DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2300 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.88
Theta: -1.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 92.05 | -33 | 25.48 | 37 | -4 | 34 | |||||||||
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| 21 Sept | 2409.90 | 125.9 | -59.85 | - | 19 | 5 | 37 | |||||||||
| 18 Sept | 2448.20 | 184.9 | -0.85 | 0.00 | 0 | -6 | 0 | |||||||||
| 14 Sept | 2411.40 | 115.4 | -5.9 | - | 6 | -1 | 42 | |||||||||
For Dalmia Bharat Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 CE is 0.83
Historical price for 2300 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 92.05, which was -33 lower than the previous day. The implied volatity was 25.48, the open interest changed by -4 which decreased total open position to 34
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 125.9, which was -59.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 37
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 184.9, which was -0.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 115.4, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42
| DALBHARAT 30SEP2025 2300 PE | |||||||
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Delta: -0.14
Vega: 0.80
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 6.2 | 0.95 | 23.32 | 481 | -187 | 160 |
| 21 Sept | 2409.90 | 5.6 | 2.05 | 25.38 | 851 | 215 | 339 |
| 18 Sept | 2448.20 | 3.35 | 0.5 | 24.88 | 214 | 11 | 133 |
| 14 Sept | 2411.40 | 11.65 | 1.15 | 23.96 | 58 | 5 | 126 |
For Dalmia Bharat Limited - strike price 2300 expiring on 30SEP2025
Delta for 2300 PE is -0.14
Historical price for 2300 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 6.2, which was 0.95 higher than the previous day. The implied volatity was 23.32, the open interest changed by -187 which decreased total open position to 160
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 5.6, which was 2.05 higher than the previous day. The implied volatity was 25.38, the open interest changed by 215 which increased total open position to 339
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 3.35, which was 0.5 higher than the previous day. The implied volatity was 24.88, the open interest changed by 11 which increased total open position to 133
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 11.65, which was 1.15 higher than the previous day. The implied volatity was 23.96, the open interest changed by 5 which increased total open position to 126
