DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 580 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.11
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 0.6 | -0.05 | 27.36 | 411 | 48 | 1,163 | |||||||||
| 14 Sept | 538.85 | 1.05 | -0.7 | 22.91 | 935 | 220 | 1,063 | |||||||||
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| 17 Aug | 500.90 | 3.2 | 0 | 10.20 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 CE is 0.06
Historical price for 580 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 27.36, the open interest changed by 48 which increased total open position to 1163
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 1.05, which was -0.7 lower than the previous day. The implied volatity was 22.91, the open interest changed by 220 which increased total open position to 1063
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 10.20, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 580 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 | 43.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 43.95 | 10.6 | 35.50 | 14 | -4 | 40 |
| 17 Aug | 500.90 | 92.35 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 580 expiring on 30SEP2025
Delta for 580 PE is 0.00
Historical price for 580 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 43.95, 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
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 43.95, which was 10.6 higher than the previous day. The implied volatity was 35.50, the open interest changed by -4 which decreased total open position to 40
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 92.35, 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
