DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 520 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.23
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 18.9 | -0.85 | 19.74 | 174 | -9 | 333 | |||||||||
| 14 Sept | 538.85 | 22.55 | -5.8 | 19.58 | 115 | 12 | 329 | |||||||||
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| 17 Aug | 500.90 | 6.4 | -3.3 | 15.82 | 6 | 0 | 8 | |||||||||
For Dabur India Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 CE is 0.83
Historical price for 520 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 18.9, which was -0.85 lower than the previous day. The implied volatity was 19.74, the open interest changed by -9 which decreased total open position to 333
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 22.55, which was -5.8 lower than the previous day. The implied volatity was 19.58, the open interest changed by 12 which increased total open position to 329
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 6.4, which was -3.3 lower than the previous day. The implied volatity was 15.82, the open interest changed by 0 which decreased total open position to 8
| DABUR 30SEP2025 520 PE | |||||||
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Delta: -0.18
Vega: 0.25
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 2 | -0.15 | 21.27 | 232 | 25 | 651 |
| 14 Sept | 538.85 | 2.8 | 0.65 | 20.83 | 671 | 36 | 611 |
| 17 Aug | 500.90 | 16 | 0 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 520 expiring on 30SEP2025
Delta for 520 PE is -0.18
Historical price for 520 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 25 which increased total open position to 651
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 2.8, which was 0.65 higher than the previous day. The implied volatity was 20.83, the open interest changed by 36 which increased total open position to 611
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 16, 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
