DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 28OCT2025 540 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.70
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 14.55 | -0.15 | 19.81 | 63 | 16 | 98 | |||||||||
| 14 Sept | 538.85 | 16.55 | -4.45 | 18.81 | 11 | 5 | 10 | |||||||||
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| 17 Aug | 500.90 | 24.85 | 0 | 3.02 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 540 expiring on 28OCT2025
Delta for 540 CE is 0.53
Historical price for 540 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 14.55, which was -0.15 lower than the previous day. The implied volatity was 19.81, the open interest changed by 16 which increased total open position to 98
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 16.55, which was -4.45 lower than the previous day. The implied volatity was 18.81, the open interest changed by 5 which increased total open position to 10
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 24.85, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| DABUR 28OCT2025 540 PE | |||||||
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Delta: -0.47
Vega: 0.70
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 14.95 | 0.95 | 22.45 | 7 | 5 | 74 |
| 14 Sept | 538.85 | 15 | 3.2 | 22.55 | 12 | 12 | 28 |
| 17 Aug | 500.90 | 0 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 540 expiring on 28OCT2025
Delta for 540 PE is -0.47
Historical price for 540 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 14.95, which was 0.95 higher than the previous day. The implied volatity was 22.45, the open interest changed by 5 which increased total open position to 74
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 15, which was 3.2 higher than the previous day. The implied volatity was 22.55, the open interest changed by 12 which increased total open position to 28
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 0, 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
