DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 540 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.37
Theta: -0.40
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 6.1 | -1 | 19.79 | 1,846 | 66 | 1,356 | |||||||||
| 14 Sept | 538.85 | 9 | -4.65 | 18.63 | 2,270 | 304 | 662 | |||||||||
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| 17 Aug | 500.90 | 3.25 | -0.75 | 18.49 | 1 | 0 | 6 | |||||||||
For Dabur India Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 CE is 0.45
Historical price for 540 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 6.1, which was -1 lower than the previous day. The implied volatity was 19.79, the open interest changed by 66 which increased total open position to 1356
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 9, which was -4.65 lower than the previous day. The implied volatity was 18.63, the open interest changed by 304 which increased total open position to 662
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 18.49, the open interest changed by 0 which decreased total open position to 6
| DABUR 30SEP2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.37
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 9.35 | 0.4 | 21.35 | 763 | -265 | 1,092 |
| 14 Sept | 538.85 | 9.3 | 2.15 | 19.80 | 2,194 | -311 | 994 |
| 17 Aug | 500.90 | 58.5 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 540 expiring on 30SEP2025
Delta for 540 PE is -0.55
Historical price for 540 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 9.35, which was 0.4 higher than the previous day. The implied volatity was 21.35, the open interest changed by -265 which decreased total open position to 1092
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 9.3, which was 2.15 higher than the previous day. The implied volatity was 19.80, the open interest changed by -311 which decreased total open position to 994
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 58.5, 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
