DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 460 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 41.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 538.85 | 41.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is -
Historical price for 460 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 41.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 41.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 0.15 | 0.05 | 39.97 | 8 | -2 | 181 |
| 14 Sept | 538.85 | 0.15 | 0.05 | 32.60 | 7 | -7 | 186 |
For Dabur India Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -0.01
Historical price for 460 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 39.97, the open interest changed by -2 which decreased total open position to 181
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 32.60, the open interest changed by -7 which decreased total open position to 186
