Historical option data for DALBHARAT
05 Jun 2026 04:10 PM IST
| DALBHARAT 30-Jun-2026 (24d) 1760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.02
Theta: -1.03
Gamma: 0.00273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1688.60 | 26.8 | -13.2 (-33.00%) | 29.63 | 89 | -8 | 97 | |||||||||
| 4 Jun | 1725.30 | 39.25 | -2.75 (-6.55%) | 29.12 | 80 | 23 | 104 | |||||||||
| 3 Jun | 1723.20 | 43 | -11 (-20.37%) | 29.91 | 89 | 3 | 81 | |||||||||
| 2 Jun | 1749.70 | 54.1 | 0.1 (0.19%) | 28.44 | 122 | 1 | 78 | |||||||||
| 1 Jun | 1747.40 | 53.95 | -9.05 (-14.37%) | 28.6 | 213 | 48 | 74 | |||||||||
| 29 May | 1748.20 | 61.45 | -21.55 (-25.96%) | 31.24 | 11 | -4 | 25 | |||||||||
| 27 May | 1792.10 | 82.55 | 0.55 (0.67%) | 28.56 | 7 | 2 | 29 | |||||||||
| 26 May | 1785.60 | 82.5 | -31.5 (-27.63%) | 28.93 | 2 | 1 | 28 | |||||||||
| 25 May | 1822.60 | 89.65 | -0.35 (-0.39%) | 28.75 | 268 | -5 | 27 | |||||||||
| 22 May | 1795.60 | 88.85 | 18.85 (26.93%) | 27.83 | 268 | 22 | 32 | |||||||||
| 21 May | 1747.80 | 70 | 12 (20.69%) | 30.49 | 15 | 6 | 9 | |||||||||
| 20 May | 1706.80 | 58 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 1713.80 | 58 | 0 (0.00%) | 33.31 | 0 | 0 | 3 | |||||||||
| 18 May | 1712.60 | 58 | -12 (-17.14%) | 33.31 | 2 | 1 | 3 | |||||||||
| 15 May | 1727.50 | 70 | -20.05 (-22.27%) | 32.76 | 1 | 0 | 1 | |||||||||
| 14 May | 1764.70 | 90.05 | -51.45 (-36.36%) | 32.19 | 1 | 1 | 1 | |||||||||
| 13 May | 1776.90 | 0 | -141.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1781.20 | 0 | -141.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1772.20 | 0 | -141.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1823.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1918.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1930.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1910.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1922.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1835.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1875.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 1794.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1760 expiring on 30JUN2026
Delta for 1760 CE is 0.32
Historical price for 1760 CE is as follows
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 26.8, which was -13.2 lower than the previous day. The implied volatity was 29.63, the open interest changed by -8 which decreased total open position to 97
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 39.25, which was -2.75 lower than the previous day. The implied volatity was 29.12, the open interest changed by 23 which increased total open position to 104
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 43, which was -11 lower than the previous day. The implied volatity was 29.91, the open interest changed by 3 which increased total open position to 81
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 54.1, which was 0.1 higher than the previous day. The implied volatity was 28.44, the open interest changed by 1 which increased total open position to 78
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 53.95, which was -9.05 lower than the previous day. The implied volatity was 28.6, the open interest changed by 48 which increased total open position to 74
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 61.45, which was -21.55 lower than the previous day. The implied volatity was 31.24, the open interest changed by -4 which decreased total open position to 25
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 82.55, which was 0.55 higher than the previous day. The implied volatity was 28.56, the open interest changed by 2 which increased total open position to 29
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 82.5, which was -31.5 lower than the previous day. The implied volatity was 28.93, the open interest changed by 1 which increased total open position to 28
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 89.65, which was -0.35 lower than the previous day. The implied volatity was 28.75, the open interest changed by -5 which decreased total open position to 27
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 88.85, which was 18.85 higher than the previous day. The implied volatity was 27.83, the open interest changed by 22 which increased total open position to 32
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 70, which was 12 higher than the previous day. The implied volatity was 30.49, the open interest changed by 6 which increased total open position to 9
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 3
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 58, which was -12 lower than the previous day. The implied volatity was 33.31, the open interest changed by 1 which increased total open position to 3
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 70, which was -20.05 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 1
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 90.05, which was -51.45 lower than the previous day. The implied volatity was 32.19, the open interest changed by 1 which increased total open position to 1
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 0, which was -141.5 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 -141.5 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 -141.5 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
On 28 Apr DALBHARAT was trading at 1918.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr DALBHARAT was trading at 1930.20. 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 9 Apr DALBHARAT was trading at 1910.60. 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 8 Apr DALBHARAT was trading at 1922.60. 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 Apr DALBHARAT was trading at 1835.60. 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 6 Apr DALBHARAT was trading at 1875.40. 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 2 Apr DALBHARAT was trading at 1794.30. 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 (24d) 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.02
