Historical option data for DALBHARAT
22 Jun 2026 01:17 PM IST
| DALBHARAT 28-Jul-2026 (36d) 1700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 0.02
Theta: -0.92
Gamma: 0.0026
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1714.00 | 69.5 | -3.5 (-4.79%) | 28.02 | 36 | -1 | 129 | |||||||||
| 19 Jun | 1717.20 | 74.9 | -0.1 (-0.13%) | 25.56 | 37 | 22 | 131 | |||||||||
| 18 Jun | 1725.70 | 74.95 | -0.05 (-0.07%) | 27.02 | 14 | -10 | 110 | |||||||||
| 17 Jun | 1723.40 | 74.85 | 1.85 (2.53%) | 26.11 | 17 | 3 | 119 | |||||||||
| 16 Jun | 1709.60 | 72 | -9 (-11.11%) | 27.03 | 74 | 20 | 116 | |||||||||
| 15 Jun | 1719.40 | 80 | 27 (50.94%) | 27.42 | 51 | 27 | 95 | |||||||||
| 12 Jun | 1659.20 | 51.8 | 14.8 (40.00%) | 28.23 | 38 | 25 | 66 | |||||||||
| 11 Jun | 1610.20 | 37.4 | -12.6 (-25.20%) | 28.77 | 28 | 11 | 40 | |||||||||
| 10 Jun | 1637.90 | 50 | -7 (-12.28%) | 29.51 | 18 | 14 | 28 | |||||||||
| 9 Jun | 1651.70 | 56 | -104 (-65.00%) | 30.07 | 14 | 13 | 13 | |||||||||
| 8 Jun | 1664.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 1688.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 1725.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 1723.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 1749.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 1747.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1700 expiring on 28JUL2026
Delta for 1700 CE is 0.57
Historical price for 1700 CE is as follows
On 22 Jun DALBHARAT was trading at 1714.00. The strike last trading price was 69.5, which was -3.5 lower than the previous day. The implied volatity was 28.02, the open interest changed by -1 which decreased total open position to 129
On 19 Jun DALBHARAT was trading at 1717.20. The strike last trading price was 74.9, which was -0.1 lower than the previous day. The implied volatity was 25.56, the open interest changed by 22 which increased total open position to 131
On 18 Jun DALBHARAT was trading at 1725.70. The strike last trading price was 74.95, which was -0.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by -10 which decreased total open position to 110
On 17 Jun DALBHARAT was trading at 1723.40. The strike last trading price was 74.85, which was 1.85 higher than the previous day. The implied volatity was 26.11, the open interest changed by 3 which increased total open position to 119
On 16 Jun DALBHARAT was trading at 1709.60. The strike last trading price was 72, which was -9 lower than the previous day. The implied volatity was 27.03, the open interest changed by 20 which increased total open position to 116
On 15 Jun DALBHARAT was trading at 1719.40. The strike last trading price was 80, which was 27 higher than the previous day. The implied volatity was 27.42, the open interest changed by 27 which increased total open position to 95
On 12 Jun DALBHARAT was trading at 1659.20. The strike last trading price was 51.8, which was 14.8 higher than the previous day. The implied volatity was 28.23, the open interest changed by 25 which increased total open position to 66
On 11 Jun DALBHARAT was trading at 1610.20. The strike last trading price was 37.4, which was -12.6 lower than the previous day. The implied volatity was 28.77, the open interest changed by 11 which increased total open position to 40
On 10 Jun DALBHARAT was trading at 1637.90. The strike last trading price was 50, which was -7 lower than the previous day. The implied volatity was 29.51, the open interest changed by 14 which increased total open position to 28
On 9 Jun DALBHARAT was trading at 1651.70. The strike last trading price was 56, which was -104 lower than the previous day. The implied volatity was 30.07, the open interest changed by 13 which increased total open position to 13
On 8 Jun DALBHARAT was trading at 1664.00. 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
On 5 Jun DALBHARAT was trading at 1688.60. 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
On 4 Jun DALBHARAT was trading at 1725.30. 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
On 3 Jun DALBHARAT was trading at 1723.20. 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
On 2 Jun DALBHARAT was trading at 1749.70. 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
On 1 Jun DALBHARAT was trading at 1747.40. 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 28-Jul-2026 (36d) 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.02
Theta: -0.68
Gamma: 0.00253
