DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.35
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 2378.50 | 2.6 | -0.25 | 37.67 | 84 | 36 | 55 | |||||||||
| 21 Sept | 2409.90 | 2.85 | -3.15 | 27.68 | 14 | -1 | 19 | |||||||||
| 18 Sept | 2448.20 | 6.05 | -2.8 | 27.61 | 35 | 3 | 21 | |||||||||
| 14 Sept | 2411.40 | 8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2620 expiring on 30SEP2025
Delta for 2620 CE is 0.05
Historical price for 2620 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 2.6, which was -0.25 lower than the previous day. The implied volatity was 37.67, the open interest changed by 36 which increased total open position to 55
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 2.85, which was -3.15 lower than the previous day. The implied volatity was 27.68, the open interest changed by -1 which decreased total open position to 19
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 6.05, which was -2.8 lower than the previous day. The implied volatity was 27.61, the open interest changed by 3 which increased total open position to 21
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 8, 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
| DALBHARAT 30SEP2025 2620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 2378.50 | 146.65 | 1.4 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 2409.90 | 146.65 | 1.4 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 2448.20 | 146.65 | 1.4 | 0.00 | 0 | 2 | 0 |
| 14 Sept | 2411.40 | 379.05 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2620 expiring on 30SEP2025
Delta for 2620 PE is 0.00
Historical price for 2620 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 146.65, which was 1.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 146.65, which was 1.4 higher 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 146.65, which was 1.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 379.05, 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
