DABUR
Dabur India Ltd
Historical option data for DABUR
14 Nov 2024 04:12 PM IST
| DABUR 28NOV2024 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.06
Theta: -0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 508.10 | 0.3 | -0.10 | 28.95 | 202 | 1 | 419 | |||
| 13 Nov | 510.85 | 0.4 | -0.10 | 28.17 | 229 | -9 | 419 | |||
| 12 Nov | 510.50 | 0.5 | -0.25 | 28.86 | 463 | -48 | 432 | |||
| 11 Nov | 522.75 | 0.75 | -0.70 | 24.51 | 342 | 2 | 479 | |||
| 8 Nov | 531.50 | 1.45 | -0.35 | 22.25 | 213 | -12 | 478 | |||
| 7 Nov | 534.50 | 1.8 | -0.80 | 21.64 | 433 | 28 | 553 | |||
| 6 Nov | 539.60 | 2.6 | 0.05 | 20.61 | 507 | -2 | 527 | |||
| 5 Nov | 534.85 | 2.55 | -0.40 | 22.58 | 437 | 11 | 528 | |||
| 4 Nov | 534.95 | 2.95 | -1.65 | 23.24 | 691 | 213 | 517 | |||
| 1 Nov | 542.55 | 4.6 | -0.35 | 21.67 | 58 | 11 | 305 | |||
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| 31 Oct | 540.00 | 4.95 | -3.95 | - | 1,311 | -90 | 291 | |||
| 30 Oct | 546.65 | 8.9 | 2.45 | - | 1,220 | 232 | 382 | |||
| 29 Oct | 535.85 | 6.45 | -5.10 | - | 214 | 27 | 150 | |||
| 28 Oct | 553.70 | 11.55 | 3.65 | - | 153 | 45 | 122 | |||
| 25 Oct | 538.70 | 7.9 | -1.20 | - | 51 | 8 | 77 | |||
| 24 Oct | 541.00 | 9.1 | -5.95 | - | 67 | 20 | 69 | |||
| 23 Oct | 558.70 | 15.05 | -1.15 | - | 18 | 8 | 49 | |||
| 22 Oct | 559.10 | 16.2 | -4.45 | - | 39 | 10 | 40 | |||
| 21 Oct | 568.20 | 20.65 | -1.60 | - | 3 | -1 | 31 | |||
| 18 Oct | 571.40 | 22.25 | 0.00 | - | 13 | -1 | 31 | |||
| 17 Oct | 572.55 | 22.25 | -3.15 | - | 2 | 0 | 33 | |||
| 16 Oct | 578.30 | 25.4 | 4.90 | - | 22 | 5 | 32 | |||
| 15 Oct | 571.00 | 20.5 | 2.00 | - | 6 | 1 | 27 | |||
| 14 Oct | 567.30 | 18.5 | -1.40 | - | 4 | 3 | 25 | |||
| 11 Oct | 570.85 | 19.9 | -2.15 | - | 6 | 2 | 23 | |||
| 10 Oct | 571.70 | 22.05 | 2.35 | - | 23 | 10 | 20 | |||
| 9 Oct | 565.05 | 19.7 | -69.95 | - | 10 | 9 | 9 | |||
| 8 Oct | 567.35 | 89.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 569.40 | 89.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 572.45 | 89.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 580.20 | 89.65 | - | 0 | 0 | 0 | ||||
For Dabur India Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 CE is 0.03
Historical price for 570 CE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 28.95, the open interest changed by 1 which increased total open position to 419
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 28.17, the open interest changed by -9 which decreased total open position to 419
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 28.86, the open interest changed by -48 which decreased total open position to 432
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 24.51, the open interest changed by 2 which increased total open position to 479
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 22.25, the open interest changed by -12 which decreased total open position to 478
On 7 Nov DABUR was trading at 534.50. The strike last trading price was 1.8, which was -0.80 lower than the previous day. The implied volatity was 21.64, the open interest changed by 28 which increased total open position to 553
On 6 Nov DABUR was trading at 539.60. The strike last trading price was 2.6, which was 0.05 higher than the previous day. The implied volatity was 20.61, the open interest changed by -2 which decreased total open position to 527
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by 11 which increased total open position to 528
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 2.95, which was -1.65 lower than the previous day. The implied volatity was 23.24, the open interest changed by 213 which increased total open position to 517
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 4.6, which was -0.35 lower than the previous day. The implied volatity was 21.67, the open interest changed by 11 which increased total open position to 305
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 4.95, which was -3.95 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 8.9, which was 2.45 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 6.45, 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 28 Oct DABUR was trading at 553.70. The strike last trading price was 11.55, which was 3.65 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 7.9, 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 24 Oct DABUR was trading at 541.00. The strike last trading price was 9.1, which was -5.95 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 15.05, which was -1.15 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 16.2, which was -4.45 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 20.65, which was -1.60 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 22.25, 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 22.25, which was -3.15 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 25.4, which was 4.90 higher 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 20.5, 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 14 Oct DABUR was trading at 567.30. The strike last trading price was 18.5, which was -1.40 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 19.9, which was -2.15 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 22.05, which was 2.35 higher 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 19.7, which was -69.95 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 89.65, 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 89.65, 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 4 Oct DABUR was trading at 572.45. The strike last trading price was 89.65, 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 3 Oct DABUR was trading at 580.20. The strike last trading price was 89.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DABUR 28NOV2024 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.20
