DABUR DABUR INDIA LTD
DABUR INDIA LTD — on this desk since 2 Jan 2006.
Results meeting in 19 days Wed 4 Nov 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 335 | 13,750 | −8,750 | 0.01 | long unwinding |
| — | 43.95 | 0 | 7,500 | 340 | 30,000 | +2,500 | 0.01 | short build-up |
| — | — | — | — | 345 | 8,03,750 | 0 | 0.05 | — |
| long unwinding | 34.03 | −2,500 | 41,250 | 350 | 7,51,250 | −5,000 | 0.15 | — |
| — | — | — | — | 355 | 3,72,500 | −5,000 | 0.18 | long unwinding |
| — | 24.40 | 0 | 16,250 | 360 | 5,45,000 | −25,000 | 0.45 | long unwinding |
| — | 19.85 | 0 | 30,000 | 365 | 8,11,250 | −7,500 | 0.75 | long unwinding |
| short build-up | 15.60 | +11,250 | 2,37,500 | 370 | 9,91,250 | +55,000 | 1.30 | short build-up |
| long unwinding | 11.70 | −13,750 | 1,86,250 | 375 | 4,08,750 | +42,500 | 2.30 | — |
| long unwinding | 8.55 | −91,250 | 7,32,500 | 380 | wall13,30,000 | +22,500 | 3.75 | short build-up |
| long unwinding | 5.55 | −42,500 | 6,10,000 | 385at the money | 6,56,250 | +95,000 | 6.00 | long build-up |
| short build-up | 3.55 | +23,750 | 17,27,500 | 390 | 10,16,250 | +17,500 | 8.90 | long build-up |
| long unwinding | 2.10 | −36,250 | 4,77,500 | 395 | 1,26,250 | +13,750 | 12.90 | long build-up |
| short build-up | 1.25 | +43,750 | 27,30,000wall | 400 | 4,01,250 | −2,500 | 16.55 | short covering |
| short build-up | 0.70 | +20,000 | 8,85,000 | 405 | 33,750 | −13,750 | 21.25 | short covering |
| long unwinding | 0.45 | −25,000 | 5,95,000 | 410 | 1,31,250 | −25,000 | 26.20 | short covering |
| — | 0.25 | −15,000 | 9,67,500 | 415 | 23,750 | 0 | 31.13 | — |
| — | 0.20 | −17,500 | 14,42,500 | 420 | 1,25,000 | −8,750 | 35.50 | short covering |
| short covering | 0.15 | −1,250 | 26,250 | 425 | 20,000 | 0 | 40.94 | — |
| short build-up | 0.02 | +30,000 | 1,80,000 | 430 | 46,250 | −2,500 | 45.91 | short covering |
| — | — | — | — | 435 | 5,000 | 0 | 50.89 | — |
The options were priced for a move of about 3.0% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 429 of 830 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.33% above the share.
Not in the F&O ban this session; open interest stood at 57% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.0% by 27 Oct; over the sessions the desk holds it ranged 1.4–6.8%.
Option prices were dearer than 38 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 3.0% | 0.33% | |
| Wed 14 Oct | short cover | 3.3% | -0.84% | |
| Tue 13 Oct | short cover | 3.3% | 0.07% | |
| Mon 12 Oct | short build | 3.8% | -0.16% | |
| Fri 9 Oct | long build | 3.5% | 0.27% | |
| Thu 8 Oct | long unwind | 4.1% | 0.68% | |
| Wed 7 Oct | short build | 3.9% | 0.12% | |
| Tue 6 Oct | short cover | 3.9% | 0.06% | |
| Mon 5 Oct | short cover | 4.7% | -0.05% | |
| Thu 1 Oct | long unwind | 5.0% | 0.67% | |
| Wed 30 Sep | short cover | 4.7% | 0.46% | |
| Tue 29 Sep | long unwind | 4.7% | 0.33% | |
| Mon 28 Sep | long unwind | 4.7% | -0.08% | |
| Fri 25 Sep | long build | 1.4% | -0.06% | |
| Thu 24 Sep | long unwind | 1.7% | -0.21% | |
| Wed 23 Sep | long build | 2.0% | 0.31% | |
| Tue 22 Sep | short cover | 2.2% | 0.03% | |
| Mon 21 Sep | short build | 2.4% | 0.35% | |
| Fri 18 Sep | short cover | 3.0% | -1.66% | |
| Thu 17 Sep | long build | 2.8% | 0.13% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.