DABUR
Dabur India Ltd
Historical option data for DABUR
20 Dec 2024 04:12 PM IST
| DABUR 26DEC2024 555 CE | ||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 502.55 | 0.2 | -0.15 | 38.87 | 2 | -1 | 126 | |||
| 19 Dec | 503.95 | 0.35 | 0.05 | 36.51 | 91 | -48 | 128 | |||
| 18 Dec | 505.40 | 0.3 | 0.00 | 32.63 | 40 | -13 | 176 | |||
| 17 Dec | 505.40 | 0.3 | -0.10 | 30.57 | 6 | -1 | 190 | |||
| 16 Dec | 509.95 | 0.4 | -0.20 | 27.95 | 11 | 0 | 191 | |||
| 13 Dec | 512.80 | 0.6 | -0.05 | 25.57 | 77 | 5 | 191 | |||
| 12 Dec | 506.65 | 0.65 | -0.10 | 27.88 | 93 | 17 | 188 | |||
| 11 Dec | 508.35 | 0.75 | -0.10 | 26.46 | 70 | -9 | 171 | |||
| 10 Dec | 506.95 | 0.85 | -0.25 | 27.15 | 127 | -30 | 181 | |||
| 9 Dec | 506.85 | 1.1 | -0.60 | 27.87 | 371 | 73 | 211 | |||
| 6 Dec | 523.80 | 1.7 | 0.15 | 20.29 | 141 | -7 | 140 | |||
| 5 Dec | 523.15 | 1.55 | -0.25 | 18.46 | 234 | 37 | 149 | |||
| 4 Dec | 522.80 | 1.8 | -0.25 | 20.00 | 117 | 4 | 112 | |||
| 3 Dec | 522.55 | 2.05 | -0.15 | 19.98 | 122 | 2 | 111 | |||
| 2 Dec | 523.90 | 2.2 | -0.45 | 19.42 | 132 | 18 | 111 | |||
| 29 Nov | 527.15 | 2.65 | -0.80 | 18.28 | 229 | 42 | 93 | |||
| 28 Nov | 526.00 | 3.45 | -0.35 | 20.28 | 53 | 13 | 51 | |||
| 27 Nov | 527.50 | 3.8 | 0.00 | 0.00 | 0 | 35 | 0 | |||
| 26 Nov | 525.35 | 3.8 | -0.70 | 20.59 | 50 | 36 | 39 | |||
| 25 Nov | 521.50 | 4.5 | 4.00 | 23.44 | 10 | 2 | 3 | |||
| 22 Nov | 513.00 | 0.5 | -4.05 | 13.88 | 2 | 0 | 1 | |||
| 21 Nov | 505.75 | 4.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 508.20 | 4.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 508.20 | 4.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 508.50 | 4.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 508.10 | 4.55 | -14.35 | 25.21 | 1 | 0 | 0 | |||
| 13 Nov | 510.85 | 18.9 | 0.00 | 6.14 | 0 | 0 | 0 | |||
| 12 Nov | 510.50 | 18.9 | 0.00 | 6.00 | 0 | 0 | 0 | |||
| 11 Nov | 522.75 | 18.9 | 0.00 | 4.10 | 0 | 0 | 0 | |||
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| 8 Nov | 531.50 | 18.9 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 7 Nov | 534.50 | 18.9 | 2.00 | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 555 expiring on 26DEC2024
Delta for 555 CE is 0.02
Historical price for 555 CE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 38.87, the open interest changed by -1 which decreased total open position to 126
On 19 Dec DABUR was trading at 503.95. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 36.51, the open interest changed by -48 which decreased total open position to 128
On 18 Dec DABUR was trading at 505.40. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 32.63, the open interest changed by -13 which decreased total open position to 176
On 17 Dec DABUR was trading at 505.40. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 30.57, the open interest changed by -1 which decreased total open position to 190
On 16 Dec DABUR was trading at 509.95. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 191
On 13 Dec DABUR was trading at 512.80. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 25.57, the open interest changed by 5 which increased total open position to 191
On 12 Dec DABUR was trading at 506.65. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 27.88, the open interest changed by 17 which increased total open position to 188
On 11 Dec DABUR was trading at 508.35. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 26.46, the open interest changed by -9 which decreased total open position to 171
On 10 Dec DABUR was trading at 506.95. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 27.15, the open interest changed by -30 which decreased total open position to 181
On 9 Dec DABUR was trading at 506.85. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 27.87, the open interest changed by 73 which increased total open position to 211
On 6 Dec DABUR was trading at 523.80. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 20.29, the open interest changed by -7 which decreased total open position to 140
On 5 Dec DABUR was trading at 523.15. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 18.46, the open interest changed by 37 which increased total open position to 149
On 4 Dec DABUR was trading at 522.80. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 20.00, the open interest changed by 4 which increased total open position to 112
On 3 Dec DABUR was trading at 522.55. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 19.98, the open interest changed by 2 which increased total open position to 111
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 18 which increased total open position to 111
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 2.65, which was -0.80 lower than the previous day. The implied volatity was 18.28, the open interest changed by 42 which increased total open position to 93
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 20.28, the open interest changed by 13 which increased total open position to 51
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 35 which increased total open position to 0
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 3.8, which was -0.70 lower than the previous day. The implied volatity was 20.59, the open interest changed by 36 which increased total open position to 39
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 4.5, which was 4.00 higher than the previous day. The implied volatity was 23.44, the open interest changed by 2 which increased total open position to 3
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 0.5, which was -4.05 lower than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 1
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 4.55, 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 20 Nov DABUR was trading at 508.20. The strike last trading price was 4.55, 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 19 Nov DABUR was trading at 508.20. The strike last trading price was 4.55, 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 18 Nov DABUR was trading at 508.50. The strike last trading price was 4.55, 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 14 Nov DABUR was trading at 508.10. The strike last trading price was 4.55, which was -14.35 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 6.00, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 4.10, 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 18.9, which was 0.00 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 18.9, which was lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
