Historical option data for DALBHARAT
05 Jun 2026 11:59 AM IST
| DALBHARAT 30-Jun-2026 (25d) 1780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.29
Vega: 0.02
Theta: -0.99
Gamma: 0.00253
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 1691.60 | 23.5 | -9.5 (-28.79%) | 30.2 | 11 | 2 | 52 | |||||||||
| 4 Jun | 1725.30 | 30.95 | -3.05 (-8.97%) | 28.49 | 16 | -4 | 50 | |||||||||
| 3 Jun | 1723.20 | 33.95 | -12.05 (-26.20%) | 29.61 | 14 | -1 | 54 | |||||||||
| 2 Jun | 1749.70 | 46 | 0 (0.00%) | 28.43 | 15 | 6 | 49 | |||||||||
| 1 Jun | 1747.40 | 46 | -8 (-14.81%) | 27.8 | 26 | 2 | 44 | |||||||||
| 29 May | 1748.20 | 53.5 | -17.5 (-24.65%) | 30.56 | 23 | 4 | 41 | |||||||||
| 27 May | 1792.10 | 70.6 | 0.6 (0.86%) | 26.7 | 35 | 8 | 38 | |||||||||
| 26 May | 1785.60 | 71.1 | -28.9 (-28.90%) | 28.76 | 5 | 1 | 29 | |||||||||
| 25 May | 1822.60 | 99.85 | 21.85 (28.01%) | 31.16 | 43 | 4 | 28 | |||||||||
| 22 May | 1795.60 | 77.95 | 32.95 (73.22%) | 28.74 | 46 | 21 | 24 | |||||||||
| 21 May | 1747.80 | 45 | -57 (-55.88%) | 28.68 | 1 | 1 | 3 | |||||||||
| 20 May | 1706.80 | 102.2 | 0.2 (0.20%) | - | 2 | 0 | 2 | |||||||||
| 19 May | 1713.80 | 102.2 | 0.2 (0.20%) | - | 2 | 0 | 2 | |||||||||
| 18 May | 1712.60 | 102.2 | 0.2 (0.20%) | - | 2 | 0 | 2 | |||||||||
| 15 May | 1727.50 | 102.2 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 14 May | 1764.70 | 102.2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 13 May | 1776.90 | 102.2 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 12 May | 1781.20 | 102.2 | 7.2 (7.58%) | 0 | 2 | 1 | 2 | |||||||||
| 11 May | 1772.20 | 95 | -103.35 (-52.10%) | 32.95 | 1 | 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 1780 expiring on 30JUN2026
Delta for 1780 CE is 0.29
Historical price for 1780 CE is as follows
On 5 Jun DALBHARAT was trading at 1691.60. The strike last trading price was 23.5, which was -9.5 lower than the previous day. The implied volatity was 30.2, the open interest changed by 2 which increased total open position to 52
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 30.95, which was -3.05 lower than the previous day. The implied volatity was 28.49, the open interest changed by -4 which decreased total open position to 50
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 33.95, which was -12.05 lower than the previous day. The implied volatity was 29.61, the open interest changed by -1 which decreased total open position to 54
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 46, which was 0 lower than the previous day. The implied volatity was 28.43, the open interest changed by 6 which increased total open position to 49
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 46, which was -8 lower than the previous day. The implied volatity was 27.8, the open interest changed by 2 which increased total open position to 44
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 53.5, which was -17.5 lower than the previous day. The implied volatity was 30.56, the open interest changed by 4 which increased total open position to 41
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 70.6, which was 0.6 higher than the previous day. The implied volatity was 26.7, the open interest changed by 8 which increased total open position to 38
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 71.1, which was -28.9 lower than the previous day. The implied volatity was 28.76, the open interest changed by 1 which increased total open position to 29
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 99.85, which was 21.85 higher than the previous day. The implied volatity was 31.16, the open interest changed by 4 which increased total open position to 28
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 77.95, which was 32.95 higher than the previous day. The implied volatity was 28.74, the open interest changed by 21 which increased total open position to 24
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 45, which was -57 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 3
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 102.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 102.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 102.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 102.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 102.2, 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 2
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 102.2, 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 2
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 102.2, which was 7.2 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 95, which was -103.35 lower than the previous day. The implied volatity was 32.95, 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 (25d) 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.01
