DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 32.35 | -0.55 | 17.73 | 9 | 1 | 10 | |||||||||
| 14 Sept | 538.85 | 32.9 | -10.9 | - | 10 | 1 | 11 | |||||||||
| 17 Aug | 500.90 | 38.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 505 expiring on 30SEP2025
Delta for 505 CE is 0.98
Historical price for 505 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 32.35, which was -0.55 lower than the previous day. The implied volatity was 17.73, the open interest changed by 1 which increased total open position to 10
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 32.9, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 38.8, 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 505 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.12
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 0.65 | -0.1 | 24.00 | 27 | 0 | 88 |
| 14 Sept | 538.85 | 1.1 | 0.25 | 22.71 | 66 | -2 | 101 |
| 17 Aug | 500.90 | 9.7 | 0 | 0.36 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 505 expiring on 30SEP2025
Delta for 505 PE is -0.07
Historical price for 505 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 88
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 22.71, the open interest changed by -2 which decreased total open position to 101
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
