DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1780 CE | ||||||||||
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Delta: 0.46
Vega: 0.97
Theta: -2.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 25.3 | 9.30 | 30.50 | 402.6 | 1.1 | 102.3 | |||
| 20 Nov | 1745.25 | 16 | 0.00 | 28.70 | 452.1 | 29.7 | 103.4 | |||
| 19 Nov | 1745.25 | 16 | 11.30 | 28.70 | 452.1 | 31.9 | 103.4 | |||
| 18 Nov | 1686.35 | 4.7 | -4.10 | 24.35 | 179.3 | -7.7 | 72.6 | |||
| 14 Nov | 1713.80 | 8.8 | -11.20 | 21.35 | 305.8 | -15.4 | 77 | |||
| 13 Nov | 1737.60 | 20 | -24.00 | 23.98 | 148.5 | 40.7 | 92.4 | |||
| 12 Nov | 1786.70 | 44 | 14.85 | 23.93 | 195.8 | 5.5 | 75.9 | |||
| 11 Nov | 1755.35 | 29.15 | -8.35 | 25.05 | 94.6 | 26.4 | 81.4 | |||
| 8 Nov | 1768.05 | 37.5 | -19.00 | 25.75 | 68.2 | 34.1 | 53.9 | |||
| 7 Nov | 1798.25 | 56.5 | -14.75 | 25.05 | 2.2 | 0 | 18.7 | |||
| 6 Nov | 1817.55 | 71.25 | 8.45 | 25.33 | 27.5 | 2.2 | 19.8 | |||
| 5 Nov | 1793.60 | 62.8 | -3.00 | 28.15 | 39.6 | 14.3 | 18.7 | |||
| 4 Nov | 1789.75 | 65.8 | -137.25 | 29.51 | 6.6 | 1.1 | 1.1 | |||
| 1 Nov | 1838.20 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1833.20 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1840.25 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1796.80 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 1812.95 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1760.85 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1804.45 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1830.80 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1852.15 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1835.00 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1885.95 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 203.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 203.05 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.46
Historical price for 1780 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 25.3, which was 9.30 higher than the previous day. The implied volatity was 30.50, the open interest changed by 1 which increased total open position to 93
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 16, which was 0.00 lower than the previous day. The implied volatity was 28.70, the open interest changed by 27 which increased total open position to 94
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 16, which was 11.30 higher than the previous day. The implied volatity was 28.70, the open interest changed by 29 which increased total open position to 94
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 4.7, which was -4.10 lower than the previous day. The implied volatity was 24.35, the open interest changed by -7 which decreased total open position to 66
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 8.8, which was -11.20 lower than the previous day. The implied volatity was 21.35, the open interest changed by -14 which decreased total open position to 70
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 20, which was -24.00 lower than the previous day. The implied volatity was 23.98, the open interest changed by 37 which increased total open position to 84
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 44, which was 14.85 higher than the previous day. The implied volatity was 23.93, the open interest changed by 5 which increased total open position to 69
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 29.15, which was -8.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 24 which increased total open position to 74
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 37.5, which was -19.00 lower than the previous day. The implied volatity was 25.75, the open interest changed by 31 which increased total open position to 49
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 56.5, which was -14.75 lower than the previous day. The implied volatity was 25.05, the open interest changed by 0 which decreased total open position to 17
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 71.25, which was 8.45 higher than the previous day. The implied volatity was 25.33, the open interest changed by 2 which increased total open position to 18
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 62.8, which was -3.00 lower than the previous day. The implied volatity was 28.15, the open interest changed by 13 which increased total open position to 17
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 65.8, which was -137.25 lower than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 1
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, 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 203.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1780 PE | |||||||
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Delta: -0.54
Vega: 0.97
Theta: -1.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 35 | -11.00 | 30.61 | 41.8 | 5.5 | 55 |
| 20 Nov | 1745.25 | 46 | 0.00 | 19.56 | 159.5 | -6.6 | 49.5 |
| 19 Nov | 1745.25 | 46 | -48.50 | 19.56 | 159.5 | -6.6 | 49.5 |
| 18 Nov | 1686.35 | 94.5 | 24.10 | 39.65 | 48.4 | 1.1 | 57.2 |
| 14 Nov | 1713.80 | 70.4 | 13.30 | 24.66 | 53.9 | 5.5 | 56.1 |
| 13 Nov | 1737.60 | 57.1 | 25.10 | 26.92 | 323.4 | -16.5 | 50.6 |
| 12 Nov | 1786.70 | 32 | -13.95 | 26.48 | 407 | 45.1 | 82.5 |
| 11 Nov | 1755.35 | 45.95 | 1.25 | 23.41 | 45.1 | -6.6 | 37.4 |
| 8 Nov | 1768.05 | 44.7 | 15.70 | 23.88 | 53.9 | 23.1 | 45.1 |
| 7 Nov | 1798.25 | 29 | 5.00 | 23.67 | 6.6 | 1.1 | 22 |
| 6 Nov | 1817.55 | 24 | -15.10 | 24.61 | 19.8 | 4.4 | 22 |
| 5 Nov | 1793.60 | 39.1 | -10.00 | 28.03 | 28.6 | 11 | 17.6 |
| 4 Nov | 1789.75 | 49.1 | 4.10 | 32.83 | 19.8 | 6.6 | 6.6 |
| 1 Nov | 1838.20 | 45 | 0.00 | 4.15 | 0 | 0 | 0 |
| 31 Oct | 1833.20 | 45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1840.25 | 45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1796.80 | 45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1796.30 | 45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1771.45 | 45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1812.95 | 45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1760.85 | 45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1804.45 | 45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1830.80 | 45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1852.15 | 45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1835.00 | 45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1885.95 | 45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1889.30 | 45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1872.95 | 45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1848.35 | 45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1840.75 | 45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1879.95 | 45 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.54
Historical price for 1780 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 35, which was -11.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 5 which increased total open position to 50
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 19.56, the open interest changed by -6 which decreased total open position to 45
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 46, which was -48.50 lower than the previous day. The implied volatity was 19.56, the open interest changed by -6 which decreased total open position to 45
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 94.5, which was 24.10 higher than the previous day. The implied volatity was 39.65, the open interest changed by 1 which increased total open position to 52
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 70.4, which was 13.30 higher than the previous day. The implied volatity was 24.66, the open interest changed by 5 which increased total open position to 51
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 57.1, which was 25.10 higher than the previous day. The implied volatity was 26.92, the open interest changed by -15 which decreased total open position to 46
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 32, which was -13.95 lower than the previous day. The implied volatity was 26.48, the open interest changed by 41 which increased total open position to 75
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 45.95, which was 1.25 higher than the previous day. The implied volatity was 23.41, the open interest changed by -6 which decreased total open position to 34
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 44.7, which was 15.70 higher than the previous day. The implied volatity was 23.88, the open interest changed by 21 which increased total open position to 41
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 29, which was 5.00 higher than the previous day. The implied volatity was 23.67, the open interest changed by 1 which increased total open position to 20
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 24, which was -15.10 lower than the previous day. The implied volatity was 24.61, the open interest changed by 4 which increased total open position to 20
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 39.1, which was -10.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by 10 which increased total open position to 16
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 49.1, which was 4.10 higher than the previous day. The implied volatity was 32.83, the open interest changed by 6 which increased total open position to 6
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, 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 45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
