DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.11
Theta: -0.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 0.5 | -0.30 | 23.14 | 808 | 25 | 1,279 | |||
| 13 Nov | 510.85 | 0.8 | -0.15 | 23.34 | 436 | -27 | 1,256 | |||
| 12 Nov | 510.50 | 0.95 | -0.90 | 24.08 | 961 | 108 | 1,308 | |||
| 11 Nov | 522.75 | 1.85 | -2.25 | 20.69 | 974 | 56 | 1,209 | |||
| 8 Nov | 531.50 | 4.1 | -0.75 | 20.05 | 684 | 31 | 1,153 | |||
| 7 Nov | 534.50 | 4.85 | -1.85 | 19.24 | 700 | 112 | 1,125 | |||
| 6 Nov | 539.60 | 6.7 | 0.80 | 18.04 | 1,114 | 90 | 1,016 | |||
| 5 Nov | 534.85 | 5.9 | -1.10 | 19.82 | 994 | 0 | 928 | |||
| 4 Nov | 534.95 | 7 | -2.50 | 21.54 | 1,158 | 175 | 932 | |||
| 1 Nov | 542.55 | 9.5 | -0.25 | 18.70 | 113 | 27 | 759 | |||
| 31 Oct | 540.00 | 9.75 | -6.70 | - | 2,745 | 78 | 743 | |||
|
|
||||||||||
| 30 Oct | 546.65 | 16.45 | 4.00 | - | 2,587 | 457 | 677 | |||
| 29 Oct | 535.85 | 12.45 | -7.05 | - | 393 | 111 | 218 | |||
| 28 Oct | 553.70 | 19.5 | 5.20 | - | 177 | 13 | 107 | |||
| 25 Oct | 538.70 | 14.3 | -2.70 | - | 60 | 4 | 94 | |||
| 24 Oct | 541.00 | 17 | -14.70 | - | 147 | 86 | 89 | |||
| 23 Oct | 558.70 | 31.7 | 0.00 | - | 0 | 0 | 3 | |||
| 22 Oct | 559.10 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 568.20 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 571.00 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 567.30 | 31.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 31.7 | 0.00 | - | 0 | 0 | 3 | |||
| 10 Oct | 571.70 | 31.7 | 0.00 | - | 0 | 0 | 3 | |||
| 9 Oct | 565.05 | 31.7 | -75.20 | - | 3 | 1 | 1 | |||
| 8 Oct | 567.35 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 569.40 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 572.45 | 106.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 580.20 | 106.9 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 550 expiring on 28NOV2024
Delta for 550 CE is 0.05
Historical price for 550 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 23.14, the open interest changed by 25 which increased total open position to 1279
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 23.34, the open interest changed by -27 which decreased total open position to 1256
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 0.95, which was -0.90 lower than the previous day. The implied volatity was 24.08, the open interest changed by 108 which increased total open position to 1308
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 1.85, which was -2.25 lower than the previous day. The implied volatity was 20.69, the open interest changed by 56 which increased total open position to 1209
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 4.1, which was -0.75 lower than the previous day. The implied volatity was 20.05, the open interest changed by 31 which increased total open position to 1153
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 4.85, which was -1.85 lower than the previous day. The implied volatity was 19.24, the open interest changed by 112 which increased total open position to 1125
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 6.7, which was 0.80 higher than the previous day. The implied volatity was 18.04, the open interest changed by 90 which increased total open position to 1016
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 19.82, the open interest changed by 0 which decreased total open position to 928
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 7, which was -2.50 lower than the previous day. The implied volatity was 21.54, the open interest changed by 175 which increased total open position to 932
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 9.5, which was -0.25 lower than the previous day. The implied volatity was 18.70, the open interest changed by 27 which increased total open position to 759
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 9.75, 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 16.45, which was 4.00 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 12.45, which was -7.05 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 19.5, which was 5.20 higher 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 14.3, which was -2.70 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 17, which was -14.70 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, 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 31.7, which was -75.20 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 106.9, 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 106.9, 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 4 Oct DABUR was trading at 572.45. The strike last trading price was 106.9, 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 3 Oct DABUR was trading at 580.20. The strike last trading price was 106.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.23
Theta: -0.16
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 41.95 | 4.40 | 35.26 | 48 | -14 | 474 |
| 13 Nov | 510.85 | 37.55 | -0.65 | 24.35 | 34 | -24 | 489 |
| 12 Nov | 510.50 | 38.2 | 10.90 | 21.34 | 23 | -3 | 515 |
| 11 Nov | 522.75 | 27.3 | 6.80 | 23.00 | 83 | -22 | 519 |
| 8 Nov | 531.50 | 20.5 | -0.25 | 21.49 | 21 | 3 | 541 |
