DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1640 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 117.15 | -8.55 | - | 2.2 | -1.1 | 14.3 | |||
| 20 Nov | 1745.25 | 125.7 | 0.00 | 59.20 | 112.2 | 4.4 | 15.4 | |||
| 19 Nov | 1745.25 | 125.7 | 40.75 | 59.20 | 112.2 | 4.4 | 15.4 | |||
| 18 Nov | 1686.35 | 84.95 | 4.95 | 43.42 | 1.1 | 0 | 9.9 | |||
| 14 Nov | 1713.80 | 80 | -193.70 | - | 22 | 11 | 11 | |||
| 13 Nov | 1737.60 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1768.05 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1798.25 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1793.60 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1789.75 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1833.20 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1840.25 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1812.95 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Oct | 1852.15 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1835.00 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1885.95 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 273.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 273.7 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is -
Historical price for 1640 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 117.15, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 125.7, which was 0.00 lower than the previous day. The implied volatity was 59.20, the open interest changed by 4 which increased total open position to 14
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 125.7, which was 40.75 higher than the previous day. The implied volatity was 59.20, the open interest changed by 4 which increased total open position to 14
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 84.95, which was 4.95 higher than the previous day. The implied volatity was 43.42, the open interest changed by 0 which decreased total open position to 9
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 80, which was -193.70 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DALBHARAT was trading at 1833.20. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DALBHARAT was trading at 1840.25. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DALBHARAT was trading at 1796.30. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DALBHARAT was trading at 1771.45. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DALBHARAT was trading at 1812.95. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DALBHARAT was trading at 1852.15. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct DALBHARAT was trading at 1835.00. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DALBHARAT was trading at 1885.95. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DALBHARAT was trading at 1889.30. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DALBHARAT was trading at 1872.95. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct DALBHARAT was trading at 1848.35. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct DALBHARAT was trading at 1840.75. The strike last trading price was 273.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct DALBHARAT was trading at 1879.95. The strike last trading price was 273.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.36
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 3.6 | -2.15 | 40.00 | 73.7 | 9.9 | 35.2 |
| 20 Nov | 1745.25 | 5.75 | 0.00 | 33.76 | 115.5 | -20.9 | 27.5 |
| 19 Nov | 1745.25 | 5.75 | -5.30 | 33.76 | 115.5 | -18.7 | 27.5 |
| 18 Nov | 1686.35 | 11.05 | 2.25 | 30.19 | 77 | 6.6 | 47.3 |
| 14 Nov | 1713.80 | 8.8 | 1.35 | 27.24 | 114.4 | 5.5 | 42.9 |
| 13 Nov | 1737.60 | 7.45 | 2.90 | 29.34 | 9.9 | -1.1 | 39.6 |
| 12 Nov | 1786.70 | 4.55 | -1.95 | 31.85 | 6.6 | -4.4 | 41.8 |
| 11 Nov | 1755.35 | 6.5 | -1.15 | 28.63 | 37.4 | 9.9 | 45.1 |
| 8 Nov | 1768.05 | 7.65 | 3.60 | 29.10 | 132 | 1.1 | 25.3 |
| 7 Nov | 1798.25 | 4.05 | 0.75 | 28.19 | 6.6 | -3.3 | 23.1 |
| 6 Nov | 1817.55 | 3.3 | -4.10 | 28.64 | 103.4 | -9.9 | 26.4 |
| 5 Nov | 1793.60 | 7.4 | -3.10 | 31.96 | 36.3 | -5.5 | 37.4 |
| 4 Nov | 1789.75 | 10.5 | 8.50 | 33.99 | 72.6 | 40.7 | 44 |
| 31 Oct | 1833.20 | 2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1840.25 | 2 | -10.45 | - | 2.2 | 0 | 3.3 |
| 28 Oct | 1796.30 | 12.45 | 0.00 | - | 2.2 | 0 | 2.2 |
| 25 Oct | 1771.45 | 12.45 | 1.20 | - | 2.2 | 0 | 2.2 |
| 24 Oct | 1812.95 | 11.25 | -8.75 | - | 3.3 | 1.1 | 2.2 |
| 18 Oct | 1852.15 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 17 Oct | 1835.00 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 15 Oct | 1885.95 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 14 Oct | 1889.30 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 11 Oct | 1872.95 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 10 Oct | 1848.35 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 9 Oct | 1840.75 | 20 | 0.00 | - | 0 | 0 | 1.1 |
| 8 Oct | 1879.95 | 20 | - | 0 | 0 | 1.1 | |
For Dalmia Bharat Limited - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.08
Historical price for 1640 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 3.6, which was -2.15 lower than the previous day. The implied volatity was 40.00, the open interest changed by 9 which increased total open position to 32
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 33.76, the open interest changed by -19 which decreased total open position to 25
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 5.75, which was -5.30 lower than the previous day. The implied volatity was 33.76, the open interest changed by -17 which decreased total open position to 25
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 11.05, which was 2.25 higher than the previous day. The implied volatity was 30.19, the open interest changed by 6 which increased total open position to 43
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 8.8, which was 1.35 higher than the previous day. The implied volatity was 27.24, the open interest changed by 5 which increased total open position to 39
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 7.45, which was 2.90 higher than the previous day. The implied volatity was 29.34, the open interest changed by -1 which decreased total open position to 36
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 4.55, which was -1.95 lower than the previous day. The implied volatity was 31.85, the open interest changed by -4 which decreased total open position to 38
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 6.5, which was -1.15 lower than the previous day. The implied volatity was 28.63, the open interest changed by 9 which increased total open position to 41
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 7.65, which was 3.60 higher than the previous day. The implied volatity was 29.10, the open interest changed by 1 which increased total open position to 23
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 4.05, which was 0.75 higher than the previous day. The implied volatity was 28.19, the open interest changed by -3 which decreased total open position to 21
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 3.3, which was -4.10 lower than the previous day. The implied volatity was 28.64, the open interest changed by -9 which decreased total open position to 24
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 7.4, which was -3.10 lower than the previous day. The implied volatity was 31.96, the open interest changed by -5 which decreased total open position to 34
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 10.5, which was 8.50 higher than the previous day. The implied volatity was 33.99, the open interest changed by 37 which increased total open position to 40
On 31 Oct DALBHARAT was trading at 1833.20. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DALBHARAT was trading at 1840.25. The strike last trading price was 2, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DALBHARAT was trading at 1796.30. The strike last trading price was 12.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DALBHARAT was trading at 1771.45. The strike last trading price was 12.45, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DALBHARAT was trading at 1812.95. The strike last trading price was 11.25, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DALBHARAT was trading at 1852.15. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct DALBHARAT was trading at 1835.00. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DALBHARAT was trading at 1885.95. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DALBHARAT was trading at 1889.30. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DALBHARAT was trading at 1872.95. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct DALBHARAT was trading at 1848.35. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct DALBHARAT was trading at 1840.75. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct DALBHARAT was trading at 1879.95. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
