Historical option data for DALBHARAT
11 Jun 2026 09:24 AM IST
| DALBHARAT 30-Jun-2026 (19d) 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.01
Theta: -0.98
Gamma: 0.00295
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1620.60 | 16.5 | -4.5 (-21.43%) | 29.2 | 30 | 13 | 509 | |||||||||
| 10 Jun | 1637.90 | 20.85 | -7.45 (-26.33%) | 28.62 | 391 | 53 | 497 | |||||||||
| 9 Jun | 1651.70 | 26.9 | -6.1 (-18.48%) | 29.32 | 313 | 65 | 442 | |||||||||
| 8 Jun | 1664.00 | 30.55 | -18.45 (-37.65%) | 27.5 | 466 | 20 | 379 | |||||||||
| 5 Jun | 1688.60 | 49.65 | -20.35 (-29.07%) | 29.5 | 451 | 198 | 358 | |||||||||
| 4 Jun | 1725.30 | 67 | -4 (-5.63%) | 29.89 | 28 | 7 | 159 | |||||||||
| 3 Jun | 1723.20 | 73.3 | -14.7 (-16.70%) | 30.67 | 71 | 14 | 152 | |||||||||
| 2 Jun | 1749.70 | 88.1 | -8.9 (-9.18%) | 28.26 | 42 | 4 | 137 | |||||||||
| 1 Jun | 1747.40 | 96.8 | -0.2 (-0.21%) | 32.9 | 4 | 0 | 133 | |||||||||
| 29 May | 1748.20 | 98.55 | -22.45 (-18.55%) | 32.9 | 4 | 0 | 133 | |||||||||
| 27 May | 1792.10 | 121.45 | 6.45 (5.61%) | 27.43 | 21 | -4 | 133 | |||||||||
| 26 May | 1785.60 | 115 | -41 (-26.28%) | 25.89 | 10 | -2 | 137 | |||||||||
| 25 May | 1822.60 | 155.95 | 24.95 (19.05%) | 29.18 | 11 | 2 | 140 | |||||||||
| 22 May | 1795.60 | 131.4 | 28.4 (27.57%) | 28.82 | 145 | -22 | 140 | |||||||||
| 21 May | 1747.80 | 103.7 | 22.7 (28.02%) | 30.03 | 311 | 27 | 163 | |||||||||
| 20 May | 1706.80 | 80.75 | -6.25 (-7.18%) | 31.89 | 68 | 34 | 136 | |||||||||
| 19 May | 1713.80 | 86 | -3 (-3.37%) | 31.73 | 59 | 23 | 102 | |||||||||
| 18 May | 1712.60 | 90.8 | -10.2 (-10.10%) | 33.43 | 77 | 47 | 79 | |||||||||
| 15 May | 1727.50 | 99.2 | -159.35 (-61.63%) | 32.14 | 33 | 32 | 32 | |||||||||
| 14 May | 1764.70 | 0 | -258.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1776.90 | 0 | -258.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1781.20 | 0 | -258.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1772.20 | 0 | -258.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1823.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1700 expiring on 30JUN2026
Delta for 1700 CE is 0.26
Historical price for 1700 CE is as follows
On 11 Jun DALBHARAT was trading at 1620.60. The strike last trading price was 16.5, which was -4.5 lower than the previous day. The implied volatity was 29.2, the open interest changed by 13 which increased total open position to 509
On 10 Jun DALBHARAT was trading at 1637.90. The strike last trading price was 20.85, which was -7.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 53 which increased total open position to 497
On 9 Jun DALBHARAT was trading at 1651.70. The strike last trading price was 26.9, which was -6.1 lower than the previous day. The implied volatity was 29.32, the open interest changed by 65 which increased total open position to 442
On 8 Jun DALBHARAT was trading at 1664.00. The strike last trading price was 30.55, which was -18.45 lower than the previous day. The implied volatity was 27.5, the open interest changed by 20 which increased total open position to 379
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 49.65, which was -20.35 lower than the previous day. The implied volatity was 29.5, the open interest changed by 198 which increased total open position to 358
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 67, which was -4 lower than the previous day. The implied volatity was 29.89, the open interest changed by 7 which increased total open position to 159
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 73.3, which was -14.7 lower than the previous day. The implied volatity was 30.67, the open interest changed by 14 which increased total open position to 152
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 88.1, which was -8.9 lower than the previous day. The implied volatity was 28.26, the open interest changed by 4 which increased total open position to 137
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 96.8, which was -0.2 lower than the previous day. The implied volatity was 32.9, the open interest changed by 0 which decreased total open position to 133
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 98.55, which was -22.45 lower than the previous day. The implied volatity was 32.9, the open interest changed by 0 which decreased total open position to 133