| 7 Nov | 534.50 | 20.75 | 4.00 | 25.97 | 155 | 17 | 539 |
| 6 Nov | 539.60 | 16.75 | -4.85 | 24.90 | 301 | -48 | 524 |
| 5 Nov | 534.85 | 21.6 | 0.05 | 27.83 | 308 | -46 | 572 |
| 4 Nov | 534.95 | 21.55 | 3.75 | 27.21 | 269 | 24 | 618 |
| 1 Nov | 542.55 | 17.8 | -0.60 | 27.45 | 18 | 2 | 595 |
| 31 Oct | 540.00 | 18.4 | -0.40 | - | 780 | 34 | 593 |
| 30 Oct | 546.65 | 18.8 | -5.75 | - | 720 | 301 | 559 |
| 29 Oct | 535.85 | 24.55 | 7.60 | - | 174 | 3 | 257 |
| 28 Oct | 553.70 | 16.95 | -7.00 | - | 193 | 55 | 253 |
| 25 Oct | 538.70 | 23.95 | 2.90 | - | 25 | 3 | 198 |
| 24 Oct | 541.00 | 21.05 | 7.15 | - | 133 | 42 | 195 |
| 23 Oct | 558.70 | 13.9 | 0.30 | - | 33 | 10 | 154 |
| 22 Oct | 559.10 | 13.6 | 1.65 | - | 39 | 14 | 143 |
| 21 Oct | 568.20 | 11.95 | 0.95 | - | 9 | 4 | 129 |
| 18 Oct | 571.40 | 11 | -0.20 | - | 13 | 5 | 124 |
| 17 Oct | 572.55 | 11.2 | 3.70 | - | 35 | 9 | 119 |
| 16 Oct | 578.30 | 7.5 | -0.10 | - | 64 | 26 | 110 |
| 15 Oct | 571.00 | 7.6 | -1.20 | - | 6 | 0 | 82 |
| 14 Oct | 567.30 | 8.8 | 1.15 | - | 17 | 7 | 81 |
| 11 Oct | 570.85 | 7.65 | -1.05 | - | 4 | 1 | 74 |
| 10 Oct | 571.70 | 8.7 | -1.80 | - | 20 | 3 | 73 |
| 9 Oct | 565.05 | 10.5 | 1.45 | - | 17 | 13 | 69 |
| 8 Oct | 567.35 | 9.05 | -0.95 | - | 8 | 0 | 56 |
| 7 Oct | 569.40 | 10 | 1.50 | - | 23 | 14 | 54 |
| 4 Oct | 572.45 | 8.5 | 1.40 | - | 13 | 10 | 39 |
| 3 Oct | 580.20 | 7.1 | - | 44 | 30 | 30 | |
For Dabur India Ltd - strike price 550 expiring on 28NOV2024
Delta for 550 PE is -0.85
Historical price for 550 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 41.95, which was 4.40 higher than the previous day. The implied volatity was 35.26, the open interest changed by -14 which decreased total open position to 474
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 37.55, which was -0.65 lower than the previous day. The implied volatity was 24.35, the open interest changed by -24 which decreased total open position to 489
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 38.2, which was 10.90 higher than the previous day. The implied volatity was 21.34, the open interest changed by -3 which decreased total open position to 515
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 27.3, which was 6.80 higher than the previous day. The implied volatity was 23.00, the open interest changed by -22 which decreased total open position to 519
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 20.5, which was -0.25 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 541
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 20.75, which was 4.00 higher than the previous day. The implied volatity was 25.97, the open interest changed by 17 which increased total open position to 539
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 16.75, which was -4.85 lower than the previous day. The implied volatity was 24.90, the open interest changed by -48 which decreased total open position to 524
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 21.6, which was 0.05 higher than the previous day. The implied volatity was 27.83, the open interest changed by -46 which decreased total open position to 572
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 21.55, which was 3.75 higher than the previous day. The implied volatity was 27.21, the open interest changed by 24 which increased total open position to 618
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 17.8, which was -0.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 595
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 18.4, which was -0.40 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 18.8, which was -5.75 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 24.55, which was 7.60 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 16.95, which was -7.00 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 23.95, which was 2.90 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 21.05, which was 7.15 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 13.9, which was 0.30 higher 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 13.6, which was 1.65 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 11.95, which was 0.95 higher 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 11, which was -0.20 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 11.2, which was 3.70 higher 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 7.5, which was -0.10 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 7.6, which was -1.20 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 8.8, which was 1.15 higher 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 7.65, which was -1.05 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 8.7, which was -1.80 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 10.5, which was 1.45 higher 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 9.05, which was -0.95 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 10, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct DABUR was trading at 572.45. The strike last trading price was 8.5, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct DABUR was trading at 580.20. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
