DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 500 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 | 37 | 0.35 | - | 10 | 1 | 79 | |||||||||
| 14 Sept | 538.85 | 40.85 | -6.6 | 23.30 | 30 | 7 | 77 | |||||||||
| 17 Aug | 500.90 | 16 | -1.5 | 16.64 | 1 | 0 | 5 | |||||||||
For Dabur India Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 CE is -
Historical price for 500 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 37, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 79
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 40.85, which was -6.6 lower than the previous day. The implied volatity was 23.30, the open interest changed by 7 which increased total open position to 77
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 16, which was -1.5 lower than the previous day. The implied volatity was 16.64, the open interest changed by 0 which decreased total open position to 5
| DABUR 30SEP2025 500 PE | |||||||
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Delta: -0.05
Vega: 0.10
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 0.55 | -0.05 | 26.01 | 42 | -19 | 720 |
| 14 Sept | 538.85 | 0.9 | 0.1 | 24.01 | 722 | 143 | 720 |
| 17 Aug | 500.90 | 11 | 1 | 20.31 | 1 | 1 | 5 |
For Dabur India Ltd - strike price 500 expiring on 30SEP2025
Delta for 500 PE is -0.05
Historical price for 500 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 26.01, the open interest changed by -19 which decreased total open position to 720
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 24.01, the open interest changed by 143 which increased total open position to 720
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 11, which was 1 higher than the previous day. The implied volatity was 20.31, the open interest changed by 1 which increased total open position to 5
