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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 550 CE
Delta: 0.02
Vega: 0.04
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 0.2 -0.10 35.95 199 -69 1,068
19 Dec 503.95 0.3 -0.20 32.67 326 115 1,137
18 Dec 505.40 0.5 0.00 32.93 619 -240 1,021
17 Dec 505.40 0.5 -0.10 30.83 568 -101 1,261
16 Dec 509.95 0.6 -0.20 27.59 729 -189 1,359
13 Dec 512.80 0.8 0.10 24.75 1,564 -64 1,546
12 Dec 506.65 0.7 -0.20 26.03 705 107 1,606
11 Dec 508.35 0.9 -0.15 25.24 899 38 1,502
10 Dec 506.95 1.05 -0.35 26.21 1,010 17 1,474
9 Dec 506.85 1.4 -0.80 27.28 2,131 368 1,450
6 Dec 523.80 2.2 0.15 19.54 407 12 1,084
5 Dec 523.15 2.05 -0.30 17.75 730 73 1,074
4 Dec 522.80 2.35 -0.50 19.41 679 98 1,001
3 Dec 522.55 2.85 -0.10 19.95 730 62 900
2 Dec 523.90 2.95 -0.65 19.13 548 28 838
29 Nov 527.15 3.6 -0.70 18.18 797 118 806
28 Nov 526.00 4.3 -0.80 19.78 1,403 213 681
27 Nov 527.50 5.1 0.20 20.20 568 46 466
26 Nov 525.35 4.9 -0.95 20.56 786 162 420
25 Nov 521.50 5.85 2.65 23.91 433 125 248
22 Nov 513.00 3.2 0.30 21.00 218 27 150
21 Nov 505.75 2.9 -0.35 22.69 192 14 123
20 Nov 508.20 3.25 0.00 22.46 84 26 110
19 Nov 508.20 3.25 -0.25 22.46 84 27 110
18 Nov 508.50 3.5 0.50 22.00 42 13 83
14 Nov 508.10 3 -1.20 19.87 98 49 69
13 Nov 510.85 4.2 -0.85 21.09 21 8 18
12 Nov 510.50 5.05 -1.45 22.93 7 3 9
11 Nov 522.75 6.5 -2.85 19.46 6 4 5
8 Nov 531.50 9.35 0.00 0.00 0 1 0
7 Nov 534.50 9.35 -80.95 16.52 1 0 0
29 Oct 535.85 90.3 0.00 - 0 0 0
28 Oct 553.70 90.3 90.30 - 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 550 expiring on 26DEC2024

Delta for 550 CE is 0.02

Historical price for 550 CE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 35.95, the open interest changed by -69 which decreased total open position to 1068


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 32.67, the open interest changed by 115 which increased total open position to 1137


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 32.93, the open interest changed by -240 which decreased total open position to 1021


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 30.83, the open interest changed by -101 which decreased total open position to 1261


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 27.59, the open interest changed by -189 which decreased total open position to 1359


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 24.75, the open interest changed by -64 which decreased total open position to 1546


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 26.03, the open interest changed by 107 which increased total open position to 1606


On 11 Dec DABUR was trading at 508.35. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 25.24, the open interest changed by 38 which increased total open position to 1502


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 26.21, the open interest changed by 17 which increased total open position to 1474


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 1.4, which was -0.80 lower than the previous day. The implied volatity was 27.28, the open interest changed by 368 which increased total open position to 1450


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 19.54, the open interest changed by 12 which increased total open position to 1084


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 2.05, which was -0.30 lower than the previous day. The implied volatity was 17.75, the open interest changed by 73 which increased total open position to 1074


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 19.41, the open interest changed by 98 which increased total open position to 1001


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 2.85, which was -0.10 lower than the previous day. The implied volatity was 19.95, the open interest changed by 62 which increased total open position to 900


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was 19.13, the open interest changed by 28 which increased total open position to 838


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 3.6, which was -0.70 lower than the previous day. The implied volatity was 18.18, the open interest changed by 118 which increased total open position to 806


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 4.3, which was -0.80 lower than the previous day. The implied volatity was 19.78, the open interest changed by 213 which increased total open position to 681


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 5.1, which was 0.20 higher than the previous day. The implied volatity was 20.20, the open interest changed by 46 which increased total open position to 466


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 4.9, which was -0.95 lower than the previous day. The implied volatity was 20.56, the open interest changed by 162 which increased total open position to 420


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 5.85, which was 2.65 higher than the previous day. The implied volatity was 23.91, the open interest changed by 125 which increased total open position to 248


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 3.2, which was 0.30 higher than the previous day. The implied volatity was 21.00, the open interest changed by 27 which increased total open position to 150


