DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.08
Theta: -0.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 0.4 | -0.20 | 26.36 | 399 | -95 | 703 | |||
| 13 Nov | 510.85 | 0.6 | -0.10 | 26.22 | 241 | 4 | 781 | |||
| 12 Nov | 510.50 | 0.7 | -0.40 | 26.72 | 539 | 8 | 811 | |||
| 11 Nov | 522.75 | 1.1 | -1.25 | 22.35 | 673 | 88 | 861 | |||
| 8 Nov | 531.50 | 2.35 | -0.55 | 20.87 | 510 | 11 | 773 | |||
| 7 Nov | 534.50 | 2.9 | -1.30 | 20.31 | 507 | 42 | 763 | |||
| 6 Nov | 539.60 | 4.2 | 0.30 | 19.40 | 971 | -32 | 724 | |||
| 5 Nov | 534.85 | 3.9 | -0.60 | 21.32 | 748 | 88 | 755 | |||
| 4 Nov | 534.95 | 4.5 | -2.40 | 22.23 | 1,092 | 86 | 676 | |||
| 1 Nov | 542.55 | 6.9 | 0.10 | 20.80 | 178 | 59 | 587 | |||
| 31 Oct | 540.00 | 6.8 | -5.10 | - | 1,986 | 236 | 538 | |||
| 30 Oct | 546.65 | 11.9 | 3.20 | - | 2,101 | 179 | 292 | |||
| 29 Oct | 535.85 | 8.7 | -6.20 | - | 243 | 48 | 111 | |||
| 28 Oct | 553.70 | 14.9 | 4.10 | - | 100 | 16 | 59 | |||
| 25 Oct | 538.70 | 10.8 | -1.35 | - | 22 | 9 | 43 | |||
| 24 Oct | 541.00 | 12.15 | -86.00 | - | 91 | 36 | 36 | |||
| 23 Oct | 558.70 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 559.10 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 568.20 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 571.40 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 572.55 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 578.30 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 15 Oct | 571.00 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 567.30 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 570.85 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 571.70 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 565.05 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 567.35 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 569.40 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 572.45 | 98.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 580.20 | 98.15 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 560 expiring on 28NOV2024
Delta for 560 CE is 0.04
Historical price for 560 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 26.36, the open interest changed by -95 which decreased total open position to 703
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 26.22, the open interest changed by 4 which increased total open position to 781
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 0.7, which was -0.40 lower than the previous day. The implied volatity was 26.72, the open interest changed by 8 which increased total open position to 811
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 1.1, which was -1.25 lower than the previous day. The implied volatity was 22.35, the open interest changed by 88 which increased total open position to 861
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by 11 which increased total open position to 773
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was 20.31, the open interest changed by 42 which increased total open position to 763
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 4.2, which was 0.30 higher than the previous day. The implied volatity was 19.40, the open interest changed by -32 which decreased total open position to 724
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 3.9, which was -0.60 lower than the previous day. The implied volatity was 21.32, the open interest changed by 88 which increased total open position to 755
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 4.5, which was -2.40 lower than the previous day. The implied volatity was 22.23, the open interest changed by 86 which increased total open position to 676
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 6.9, which was 0.10 higher than the previous day. The implied volatity was 20.80, the open interest changed by 59 which increased total open position to 587
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 6.8, which was -5.10 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 11.9, which was 3.20 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 8.7, which was -6.20 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 14.9, which was 4.10 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 10.8, 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 24 Oct DABUR was trading at 541.00. The strike last trading price was 12.15, which was -86.00 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, 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 98.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 48.3 | 1.30 | - | 1 | 0 | 244 |
| 13 Nov | 510.85 | 47 | -1.00 | 24.75 | 3 | -2 | 244 |
| 12 Nov | 510.50 | 48 | 11.65 | 23.93 | 13 | -1 | 246 |
| 11 Nov | 522.75 | 36.35 | 7.80 | 24.76 | 11 | 8 | 248 |
| 8 Nov | 531.50 | 28.55 | -0.45 | 22.28 | 9 | 0 | 240 |
| 7 Nov | 534.50 | 29 | 4.95 | 28.76 | 15 | 4 | 237 |
