DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2340 CE | ||||||||||||||||
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Delta: 0.69
Vega: 1.24
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 62.35 | -60.65 | 25.92 | 44 | -3 | 39 | |||||||||
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| 21 Sept | 2409.90 | 123 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 2448.20 | 123 | -23.75 | 22.72 | 17 | -2 | 42 | |||||||||
| 14 Sept | 2411.40 | 84.05 | -6.85 | 14.74 | 17 | 3 | 51 | |||||||||
For Dalmia Bharat Limited - strike price 2340 expiring on 30SEP2025
Delta for 2340 CE is 0.69
Historical price for 2340 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 62.35, which was -60.65 lower than the previous day. The implied volatity was 25.92, the open interest changed by -3 which decreased total open position to 39
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 123, 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 123, which was -23.75 lower than the previous day. The implied volatity was 22.72, the open interest changed by -2 which decreased total open position to 42
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 84.05, which was -6.85 lower than the previous day. The implied volatity was 14.74, the open interest changed by 3 which increased total open position to 51
| DALBHARAT 30SEP2025 2340 PE | |||||||
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Delta: -0.27
Vega: 1.17
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 13.15 | 3.65 | 21.72 | 154 | -18 | 143 |
| 21 Sept | 2409.90 | 9.5 | 3.55 | 23.19 | 69 | 15 | 161 |
| 18 Sept | 2448.20 | 6.2 | 1.05 | 23.39 | 78 | 16 | 147 |
| 14 Sept | 2411.40 | 18.9 | 0.9 | 22.91 | 16 | 5 | 71 |
For Dalmia Bharat Limited - strike price 2340 expiring on 30SEP2025
Delta for 2340 PE is -0.27
Historical price for 2340 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 13.15, which was 3.65 higher than the previous day. The implied volatity was 21.72, the open interest changed by -18 which decreased total open position to 143
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 9.5, which was 3.55 higher than the previous day. The implied volatity was 23.19, the open interest changed by 15 which increased total open position to 161
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 6.2, which was 1.05 higher than the previous day. The implied volatity was 23.39, the open interest changed by 16 which increased total open position to 147
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 18.9, which was 0.9 higher than the previous day. The implied volatity was 22.91, the open interest changed by 5 which increased total open position to 71