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 22.69, the open interest changed by 14 which increased total open position to 123


On 20 Nov DABUR was trading at 508.20. The strike last trading price was 3.25, which was 0.00 lower than the previous day. The implied volatity was 22.46, the open interest changed by 26 which increased total open position to 110


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 22.46, the open interest changed by 27 which increased total open position to 110


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 3.5, which was 0.50 higher than the previous day. The implied volatity was 22.00, the open interest changed by 13 which increased total open position to 83


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 19.87, the open interest changed by 49 which increased total open position to 69


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 21.09, the open interest changed by 8 which increased total open position to 18


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 5.05, which was -1.45 lower than the previous day. The implied volatity was 22.93, the open interest changed by 3 which increased total open position to 9


On 11 Nov DABUR was trading at 522.75. The strike last trading price was 6.5, which was -2.85 lower than the previous day. The implied volatity was 19.46, the open interest changed by 4 which increased total open position to 5


On 8 Nov DABUR was trading at 531.50. The strike last trading price was 9.35, 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 9.35, which was -80.95 lower than the previous day. The implied volatity was 16.52, 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 90.3, 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 90.3, which was 90.30 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


DABUR 26DEC2024 550 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 502.55 47.05 1.55 - 17 0 170
19 Dec 503.95 45.5 0.50 45.75 5 -4 171
18 Dec 505.40 45 6.85 45.89 1 0 174
17 Dec 505.40 38.15 0.00 - 1 0 173
16 Dec 509.95 38.15 2.15 21.56 7 3 172
13 Dec 512.80 36 -3.00 - 8 -2 168
12 Dec 506.65 39 0.00 0.00 0 1 0
11 Dec 508.35 39 -2.35 12.31 1 0 169
10 Dec 506.95 41.35 0.35 24.26 19 2 169
9 Dec 506.85 41 15.00 21.97 38 -8 168
6 Dec 523.80 26 -0.30 20.73 5 2 177
5 Dec 523.15 26.3 -2.50 24.18 9 0 175
4 Dec 522.80 28.8 1.35 25.71 5 -1 175
3 Dec 522.55 27.45 1.15 23.43 26 9 176
2 Dec 523.90 26.3 1.50 22.46 10 2 166
29 Nov 527.15 24.8 -0.70 22.14 30 16 164
28 Nov 526.00 25.5 0.80 22.08 99 66 143
27 Nov 527.50 24.7 -1.45 22.36 47 30 76
26 Nov 525.35 26.15 -3.75 22.05 22 9 46
25 Nov 521.50 29.9 -8.30 24.31 39 27 36
22 Nov 513.00 38.2 -0.80 28.34 1 0 9
21 Nov 505.75 39 0.00 0.00 0 2 0
20 Nov 508.20 39 0.00 19.59 5 2 9
19 Nov 508.20 39 -1.50 19.59 5 2 9
18 Nov 508.50 40.5 -1.55 26.16 3 2 6
14 Nov 508.10 42.05 4.05 27.58 1 0 3
13 Nov 510.85 38 17.90 23.75 1 0 2
12 Nov 510.50 20.1 0.00 0.00 0 0 0
11 Nov 522.75 20.1 0.00 0.00 0 0 0
8 Nov 531.50 20.1 0.00 0.00 0 1 0
7 Nov 534.50 20.1 15.45 20.07 1 0 1
29 Oct 535.85 4.65 0.00 - 0 0 0
28 Oct 553.70 4.65 0.00 - 0 0 0
23 Oct 558.70 4.65 0.00 - 0 0 0
18 Oct 571.40 4.65 0.00 - 0 0 0
17 Oct 572.55 4.65 0.00 - 0 0 0
16 Oct 578.30 4.65 0.00 - 0 0 0
15 Oct 571.00 4.65 0.00 - 0 0 0
14 Oct 567.30 4.65 0.00 - 0 0 0
11 Oct 570.85 4.65 0.00 - 0 0 0
10 Oct 571.70 4.65 0.00 - 0 0 0
9 Oct 565.05 4.65 0.00 - 0 0 0
8 Oct 567.35 4.65 0.00 - 0 0 0
7 Oct 569.40 4.65 - 0 0 0


For Dabur India Ltd - strike price 550 expiring on 26DEC2024

Delta for 550 PE is -

Historical price for 550 PE is as follows

On 20 Dec DABUR was trading at 502.55. The strike last trading price was 47.05, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 170


On 19 Dec DABUR was trading at 503.95. The strike last trading price was 45.5, which was 0.50 higher than the previous day. The implied volatity was 45.75, the open interest changed by -4 which decreased total open position to 171


