DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 515 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.16
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 23.1 | -0.3 | 19.24 | 17 | -5 | 94 | |||||||||
| 14 Sept | 538.85 | 35.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 500.90 | 32.3 | 0 | 1.25 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 515 expiring on 30SEP2025
Delta for 515 CE is 0.90
Historical price for 515 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 23.1, which was -0.3 lower than the previous day. The implied volatity was 19.24, the open interest changed by -5 which decreased total open position to 94
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 35.6, 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 32.3, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 515 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.20
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 1.35 | -0.1 | 22.02 | 101 | 25 | 329 |
| 14 Sept | 538.85 | 2.05 | 0.4 | 21.41 | 168 | 20 | 262 |
| 17 Aug | 500.90 | 13.1 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 515 expiring on 30SEP2025
Delta for 515 PE is -0.13
Historical price for 515 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 22.02, the open interest changed by 25 which increased total open position to 329
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 2.05, which was 0.4 higher than the previous day. The implied volatity was 21.41, the open interest changed by 20 which increased total open position to 262
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 13.1, 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
