DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 555 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.26
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 2.25 | -0.45 | 21.83 | 393 | 80 | 413 | |||||||||
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| 14 Sept | 538.85 | 4 | -2.65 | 19.90 | 415 | 42 | 261 | |||||||||
| 17 Aug | 500.90 | 13.45 | 0 | 7.18 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 555 expiring on 30SEP2025
Delta for 555 CE is 0.20
Historical price for 555 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 21.83, the open interest changed by 80 which increased total open position to 413
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 4, which was -2.65 lower than the previous day. The implied volatity was 19.90, the open interest changed by 42 which increased total open position to 261
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 13.45, which was 0 lower than the previous day. The implied volatity was 7.18, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 555 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.28
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 20.55 | 1.25 | 24.29 | 44 | 2 | 46 |
| 14 Sept | 538.85 | 20 | 5.15 | 23.13 | 28 | 0 | 65 |
| 17 Aug | 500.90 | 33.8 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 555 expiring on 30SEP2025
Delta for 555 PE is -0.77
Historical price for 555 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 20.55, which was 1.25 higher than the previous day. The implied volatity was 24.29, the open interest changed by 2 which increased total open position to 46
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 20, which was 5.15 higher than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 65
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 33.8, 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
