DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 560 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.22
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 1.7 | -0.25 | 23.00 | 539 | 6 | 1,104 | |||||||||
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| 14 Sept | 538.85 | 3 | -2.05 | 20.34 | 1,881 | 193 | 1,206 | |||||||||
| 17 Aug | 500.90 | 2.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 CE is 0.15
Historical price for 560 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 23.00, the open interest changed by 6 which increased total open position to 1104
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 3, which was -2.05 lower than the previous day. The implied volatity was 20.34, the open interest changed by 193 which increased total open position to 1206
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 2.5, 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
| DABUR 30SEP2025 560 PE | |||||||
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Delta: -0.83
Vega: 0.24
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 24.65 | 1.1 | 24.47 | 20 | -3 | 259 |
| 14 Sept | 538.85 | 23.2 | 5 | 21.88 | 44 | -7 | 299 |
| 17 Aug | 500.90 | 74.85 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 560 expiring on 30SEP2025
Delta for 560 PE is -0.83
Historical price for 560 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 24.65, which was 1.1 higher than the previous day. The implied volatity was 24.47, the open interest changed by -3 which decreased total open position to 259
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 23.2, which was 5 higher than the previous day. The implied volatity was 21.88, the open interest changed by -7 which decreased total open position to 299
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 74.85, 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
