DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2440 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.17
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 14.75 | -13.55 | 25.28 | 200 | -4 | 209 | |||||||||
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| 21 Sept | 2409.90 | 28.55 | -18.9 | 20.65 | 94 | 9 | 213 | |||||||||
| 18 Sept | 2448.20 | 49.65 | -16.55 | 22.76 | 127 | 1 | 205 | |||||||||
| 14 Sept | 2411.40 | 29.2 | -4.55 | 18.30 | 99 | -16 | 150 | |||||||||
For Dalmia Bharat Limited - strike price 2440 expiring on 30SEP2025
Delta for 2440 CE is 0.27
Historical price for 2440 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 14.75, which was -13.55 lower than the previous day. The implied volatity was 25.28, the open interest changed by -4 which decreased total open position to 209
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 28.55, which was -18.9 lower than the previous day. The implied volatity was 20.65, the open interest changed by 9 which increased total open position to 213
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 49.65, which was -16.55 lower than the previous day. The implied volatity was 22.76, the open interest changed by 1 which increased total open position to 205
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 29.2, which was -4.55 lower than the previous day. The implied volatity was 18.30, the open interest changed by -16 which decreased total open position to 150
| DALBHARAT 30SEP2025 2440 PE | |||||||
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Delta: -0.72
Vega: 1.19
Theta: -1.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 71.7 | 24.4 | 26.37 | 31 | 3 | 163 |
| 21 Sept | 2409.90 | 46.6 | 15.15 | 23.65 | 219 | -16 | 162 |
| 18 Sept | 2448.20 | 31.1 | 8 | 22.27 | 377 | 9 | 176 |
| 14 Sept | 2411.40 | 65.5 | -6.75 | 25.12 | 8 | -2 | 108 |
For Dalmia Bharat Limited - strike price 2440 expiring on 30SEP2025
Delta for 2440 PE is -0.72
Historical price for 2440 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 71.7, which was 24.4 higher than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 163
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 46.6, which was 15.15 higher than the previous day. The implied volatity was 23.65, the open interest changed by -16 which decreased total open position to 162
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 31.1, which was 8 higher than the previous day. The implied volatity was 22.27, the open interest changed by 9 which increased total open position to 176
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 65.5, which was -6.75 lower than the previous day. The implied volatity was 25.12, the open interest changed by -2 which decreased total open position to 108
