DABUR
Dabur India Ltd
Historical option data for DABUR
12 Dec 2025 04:11 PM IST
| DABUR 30-DEC-2025 505 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.41
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 495.00 | 4.4 | -2.5 | 17.65 | 1,163 | 229 | 440 | |||||||||
| 11 Dec | 501.75 | 7 | -0.4 | 14.89 | 223 | 5 | 210 | |||||||||
| 10 Dec | 502.55 | 7.3 | -2.1 | 17.89 | 255 | 45 | 205 | |||||||||
| 9 Dec | 503.60 | 9.7 | 0.65 | 17.02 | 200 | 31 | 158 | |||||||||
| 8 Dec | 504.45 | 9.2 | -3.45 | 15.39 | 211 | 49 | 126 | |||||||||
| 5 Dec | 510.10 | 12.4 | -0.5 | 13.33 | 213 | 11 | 78 | |||||||||
| 4 Dec | 508.10 | 12.95 | 1.7 | 17.70 | 111 | 12 | 67 | |||||||||
| 3 Dec | 506.00 | 10.8 | -3 | 16.36 | 196 | 29 | 56 | |||||||||
| 2 Dec | 507.95 | 13.85 | -9.35 | 19.15 | 65 | 22 | 26 | |||||||||
| 1 Dec | 515.25 | 23.2 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 517.40 | 23.2 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 519.15 | 23.2 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 517.20 | 23.2 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 514.40 | 23.2 | 0.25 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 512.40 | 23.2 | 0.25 | - | 0 | 4 | 0 | |||||||||
| 21 Nov | 515.65 | 23.2 | 0.25 | 20.34 | 4 | 0 | 0 | |||||||||
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| 20 Nov | 525.05 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 517.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 520.85 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 524.25 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 525.00 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 522.20 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 522.30 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 519.95 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 515.45 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 518.65 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 523.70 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 517.05 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 503.30 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 487.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 501.55 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 508.05 | 22.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Dabur India Ltd - strike price 505 expiring on 30DEC2025
Delta for 505 CE is 0.35
Historical price for 505 CE is as follows
On 12 Dec DABUR was trading at 495.00. The strike last trading price was 4.4, which was -2.5 lower than the previous day. The implied volatity was 17.65, the open interest changed by 229 which increased total open position to 440
On 11 Dec DABUR was trading at 501.75. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 14.89, the open interest changed by 5 which increased total open position to 210
On 10 Dec DABUR was trading at 502.55. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 17.89, the open interest changed by 45 which increased total open position to 205
On 9 Dec DABUR was trading at 503.60. The strike last trading price was 9.7, which was 0.65 higher than the previous day. The implied volatity was 17.02, the open interest changed by 31 which increased total open position to 158
On 8 Dec DABUR was trading at 504.45. The strike last trading price was 9.2, which was -3.45 lower than the previous day. The implied volatity was 15.39, the open interest changed by 49 which increased total open position to 126
On 5 Dec DABUR was trading at 510.10. The strike last trading price was 12.4, which was -0.5 lower than the previous day. The implied volatity was 13.33, the open interest changed by 11 which increased total open position to 78
On 4 Dec DABUR was trading at 508.10. The strike last trading price was 12.95, which was 1.7 higher than the previous day. The implied volatity was 17.70, the open interest changed by 12 which increased total open position to 67
On 3 Dec DABUR was trading at 506.00. The strike last trading price was 10.8, which was -3 lower than the previous day. The implied volatity was 16.36, the open interest changed by 29 which increased total open position to 56
On 2 Dec DABUR was trading at 507.95. The strike last trading price was 13.85, which was -9.35 lower than the previous day. The implied volatity was 19.15, the open interest changed by 22 which increased total open position to 26
