DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2500 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.78
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 2378.50 | 7.05 | -5.2 | 28.92 | 781 | 69 | 775 | |||||||||
| 21 Sept | 2409.90 | 12.15 | -11.45 | 22.33 | 772 | -58 | 709 | |||||||||
| 18 Sept | 2448.20 | 24.5 | -10.35 | 23.64 | 1,489 | -37 | 770 | |||||||||
| 14 Sept | 2411.40 | 13.65 | -3.45 | 19.66 | 128 | -23 | 363 | |||||||||
For Dalmia Bharat Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 CE is 0.14
Historical price for 2500 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 7.05, which was -5.2 lower than the previous day. The implied volatity was 28.92, the open interest changed by 69 which increased total open position to 775
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 12.15, which was -11.45 lower than the previous day. The implied volatity was 22.33, the open interest changed by -58 which decreased total open position to 709
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 24.5, which was -10.35 lower than the previous day. The implied volatity was 23.64, the open interest changed by -37 which decreased total open position to 770
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 13.65, which was -3.45 lower than the previous day. The implied volatity was 19.66, the open interest changed by -23 which decreased total open position to 363
| DALBHARAT 30SEP2025 2500 PE | |||||||
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Delta: -0.92
Vega: 0.52
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 118.3 | 27.8 | 22.40 | 41 | -9 | 71 |
| 21 Sept | 2409.90 | 89.3 | 21.85 | 25.57 | 46 | -7 | 82 |
| 18 Sept | 2448.20 | 68 | 15.35 | 24.49 | 109 | -6 | 85 |
| 14 Sept | 2411.40 | 110 | -7.1 | 27.99 | 7 | -2 | 25 |
For Dalmia Bharat Limited - strike price 2500 expiring on 30SEP2025
Delta for 2500 PE is -0.92
Historical price for 2500 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 118.3, which was 27.8 higher than the previous day. The implied volatity was 22.40, the open interest changed by -9 which decreased total open position to 71
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 89.3, which was 21.85 higher than the previous day. The implied volatity was 25.57, the open interest changed by -7 which decreased total open position to 82
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 68, which was 15.35 higher than the previous day. The implied volatity was 24.49, the open interest changed by -6 which decreased total open position to 85
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 110, which was -7.1 lower than the previous day. The implied volatity was 27.99, the open interest changed by -2 which decreased total open position to 25
