DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 590 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.08
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 0.4 | 0.05 | 29.72 | 44 | -10 | 408 | |||||||||
| 14 Sept | 538.85 | 0.6 | -0.5 | 23.89 | 595 | 125 | 473 | |||||||||
| 17 Aug | 500.90 | 2.4 | 0 | 11.27 | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 CE is 0.04
Historical price for 590 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 29.72, the open interest changed by -10 which decreased total open position to 408
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was 23.89, the open interest changed by 125 which increased total open position to 473
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 11.27, the open interest changed by 0 which decreased total open position to 0
| DABUR 30SEP2025 590 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 | 50.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 50.5 | 7 | 26.67 | 12 | 7 | 22 |
| 17 Aug | 500.90 | 101.4 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 590 expiring on 30SEP2025
Delta for 590 PE is 0.00
Historical price for 590 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 50.5, 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
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 50.5, which was 7 higher than the previous day. The implied volatity was 26.67, the open interest changed by 7 which increased total open position to 22
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 101.4, 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