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 508.10 | 62 | 5.50 | 46.73 | 2 | 0 | 79 |
| 13 Nov | 510.85 | 56.5 | 7.00 | - | 4 | -2 | 79 |
| 12 Nov | 510.50 | 49.5 | 2.80 | - | 5 | -1 | 80 |
| 11 Nov | 522.75 | 46.7 | 12.95 | 31.29 | 8 | -4 | 77 |
| 8 Nov | 531.50 | 33.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 534.50 | 33.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 539.60 | 33.75 | -5.50 | 32.28 | 3 | 0 | 81 |
| 5 Nov | 534.85 | 39.25 | 2.05 | 35.54 | 1 | 0 | 81 |
| 4 Nov | 534.95 | 37.2 | 4.95 | 30.28 | 4 | 1 | 81 |
| 1 Nov | 542.55 | 32.25 | 0.00 | 0.00 | 0 | 36 | 0 |
| 31 Oct | 540.00 | 32.25 | 0.25 | - | 38 | 35 | 79 |
| 30 Oct | 546.65 | 32 | -7.00 | - | 1 | 0 | 43 |
| 29 Oct | 535.85 | 39 | 12.50 | - | 6 | 4 | 42 |
| 28 Oct | 553.70 | 26.5 | -11.50 | - | 6 | -4 | 38 |
| 25 Oct | 538.70 | 38 | -1.70 | - | 5 | 2 | 42 |
| 24 Oct | 541.00 | 39.7 | 16.40 | - | 13 | 1 | 39 |
| 23 Oct | 558.70 | 23.3 | -1.00 | - | 6 | 1 | 38 |
| 22 Oct | 559.10 | 24.3 | 5.80 | - | 26 | 16 | 38 |
| 21 Oct | 568.20 | 18.5 | -1.70 | - | 6 | -2 | 22 |
| 18 Oct | 571.40 | 20.2 | 2.20 | - | 9 | 4 | 24 |
| 17 Oct | 572.55 | 18 | 1.30 | - | 3 | 0 | 20 |
| 16 Oct | 578.30 | 16.7 | 1.20 | - | 18 | 7 | 20 |
| 15 Oct | 571.00 | 15.5 | -1.30 | - | 8 | 5 | 13 |
| 14 Oct | 567.30 | 16.8 | 1.30 | - | 1 | 0 | 8 |
| 11 Oct | 570.85 | 15.5 | -0.50 | - | 4 | 3 | 7 |
| 10 Oct | 571.70 | 16 | -2.00 | - | 1 | 0 | 3 |
| 9 Oct | 565.05 | 18 | 0.00 | - | 1 | 0 | 2 |
| 8 Oct | 567.35 | 18 | 0.75 | - | 2 | 1 | 3 |
| 7 Oct | 569.40 | 17.25 | 4.00 | - | 2 | 0 | 3 |
| 4 Oct | 572.45 | 13.25 | -1.45 | - | 3 | 1 | 2 |
| 3 Oct | 580.20 | 14.7 | - | 1 | 0 | 0 | |
For Dabur India Ltd - strike price 570 expiring on 28NOV2024
Delta for 570 PE is -0.88
Historical price for 570 PE is as follows
On 14 Nov DABUR was trading at 508.10. The strike last trading price was 62, which was 5.50 higher than the previous day. The implied volatity was 46.73, the open interest changed by 0 which decreased total open position to 79
On 13 Nov DABUR was trading at 510.85. The strike last trading price was 56.5, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 79
On 12 Nov DABUR was trading at 510.50. The strike last trading price was 49.5, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 80
On 11 Nov DABUR was trading at 522.75. The strike last trading price was 46.7, which was 12.95 higher than the previous day. The implied volatity was 31.29, the open interest changed by -4 which decreased total open position to 77
On 8 Nov DABUR was trading at 531.50. The strike last trading price was 33.75, 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 7 Nov DABUR was trading at 534.50. The strike last trading price was 33.75, 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 Nov DABUR was trading at 539.60. The strike last trading price was 33.75, which was -5.50 lower than the previous day. The implied volatity was 32.28, the open interest changed by 0 which decreased total open position to 81
On 5 Nov DABUR was trading at 534.85. The strike last trading price was 39.25, which was 2.05 higher than the previous day. The implied volatity was 35.54, the open interest changed by 0 which decreased total open position to 81
On 4 Nov DABUR was trading at 534.95. The strike last trading price was 37.2, which was 4.95 higher than the previous day. The implied volatity was 30.28, the open interest changed by 1 which increased total open position to 81
On 1 Nov DABUR was trading at 542.55. The strike last trading price was 32.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 36 which increased total open position to 0
On 31 Oct DABUR was trading at 540.00. The strike last trading price was 32.25, which was 0.25 higher 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 32, 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 29 Oct DABUR was trading at 535.85. The strike last trading price was 39, which was 12.50 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 26.5, which was -11.50 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 38, which was -1.70 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 39.7, which was 16.40 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 23.3, which was -1.00 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 24.3, which was 5.80 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 18.5, which was -1.70 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 20.2, which was 2.20 higher 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 18, which was 1.30 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 16.7, which was 1.20 higher 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 15.5, which was -1.30 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 16.8, which was 1.30 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 15.5, 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 10 Oct DABUR was trading at 571.70. The strike last trading price was 16, which was -2.00 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 18, 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 18, which was 0.75 higher 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 17.25, 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 4 Oct DABUR was trading at 572.45. The strike last trading price was 13.25, which was -1.45 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 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