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1714.00 | 52.7 | -1.95 (-3.57%) | 28.74 | 14 | 3 | 252 |
| 19 Jun | 1717.20 | 54.3 | 7.35 (15.65%) | 29.14 | 17 | 6 | 243 |
| 18 Jun | 1725.70 | 46.95 | -5.15 (-9.88%) | 27.71 | 8 | 1 | 237 |
| 17 Jun | 1723.40 | 52.1 | -3.4 (-6.13%) | 28.52 | 49 | 10 | 236 |
| 16 Jun | 1709.60 | 56 | 4.75 (9.27%) | 28.26 | 111 | 80 | 228 |
| 15 Jun | 1719.40 | 53 | -30.05 (-36.18%) | 27.54 | 56 | 13 | 147 |
| 12 Jun | 1659.20 | 83.5 | -31.4 (-27.33%) | 27.81 | 20 | -4 | 133 |
| 11 Jun | 1610.20 | 114.9 | 28.6 (33.14%) | 27.98 | 16 | 2 | 136 |
| 10 Jun | 1637.90 | 86.3 | -0.15 (-0.17%) | 28.62 | 23 | 1 | 134 |
| 9 Jun | 1651.70 | 88.5 | 2.35 (2.73%) | 27.63 | 21 | -1 | 133 |
| 8 Jun | 1664.00 | 89.55 | 7.55 (9.21%) | 29.26 | 129 | 122 | 134 |
| 5 Jun | 1688.60 | 82 | 13.2 (19.19%) | 31.12 | 8 | 8 | 12 |
| 4 Jun | 1725.30 | 68.8 | 0 (0.00%) | 31.35 | 1 | 0 | 4 |
| 3 Jun | 1723.20 | 68.8 | 12.8 (22.86%) | 31.35 | 1 | 1 | 4 |
| 2 Jun | 1749.70 | 56 | 0 (0.00%) | 31.87 | 1 | 0 | 2 |
| 1 Jun | 1747.40 | 56 | 0 (0.00%) | 29.07 | 2 | 0 | 2 |
For Dalmia Bharat Limited - strike price 1700 expiring on 28JUL2026
Delta for 1700 PE is -0.43
Historical price for 1700 PE is as follows
On 22 Jun DALBHARAT was trading at 1714.00. The strike last trading price was 52.7, which was -1.95 lower than the previous day. The implied volatity was 28.74, the open interest changed by 3 which increased total open position to 252
On 19 Jun DALBHARAT was trading at 1717.20. The strike last trading price was 54.3, which was 7.35 higher than the previous day. The implied volatity was 29.14, the open interest changed by 6 which increased total open position to 243
On 18 Jun DALBHARAT was trading at 1725.70. The strike last trading price was 46.95, which was -5.15 lower than the previous day. The implied volatity was 27.71, the open interest changed by 1 which increased total open position to 237
On 17 Jun DALBHARAT was trading at 1723.40. The strike last trading price was 52.1, which was -3.4 lower than the previous day. The implied volatity was 28.52, the open interest changed by 10 which increased total open position to 236
On 16 Jun DALBHARAT was trading at 1709.60. The strike last trading price was 56, which was 4.75 higher than the previous day. The implied volatity was 28.26, the open interest changed by 80 which increased total open position to 228
On 15 Jun DALBHARAT was trading at 1719.40. The strike last trading price was 53, which was -30.05 lower than the previous day. The implied volatity was 27.54, the open interest changed by 13 which increased total open position to 147
On 12 Jun DALBHARAT was trading at 1659.20. The strike last trading price was 83.5, which was -31.4 lower than the previous day. The implied volatity was 27.81, the open interest changed by -4 which decreased total open position to 133
On 11 Jun DALBHARAT was trading at 1610.20. The strike last trading price was 114.9, which was 28.6 higher than the previous day. The implied volatity was 27.98, the open interest changed by 2 which increased total open position to 136
On 10 Jun DALBHARAT was trading at 1637.90. The strike last trading price was 86.3, which was -0.15 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1 which increased total open position to 134
On 9 Jun DALBHARAT was trading at 1651.70. The strike last trading price was 88.5, which was 2.35 higher than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 133
On 8 Jun DALBHARAT was trading at 1664.00. The strike last trading price was 89.55, which was 7.55 higher than the previous day. The implied volatity was 29.26, the open interest changed by 122 which increased total open position to 134
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 82, which was 13.2 higher than the previous day. The implied volatity was 31.12, the open interest changed by 8 which increased total open position to 12
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 68.8, which was 0 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 4
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 68.8, which was 12.8 higher than the previous day. The implied volatity was 31.35, the open interest changed by 1 which increased total open position to 4
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 2
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 56, which was 0 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 2