Theta: -0.59
Gamma: 0.0028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 1691.60 | 96.75 | 12.75 (15.18%) | 26.46 | 14 | -5 | 26 |
| 4 Jun | 1725.30 | 84 | 84 (22.09%) | 28.02 | 26 | 0 | 31 |
| 3 Jun | 1723.20 | 84 | 15.2 (22.09%) | 28.02 | 26 | -5 | 31 |
| 2 Jun | 1749.70 | 68.8 | 68.8 (12.51%) | 28.24 | 39 | 0 | 36 |
| 1 Jun | 1747.40 | 68.8 | 7.65 (12.51%) | 28.24 | 39 | 2 | 36 |
| 29 May | 1748.20 | 62.4 | 12.2 (24.30%) | 24.49 | 44 | 4 | 32 |
| 27 May | 1792.10 | 50.2 | -4.4 (-8.06%) | 28.27 | 22 | 2 | 28 |
| 26 May | 1785.60 | 54 | 10.15 (23.15%) | 27.84 | 14 | 7 | 24 |
| 25 May | 1822.60 | 42.7 | -15.3 (-26.38%) | 30.06 | 44 | 7 | 17 |
| 22 May | 1795.60 | 58 | -38.05 (-39.61%) | 30.65 | 1 | 0 | 10 |
| 21 May | 1747.80 | 96.05 | 4.05 (4.40%) | 29.91 | 7 | 0 | 10 |
| 20 May | 1706.80 | 92 | 92 | - | 0 | 0 | 10 |
| 19 May | 1713.80 | 92 | 92 | - | 0 | 0 | 10 |
| 18 May | 1712.60 | 92 | 92 (0.00%) | - | 0 | 0 | 10 |
| 15 May | 1727.50 | 92 | 5 (5.75%) | 32.28 | 6 | 4 | 10 |
| 14 May | 1764.70 | 87 | 10 (12.99%) | 33.48 | 1 | 0 | 6 |
| 13 May | 1776.90 | 77 | 4 (5.48%) | 0 | 4 | 1 | 5 |
| 12 May | 1781.20 | 73 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 11 May | 1772.20 | 73 | 3 (4.29%) | 0 | 1 | 0 | 4 |
| 8 May | 1823.60 | 70 | 28.2 (67.46%) | 37.46 | 4 | 3 | 3 |
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1780 expiring on 30JUN2026
Delta for 1780 PE is -0.73
Historical price for 1780 PE is as follows
On 5 Jun DALBHARAT was trading at 1691.60. The strike last trading price was 96.75, which was 12.75 higher than the previous day. The implied volatity was 26.46, the open interest changed by -5 which decreased total open position to 26
On 4 Jun DALBHARAT was trading at 1725.30. The strike last trading price was 84, which was 84 higher than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 31
On 3 Jun DALBHARAT was trading at 1723.20. The strike last trading price was 84, which was 15.2 higher than the previous day. The implied volatity was 28.02, the open interest changed by -5 which decreased total open position to 31
On 2 Jun DALBHARAT was trading at 1749.70. The strike last trading price was 68.8, which was 68.8 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 36
On 1 Jun DALBHARAT was trading at 1747.40. The strike last trading price was 68.8, which was 7.65 higher than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 36
On 29 May DALBHARAT was trading at 1748.20. The strike last trading price was 62.4, which was 12.2 higher than the previous day. The implied volatity was 24.49, the open interest changed by 4 which increased total open position to 32
On 27 May DALBHARAT was trading at 1792.10. The strike last trading price was 50.2, which was -4.4 lower than the previous day. The implied volatity was 28.27, the open interest changed by 2 which increased total open position to 28
On 26 May DALBHARAT was trading at 1785.60. The strike last trading price was 54, which was 10.15 higher than the previous day. The implied volatity was 27.84, the open interest changed by 7 which increased total open position to 24
On 25 May DALBHARAT was trading at 1822.60. The strike last trading price was 42.7, which was -15.3 lower than the previous day. The implied volatity was 30.06, the open interest changed by 7 which increased total open position to 17
On 22 May DALBHARAT was trading at 1795.60. The strike last trading price was 58, which was -38.05 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 10
On 21 May DALBHARAT was trading at 1747.80. The strike last trading price was 96.05, which was 4.05 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 10
On 20 May DALBHARAT was trading at 1706.80. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 19 May DALBHARAT was trading at 1713.80. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 18 May DALBHARAT was trading at 1712.60. The strike last trading price was 92, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 92, which was 5 higher than the previous day. The implied volatity was 32.28, the open interest changed by 4 which increased total open position to 10
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 87, which was 10 higher than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 6
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 77, which was 4 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 5
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 73, 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 4
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 73, which was 3 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 70, which was 28.2 higher than the previous day. The implied volatity was 37.46, the open interest changed by 3 which increased total open position to 3
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
