DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 525 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.31
Theta: -0.41
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 15.75 | -0.55 | 22.32 | 17 | 3 | 100 | |||||||||
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| 14 Sept | 538.85 | 18.55 | -6.4 | 19.15 | 43 | -5 | 107 | |||||||||
| 17 Aug | 500.90 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 525 expiring on 30SEP2025
Delta for 525 CE is 0.73
Historical price for 525 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 15.75, which was -0.55 lower than the previous day. The implied volatity was 22.32, the open interest changed by 3 which increased total open position to 100
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 18.55, which was -6.4 lower than the previous day. The implied volatity was 19.15, the open interest changed by -5 which decreased total open position to 107
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 8, 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
| DABUR 30SEP2025 525 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.30
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 2.95 | -0.15 | 20.60 | 155 | 6 | 252 |
| 14 Sept | 538.85 | 3.8 | 0.8 | 20.30 | 274 | 3 | 244 |
| 17 Aug | 500.90 | 17.2 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 525 expiring on 30SEP2025
Delta for 525 PE is -0.25
Historical price for 525 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 20.60, the open interest changed by 6 which increased total open position to 252
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was 20.30, the open interest changed by 3 which increased total open position to 244
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 17.2, 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
