DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1700 CE | ||||||||||
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Delta: 0.79
Vega: 0.70
Theta: -2.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 81.3 | 20.45 | 37.32 | 444.4 | -5.5 | 107.8 | |||
| 20 Nov | 1745.25 | 60.85 | 0.00 | 33.97 | 628.1 | -12.1 | 112.2 | |||
| 19 Nov | 1745.25 | 60.85 | 33.25 | 33.97 | 628.1 | -13.2 | 112.2 | |||
| 18 Nov | 1686.35 | 27.6 | -15.70 | 23.71 | 623.7 | 3.3 | 122.1 | |||
| 14 Nov | 1713.80 | 43.3 | -17.80 | 23.57 | 1,254 | 106.7 | 117.7 | |||
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| 13 Nov | 1737.60 | 61.1 | -39.90 | 23.60 | 15.4 | 5.5 | 9.9 | |||
| 12 Nov | 1786.70 | 101 | 26.50 | 23.38 | 22 | 9.9 | 12.1 | |||
| 11 Nov | 1755.35 | 74.5 | -64.40 | 24.72 | 1.1 | 0 | 1.1 | |||
| 8 Nov | 1768.05 | 138.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1798.25 | 138.9 | 0.00 | 0.00 | 0 | 1.1 | 0 | |||
| 6 Nov | 1817.55 | 138.9 | -123.50 | 31.81 | 1.1 | 0 | 0 | |||
| 5 Nov | 1793.60 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1789.75 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1838.20 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1833.20 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1840.25 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1796.80 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1812.95 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1760.85 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1804.45 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1830.80 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1852.15 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1835.00 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1885.95 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 262.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 262.4 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 CE is 0.79
Historical price for 1700 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 81.3, which was 20.45 higher than the previous day. The implied volatity was 37.32, the open interest changed by -5 which decreased total open position to 98
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 60.85, which was 0.00 lower than the previous day. The implied volatity was 33.97, the open interest changed by -11 which decreased total open position to 102
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 60.85, which was 33.25 higher than the previous day. The implied volatity was 33.97, the open interest changed by -12 which decreased total open position to 102
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 27.6, which was -15.70 lower than the previous day. The implied volatity was 23.71, the open interest changed by 3 which increased total open position to 111
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 43.3, which was -17.80 lower than the previous day. The implied volatity was 23.57, the open interest changed by 97 which increased total open position to 107
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 61.1, which was -39.90 lower than the previous day. The implied volatity was 23.60, the open interest changed by 5 which increased total open position to 9
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 101, which was 26.50 higher than the previous day. The implied volatity was 23.38, the open interest changed by 9 which increased total open position to 11
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 74.5, which was -64.40 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 1
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 138.9, 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 138.9, 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 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 138.9, which was -123.50 lower than the previous day. The implied volatity was 31.81, 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 262.4, 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 262.4, 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 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 262.4, 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 262.4, 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 262.4, 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 29 Oct DALBHARAT was trading at 1796.80. The strike last trading price was 262.4, 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 262.4, 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 262.4, 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 262.4, 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 23 Oct DALBHARAT was trading at 1760.85. The strike last trading price was 262.4, 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 22 Oct DALBHARAT was trading at 1804.45. The strike last trading price was 262.4, 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 21 Oct DALBHARAT was trading at 1830.80. The strike last trading price was 262.4, 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 262.4, 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 262.4, 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 262.4, 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 262.4, 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 262.4, 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 262.4, 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 262.4, 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 262.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 0.72
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 11.95 | -4.25 | 38.60 | 999.9 | 209 | 596.2 |
| 20 Nov | 1745.25 | 16.2 | 0.00 | 30.52 | 1,020.8 | 75.9 | 387.2 |
| 19 Nov | 1745.25 | 16.2 | -14.45 | 30.52 | 1,020.8 | 75.9 | 387.2 |
| 18 Nov | 1686.35 | 30.65 | 7.15 | 28.27 | 1,245.2 | -127.6 | 312.4 |
| 14 Nov | 1713.80 | 23.5 | 4.40 | 24.90 | 3,359.4 | 269.5 | 442.2 |
| 13 Nov | 1737.60 | 19.1 | 9.10 | 27.30 | 250.8 | 13.2 | 171.6 |
