DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.06
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 0.3 | 0 | 32.42 | 126 | 17 | 954 | |||||||||
| 14 Sept | 538.85 | 0.4 | -0.25 | 25.49 | 1,015 | -14 | 1,102 | |||||||||
| 17 Aug | 500.90 | 0.6 | -0.1 | 25.01 | 1 | 1 | 12 | |||||||||
For Dabur India Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 CE is 0.03
Historical price for 600 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 32.42, the open interest changed by 17 which increased total open position to 954
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 25.49, the open interest changed by -14 which decreased total open position to 1102
On 17 Aug DABUR was trading at 500.90. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 12
| DABUR 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 62.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 50.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 500.90 | 110.65 | 0 | - | 0 | 0 | 0 |
For Dabur India Ltd - strike price 600 expiring on 30SEP2025
Delta for 600 PE is 0.00
Historical price for 600 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 62.5, 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 50.8, 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 17 Aug DABUR was trading at 500.90. The strike last trading price was 110.65, 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
