DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.90
Theta: -2.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 49.25 | 13.00 | 32.87 | 478.5 | 5.5 | 84.7 | |||
| 20 Nov | 1745.25 | 36.25 | 0.00 | 32.66 | 994.4 | -22 | 78.1 | |||
| 19 Nov | 1745.25 | 36.25 | 23.85 | 32.66 | 994.4 | -23.1 | 78.1 | |||
| 18 Nov | 1686.35 | 12.4 | -9.35 | 24.04 | 392.7 | 24.2 | 107.8 | |||
| 14 Nov | 1713.80 | 21.75 | -12.80 | 22.30 | 851.4 | 53.9 | 84.7 | |||
| 13 Nov | 1737.60 | 34.55 | -34.45 | 22.16 | 40.7 | -9.9 | 30.8 | |||
| 12 Nov | 1786.70 | 69 | 5.10 | 23.33 | 33 | 8.8 | 41.8 | |||
| 11 Nov | 1755.35 | 63.9 | 5.65 | 35.32 | 14.3 | 8.8 | 31.9 | |||
| 8 Nov | 1768.05 | 58.25 | -26.25 | 25.68 | 15.4 | 1.1 | 24.2 | |||
| 7 Nov | 1798.25 | 84.5 | 6.25 | 26.51 | 13.2 | 0 | 9.9 | |||
| 6 Nov | 1817.55 | 78.25 | 0.00 | 0.00 | 0 | 3.3 | 0 | |||
| 5 Nov | 1793.60 | 78.25 | -10.70 | 21.95 | 7.7 | 1.1 | 7.7 | |||
| 4 Nov | 1789.75 | 88.95 | -142.75 | 28.83 | 9.9 | 5.5 | 5.5 | |||
| 1 Nov | 1838.20 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1833.20 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1840.25 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1796.80 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1812.95 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1760.85 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 1804.45 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1830.80 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1852.15 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1835.00 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1885.95 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 231.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 231.7 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.66
Historical price for 1740 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 49.25, which was 13.00 higher than the previous day. The implied volatity was 32.87, the open interest changed by 5 which increased total open position to 77
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 32.66, the open interest changed by -20 which decreased total open position to 71
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 36.25, which was 23.85 higher than the previous day. The implied volatity was 32.66, the open interest changed by -21 which decreased total open position to 71
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 12.4, which was -9.35 lower than the previous day. The implied volatity was 24.04, the open interest changed by 22 which increased total open position to 98
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 21.75, which was -12.80 lower than the previous day. The implied volatity was 22.30, the open interest changed by 49 which increased total open position to 77
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 34.55, which was -34.45 lower than the previous day. The implied volatity was 22.16, the open interest changed by -9 which decreased total open position to 28
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 69, which was 5.10 higher than the previous day. The implied volatity was 23.33, the open interest changed by 8 which increased total open position to 38
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 63.9, which was 5.65 higher than the previous day. The implied volatity was 35.32, the open interest changed by 8 which increased total open position to 29
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 58.25, which was -26.25 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 22
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 84.5, which was 6.25 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 9
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 78.25, 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 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 78.25, which was -10.70 lower than the previous day. The implied volatity was 21.95, the open interest changed by 1 which increased total open position to 7
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 88.95, which was -142.75 lower than the previous day. The implied volatity was 28.83, the open interest changed by 5 which increased total open position to 5
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, 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 231.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 0.90
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 20 | -8.85 | 34.07 | 440 | 28.6 | 84.7 |
| 20 Nov | 1745.25 | 28.85 | 0.00 | 27.18 | 475.2 | 11 | 56.1 |
| 19 Nov | 1745.25 | 28.85 | -25.95 | 27.18 | 475.2 | 11 | 56.1 |
| 18 Nov | 1686.35 | 54.8 | 14.00 | 28.62 | 111.1 | -2.2 | 41.8 |
| 14 Nov | 1713.80 | 40.8 | 6.20 | 22.84 | 115.5 | -12.1 | 44 |
| 13 Nov | 1737.60 | 34.6 | 17.50 | 26.94 | 198 | -29.7 | 56.1 |
| 12 Nov | 1786.70 | 17.1 | -11.20 | 26.33 | 121 | 34.1 | 99 |
| 11 Nov | 1755.35 | 28.3 | 0.60 | 25.14 | 160.6 | -4.4 | 61.6 |