| 12 Nov | 1786.70 | 10 | -6.05 | 28.43 | 206.8 | 35.2 | 184.8 |
| 11 Nov | 1755.35 | 16.05 | -0.10 | 26.33 | 220 | 16.5 | 147.4 |
| 8 Nov | 1768.05 | 16.15 | 7.00 | 26.08 | 189.2 | 17.6 | 138.6 |
| 7 Nov | 1798.25 | 9.15 | 2.10 | 25.49 | 37.4 | -3.3 | 119.9 |
| 6 Nov | 1817.55 | 7.05 | -7.80 | 25.70 | 171.6 | -1.1 | 123.2 |
| 5 Nov | 1793.60 | 14.85 | -5.20 | 28.98 | 161.7 | -7.7 | 123.2 |
| 4 Nov | 1789.75 | 20.05 | 9.00 | 32.15 | 201.3 | 40.7 | 130.9 |
| 1 Nov | 1838.20 | 11.05 | -0.50 | 30.43 | 5.5 | 2.2 | 88 |
| 31 Oct | 1833.20 | 11.55 | 1.90 | - | 78.1 | 7.7 | 79.2 |
| 30 Oct | 1840.25 | 9.65 | -15.20 | - | 96.8 | 30.8 | 72.6 |
| 29 Oct | 1796.80 | 24.85 | 0.35 | - | 193.6 | 13.2 | 42.9 |
| 28 Oct | 1796.30 | 24.5 | -5.50 | - | 12.1 | 2.2 | 28.6 |
| 25 Oct | 1771.45 | 30 | 7.85 | - | 3.3 | 2.2 | 26.4 |
| 24 Oct | 1812.95 | 22.15 | -8.30 | - | 7.7 | 0 | 24.2 |
| 23 Oct | 1760.85 | 30.45 | 6.45 | - | 11 | 0 | 22 |
| 22 Oct | 1804.45 | 24 | 2.00 | - | 2.2 | 1.1 | 20.9 |
| 21 Oct | 1830.80 | 22 | 2.00 | - | 23.1 | 17.6 | 20.9 |
| 18 Oct | 1852.15 | 20 | 0.00 | - | 0 | 1.1 | 0 |
| 17 Oct | 1835.00 | 20 | -5.35 | - | 1.1 | 0 | 2.2 |
| 15 Oct | 1885.95 | 25.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1889.30 | 25.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1872.95 | 25.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1848.35 | 25.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1840.75 | 25.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1879.95 | 25.35 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1700 expiring on 28NOV2024
Delta for 1700 PE is -0.22
Historical price for 1700 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 11.95, which was -4.25 lower than the previous day. The implied volatity was 38.60, the open interest changed by 190 which increased total open position to 542
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 16.2, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 69 which increased total open position to 352
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 16.2, which was -14.45 lower than the previous day. The implied volatity was 30.52, the open interest changed by 69 which increased total open position to 352
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 30.65, which was 7.15 higher than the previous day. The implied volatity was 28.27, the open interest changed by -116 which decreased total open position to 284
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 23.5, which was 4.40 higher than the previous day. The implied volatity was 24.90, the open interest changed by 245 which increased total open position to 402
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 19.1, which was 9.10 higher than the previous day. The implied volatity was 27.30, the open interest changed by 12 which increased total open position to 156
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 10, which was -6.05 lower than the previous day. The implied volatity was 28.43, the open interest changed by 32 which increased total open position to 168
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 16.05, which was -0.10 lower than the previous day. The implied volatity was 26.33, the open interest changed by 15 which increased total open position to 134
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 16.15, which was 7.00 higher than the previous day. The implied volatity was 26.08, the open interest changed by 16 which increased total open position to 126
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 9.15, which was 2.10 higher than the previous day. The implied volatity was 25.49, the open interest changed by -3 which decreased total open position to 109
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 7.05, which was -7.80 lower than the previous day. The implied volatity was 25.70, the open interest changed by -1 which decreased total open position to 112
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 14.85, which was -5.20 lower than the previous day. The implied volatity was 28.98, the open interest changed by -7 which decreased total open position to 112
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 20.05, which was 9.00 higher than the previous day. The implied volatity was 32.15, the open interest changed by 37 which increased total open position to 119
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 11.05, which was -0.50 lower than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 80
On 31 Oct DALBHARAT was trading at 1833.20. The strike last trading price was 11.55, which was 1.90 higher 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 9.65, which was -15.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DALBHARAT was trading at 1796.80. The strike last trading price was 24.85, which was 0.35 higher 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 24.5, which was -5.50 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 30, which was 7.85 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 22.15, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DALBHARAT was trading at 1760.85. The strike last trading price was 30.45, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DALBHARAT was trading at 1804.45. The strike last trading price was 24, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DALBHARAT was trading at 1830.80. The strike last trading price was 22, which was 2.00 higher 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 -5.35 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 25.35, 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 25.35, 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 25.35, 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 25.35, 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 25.35, 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 25.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
