DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
28 Sep 2025 10:07 PM IST
DALBHARAT 28-OCT-2025 2320 CE | ||||||||||||||||
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Delta: 0.35
Vega: 2.43
Theta: -1.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
28 Sept | 2215.40 | 40 | -15.5 | 27.09 | 4 | -4 | 5 | |||||||||
22 Sept | 2378.50 | 169.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
21 Sept | 2409.90 | 169.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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18 Sept | 2448.20 | 169.45 | 13.65 | 20.55 | 4 | 0 | 4 | |||||||||
17 Aug | 2270.30 | 14.05 | 0 | 0.27 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2320 expiring on 28OCT2025
Delta for 2320 CE is 0.35
Historical price for 2320 CE is as follows
On 28 Sept DALBHARAT was trading at 2215.40. The strike last trading price was 40, which was -15.5 lower than the previous day. The implied volatity was 27.09, the open interest changed by -4 which decreased total open position to 5
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 169.45, 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 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 169.45, 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 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 169.45, which was 13.65 higher than the previous day. The implied volatity was 20.55, the open interest changed by 0 which decreased total open position to 4
On 17 Aug DALBHARAT was trading at 2270.30. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
DALBHARAT 28OCT2025 2320 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 |
28 Sept | 2215.40 | 60 | 0 | 0.00 | 0 | 0 | 0 |
22 Sept | 2378.50 | 30 | 0 | 0.00 | 0 | 0 | 0 |
21 Sept | 2409.90 | 30 | 0 | 0.00 | 0 | 0 | 0 |
18 Sept | 2448.20 | 30 | 0 | 0.00 | 0 | 2 | 0 |
17 Aug | 2270.30 | 4.6 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2320 expiring on 28OCT2025
Delta for 2320 PE is 0.00
Historical price for 2320 PE is as follows
On 28 Sept DALBHARAT was trading at 2215.40. The strike last trading price was 60, 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 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 30, 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 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 30, 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 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 30, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Aug DALBHARAT was trading at 2270.30. The strike last trading price was 4.6, 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