DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2380 CE | ||||||||||||||||
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Delta: 0.53
Vega: 1.40
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 34.85 | -77.8 | 23.30 | 60 | 40 | 64 | |||||||||
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| 21 Sept | 2409.90 | 112.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 2448.20 | 112.65 | 0 | 0.00 | 0 | -6 | 0 | |||||||||
| 14 Sept | 2411.40 | 58 | -6.15 | 17.01 | 17 | -2 | 29 | |||||||||
For Dalmia Bharat Limited - strike price 2380 expiring on 30SEP2025
Delta for 2380 CE is 0.53
Historical price for 2380 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 34.85, which was -77.8 lower than the previous day. The implied volatity was 23.30, the open interest changed by 40 which increased total open position to 64
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 112.65, 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 112.65, which was 0 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 58, which was -6.15 lower than the previous day. The implied volatity was 17.01, the open interest changed by -2 which decreased total open position to 29
| DALBHARAT 30SEP2025 2380 PE | |||||||
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Delta: -0.47
Vega: 1.40
Theta: -1.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 25.95 | 7.4 | 19.95 | 169 | 66 | 182 |
| 21 Sept | 2409.90 | 18.45 | 6 | 22.45 | 38 | 8 | 115 |
| 18 Sept | 2448.20 | 12.45 | 3.25 | 22.80 | 17 | 3 | 108 |
| 14 Sept | 2411.40 | 32 | 0.85 | 22.96 | 30 | -10 | 117 |
For Dalmia Bharat Limited - strike price 2380 expiring on 30SEP2025
Delta for 2380 PE is -0.47
Historical price for 2380 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 25.95, which was 7.4 higher than the previous day. The implied volatity was 19.95, the open interest changed by 66 which increased total open position to 182
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 18.45, which was 6 higher than the previous day. The implied volatity was 22.45, the open interest changed by 8 which increased total open position to 115
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 12.45, which was 3.25 higher than the previous day. The implied volatity was 22.80, the open interest changed by 3 which increased total open position to 108
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 32, which was 0.85 higher than the previous day. The implied volatity was 22.96, the open interest changed by -10 which decreased total open position to 117
