DABUR
Dabur India Ltd
Historical option data for DABUR
28 Sep 2025 10:08 PM IST
| DABUR 28-OCT-2025 510 CE | ||||||||||||||||
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Delta: 0.44
Vega: 0.58
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 499.75 | 8.85 | -4.5 | 19.14 | 312 | 115 | 203 | |||||||||
| 21 Sept | 535.45 | 33.5 | -7.5 | 17.79 | 1 | 1 | 0 | |||||||||
| 14 Sept | 538.85 | 41 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 500.90 | 41 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 510 expiring on 28OCT2025
Delta for 510 CE is 0.44
Historical price for 510 CE is as follows
On 28 Sept DABUR was trading at 499.75. The strike last trading price was 8.85, which was -4.5 lower than the previous day. The implied volatity was 19.14, the open interest changed by 115 which increased total open position to 203
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 33.5, which was -7.5 lower than the previous day. The implied volatity was 17.79, the open interest changed by 1 which increased total open position to 0
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 41, 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 17 Aug DABUR was trading at 500.90. The strike last trading price was 41, 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 28OCT2025 510 PE | |||||||
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Delta: -0.55
Vega: 0.59
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 499.75 | 17.35 | 3.95 | 24.36 | 83 | 30 | 191 |
| 21 Sept | 535.45 | 4 | -0.25 | 21.49 | 5 | 3 | 27 |
| 14 Sept | 538.85 | 4.55 | 0.7 | 21.94 | 20 | 13 | 14 |
| 17 Aug | 500.90 | 14.5 | 0 | 0.19 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 510 expiring on 28OCT2025
Delta for 510 PE is -0.55
Historical price for 510 PE is as follows
On 28 Sept DABUR was trading at 499.75. The strike last trading price was 17.35, which was 3.95 higher than the previous day. The implied volatity was 24.36, the open interest changed by 30 which increased total open position to 191
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 27
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 4.55, which was 0.7 higher than the previous day. The implied volatity was 21.94, the open interest changed by 13 which increased total open position to 14
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 14.5, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
