DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2460 CE | ||||||||||||||||
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Delta: 0.22
Vega: 1.05
Theta: -1.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 12 | -9.65 | 27.03 | 212 | 24 | 182 | |||||||||
| 21 Sept | 2409.90 | 21.55 | -16.55 | 21.13 | 146 | 12 | 158 | |||||||||
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| 18 Sept | 2448.20 | 39.05 | -14.8 | 22.65 | 390 | 16 | 144 | |||||||||
| 14 Sept | 2411.40 | 21.95 | -5 | 18.33 | 204 | -13 | 93 | |||||||||
For Dalmia Bharat Limited - strike price 2460 expiring on 30SEP2025
Delta for 2460 CE is 0.22
Historical price for 2460 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 12, which was -9.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 24 which increased total open position to 182
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 21.55, which was -16.55 lower than the previous day. The implied volatity was 21.13, the open interest changed by 12 which increased total open position to 158
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 39.05, which was -14.8 lower than the previous day. The implied volatity was 22.65, the open interest changed by 16 which increased total open position to 144
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 21.95, which was -5 lower than the previous day. The implied volatity was 18.33, the open interest changed by -13 which decreased total open position to 93
| DALBHARAT 30SEP2025 2460 PE | |||||||
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Delta: -0.81
Vega: 0.96
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 84.25 | 24.3 | 23.69 | 56 | 2 | 52 |
| 21 Sept | 2409.90 | 59.45 | 17.1 | 24.21 | 70 | -13 | 50 |
| 18 Sept | 2448.20 | 41.9 | 10.05 | 23.00 | 263 | -38 | 65 |
| 14 Sept | 2411.40 | 78 | 0 | 0.00 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2460 expiring on 30SEP2025
Delta for 2460 PE is -0.81
Historical price for 2460 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 84.25, which was 24.3 higher than the previous day. The implied volatity was 23.69, the open interest changed by 2 which increased total open position to 52
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 59.45, which was 17.1 higher than the previous day. The implied volatity was 24.21, the open interest changed by -13 which decreased total open position to 50
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 41.9, which was 10.05 higher than the previous day. The implied volatity was 23.00, the open interest changed by -38 which decreased total open position to 65
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 78, 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