| 6 Nov | 539.60 | 24.05 | -5.45 | 26.74 | 27 | 7 | 233 |
| 5 Nov | 534.85 | 29.5 | 0.65 | 30.23 | 22 | 6 | 226 |
| 4 Nov | 534.95 | 28.85 | 3.50 | 28.33 | 32 | -10 | 222 |
| 1 Nov | 542.55 | 25.35 | -0.15 | 30.38 | 9 | 4 | 231 |
| 31 Oct | 540.00 | 25.5 | -0.50 | - | 237 | 148 | 228 |
| 30 Oct | 546.65 | 26 | -4.80 | - | 57 | 18 | 78 |
| 29 Oct | 535.85 | 30.8 | 9.50 | - | 7 | 2 | 60 |
| 28 Oct | 553.70 | 21.3 | -8.60 | - | 15 | -2 | 58 |
| 25 Oct | 538.70 | 29.9 | 2.00 | - | 3 | 0 | 60 |
| 24 Oct | 541.00 | 27.9 | 9.70 | - | 82 | -35 | 60 |
| 23 Oct | 558.70 | 18.2 | 0.35 | - | 69 | 14 | 52 |
| 22 Oct | 559.10 | 17.85 | 4.35 | - | 17 | 7 | 38 |
| 21 Oct | 568.20 | 13.5 | -0.55 | - | 2 | 0 | 29 |
| 18 Oct | 571.40 | 14.05 | 0.00 | - | 0 | 5 | 0 |
| 17 Oct | 572.55 | 14.05 | 3.80 | - | 11 | 4 | 28 |
| 16 Oct | 578.30 | 10.25 | -0.75 | - | 25 | 14 | 23 |
| 15 Oct | 571.00 | 11 | -1.50 | - | 1 | 0 | 8 |
| 14 Oct | 567.30 | 12.5 | 1.00 | - | 3 | 1 | 7 |
| 11 Oct | 570.85 | 11.5 | 0.80 | - | 4 | 3 | 6 |
| 10 Oct | 571.70 | 10.7 | -4.30 | - | 1 | 0 | 2 |
| 9 Oct | 565.05 | 15 | 11.10 | - | 2 | 1 | 1 |
| 8 Oct | 567.35 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 569.40 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 572.45 | 3.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 580.20 | 3.9 | - | 0 | 0 | 0 | |
For Dabur India Ltd - strike price 560 expiring on 28NOV2024
Delta for 560 PE is -
Historical price for 560 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 48.3, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 244
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 47, which was -1.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by -2 which decreased total open position to 244
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 48, which was 11.65 higher than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 246
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 36.35, which was 7.80 higher than the previous day. The implied volatity was 24.76, the open interest changed by 8 which increased total open position to 248
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 28.55, which was -0.45 lower than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 240
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 29, which was 4.95 higher than the previous day. The implied volatity was 28.76, the open interest changed by 4 which increased total open position to 237
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 24.05, which was -5.45 lower than the previous day. The implied volatity was 26.74, the open interest changed by 7 which increased total open position to 233
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 29.5, which was 0.65 higher than the previous day. The implied volatity was 30.23, the open interest changed by 6 which increased total open position to 226
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 28.85, which was 3.50 higher than the previous day. The implied volatity was 28.33, the open interest changed by -10 which decreased total open position to 222
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 25.35, which was -0.15 lower than the previous day. The implied volatity was 30.38, the open interest changed by 4 which increased total open position to 231
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 25.5, which was -0.50 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 26, which was -4.80 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 30.8, which was 9.50 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 21.3, which was -8.60 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 29.9, which was 2.00 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 27.9, which was 9.70 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 18.2, which was 0.35 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 17.85, which was 4.35 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 13.5, which was -0.55 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 14.05, 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 14.05, which was 3.80 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 10.25, which was -0.75 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 11, which was -1.50 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 12.5, which was 1.00 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 11.5, which was 0.80 higher 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 10.7, which was -4.30 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 15, which was 11.10 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 3.9, 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 3.9, 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 3.9, 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 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
