decreased total open position to 97
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 18, which was -0.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by -11 which decreased total open position to 104
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 18.05, which was 3.25 higher than the previous day. The implied volatity was 26.34, the open interest changed by 1 which increased total open position to 118
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 14.8, which was -0.55 lower than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 117
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 15.35, which was -1.35 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 16.7, which was 14.50 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, 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 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
