DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2540 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.56
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 4.4 | -2.6 | 31.13 | 299 | -90 | 266 | |||||||||
| 21 Sept | 2409.90 | 6.95 | -6.85 | 23.76 | 187 | 55 | 355 | |||||||||
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| 18 Sept | 2448.20 | 14.3 | -7.35 | 24.18 | 283 | 102 | 301 | |||||||||
| 14 Sept | 2411.40 | 8.3 | -2.2 | 20.76 | 12 | 2 | 116 | |||||||||
For Dalmia Bharat Limited - strike price 2540 expiring on 30SEP2025
Delta for 2540 CE is 0.09
Historical price for 2540 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 4.4, which was -2.6 lower than the previous day. The implied volatity was 31.13, the open interest changed by -90 which decreased total open position to 266
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 6.95, which was -6.85 lower than the previous day. The implied volatity was 23.76, the open interest changed by 55 which increased total open position to 355
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 14.3, which was -7.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by 102 which increased total open position to 301
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 8.3, which was -2.2 lower than the previous day. The implied volatity was 20.76, the open interest changed by 2 which increased total open position to 116
| DALBHARAT 30SEP2025 2540 PE | |||||||
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Delta: -0.96
Vega: 0.30
Theta: 0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 156.75 | 29.05 | 24.02 | 11 | 0 | 9 |
| 21 Sept | 2409.90 | 127.7 | 29.55 | 31.17 | 1 | 0 | 9 |
| 18 Sept | 2448.20 | 100 | 26.8 | 26.85 | 13 | 3 | 6 |
| 14 Sept | 2411.40 | 311.2 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2540 expiring on 30SEP2025
Delta for 2540 PE is -0.96
Historical price for 2540 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 156.75, which was 29.05 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 9
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 127.7, which was 29.55 higher than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 9
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 100, which was 26.8 higher than the previous day. The implied volatity was 26.85, the open interest changed by 3 which increased total open position to 6
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 311.2, 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
