DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2520 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.67
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 5.65 | -3.75 | 30.18 | 120 | 5 | 188 | |||||||||
| 21 Sept | 2409.90 | 9 | -10.4 | 22.88 | 134 | 62 | 185 | |||||||||
| 18 Sept | 2448.20 | 19.8 | -8.3 | 24.55 | 71 | -4 | 121 | |||||||||
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| 14 Sept | 2411.40 | 10.6 | -1.4 | 20.18 | 14 | 1 | 18 | |||||||||
For Dalmia Bharat Limited - strike price 2520 expiring on 30SEP2025
Delta for 2520 CE is 0.11
Historical price for 2520 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 5.65, which was -3.75 lower than the previous day. The implied volatity was 30.18, the open interest changed by 5 which increased total open position to 188
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 9, which was -10.4 lower than the previous day. The implied volatity was 22.88, the open interest changed by 62 which increased total open position to 185
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 19.8, which was -8.3 lower than the previous day. The implied volatity was 24.55, the open interest changed by -4 which decreased total open position to 121
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 10.6, which was -1.4 lower than the previous day. The implied volatity was 20.18, the open interest changed by 1 which increased total open position to 18
| DALBHARAT 30SEP2025 2520 PE | |||||||
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Delta: -0.83
Vega: 0.90
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 147.7 | -195.4 | 38.46 | 7 | 1 | 1 |
| 21 Sept | 2409.90 | 343.1 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 2448.20 | 343.1 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 2411.40 | 343.1 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2520 expiring on 30SEP2025
Delta for 2520 PE is -0.83
Historical price for 2520 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 147.7, which was -195.4 lower than the previous day. The implied volatity was 38.46, the open interest changed by 1 which increased total open position to 1
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 343.1, 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
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 343.1, 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
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 343.1, 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
