DABUR
Dabur India Ltd
Historical option data for DABUR
21 Sep 2025 04:12 PM IST
| DABUR 30SEP2025 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 535.45 | 0.1 | -0.05 | 34.68 | 1 | 1 | 175 | |||||||||
| 14 Sept | 538.85 | 0.2 | 0.05 | 28.82 | 12 | 3 | 131 | |||||||||
For Dabur India Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.01
Historical price for 620 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 34.68, the open interest changed by 1 which increased total open position to 175
On 14 Sept DABUR was trading at 538.85. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 28.82, the open interest changed by 3 which increased total open position to 131
| DABUR 30SEP2025 620 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 | 80.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 538.85 | 72.5 | -0.05 | 0.00 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 620 expiring on 30SEP2025
Delta for 620 PE is 0.00
Historical price for 620 PE is as follows
On 21 Sept DABUR was trading at 535.45. The strike last trading price was 80.55, 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 72.5, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