| DABUR 26DEC2024 555 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 502.55 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 503.95 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 505.40 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 505.40 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 509.95 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 512.80 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 506.65 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 508.35 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 506.95 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 506.85 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 523.80 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 523.15 | 31.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 522.80 | 31.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 522.55 | 31.85 | 0.85 | 24.58 | 4 | -1 | 1 |
| 2 Dec | 523.90 | 31 | 0.05 | 24.41 | 1 | 0 | 1 |
| 29 Nov | 527.15 | 30.95 | 3.20 | 27.26 | 2 | 1 | 1 |
| 28 Nov | 526.00 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 527.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 525.35 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 521.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 513.00 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 505.75 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 508.20 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 508.20 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 508.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 508.10 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 510.85 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 510.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 522.75 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 531.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 534.50 | 27.75 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 555 expiring on 26DEC2024
Delta for 555 PE is 0.00
Historical price for 555 PE is as follows
On 20 Dec DABUR was trading at 502.55. The strike last trading price was 31.85, 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 19 Dec DABUR was trading at 503.95. The strike last trading price was 31.85, 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 18 Dec DABUR was trading at 505.40. The strike last trading price was 31.85, 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 17 Dec DABUR was trading at 505.40. The strike last trading price was 31.85, 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 16 Dec DABUR was trading at 509.95. The strike last trading price was 31.85, 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 13 Dec DABUR was trading at 512.80. The strike last trading price was 31.85, 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 12 Dec DABUR was trading at 506.65. The strike last trading price was 31.85, 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 Dec DABUR was trading at 508.35. The strike last trading price was 31.85, 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 10 Dec DABUR was trading at 506.95. The strike last trading price was 31.85, 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 9 Dec DABUR was trading at 506.85. The strike last trading price was 31.85, 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 6 Dec DABUR was trading at 523.80. The strike last trading price was 31.85, 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 5 Dec DABUR was trading at 523.15. The strike last trading price was 31.85, 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 4 Dec DABUR was trading at 522.80. The strike last trading price was 31.85, 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 3 Dec DABUR was trading at 522.55. The strike last trading price was 31.85, which was 0.85 higher than the previous day. The implied volatity was 24.58, the open interest changed by -1 which decreased total open position to 1
On 2 Dec DABUR was trading at 523.90. The strike last trading price was 31, which was 0.05 higher than the previous day. The implied volatity was 24.41, the open interest changed by 0 which decreased total open position to 1
On 29 Nov DABUR was trading at 527.15. The strike last trading price was 30.95, which was 3.20 higher than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 1
On 28 Nov DABUR was trading at 526.00. The strike last trading price was 27.75, 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 0
On 27 Nov DABUR was trading at 527.50. The strike last trading price was 27.75, 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 0
On 26 Nov DABUR was trading at 525.35. The strike last trading price was 27.75, 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 0
On 25 Nov DABUR was trading at 521.50. The strike last trading price was 27.75, 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 0
On 22 Nov DABUR was trading at 513.00. The strike last trading price was 27.75, 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 0
On 21 Nov DABUR was trading at 505.75. The strike last trading price was 27.75, 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 0
On 20 Nov DABUR was trading at 508.20. The strike last trading price was 27.75, 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 0
On 19 Nov DABUR was trading at 508.20. The strike last trading price was 27.75, 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 0
On 18 Nov DABUR was trading at 508.50. The strike last trading price was 27.75, 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 0
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 27.75, 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 0
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 27.75, 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 0
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 27.75, 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 0
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 27.75, 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 0
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 27.75, 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 0
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 27.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