Theta: -0.72
Gamma: 0.00284
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1688.60 | 89.5 | 20.55 (29.80%) | 28.39 | 20 | 1 | 114 |
| 4 Jun | 1725.30 | 69.75 | -1.25 (-1.76%) | 28.87 | 50 | 9 | 113 |
| 3 Jun | 1723.20 | 71 | 17.55 (32.83%) | 29.55 | 27 | -1 | 103 |
| 2 Jun | 1749.70 | 53.45 | -4.65 (-8.00%) | 26.84 | 57 | 17 | 105 |
| 1 Jun | 1747.40 | 56.5 | 3.65 (6.91%) | 26.48 | 53 | 11 | 88 |
| 29 May | 1748.20 | 53.3 | 12.3 (30.00%) | 25.97 | 47 | 18 | 77 |
| 27 May | 1792.10 | 41 | -5.7 (-12.21%) | 28.22 | 25 | 4 | 59 |
| 26 May | 1785.60 | 45.5 | 8.85 (24.15%) | 28.06 | 34 | 9 | 55 |
| 25 May | 1822.60 | 35.9 | -16.3 (-31.23%) | 30.25 | 52 | 18 | 45 |
| 22 May | 1795.60 | 52.2 | -18.1 (-25.75%) | 31.42 | 11 | 10 | 27 |
| 21 May | 1747.80 | 70.3 | -17.3 (-19.75%) | 29.86 | 4 | 2 | 16 |
| 20 May | 1706.80 | 89.5 | 2 (2.29%) | 28.74 | 9 | 5 | 10 |
| 19 May | 1713.80 | 87.5 | -11.4 (-11.53%) | 31.23 | 2 | 2 | 5 |
| 18 May | 1712.60 | 98.9 | -3.35 (-3.28%) | 30.66 | 2 | 0 | 1 |
| 15 May | 1727.50 | 102.25 | 59.65 (140.02%) | 40.59 | 1 | 0 | 1 |
| 14 May | 1764.70 | 42.6 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 1776.90 | 42.6 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 1781.20 | 42.6 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 1772.20 | 42.6 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 1823.60 | 42.6 | -48.2 (-53.08%) | 29.69 | 1 | 0 | 0 |
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1918.80 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1930.20 | 0 | 0 (0.00%) | 5.36 | 0 | 0 | 0 |
| 9 Apr | 1910.60 | 0 | 0 (0.00%) | 5.68 | 0 | 0 | 0 |
| 8 Apr | 1922.60 | 0 | 0 (0.00%) | 5.74 | 0 | 0 | 0 |
| 7 Apr | 1835.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1875.40 | 0 | 0 (0.00%) | 4.64 | 0 | 0 | 0 |
| 2 Apr | 1794.30 | 0 | 0 (0.00%) | 2.41 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1760 expiring on 30JUN2026
Delta for 1760 PE is -0.68
Historical price for 1760 PE is as follows
On 5 Jun DALBHARAT was trading at 1688.60. The strike last trading price was 89.5, which was 20.55 higher than the previous day. The implied volatity was 28.39, the open interest changed by 1 which increased total open position to 114
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 69.75, which was -1.25 lower than the previous day. The implied volatity was 28.87, the open interest changed by 9 which increased total open position to 113
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 71, which was 17.55 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 103
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 53.45, which was -4.65 lower than the previous day. The implied volatity was 26.84, the open interest changed by 17 which increased total open position to 105
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 56.5, which was 3.65 higher than the previous day. The implied volatity was 26.48, the open interest changed by 11 which increased total open position to 88
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 53.3, which was 12.3 higher than the previous day. The implied volatity was 25.97, the open interest changed by 18 which increased total open position to 77
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 41, which was -5.7 lower than the previous day. The implied volatity was 28.22, the open interest changed by 4 which increased total open position to 59
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 45.5, which was 8.85 higher than the previous day. The implied volatity was 28.06, the open interest changed by 9 which increased total open position to 55
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 35.9, which was -16.3 lower than the previous day. The implied volatity was 30.25, the open interest changed by 18 which increased total open position to 45
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 52.2, which was -18.1 lower than the previous day. The implied volatity was 31.42, the open interest changed by 10 which increased total open position to 27
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 70.3, which was -17.3 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 16
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 89.5, which was 2 higher than the previous day. The implied volatity was 28.74, the open interest changed by 5 which increased total open position to 10
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 87.5, which was -11.4 lower than the previous day. The implied volatity was 31.23, the open interest changed by 2 which increased total open position to 5
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 98.9, which was -3.35 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 1
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 102.25, which was 59.65 higher than the previous day. The implied volatity was 40.59, the open interest changed by 0 which decreased total open position to 1
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 42.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 42.6, which was -48.2 lower than the previous day. The implied volatity was 29.69, 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
On 28 Apr DALBHARAT was trading at 1918.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr DALBHARAT was trading at 1930.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 9 Apr DALBHARAT was trading at 1910.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0
On 8 Apr DALBHARAT was trading at 1922.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DALBHARAT was trading at 1835.60. 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 6 Apr DALBHARAT was trading at 1875.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0
On 2 Apr DALBHARAT was trading at 1794.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
