DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 535 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.37
Theta: -0.40
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 8.4 | -1.35 | 19.41 | 683 | 20 | 518 | |||||||||
| 14 Sept | 538.85 | 11.6 | -5.45 | 18.43 | 569 | 50 | 248 | |||||||||
| 17 Aug | 500.90 | 21.45 | 0 | 4.39 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 535 expiring on 30SEP2025
Delta for 535 CE is 0.56
Historical price for 535 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 8.4, which was -1.35 lower than the previous day. The implied volatity was 19.41, the open interest changed by 20 which increased total open position to 518
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 11.6, which was -5.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by 50 which increased total open position to 248
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 21.45, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 535 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.37
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 6.65 | 0.1 | 20.94 | 947 | -274 | 447 |
| 14 Sept | 538.85 | 7.15 | 1.8 | 20.13 | 1,014 | 37 | 321 |
| 17 Aug | 500.90 | 22.05 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 535 expiring on 30SEP2025
Delta for 535 PE is -0.45
Historical price for 535 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 6.65, which was 0.1 higher than the previous day. The implied volatity was 20.94, the open interest changed by -274 which decreased total open position to 447
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 7.15, which was 1.8 higher than the previous day. The implied volatity was 20.13, the open interest changed by 37 which increased total open position to 321
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 22.05, 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
