DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2640 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.30
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 2378.50 | 2.1 | -0.6 | 38.50 | 14 | 2 | 76 | |||||||||
| 21 Sept | 2409.90 | 2.6 | -2.65 | 29.26 | 60 | 9 | 75 | |||||||||
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| 18 Sept | 2448.20 | 5.5 | -1.3 | 29.22 | 51 | -4 | 65 | |||||||||
| 14 Sept | 2411.40 | 3.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2640 expiring on 30SEP2025
Delta for 2640 CE is 0.04
Historical price for 2640 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 2.1, which was -0.6 lower than the previous day. The implied volatity was 38.50, the open interest changed by 2 which increased total open position to 76
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 2.6, which was -2.65 lower than the previous day. The implied volatity was 29.26, the open interest changed by 9 which increased total open position to 75
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 5.5, which was -1.3 lower than the previous day. The implied volatity was 29.22, the open interest changed by -4 which decreased total open position to 65
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 3.5, 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 2640 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 | 440.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 2409.90 | 440.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 2448.20 | 440.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 2411.40 | 440.55 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2640 expiring on 30SEP2025
Delta for 2640 PE is -
Historical price for 2640 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 440.55, 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 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 440.55, 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 440.55, 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 440.55, 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
