DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.31
Theta: -0.34
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 3.2 | -0.55 | 21.26 | 1,603 | 106 | 1,631 | |||||||||
| 14 Sept | 538.85 | 5.25 | -3.3 | 19.36 | 2,302 | 101 | 1,343 | |||||||||
| 17 Aug | 500.90 | 2.45 | -0.05 | 19.91 | 3 | 1 | 4 | |||||||||
For Dabur India Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 CE is 0.27
Historical price for 550 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 21.26, the open interest changed by 106 which increased total open position to 1631
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 5.25, which was -3.3 lower than the previous day. The implied volatity was 19.36, the open interest changed by 101 which increased total open position to 1343
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 19.91, the open interest changed by 1 which increased total open position to 4
| DABUR 30SEP2025 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.32
Theta: -0.22
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 16.3 | 0.75 | 22.72 | 91 | -5 | 398 |
| 14 Sept | 538.85 | 15.3 | 3.5 | 20.17 | 390 | -88 | 458 |
| 17 Aug | 500.90 | 40.95 | 0 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 550 expiring on 30SEP2025
Delta for 550 PE is -0.72
Historical price for 550 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 16.3, which was 0.75 higher than the previous day. The implied volatity was 22.72, the open interest changed by -5 which decreased total open position to 398
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 15.3, which was 3.5 higher than the previous day. The implied volatity was 20.17, the open interest changed by -88 which decreased total open position to 458
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