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 121.45, which was 6.45 higher than the previous day. The implied volatity was 27.43, the open interest changed by -4 which decreased total open position to 133
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 115, which was -41 lower than the previous day. The implied volatity was 25.89, the open interest changed by -2 which decreased total open position to 137
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 155.95, which was 24.95 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 140
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 131.4, which was 28.4 higher than the previous day. The implied volatity was 28.82, the open interest changed by -22 which decreased total open position to 140
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 103.7, which was 22.7 higher than the previous day. The implied volatity was 30.03, the open interest changed by 27 which increased total open position to 163
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 80.75, which was -6.25 lower than the previous day. The implied volatity was 31.89, the open interest changed by 34 which increased total open position to 136
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 86, which was -3 lower than the previous day. The implied volatity was 31.73, the open interest changed by 23 which increased total open position to 102
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 90.8, which was -10.2 lower than the previous day. The implied volatity was 33.43, the open interest changed by 47 which increased total open position to 79
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 99.2, which was -159.35 lower than the previous day. The implied volatity was 32.14, the open interest changed by 32 which increased total open position to 32
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 0, which was -258.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 0, which was -258.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 0, which was -258.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 0, which was -258.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 0, 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
| DALBHARAT 30-Jun-2026 (19d) 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.01
Theta: -0.84
Gamma: 0.00304
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1620.60 | 83 | 83 (23.19%) | 30.18 | 48 | 0 | 400 |
| 10 Jun | 1637.90 | 85 | 16 (23.19%) | 30.18 | 48 | 8 | 404 |
| 9 Jun | 1651.70 | 73.05 | 4.3 (6.25%) | 26.85 | 30 | -13 | 397 |
| 8 Jun | 1664.00 | 72.5 | 18.55 (34.38%) | 30.57 | 155 | 37 | 411 |
| 5 Jun | 1688.60 | 55 | 16.4 (42.49%) | 29.1 | 435 | 57 | 375 |
| 4 Jun | 1725.30 | 40.15 | -0.65 (-1.59%) | 28.68 | 37 | 1 | 318 |
| 3 Jun | 1723.20 | 41.2 | 11.9 (40.61%) | 29.56 | 158 | 26 | 317 |
| 2 Jun | 1749.70 | 29.3 | -3.95 (-11.88%) | 27.94 | 65 | -3 | 291 |
| 1 Jun | 1747.40 | 32.7 | 2.45 (8.10%) | 28.18 | 93 | -16 | 293 |
| 29 May | 1748.20 | 32.3 | 9.1 (39.22%) | 27.69 | 180 | 20 | 309 |
| 27 May | 1792.10 | 22.1 | -4.25 (-16.13%) | 28.26 | 80 | 24 | 289 |
| 26 May | 1785.60 | 26 | 4.95 (23.52%) | 29 | 121 | 42 | 260 |
| 25 May | 1822.60 | 20.75 | -11.2 (-35.05%) | 31.14 | 129 | 12 | 217 |
| 22 May | 1795.60 | 32.4 | -12.6 (-28.00%) | 31.56 | 172 | 1 | 205 |
| 21 May | 1747.80 | 44 | -16 (-26.67%) | 30.59 | 196 | 17 | 206 |
| 20 May | 1706.80 | 59 | -0.9 (-1.50%) | 30.04 | 48 | 10 | 187 |
| 19 May | 1713.80 | 60 | -4.8 (-7.41%) | 30.89 | 49 | -1 | 177 |
| 18 May | 1712.60 | 64.2 | 3.1 (5.07%) | 32.44 | 54 | 16 | 178 |
| 15 May | 1727.50 | 60 | 7 (13.21%) | 30.96 | 176 | 142 | 148 |
| 14 May | 1764.70 | 53 | 4 (8.16%) | 36.26 | 2 | 0 | 6 |
| 13 May | 1776.90 | 49 | -8.55 (-14.86%) | 0 | 1 | 1 | 6 |
| 12 May | 1781.20 | 57.55 | 0 (0.00%) | 0 | 0 | 0 | 5 |
| 11 May | 1772.20 | 57.55 | 34.7 (151.86%) | 38.07 | 5 | 4 | 4 |
| 8 May | 1823.60 | 0 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1700 expiring on 30JUN2026
Delta for 1700 PE is -0.69
Historical price for 1700 PE is as follows
On 11 Jun DALBHARAT was trading at 1620.60. The strike last trading price was 83, which was 83 higher than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 400
On 10 Jun DALBHARAT was trading at 1637.90. The strike last trading price was 85, which was 16 higher than the previous day. The implied volatity was 30.18, the open interest changed by 8 which increased total open position to 404
