DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 570 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.15
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 1 | -0.1 | 25.28 | 418 | 9 | 1,103 | |||||||||
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| 14 Sept | 538.85 | 1.8 | -1.15 | 21.77 | 849 | 41 | 1,246 | |||||||||
| 17 Aug | 500.90 | 4.15 | 0 | 9.05 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 CE is 0.09
Historical price for 570 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 25.28, the open interest changed by 9 which increased total open position to 1103
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 1.8, which was -1.15 lower than the previous day. The implied volatity was 21.77, the open interest changed by 41 which increased total open position to 1246
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 9.05, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 570 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 535.45 | 34.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 33 | 6.7 | 27.13 | 27 | -10 | 239 |
| 17 Aug | 500.90 | 83.45 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 570 expiring on 30SEP2025
Delta for 570 PE is 0.00
Historical price for 570 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 34.45, 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
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 33, which was 6.7 higher than the previous day. The implied volatity was 27.13, the open interest changed by -10 which decreased total open position to 239
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 83.45, 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