| 8 Nov | 1768.05 | 27.7 | 11.40 | 25.02 | 64.9 | 25.3 | 66 |
| 7 Nov | 1798.25 | 16.3 | 2.50 | 24.21 | 45.1 | -2.2 | 39.6 |
| 6 Nov | 1817.55 | 13.8 | -10.25 | 25.38 | 52.8 | 2.2 | 38.5 |
| 5 Nov | 1793.60 | 24.05 | -7.45 | 28.00 | 36.3 | -1.1 | 36.3 |
| 4 Nov | 1789.75 | 31.5 | 10.70 | 31.89 | 39.6 | 8.8 | 37.4 |
| 1 Nov | 1838.20 | 20.8 | 0.00 | 0.00 | 0 | 17.6 | 0 |
| 31 Oct | 1833.20 | 20.8 | 3.90 | - | 35.2 | 17.6 | 28.6 |
| 30 Oct | 1840.25 | 16.9 | -25.10 | - | 37.4 | 8.8 | 11 |
| 29 Oct | 1796.80 | 42 | 1.05 | - | 1.1 | 0 | 2.2 |
| 28 Oct | 1796.30 | 40.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1771.45 | 40.95 | 9.20 | - | 2.2 | 0 | 2.2 |
| 24 Oct | 1812.95 | 31.75 | -13.25 | - | 1.1 | 0 | 1.1 |
| 23 Oct | 1760.85 | 45 | 10.85 | - | 1.1 | 0 | 0 |
| 22 Oct | 1804.45 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1830.80 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1852.15 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1835.00 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1885.95 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1889.30 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1872.95 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1848.35 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1840.75 | 34.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1879.95 | 34.15 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.35
Historical price for 1740 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 20, which was -8.85 lower than the previous day. The implied volatity was 34.07, the open interest changed by 26 which increased total open position to 77
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 28.85, which was 0.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by 10 which increased total open position to 51
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 28.85, which was -25.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by 10 which increased total open position to 51
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 54.8, which was 14.00 higher than the previous day. The implied volatity was 28.62, the open interest changed by -2 which decreased total open position to 38
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 40.8, which was 6.20 higher than the previous day. The implied volatity was 22.84, the open interest changed by -11 which decreased total open position to 40
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 34.6, which was 17.50 higher than the previous day. The implied volatity was 26.94, the open interest changed by -27 which decreased total open position to 51
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 17.1, which was -11.20 lower than the previous day. The implied volatity was 26.33, the open interest changed by 31 which increased total open position to 90
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 28.3, which was 0.60 higher than the previous day. The implied volatity was 25.14, the open interest changed by -4 which decreased total open position to 56
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 27.7, which was 11.40 higher than the previous day. The implied volatity was 25.02, the open interest changed by 23 which increased total open position to 60
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 16.3, which was 2.50 higher than the previous day. The implied volatity was 24.21, the open interest changed by -2 which decreased total open position to 36
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 13.8, which was -10.25 lower than the previous day. The implied volatity was 25.38, the open interest changed by 2 which increased total open position to 35
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 24.05, which was -7.45 lower than the previous day. The implied volatity was 28.00, the open interest changed by -1 which decreased total open position to 33
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 31.5, which was 10.70 higher than the previous day. The implied volatity was 31.89, the open interest changed by 8 which increased total open position to 34
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 20.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct DALBHARAT was trading at 1833.20. The strike last trading price was 20.8, which was 3.90 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 16.9, which was -25.10 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 42, which was 1.05 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 40.95, 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 40.95, which was 9.20 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 31.75, which was -13.25 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 45, which was 10.85 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, 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 34.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
