Historical option data for DALBHARAT
29 Jun 2026 10:49 AM IST
| DALBHARAT 28-Jul-2026 (27d) 1720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.02
Theta: -1.15
Gamma: 0.00256
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1715.50 | 63.3 | -4.7 (-6.91%) | 31.82 | 11 | 5 | 53 | |||||||||
| 25 Jun | 1720.40 | 67.25 | -4.75 (-6.60%) | 30.79 | 55 | 22 | 47 | |||||||||
| 24 Jun | 1733.00 | 71.15 | 4.15 (6.19%) | 28.67 | 45 | 2 | 30 | |||||||||
| 23 Jun | 1680.60 | 67.45 | 0.45 (0.67%) | 32.97 | 1 | 0 | 28 | |||||||||
| 22 Jun | 1711.10 | 67.45 | 0.45 (0.67%) | 32.97 | 1 | 1 | 28 | |||||||||
| 19 Jun | 1717.20 | 67.45 | 3.45 (5.39%) | 28.58 | 1 | 1 | 27 | |||||||||
| 18 Jun | 1725.70 | 64 | -5 (-7.25%) | 26.88 | 3 | 0 | 23 | |||||||||
| 17 Jun | 1723.40 | 68.8 | -7.2 (-9.47%) | 27.88 | 17 | 14 | 20 | |||||||||
| 16 Jun | 1709.60 | 75.7 | -0.3 (-0.39%) | 29.51 | 1 | 1 | 6 | |||||||||
| 15 Jun | 1719.40 | 75.7 | -187.3 (-71.22%) | 31.37 | 5 | 2 | 2 | |||||||||
For Dalmia Bharat Limited - strike price 1720 expiring on 28JUL2026
Delta for 1720 CE is 0.53
Historical price for 1720 CE is as follows
On 29 Jun DALBHARAT was trading at 1715.50. The strike last trading price was 63.3, which was -4.7 lower than the previous day. The implied volatity was 31.82, the open interest changed by 5 which increased total open position to 53
On 25 Jun DALBHARAT was trading at 1720.40. The strike last trading price was 67.25, which was -4.75 lower than the previous day. The implied volatity was 30.79, the open interest changed by 22 which increased total open position to 47
On 24 Jun DALBHARAT was trading at 1733.00. The strike last trading price was 71.15, which was 4.15 higher than the previous day. The implied volatity was 28.67, the open interest changed by 2 which increased total open position to 30
On 23 Jun DALBHARAT was trading at 1680.60. The strike last trading price was 67.45, which was 0.45 higher than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 28
On 22 Jun DALBHARAT was trading at 1711.10. The strike last trading price was 67.45, which was 0.45 higher than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 28
On 19 Jun DALBHARAT was trading at 1717.20. The strike last trading price was 67.45, which was 3.45 higher than the previous day. The implied volatity was 28.58, the open interest changed by 1 which increased total open position to 27
On 18 Jun DALBHARAT was trading at 1725.70. The strike last trading price was 64, which was -5 lower than the previous day. The implied volatity was 26.88, the open interest changed by 0 which decreased total open position to 23
On 17 Jun DALBHARAT was trading at 1723.40. The strike last trading price was 68.8, which was -7.2 lower than the previous day. The implied volatity was 27.88, the open interest changed by 14 which increased total open position to 20
On 16 Jun DALBHARAT was trading at 1709.60. The strike last trading price was 75.7, which was -0.3 lower than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 6
On 15 Jun DALBHARAT was trading at 1719.40. The strike last trading price was 75.7, which was -187.3 lower than the previous day. The implied volatity was 31.37, the open interest changed by 2 which increased total open position to 2
| DALBHARAT 28-Jul-2026 (27d) 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.02
Theta: -0.82
Gamma: 0.00276
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1715.50 | 62.05 | 7.35 (13.44%) | 29.77 | 1 | 0 | 22 |
| 25 Jun | 1720.40 | 53.05 | 4.2 (8.60%) | 27.08 | 26 | 17 | 21 |
| 24 Jun | 1733.00 | 48.85 | -23.15 (-32.15%) | 27.63 | 2 | 1 | 3 |
| 23 Jun | 1680.60 | 72 | 32.35 (81.59%) | 26.24 | 2 | 2 | 2 |
| 22 Jun | 1711.10 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 1717.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 1725.70 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 1723.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 1709.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 1719.40 | 0 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1720 expiring on 28JUL2026
Delta for 1720 PE is -0.51
Historical price for 1720 PE is as follows
On 29 Jun DALBHARAT was trading at 1715.50. The strike last trading price was 62.05, which was 7.35 higher than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 22
On 25 Jun DALBHARAT was trading at 1720.40. The strike last trading price was 53.05, which was 4.2 higher than the previous day. The implied volatity was 27.08, the open interest changed by 17 which increased total open position to 21
On 24 Jun DALBHARAT was trading at 1733.00. The strike last trading price was 48.85, which was -23.15 lower than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 3
On 23 Jun DALBHARAT was trading at 1680.60. The strike last trading price was 72, which was 32.35 higher than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 2
On 22 Jun DALBHARAT was trading at 1711.10. 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 19 Jun DALBHARAT was trading at 1717.20. 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 18 Jun DALBHARAT was trading at 1725.70. 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 17 Jun DALBHARAT was trading at 1723.40. 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
On 16 Jun DALBHARAT was trading at 1709.60. 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 15 Jun DALBHARAT was trading at 1719.40. 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
