DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
22 Sep 2025 08:01 PM IST
| DALBHARAT 30SEP2025 2700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.21
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 2378.50 | 1.45 | -0.2 | 42.56 | 46 | -3 | 197 | |||||||||
| 21 Sept | 2409.90 | 1.5 | -1.35 | 32.04 | 146 | 35 | 197 | |||||||||
| 18 Sept | 2448.20 | 3.1 | -0.75 | 31.59 | 148 | 53 | 165 | |||||||||
| 14 Sept | 2411.40 | 2.25 | 0.5 | 27.66 | 14 | -4 | 68 | |||||||||
For Dalmia Bharat Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 CE is 0.03
Historical price for 2700 CE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 1.45, which was -0.2 lower than the previous day. The implied volatity was 42.56, the open interest changed by -3 which decreased total open position to 197
On 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 1.5, which was -1.35 lower than the previous day. The implied volatity was 32.04, the open interest changed by 35 which increased total open position to 197
On 18 Sept DALBHARAT was trading at 2448.20. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 31.59, the open interest changed by 53 which increased total open position to 165
On 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 2.25, which was 0.5 higher than the previous day. The implied volatity was 27.66, the open interest changed by -4 which decreased total open position to 68
| DALBHARAT 30SEP2025 2700 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 | 450.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 2409.90 | 450.55 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 2448.20 | 450.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2411.40 | 450.55 | 0 | 0.00 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2700 expiring on 30SEP2025
Delta for 2700 PE is 0.00
Historical price for 2700 PE is as follows
On 22 Sept DALBHARAT was trading at 2378.50. The strike last trading price was 450.55, 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 21 Sept DALBHARAT was trading at 2409.90. The strike last trading price was 450.55, 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 450.55, 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 14 Sept DALBHARAT was trading at 2411.40. The strike last trading price was 450.55, 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
