DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2420 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.30
Theta: -2.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 19.55 | -17.15 | 24.37 | 423 | 12 | 167 | |||||||||
| 21 Sept | 2409.90 | 36.6 | -23.4 | 19.75 | 73 | 13 | 155 | |||||||||
| 18 Sept | 2448.20 | 61.1 | -17.1 | 22.44 | 69 | -6 | 143 | |||||||||
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| 14 Sept | 2411.40 | 37.4 | -5.05 | 18.03 | 95 | -7 | 175 | |||||||||
For Dalmia Bharat Limited - strike price 2420 expiring on 30SEP2025
Delta for 2420 CE is 0.35
Historical price for 2420 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 19.55, which was -17.15 lower than the previous day. The implied volatity was 24.37, the open interest changed by 12 which increased total open position to 167
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 36.6, which was -23.4 lower than the previous day. The implied volatity was 19.75, the open interest changed by 13 which increased total open position to 155
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 61.1, which was -17.1 lower than the previous day. The implied volatity was 22.44, the open interest changed by -6 which decreased total open position to 143
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 37.4, which was -5.05 lower than the previous day. The implied volatity was 18.03, the open interest changed by -7 which decreased total open position to 175
| DALBHARAT 30SEP2025 2420 PE | |||||||
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Delta: -0.67
Vega: 1.27
Theta: -1.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 51.5 | 15.9 | 21.45 | 97 | -19 | 73 |
| 21 Sept | 2409.90 | 34.45 | 10.75 | 22.59 | 79 | -11 | 92 |
| 18 Sept | 2448.20 | 24 | 6.85 | 22.77 | 77 | -15 | 103 |
| 14 Sept | 2411.40 | 51.45 | -1.9 | 23.64 | 37 | 1 | 59 |
For Dalmia Bharat Limited - strike price 2420 expiring on 30SEP2025
Delta for 2420 PE is -0.67
Historical price for 2420 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 51.5, which was 15.9 higher than the previous day. The implied volatity was 21.45, the open interest changed by -19 which decreased total open position to 73
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 34.45, which was 10.75 higher than the previous day. The implied volatity was 22.59, the open interest changed by -11 which decreased total open position to 92
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 24, which was 6.85 higher than the previous day. The implied volatity was 22.77, the open interest changed by -15 which decreased total open position to 103
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 51.45, which was -1.9 lower than the previous day. The implied volatity was 23.64, the open interest changed by 1 which increased total open position to 59