On 1 Dec DABUR was trading at 515.25. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DABUR was trading at 517.40. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DABUR was trading at 519.15. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DABUR was trading at 517.20. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov DABUR was trading at 514.40. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DABUR was trading at 512.40. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 21 Nov DABUR was trading at 515.65. The strike last trading price was 23.2, which was 0.25 higher than the previous day. The implied volatity was 20.34, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DABUR was trading at 525.05. The strike last trading price was 22.95, 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
On 19 Nov DABUR was trading at 517.55. The strike last trading price was 22.95, 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
On 18 Nov DABUR was trading at 520.85. The strike last trading price was 22.95, 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
On 17 Nov DABUR was trading at 524.25. The strike last trading price was 22.95, 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
On 14 Nov DABUR was trading at 525.00. The strike last trading price was 22.95, 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
On 13 Nov DABUR was trading at 522.20. The strike last trading price was 22.95, 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
On 12 Nov DABUR was trading at 522.30. The strike last trading price was 22.95, 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
On 11 Nov DABUR was trading at 519.95. The strike last trading price was 22.95, 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
On 10 Nov DABUR was trading at 515.45. The strike last trading price was 22.95, 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
On 7 Nov DABUR was trading at 518.65. The strike last trading price was 22.95, 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
On 6 Nov DABUR was trading at 523.70. The strike last trading price was 22.95, 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
On 4 Nov DABUR was trading at 517.05. The strike last trading price was 22.95, 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
On 3 Nov DABUR was trading at 503.30. The strike last trading price was 22.95, 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
On 31 Oct DABUR was trading at 487.55. The strike last trading price was 22.95, 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
On 30 Oct DABUR was trading at 501.55. The strike last trading price was 22.95, 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
On 29 Oct DABUR was trading at 508.05. The strike last trading price was 22.95, 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
| DABUR 30DEC2025 505 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.40
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 495.00 | 12.3 | 4.05 | 17.12 | 245 | 6 | 253 |
| 11 Dec | 501.75 | 7.9 | -1.35 | 17.67 | 122 | 16 | 246 |
| 10 Dec | 502.55 | 9.4 | 1.65 | 17.59 | 153 | 11 | 230 |
| 9 Dec | 503.60 | 7.35 | -1.15 | 18.06 | 171 | 43 | 219 |
| 8 Dec | 504.45 | 8.45 | 2.4 | 20.06 | 215 | -3 | 172 |
| 5 Dec | 510.10 | 6 | -0.55 | 18.61 | 245 | -16 | 176 |
| 4 Dec | 508.10 | 6.4 | -1.95 | 17.09 | 161 | -2 | 192 |
| 3 Dec | 506.00 | 8.55 | 1 | 18.72 | 123 | -6 | 195 |
| 2 Dec | 507.95 | 7.55 | 2.2 | 18.34 | 259 | 15 | 200 |
| 1 Dec | 515.25 | 5.3 | 0.35 | 19.08 | 127 | 11 | 186 |
| 28 Nov | 517.40 | 4.95 | 0.25 | 19.67 | 211 | 49 | 179 |
| 27 Nov | 519.15 | 4.6 | -0.75 | 19.58 | 189 | 15 | 131 |
| 26 Nov | 517.20 | 5.1 | -1.45 | 19.17 | 283 | 60 | 110 |
| 25 Nov | 514.40 | 6.7 | -0.3 | 19.86 | 97 | 38 | 48 |
| 24 Nov | 512.40 | 7 | -12.25 | 19.09 | 16 | 9 | 9 |
| 21 Nov | 515.65 | 19.25 | 0 | 3.01 | 0 | 0 | 0 |
| 20 Nov | 525.05 | 19.25 | 0 | 4.35 | 0 | 0 | 0 |
| 19 Nov | 517.55 | 19.25 | 0 | 3.33 | 0 | 0 | 0 |
| 18 Nov | 520.85 | 19.25 | 0 | 3.57 | 0 | 0 | 0 |
| 17 Nov | 524.25 | 19.25 | 0 | 4.27 | 0 | 0 | 0 |
| 14 Nov | 525.00 | 19.25 | 0 | 4.31 | 0 | 0 | 0 |
| 13 Nov | 522.20 | 19.25 | 0 | 3.83 | 0 | 0 | 0 |
| 12 Nov | 522.30 | 19.25 | 0 | 3.82 | 0 | 0 | 0 |
| 11 Nov | 519.95 | 19.25 | 0 | 3.38 | 0 | 0 | 0 |
| 10 Nov | 515.45 | 19.25 | 0 | 2.89 | 0 | 0 | 0 |
| 7 Nov | 518.65 | 19.25 | 0 | 3.34 | 0 | 0 | 0 |
| 6 Nov | 523.70 | 19.25 | 0 | 4.05 | 0 | 0 | 0 |
| 4 Nov | 517.05 | 19.25 | 0 | 2.93 | 0 | 0 | 0 |
| 3 Nov | 503.30 | 19.25 | 0 | 0.93 | 0 | 0 | 0 |
| 31 Oct | 487.55 | 19.25 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 501.55 | 19.25 | 0 | 0.69 | 0 | 0 | 0 |
| 29 Oct | 508.05 | 19.25 | 0 | 1.79 | 0 | 0 | 0 |
For Dabur India Ltd - strike price 505 expiring on 30DEC2025
Delta for 505 PE is -0.66
Historical price for 505 PE is as follows
On 12 Dec DABUR was trading at 495.00. The strike last trading price was 12.3, which was 4.05 higher than the previous day. The implied volatity was 17.12, the open interest changed by 6 which increased total open position to 253
