DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 0.34
Theta: -0.39
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 11.3 | -1.5 | 19.16 | 1,851 | 353 | 647 | |||||||||
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| 14 Sept | 538.85 | 14.85 | -6.1 | 18.70 | 349 | 4 | 270 | |||||||||
| 17 Aug | 500.90 | 10.95 | 0 | 3.64 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 CE is 0.67
Historical price for 530 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 11.3, which was -1.5 lower than the previous day. The implied volatity was 19.16, the open interest changed by 353 which increased total open position to 647
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 14.85, which was -6.1 lower than the previous day. The implied volatity was 18.70, the open interest changed by 4 which increased total open position to 270
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 10.95, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.34
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 4.55 | 0 | 20.76 | 755 | 83 | 564 |
| 14 Sept | 538.85 | 5.25 | 1.2 | 20.13 | 1,378 | 85 | 407 |
| 17 Aug | 500.90 | 50.9 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 530 expiring on 30SEP2025
Delta for 530 PE is -0.35
Historical price for 530 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 20.76, the open interest changed by 83 which increased total open position to 564
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 5.25, which was 1.2 higher than the previous day. The implied volatity was 20.13, the open interest changed by 85 which increased total open position to 407
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 50.9, 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
