DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 545 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.35
Theta: -0.38
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 4.5 | -0.75 | 20.70 | 641 | 77 | 632 | |||||||||
| 14 Sept | 538.85 | 6.8 | -4.15 | 18.74 | 1,415 | 335 | 614 | |||||||||
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| 17 Aug | 500.90 | 17.1 | 0 | 5.83 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 545 expiring on 30SEP2025
Delta for 545 CE is 0.35
Historical price for 545 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 20.70, the open interest changed by 77 which increased total open position to 632
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 6.8, which was -4.15 lower than the previous day. The implied volatity was 18.74, the open interest changed by 335 which increased total open position to 614
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 17.1, which was 0 lower than the previous day. The implied volatity was 5.83, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 545 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.35
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 12.6 | 0.3 | 21.97 | 104 | 10 | 150 |
| 14 Sept | 538.85 | 12 | 2.85 | 19.76 | 209 | -27 | 158 |
| 17 Aug | 500.90 | 27.6 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 545 expiring on 30SEP2025
Delta for 545 PE is -0.64
Historical price for 545 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 12.6, which was 0.3 higher than the previous day. The implied volatity was 21.97, the open interest changed by 10 which increased total open position to 150
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 12, which was 2.85 higher than the previous day. The implied volatity was 19.76, the open interest changed by -27 which decreased total open position to 158
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 27.6, 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
