DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 480 CE | ||||||||||||||||
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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 | |||||||||
| 21 Sept | 535.45 | 76.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 538.85 | 76.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 500.90 | 29.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 CE is 0.00
Historical price for 480 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 76.6, which was 0 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 14 Sept DABUR was trading at 538.85. The strike last trading price was 76.6, which was 0 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 Aug DABUR was trading at 500.90. The strike last trading price was 29.85, 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 480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 0.2 | -0.15 | 31.54 | 11 | 0 | 165 |
| 14 Sept | 538.85 | 0.35 | 0.05 | 28.05 | 11 | -8 | 179 |
| 17 Aug | 500.90 | 20.6 | 0 | 4.67 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 480 expiring on 30SEP2025
Delta for 480 PE is -0.02
Historical price for 480 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 165
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 28.05, the open interest changed by -8 which decreased total open position to 179
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
