DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2600 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.36
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 2.5 | -1.3 | 34.95 | 540 | 53 | 532 | |||||||||
| 21 Sept | 2409.90 | 3.5 | -4 | 26.69 | 198 | 31 | 478 | |||||||||
| 18 Sept | 2448.20 | 7.6 | -2.95 | 26.92 | 458 | 84 | 451 | |||||||||
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| 14 Sept | 2411.40 | 4 | -1.25 | 22.42 | 41 | 4 | 200 | |||||||||
| 17 Aug | 2270.30 | 13.5 | -2.55 | 28.17 | 105 | 50 | 89 | |||||||||
For Dalmia Bharat Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 CE is 0.05
Historical price for 2600 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 2.5, which was -1.3 lower than the previous day. The implied volatity was 34.95, the open interest changed by 53 which increased total open position to 532
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 3.5, which was -4 lower than the previous day. The implied volatity was 26.69, the open interest changed by 31 which increased total open position to 478
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 7.6, which was -2.95 lower than the previous day. The implied volatity was 26.92, the open interest changed by 84 which increased total open position to 451
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 22.42, the open interest changed by 4 which increased total open position to 200
On 17 Aug DALBHARAT was trading at 2270.30. The strike last trading price was 13.5, which was -2.55 lower than the previous day. The implied volatity was 28.17, the open interest changed by 50 which increased total open position to 89
| DALBHARAT 30SEP2025 2600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 179.8 | 50.85 | - | 11 | 3 | 10 |
| 21 Sept | 2409.90 | 128.95 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 2448.20 | 128.95 | 0 | 0.00 | 0 | 7 | 0 |
| 14 Sept | 2411.40 | 407.15 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 2270.30 | 407.15 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2600 expiring on 30SEP2025
Delta for 2600 PE is -
Historical price for 2600 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 179.8, which was 50.85 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 128.95, which was 0 lower than the previous day. The implied volatity was 0.00, 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 128.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 407.15, 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 17 Aug DALBHARAT was trading at 2270.30. The strike last trading price was 407.15, 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
