DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2480 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.92
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 9.4 | -7.3 | 28.21 | 1,322 | 280 | 1,620 | |||||||||
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| 21 Sept | 2409.90 | 17.5 | -13.5 | 22.60 | 713 | 117 | 1,348 | |||||||||
| 18 Sept | 2448.20 | 31 | -13.15 | 23.11 | 1,408 | 198 | 1,225 | |||||||||
| 14 Sept | 2411.40 | 17 | -4.5 | 18.83 | 7 | -7 | 54 | |||||||||
For Dalmia Bharat Limited - strike price 2480 expiring on 30SEP2025
Delta for 2480 CE is 0.18
Historical price for 2480 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 9.4, which was -7.3 lower than the previous day. The implied volatity was 28.21, the open interest changed by 280 which increased total open position to 1620
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 17.5, which was -13.5 lower than the previous day. The implied volatity was 22.60, the open interest changed by 117 which increased total open position to 1348
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 31, which was -13.15 lower than the previous day. The implied volatity was 23.11, the open interest changed by 198 which increased total open position to 1225
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was 18.83, the open interest changed by -7 which decreased total open position to 54
| DALBHARAT 30SEP2025 2480 PE | |||||||
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Delta: -0.88
Vega: 0.69
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 99.9 | 23.2 | 21.97 | 75 | -40 | 97 |
| 21 Sept | 2409.90 | 76.7 | 22.55 | 26.81 | 32 | -1 | 136 |
| 18 Sept | 2448.20 | 54.15 | 12.55 | 23.68 | 150 | 6 | 143 |
| 14 Sept | 2411.40 | 312.5 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2480 expiring on 30SEP2025
Delta for 2480 PE is -0.88
Historical price for 2480 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 99.9, which was 23.2 higher than the previous day. The implied volatity was 21.97, the open interest changed by -40 which decreased total open position to 97
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 76.7, which was 22.55 higher than the previous day. The implied volatity was 26.81, the open interest changed by -1 which decreased total open position to 136
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 54.15, which was 12.55 higher than the previous day. The implied volatity was 23.68, the open interest changed by 6 which increased total open position to 143
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 312.5, 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