On 9 Jun DALBHARAT was trading at 1651.70. The strike last trading price was 73.05, which was 4.3 higher than the previous day. The implied volatity was 26.85, the open interest changed by -13 which decreased total open position to 397
On 8 Jun DALBHARAT was trading at 1664.00. The strike last trading price was 72.5, which was 18.55 higher than the previous day. The implied volatity was 30.57, the open interest changed by 37 which increased total open position to 411
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 55, which was 16.4 higher than the previous day. The implied volatity was 29.1, the open interest changed by 57 which increased total open position to 375
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 40.15, which was -0.65 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 318
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 41.2, which was 11.9 higher than the previous day. The implied volatity was 29.56, the open interest changed by 26 which increased total open position to 317
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 29.3, which was -3.95 lower than the previous day. The implied volatity was 27.94, the open interest changed by -3 which decreased total open position to 291
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 32.7, which was 2.45 higher than the previous day. The implied volatity was 28.18, the open interest changed by -16 which decreased total open position to 293
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 32.3, which was 9.1 higher than the previous day. The implied volatity was 27.69, the open interest changed by 20 which increased total open position to 309
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 22.1, which was -4.25 lower than the previous day. The implied volatity was 28.26, the open interest changed by 24 which increased total open position to 289
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 26, which was 4.95 higher than the previous day. The implied volatity was 29, the open interest changed by 42 which increased total open position to 260
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 20.75, which was -11.2 lower than the previous day. The implied volatity was 31.14, the open interest changed by 12 which increased total open position to 217
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 32.4, which was -12.6 lower than the previous day. The implied volatity was 31.56, the open interest changed by 1 which increased total open position to 205
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 44, which was -16 lower than the previous day. The implied volatity was 30.59, the open interest changed by 17 which increased total open position to 206
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 59, which was -0.9 lower than the previous day. The implied volatity was 30.04, the open interest changed by 10 which increased total open position to 187
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 60, which was -4.8 lower than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 177
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 64.2, which was 3.1 higher than the previous day. The implied volatity was 32.44, the open interest changed by 16 which increased total open position to 178
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 60, which was 7 higher than the previous day. The implied volatity was 30.96, the open interest changed by 142 which increased total open position to 148
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 53, which was 4 higher than the previous day. The implied volatity was 36.26, the open interest changed by 0 which decreased total open position to 6
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 49, which was -8.55 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 6
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 57.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 5
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 57.55, which was 34.7 higher than the previous day. The implied volatity was 38.07, the open interest changed by 4 which increased total open position to 4
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 0, 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
