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[--[65.84.65.76]--]
DALBHARAT
Dalmia Bharat Limited

1801.9 -50.00 (-2.70%)

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Historical option data for DALBHARAT

20 Dec 2024 04:11 PM IST
DALBHARAT 26DEC2024 1700 CE
Delta: 0.79
Vega: 0.66
Theta: -3.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1801.90 121.7 -36.80 59.84 2 -1 6
19 Dec 1851.90 158.5 -27.25 50.81 2 0 9
18 Dec 1879.30 185.75 0.00 0.00 0 0 0
17 Dec 1934.10 185.75 0.00 0.00 0 0 0
16 Dec 1945.95 185.75 0.00 0.00 0 -1 0
13 Dec 1921.60 185.75 -40.00 - 1 0 10
12 Dec 1935.25 225.75 0.00 0.00 0 0 0
11 Dec 1966.60 225.75 0.00 0.00 0 0 0
10 Dec 1898.70 225.75 0.00 0.00 0 0 0
9 Dec 1897.75 225.75 0.00 0.00 0 0 0
6 Dec 1926.05 225.75 0.00 0.00 0 0 0
5 Dec 1913.80 225.75 0.00 0.00 0 1 0
4 Dec 1936.70 225.75 51.55 - 1 0 9
3 Dec 1930.80 174.2 0.00 0.00 0 0 0
2 Dec 1879.75 174.2 16.20 - 1 0 9
29 Nov 1820.35 158 0.00 0.00 0 0 0
28 Nov 1819.30 158 0.00 0.00 0 0 0
27 Nov 1836.45 158 0.00 0.00 0 0 0
26 Nov 1826.20 158 0.00 0.00 0 -1 0
25 Nov 1826.80 158 18.00 38.77 2 -1 10
22 Nov 1808.25 140 23.75 28.56 1 0 11
21 Nov 1771.60 116.25 18.15 31.23 6 2 11
20 Nov 1745.25 98.1 0.00 31.10 18 4 9
19 Nov 1745.25 98.1 29.20 31.10 18 4 9
18 Nov 1686.35 68.9 -3.10 28.10 13 -2 4
14 Nov 1713.80 72 -41.80 23.08 2 1 5
13 Nov 1737.60 113.8 13.80 34.61 2 1 4
12 Nov 1786.70 100 0.00 0.00 0 1 0
11 Nov 1755.35 100 -25.00 23.07 1 0 2
8 Nov 1768.05 125 0.00 0.00 0 0 0
7 Nov 1798.25 125 0.00 0.00 0 0 0
5 Nov 1793.60 125 -64.65 14.30 2 0 0
4 Nov 1789.75 189.65 189.65 - 0 0 0
1 Nov 1838.20 0 - 0 0 0


For Dalmia Bharat Limited - strike price 1700 expiring on 26DEC2024

Delta for 1700 CE is 0.79

Historical price for 1700 CE is as follows

On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 121.7, which was -36.80 lower than the previous day. The implied volatity was 59.84, the open interest changed by -1 which decreased total open position to 6


On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 158.5, which was -27.25 lower than the previous day. The implied volatity was 50.81, the open interest changed by 0 which decreased total open position to 9


On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 185.75, which was 0.00 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 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 185.75, which was 0.00 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 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 185.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 185.75, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 225.75, which was 0.00 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 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 225.75, which was 0.00 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 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 225.75, which was 0.00 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 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 225.75, which was 0.00 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 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 225.75, which was 0.00 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 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 225.75, which was 51.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 174.2, which was 0.00 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 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 174.2, which was 16.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 158, which was 0.00 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 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 158, which was 0.00 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 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 158, which was 0.00 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 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 158, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 158, which was 18.00 higher than the previous day. The implied volatity was 38.77, the open interest changed by -1 which decreased total open position to 10


On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 140, which was 23.75 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 11


On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 116.25, which was 18.15 higher than the previous day. The implied volatity was 31.23, the open interest changed by 2 which increased total open position to 11


On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 98.1, which was 0.00 lower than the previous day. The implied volatity was 31.10, the open interest changed by 4 which increased total open position to 9


On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 98.1, which was 29.20 higher than the previous day. The implied volatity was 31.10, the open interest changed by 4 which increased total open position to 9


On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 68.9, which was -3.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by -2 which decreased total open position to 4


On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 72, which was -41.80 lower than the previous day. The implied volatity was 23.08, the open interest changed by 1 which increased total open position to 5


On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 113.8, which was 13.80 higher than the previous day. The implied volatity was 34.61, the open interest changed by 1 which increased total open position to 4


On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 100, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 100, which was -25.00 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 2


On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 125, which was 0.00 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 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 125, which was 0.00 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 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 125, which was -64.65 lower than the previous day. The implied volatity was 14.30, 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 189.65, which was 189.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


