DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 565 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.18
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 1.2 | -0.25 | 23.62 | 171 | -14 | 394 | |||||||||
| 14 Sept | 538.85 | 2.25 | -1.6 | 20.83 | 616 | 30 | 324 | |||||||||
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| 17 Aug | 500.90 | 10.4 | 0 | 8.45 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 565 expiring on 30SEP2025
Delta for 565 CE is 0.11
Historical price for 565 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 23.62, the open interest changed by -14 which decreased total open position to 394
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 2.25, which was -1.6 lower than the previous day. The implied volatity was 20.83, the open interest changed by 30 which increased total open position to 324
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 565 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.21
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 29.45 | 0.9 | 26.92 | 6 | -2 | 55 |
| 14 Sept | 538.85 | 27 | 5.25 | 21.25 | 24 | -17 | 59 |
| 17 Aug | 500.90 | 40.7 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 565 expiring on 30SEP2025
Delta for 565 PE is -0.85
Historical price for 565 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 29.45, which was 0.9 higher than the previous day. The implied volatity was 26.92, the open interest changed by -2 which decreased total open position to 55
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 27, which was 5.25 higher than the previous day. The implied volatity was 21.25, the open interest changed by -17 which decreased total open position to 59
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 40.7, 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
