DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2580 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.42
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 2378.50 | 3 | -1.5 | 33.71 | 154 | -35 | 90 | |||||||||
| 21 Sept | 2409.90 | 4.45 | -4.55 | 25.85 | 57 | 13 | 125 | |||||||||
| 18 Sept | 2448.20 | 9.4 | -4.1 | 26.08 | 107 | 42 | 112 | |||||||||
| 14 Sept | 2411.40 | 7.45 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2580 expiring on 30SEP2025
Delta for 2580 CE is 0.06
Historical price for 2580 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 3, which was -1.5 lower than the previous day. The implied volatity was 33.71, the open interest changed by -35 which decreased total open position to 90
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 4.45, which was -4.55 lower than the previous day. The implied volatity was 25.85, the open interest changed by 13 which increased total open position to 125
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 9.4, which was -4.1 lower than the previous day. The implied volatity was 26.08, the open interest changed by 42 which increased total open position to 112
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 7.45, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 30SEP2025 2580 PE | |||||||
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Delta: -0.99
Vega: 0.06
Theta: 0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 195.5 | 33.35 | 21.20 | 3 | 0 | 3 |
| 21 Sept | 2409.90 | 162.15 | 49.35 | 32.03 | 7 | 0 | 3 |
| 18 Sept | 2448.20 | 112.8 | 0 | 0.00 | 0 | 3 | 0 |
| 14 Sept | 2411.40 | 344.6 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2580 expiring on 30SEP2025
Delta for 2580 PE is -0.99
Historical price for 2580 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 195.5, which was 33.35 higher than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 3
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 162.15, which was 49.35 higher than the previous day. The implied volatity was 32.03, the open interest changed by 0 which decreased total open position to 3
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 112.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 344.6, 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
