Historical option data for DALBHARAT
08 Jun 2026 12:41 PM IST
| DALBHARAT 30-Jun-2026 (22d) 1740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.02
Theta: -1.12
Gamma: 0.00295
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1680.00 | 27.55 | -5.45 (-16.52%) | 29.96 | 39 | 3 | 159 | |||||||||
| 5 Jun | 1688.60 | 32.55 | -16.45 (-33.57%) | 29.02 | 207 | 81 | 157 | |||||||||
| 4 Jun | 1725.30 | 47.4 | -3.6 (-7.06%) | 28.54 | 42 | 4 | 75 | |||||||||
| 3 Jun | 1723.20 | 52 | -12 (-18.75%) | 29.35 | 154 | 49 | 71 | |||||||||
| 2 Jun | 1749.70 | 64 | 0 (0.00%) | 28.05 | 45 | 15 | 20 | |||||||||
| 1 Jun | 1747.40 | 63.9 | -19.1 (-23.01%) | 29.14 | 7 | 4 | 5 | |||||||||
| 29 May | 1748.20 | 83.05 | -44.95 (-35.12%) | 28.86 | 2 | -1 | 0 | |||||||||
| 27 May | 1792.10 | 127.7 | -0.3 (-0.23%) | - | 4 | 0 | 1 | |||||||||
| 26 May | 1785.60 | 127.7 | -0.3 (-0.23%) | 30.58 | 4 | 0 | 1 | |||||||||
| 25 May | 1822.60 | 127.7 | 17.7 (16.09%) | 30.58 | 4 | -1 | 1 | |||||||||
| 22 May | 1795.60 | 110 | 35 (46.67%) | 31.97 | 2 | 0 | 2 | |||||||||
| 21 May | 1747.80 | 75 | 22 (41.51%) | 29.37 | 2 | 1 | 2 | |||||||||
| 20 May | 1706.80 | 52.65 | -0.35 (-0.66%) | - | 0 | 0 | 1 | |||||||||
| 19 May | 1713.80 | 52.65 | -0.35 (-0.66%) | 25.77 | 0 | 0 | 1 | |||||||||
| 18 May | 1712.60 | 52.65 | -174.35 (-76.81%) | 25.77 | 1 | 1 | 1 | |||||||||
| 15 May | 1727.50 | 0 | -227.4 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1764.70 | 0 | -227.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1776.90 | 0 | -227.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1781.20 | 0 | -227.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1772.20 | 0 | -227.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1823.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1740 expiring on 30JUN2026
Delta for 1740 CE is 0.34
Historical price for 1740 CE is as follows
On 8 Jun DALBHARAT was trading at 1680.00. The strike last trading price was 27.55, which was -5.45 lower than the previous day. The implied volatity was 29.96, the open interest changed by 3 which increased total open position to 159
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 32.55, which was -16.45 lower than the previous day. The implied volatity was 29.02, the open interest changed by 81 which increased total open position to 157
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 47.4, which was -3.6 lower than the previous day. The implied volatity was 28.54, the open interest changed by 4 which increased total open position to 75
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 52, which was -12 lower than the previous day. The implied volatity was 29.35, the open interest changed by 49 which increased total open position to 71
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by 15 which increased total open position to 20
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 63.9, which was -19.1 lower than the previous day. The implied volatity was 29.14, the open interest changed by 4 which increased total open position to 5
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 83.05, which was -44.95 lower than the previous day. The implied volatity was 28.86, the open interest changed by -1 which decreased total open position to 0
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 127.7, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 127.7, which was -0.3 lower than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 1
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 127.7, which was 17.7 higher than the previous day. The implied volatity was 30.58, the open interest changed by -1 which decreased total open position to 1
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 110, which was 35 higher than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 2
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 75, which was 22 higher than the previous day. The implied volatity was 29.37, the open interest changed by 1 which increased total open position to 2
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 52.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 52.65, which was -0.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by 0 which decreased total open position to 1
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 52.65, which was -174.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1 which increased total open position to 1
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 0, which was -227.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 0, which was -227.4 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 -227.4 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 -227.4 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 -227.4 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