DALBHARAT 26DEC2024 1700 PE
Delta: -0.11
Vega: 0.42
Theta: -1.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1801.90 4.55 2.55 38.21 59 -1 122
19 Dec 1851.90 2 0.00 37.89 1 0 123
18 Dec 1879.30 2 1.20 41.27 1 0 123
17 Dec 1934.10 0.8 -0.55 39.25 16 0 131
16 Dec 1945.95 1.35 -0.10 43.72 17 -5 131
13 Dec 1921.60 1.45 0.30 36.13 240 28 137
12 Dec 1935.25 1.15 0.05 34.56 27 -3 110
11 Dec 1966.60 1.1 -1.95 36.37 54 -10 114
10 Dec 1898.70 3.05 0.05 34.42 17 -4 123
9 Dec 1897.75 3 -0.05 33.22 57 14 129
6 Dec 1926.05 3.05 0.15 33.69 155 -61 115
5 Dec 1913.80 2.9 -0.55 31.37 250 94 187
4 Dec 1936.70 3.45 -0.25 34.07 69 -41 93
3 Dec 1930.80 3.7 -3.35 33.55 202 31 135
2 Dec 1879.75 7.05 -6.70 32.55 105 3 104
29 Nov 1820.35 13.75 1.45 29.69 69 -2 102
28 Nov 1819.30 12.3 0.50 28.68 106 -7 106
27 Nov 1836.45 11.8 -1.25 29.50 125 17 113
26 Nov 1826.20 13.05 -2.90 28.18 361 35 97
25 Nov 1826.80 15.95 0.30 28.99 439 7 62
22 Nov 1808.25 15.65 -13.60 26.84 41 6 61
21 Nov 1771.60 29.25 -6.75 29.20 74 9 51
20 Nov 1745.25 36 0.00 27.28 56 7 40
19 Nov 1745.25 36 -20.40 27.28 56 5 40
18 Nov 1686.35 56.4 1.05 29.26 35 22 35
14 Nov 1713.80 55.35 17.40 31.03 4 1 13
13 Nov 1737.60 37.95 12.90 27.04 6 3 11
12 Nov 1786.70 25.05 -6.30 27.27 5 -1 10
11 Nov 1755.35 31.35 -3.65 25.45 4 0 8
8 Nov 1768.05 35 14.40 27.52 5 3 7
7 Nov 1798.25 20.6 -22.40 24.69 1 0 3
5 Nov 1793.60 43 0.00 0.00 0 3 0
4 Nov 1789.75 43 -700.60 33.98 4 3 3
1 Nov 1838.20 743.6 6.29 0 0 0


For Dalmia Bharat Limited - strike price 1700 expiring on 26DEC2024

Delta for 1700 PE is -0.11

Historical price for 1700 PE is as follows

On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 4.55, which was 2.55 higher than the previous day. The implied volatity was 38.21, the open interest changed by -1 which decreased total open position to 122


On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 37.89, the open interest changed by 0 which decreased total open position to 123


On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 2, which was 1.20 higher than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 123


On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 131


On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 43.72, the open interest changed by -5 which decreased total open position to 131


On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 1.45, which was 0.30 higher than the previous day. The implied volatity was 36.13, the open interest changed by 28 which increased total open position to 137


On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 34.56, the open interest changed by -3 which decreased total open position to 110


On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 1.1, which was -1.95 lower than the previous day. The implied volatity was 36.37, the open interest changed by -10 which decreased total open position to 114


On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 34.42, the open interest changed by -4 which decreased total open position to 123


On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 33.22, the open interest changed by 14 which increased total open position to 129


On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 3.05, which was 0.15 higher than the previous day. The implied volatity was 33.69, the open interest changed by -61 which decreased total open position to 115


On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by 94 which increased total open position to 187


On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 34.07, the open interest changed by -41 which decreased total open position to 93


On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 3.7, which was -3.35 lower than the previous day. The implied volatity was 33.55, the open interest changed by 31 which increased total open position to 135


On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 7.05, which was -6.70 lower than the previous day. The implied volatity was 32.55, the open interest changed by 3 which increased total open position to 104


On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 13.75, which was 1.45 higher than the previous day. The implied volatity was 29.69, the open interest changed by -2 which decreased total open position to 102


On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 12.3, which was 0.50 higher than the previous day. The implied volatity was 28.68, the open interest changed by -7 which decreased total open position to 106


On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 11.8, which was -1.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 17 which increased total open position to 113


On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 13.05, which was -2.90 lower than the previous day. The implied volatity was 28.18, the open interest changed by 35 which increased total open position to 97


On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 15.95, which was 0.30 higher than the previous day. The implied volatity was 28.99, the open interest changed by 7 which increased total open position to 62


On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 15.65, which was -13.60 lower than the previous day. The implied volatity was 26.84, the open interest changed by 6 which increased total open position to 61


On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 29.25, which was -6.75 lower than the previous day. The implied volatity was 29.20, the open interest changed by 9 which increased total open position to 51


On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 27.28, the open interest changed by 7 which increased total open position to 40


On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 36, which was -20.40 lower than the previous day. The implied volatity was 27.28, the open interest changed by 5 which increased total open position to 40


On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 56.4, which was 1.05 higher than the previous day. The implied volatity was 29.26, the open interest changed by 22 which increased total open position to 35


On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 55.35, which was 17.40 higher than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 13


On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 37.95, which was 12.90 higher than the previous day. The implied volatity was 27.04, the open interest changed by 3 which increased total open position to 11


On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 25.05, which was -6.30 lower than the previous day. The implied volatity was 27.27, the open interest changed by -1 which decreased total open position to 10


On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 31.35, which was -3.65 lower than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 8


On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 35, which was 14.40 higher than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 7


On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 20.6, which was -22.40 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 3


On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 43, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 43, which was -700.60 lower than the previous day. The implied volatity was 33.98, the open interest changed by 3 which increased total open position to 3


On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 743.6, which was lower than the previous day. The implied volatity was 6.29, the open interest changed by 0 which decreased total open position to 0