DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2400 CE | ||||||||||||||||
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Delta: 0.43
Vega: 1.38
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 26.2 | -21 | 23.75 | 373 | 53 | 477 | |||||||||
| 21 Sept | 2409.90 | 48 | -23.35 | 19.72 | 100 | -16 | 424 | |||||||||
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| 18 Sept | 2448.20 | 71.95 | -22.45 | 20.61 | 127 | -6 | 440 | |||||||||
| 14 Sept | 2411.40 | 46.8 | -4.9 | 17.53 | 243 | 2 | 555 | |||||||||
For Dalmia Bharat Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.43
Historical price for 2400 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 26.2, which was -21 lower than the previous day. The implied volatity was 23.75, the open interest changed by 53 which increased total open position to 477
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 48, which was -23.35 lower than the previous day. The implied volatity was 19.72, the open interest changed by -16 which decreased total open position to 424
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 71.95, which was -22.45 lower than the previous day. The implied volatity was 20.61, the open interest changed by -6 which decreased total open position to 440
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 46.8, which was -4.9 lower than the previous day. The implied volatity was 17.53, the open interest changed by 2 which increased total open position to 555
| DALBHARAT 30SEP2025 2400 PE | |||||||
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Delta: -0.58
Vega: 1.38
Theta: -1.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 38 | 12.05 | 20.90 | 278 | -24 | 266 |
| 21 Sept | 2409.90 | 25.35 | 8.35 | 22.35 | 156 | -2 | 296 |
| 18 Sept | 2448.20 | 13.95 | 1.35 | 20.31 | 214 | -22 | 292 |
| 14 Sept | 2411.40 | 40.8 | 0.3 | 23.17 | 128 | -9 | 190 |
For Dalmia Bharat Limited - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is -0.58
Historical price for 2400 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 38, which was 12.05 higher than the previous day. The implied volatity was 20.90, the open interest changed by -24 which decreased total open position to 266
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 25.35, which was 8.35 higher than the previous day. The implied volatity was 22.35, the open interest changed by -2 which decreased total open position to 296
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 13.95, which was 1.35 higher than the previous day. The implied volatity was 20.31, the open interest changed by -22 which decreased total open position to 292
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 40.8, which was 0.3 higher than the previous day. The implied volatity was 23.17, the open interest changed by -9 which decreased total open position to 190