On 7 May DALBHARAT was trading at 1974.30. 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
| DALBHARAT 30-Jun-2026 (22d) 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.02
Theta: -0.84
Gamma: 0.00298
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1680.00 | 82.6 | 5.6 (7.27%) | 29.59 | 7 | 1 | 91 |
| 5 Jun | 1688.60 | 76.6 | 18.25 (31.28%) | 28.8 | 34 | 1 | 91 |
| 4 Jun | 1725.30 | 59.8 | -0.5 (-0.83%) | 28.65 | 43 | 14 | 87 |
| 3 Jun | 1723.20 | 60.65 | 15.75 (35.08%) | 30.13 | 101 | 6 | 73 |
| 2 Jun | 1749.70 | 45.05 | -4.25 (-8.62%) | 27.73 | 74 | 8 | 66 |
| 1 Jun | 1747.40 | 47.2 | 2.25 (5.01%) | 28.72 | 73 | 2 | 58 |
| 29 May | 1748.20 | 48 | 9.25 (23.87%) | 26.02 | 49 | 21 | 56 |
| 27 May | 1792.10 | 38.75 | 38.75 (28.33%) | 28.3 | 42 | 0 | 35 |
| 26 May | 1785.60 | 38.5 | 8.5 (28.33%) | 28.3 | 42 | 29 | 35 |
| 25 May | 1822.60 | 81.5 | 81.5 (-63.19%) | 30.48 | 5 | 0 | 5 |
| 22 May | 1795.60 | 81.5 | 81.5 | - | 5 | 0 | 5 |
| 21 May | 1747.80 | 81.5 | 81.5 (160.38%) | 30.85 | 5 | 0 | 5 |
| 20 May | 1706.80 | 81.5 | 50.2 (160.38%) | 30.85 | 5 | 5 | 5 |
| 19 May | 1713.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 1712.60 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 1727.50 | 0 | -31.3 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 1764.70 | 0 | -31.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 1776.90 | 0 | -31.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 1781.20 | 0 | -31.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1772.20 | 0 | -31.3 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1823.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1740 expiring on 30JUN2026
Delta for 1740 PE is -0.66
Historical price for 1740 PE is as follows
On 8 Jun DALBHARAT was trading at 1680.00. The strike last trading price was 82.6, which was 5.6 higher than the previous day. The implied volatity was 29.59, the open interest changed by 1 which increased total open position to 91
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 76.6, which was 18.25 higher than the previous day. The implied volatity was 28.8, the open interest changed by 1 which increased total open position to 91
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 59.8, which was -0.5 lower than the previous day. The implied volatity was 28.65, the open interest changed by 14 which increased total open position to 87
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 60.65, which was 15.75 higher than the previous day. The implied volatity was 30.13, the open interest changed by 6 which increased total open position to 73
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 45.05, which was -4.25 lower than the previous day. The implied volatity was 27.73, the open interest changed by 8 which increased total open position to 66
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 47.2, which was 2.25 higher than the previous day. The implied volatity was 28.72, the open interest changed by 2 which increased total open position to 58
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 48, which was 9.25 higher than the previous day. The implied volatity was 26.02, the open interest changed by 21 which increased total open position to 56
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 38.75, which was 38.75 higher than the previous day. The implied volatity was 28.3, the open interest changed by 0 which decreased total open position to 35
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 38.5, which was 8.5 higher than the previous day. The implied volatity was 28.3, the open interest changed by 29 which increased total open position to 35
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 81.5, which was 81.5 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 5
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 81.5, which was 81.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 81.5, which was 81.5 higher than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 5
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 81.5, which was 50.2 higher than the previous day. The implied volatity was 30.85, the open interest changed by 5 which increased total open position to 5
On 19 May DALBHARAT was trading at 1713.80. 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 May DALBHARAT was trading at 1712.60. 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 May DALBHARAT was trading at 1727.50. The strike last trading price was 0, which was -31.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 0, which was -31.3 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 -31.3 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 -31.3 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 -31.3 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
On 7 May DALBHARAT was trading at 1974.30. 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