On 18 Dec DABUR was trading at 505.40. The strike last trading price was 45, which was 6.85 higher than the previous day. The implied volatity was 45.89, the open interest changed by 0 which decreased total open position to 174


On 17 Dec DABUR was trading at 505.40. The strike last trading price was 38.15, 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 173


On 16 Dec DABUR was trading at 509.95. The strike last trading price was 38.15, which was 2.15 higher than the previous day. The implied volatity was 21.56, the open interest changed by 3 which increased total open position to 172


On 13 Dec DABUR was trading at 512.80. The strike last trading price was 36, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 168


On 12 Dec DABUR was trading at 506.65. The strike last trading price was 39, 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 11 Dec DABUR was trading at 508.35. The strike last trading price was 39, which was -2.35 lower than the previous day. The implied volatity was 12.31, the open interest changed by 0 which decreased total open position to 169


On 10 Dec DABUR was trading at 506.95. The strike last trading price was 41.35, which was 0.35 higher than the previous day. The implied volatity was 24.26, the open interest changed by 2 which increased total open position to 169


On 9 Dec DABUR was trading at 506.85. The strike last trading price was 41, which was 15.00 higher than the previous day. The implied volatity was 21.97, the open interest changed by -8 which decreased total open position to 168


On 6 Dec DABUR was trading at 523.80. The strike last trading price was 26, which was -0.30 lower than the previous day. The implied volatity was 20.73, the open interest changed by 2 which increased total open position to 177


On 5 Dec DABUR was trading at 523.15. The strike last trading price was 26.3, which was -2.50 lower than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 175


On 4 Dec DABUR was trading at 522.80. The strike last trading price was 28.8, which was 1.35 higher than the previous day. The implied volatity was 25.71, the open interest changed by -1 which decreased total open position to 175


On 3 Dec DABUR was trading at 522.55. The strike last trading price was 27.45, which was 1.15 higher than the previous day. The implied volatity was 23.43, the open interest changed by 9 which increased total open position to 176


On 2 Dec DABUR was trading at 523.90. The strike last trading price was 26.3, which was 1.50 higher than the previous day. The implied volatity was 22.46, the open interest changed by 2 which increased total open position to 166


On 29 Nov DABUR was trading at 527.15. The strike last trading price was 24.8, which was -0.70 lower than the previous day. The implied volatity was 22.14, the open interest changed by 16 which increased total open position to 164


On 28 Nov DABUR was trading at 526.00. The strike last trading price was 25.5, which was 0.80 higher than the previous day. The implied volatity was 22.08, the open interest changed by 66 which increased total open position to 143


On 27 Nov DABUR was trading at 527.50. The strike last trading price was 24.7, which was -1.45 lower than the previous day. The implied volatity was 22.36, the open interest changed by 30 which increased total open position to 76


On 26 Nov DABUR was trading at 525.35. The strike last trading price was 26.15, which was -3.75 lower than the previous day. The implied volatity was 22.05, the open interest changed by 9 which increased total open position to 46


On 25 Nov DABUR was trading at 521.50. The strike last trading price was 29.9, which was -8.30 lower than the previous day. The implied volatity was 24.31, the open interest changed by 27 which increased total open position to 36


On 22 Nov DABUR was trading at 513.00. The strike last trading price was 38.2, which was -0.80 lower than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 9


On 21 Nov DABUR was trading at 505.75. The strike last trading price was 39, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 19.59, the open interest changed by 2 which increased total open position to 9


On 19 Nov DABUR was trading at 508.20. The strike last trading price was 39, which was -1.50 lower than the previous day. The implied volatity was 19.59, the open interest changed by 2 which increased total open position to 9


On 18 Nov DABUR was trading at 508.50. The strike last trading price was 40.5, which was -1.55 lower than the previous day. The implied volatity was 26.16, the open interest changed by 2 which increased total open position to 6


On 14 Nov DABUR was trading at 508.10. The strike last trading price was 42.05, which was 4.05 higher than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 3


On 13 Nov DABUR was trading at 510.85. The strike last trading price was 38, which was 17.90 higher than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 2


On 12 Nov DABUR was trading at 510.50. The strike last trading price was 20.1, 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 11 Nov DABUR was trading at 522.75. The strike last trading price was 20.1, 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 8 Nov DABUR was trading at 531.50. The strike last trading price was 20.1, 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 20.1, which was 15.45 higher than the previous day. The implied volatity was 20.07, the open interest changed by 0 which decreased total open position to 1


On 29 Oct DABUR was trading at 535.85. The strike last trading price was 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, 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 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to