DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 535.45 | 0.1 | -0.05 | 31.21 | 19 | -6 | 699 | |||||||||
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| 14 Sept | 538.85 | 0.25 | -0.1 | 26.22 | 69 | -23 | 765 | |||||||||
For Dabur India Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.01
Historical price for 610 CE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by -6 which decreased total open position to 699
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 26.22, the open interest changed by -23 which decreased total open position to 765
| DABUR 30SEP2025 610 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 | 55.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 55.6 | 0 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 610 expiring on 30SEP2025
Delta for 610 PE is 0.00
Historical price for 610 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 55.6, 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 55.6, 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
