DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 28OCT2025 2400 CE | ||||||||||||||||
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Delta: 0.52
Vega: 2.98
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 2378.50 | 71.55 | -23.3 | 23.59 | 17 | 7 | 63 | |||||||||
| 21 Sept | 2409.90 | 94.85 | -18.05 | 22.40 | 4 | 2 | 56 | |||||||||
| 18 Sept | 2448.20 | 112.9 | -18.6 | 21.48 | 31 | 6 | 54 | |||||||||
| 14 Sept | 2411.40 | 86.5 | -0.9 | 19.78 | 7 | 5 | 28 | |||||||||
| 17 Aug | 2270.30 | 12.6 | 0 | 2.21 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2400 expiring on 28OCT2025
Delta for 2400 CE is 0.52
Historical price for 2400 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 71.55, which was -23.3 lower than the previous day. The implied volatity was 23.59, the open interest changed by 7 which increased total open position to 63
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 94.85, which was -18.05 lower than the previous day. The implied volatity was 22.40, the open interest changed by 2 which increased total open position to 56
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 112.9, which was -18.6 lower than the previous day. The implied volatity was 21.48, the open interest changed by 6 which increased total open position to 54
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 86.5, which was -0.9 lower than the previous day. The implied volatity was 19.78, the open interest changed by 5 which increased total open position to 28
On 17 Aug DALBHARAT was trading at 2270.30. The strike last trading price was 12.6, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 28OCT2025 2400 PE | |||||||
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Delta: -0.48
Vega: 2.98
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 84.7 | 17.35 | 28.87 | 21 | 4 | 33 |
| 21 Sept | 2409.90 | 68.05 | 16.95 | 28.41 | 20 | 5 | 28 |
| 18 Sept | 2448.20 | 51.1 | -9.55 | 26.30 | 14 | -4 | 24 |
| 14 Sept | 2411.40 | 80.45 | -139.85 | 28.82 | 2 | 2 | 0 |
| 17 Aug | 2270.30 | 15.3 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2400 expiring on 28OCT2025
Delta for 2400 PE is -0.48
Historical price for 2400 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 84.7, which was 17.35 higher than the previous day. The implied volatity was 28.87, the open interest changed by 4 which increased total open position to 33
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 68.05, which was 16.95 higher than the previous day. The implied volatity was 28.41, the open interest changed by 5 which increased total open position to 28
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 51.1, which was -9.55 lower than the previous day. The implied volatity was 26.30, the open interest changed by -4 which decreased total open position to 24
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 80.45, which was -139.85 lower than the previous day. The implied volatity was 28.82, 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 15.3, 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