On 11 Dec DABUR was trading at 501.75. The strike last trading price was 7.9, which was -1.35 lower than the previous day. The implied volatity was 17.67, the open interest changed by 16 which increased total open position to 246
On 10 Dec DABUR was trading at 502.55. The strike last trading price was 9.4, which was 1.65 higher than the previous day. The implied volatity was 17.59, the open interest changed by 11 which increased total open position to 230
On 9 Dec DABUR was trading at 503.60. The strike last trading price was 7.35, which was -1.15 lower than the previous day. The implied volatity was 18.06, the open interest changed by 43 which increased total open position to 219
On 8 Dec DABUR was trading at 504.45. The strike last trading price was 8.45, which was 2.4 higher than the previous day. The implied volatity was 20.06, the open interest changed by -3 which decreased total open position to 172
On 5 Dec DABUR was trading at 510.10. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by -16 which decreased total open position to 176
On 4 Dec DABUR was trading at 508.10. The strike last trading price was 6.4, which was -1.95 lower than the previous day. The implied volatity was 17.09, the open interest changed by -2 which decreased total open position to 192
On 3 Dec DABUR was trading at 506.00. The strike last trading price was 8.55, which was 1 higher than the previous day. The implied volatity was 18.72, the open interest changed by -6 which decreased total open position to 195
On 2 Dec DABUR was trading at 507.95. The strike last trading price was 7.55, which was 2.2 higher than the previous day. The implied volatity was 18.34, the open interest changed by 15 which increased total open position to 200
On 1 Dec DABUR was trading at 515.25. The strike last trading price was 5.3, which was 0.35 higher than the previous day. The implied volatity was 19.08, the open interest changed by 11 which increased total open position to 186
On 28 Nov DABUR was trading at 517.40. The strike last trading price was 4.95, which was 0.25 higher than the previous day. The implied volatity was 19.67, the open interest changed by 49 which increased total open position to 179
On 27 Nov DABUR was trading at 519.15. The strike last trading price was 4.6, which was -0.75 lower than the previous day. The implied volatity was 19.58, the open interest changed by 15 which increased total open position to 131
On 26 Nov DABUR was trading at 517.20. The strike last trading price was 5.1, which was -1.45 lower than the previous day. The implied volatity was 19.17, the open interest changed by 60 which increased total open position to 110
On 25 Nov DABUR was trading at 514.40. The strike last trading price was 6.7, which was -0.3 lower than the previous day. The implied volatity was 19.86, the open interest changed by 38 which increased total open position to 48
On 24 Nov DABUR was trading at 512.40. The strike last trading price was 7, which was -12.25 lower than the previous day. The implied volatity was 19.09, the open interest changed by 9 which increased total open position to 9
On 21 Nov DABUR was trading at 515.65. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DABUR was trading at 525.05. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 4.35, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DABUR was trading at 517.55. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DABUR was trading at 520.85. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DABUR was trading at 524.25. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DABUR was trading at 525.00. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DABUR was trading at 522.20. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DABUR was trading at 522.30. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DABUR was trading at 519.95. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DABUR was trading at 515.45. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DABUR was trading at 518.65. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DABUR was trading at 523.70. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DABUR was trading at 517.05. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DABUR was trading at 503.30. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DABUR was trading at 487.55. The strike last trading price was 19.25, 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
On 30 Oct DABUR was trading at 501.55. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DABUR was trading at 508.05. The strike last trading price was 19.25, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0































































































































































































































