DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2360 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.34
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 47.5 | -26.55 | 24.37 | 41 | 18 | 56 | |||||||||
| 21 Sept | 2409.90 | 73.75 | -56.4 | 17.53 | 6 | 4 | 36 | |||||||||
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| 18 Sept | 2448.20 | 130 | -0.15 | 0.00 | 0 | -8 | 0 | |||||||||
| 14 Sept | 2411.40 | 71.65 | 0.15 | 0.00 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2360 expiring on 30SEP2025
Delta for 2360 CE is 0.62
Historical price for 2360 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 47.5, which was -26.55 lower than the previous day. The implied volatity was 24.37, the open interest changed by 18 which increased total open position to 56
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 73.75, which was -56.4 lower than the previous day. The implied volatity was 17.53, the open interest changed by 4 which increased total open position to 36
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 130, which was -0.15 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 71.65, which was 0.15 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 30SEP2025 2360 PE | |||||||
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Delta: -0.36
Vega: 1.32
Theta: -1.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 18.2 | 4.5 | 20.52 | 92 | -3 | 214 |
| 21 Sept | 2409.90 | 13.95 | 6.4 | 23.26 | 75 | -10 | 218 |
| 18 Sept | 2448.20 | 7.55 | 0.8 | 21.84 | 105 | -9 | 228 |
| 14 Sept | 2411.40 | 24.75 | 0.5 | 22.88 | 24 | 4 | 168 |
For Dalmia Bharat Limited - strike price 2360 expiring on 30SEP2025
Delta for 2360 PE is -0.36
Historical price for 2360 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 18.2, which was 4.5 higher than the previous day. The implied volatity was 20.52, the open interest changed by -3 which decreased total open position to 214
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 13.95, which was 6.4 higher than the previous day. The implied volatity was 23.26, the open interest changed by -10 which decreased total open position to 218
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 7.55, which was 0.8 higher than the previous day. The implied volatity was 21.84, the open interest changed by -9 which decreased total open position to 228
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 24.75, which was 0.5 higher than the previous day. The implied volatity was 22.88, the open interest changed by 4 which increased total open position to 168
