DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
15 May 2026 04:10 PM IST
| DALBHARAT 26-May-2026 (10d) 1820 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.01
Theta: -1.36
Gamma: 0.00278
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 15 May | 1727.50 | 11.5 | -12 (-51.06%) | 33.62 | 280 | 4 | 194 | |||||||||
| 14 May | 1764.70 | 25.45 | -6.150000000000002 (-19.46%) | 35.74 | 622 | 49 | 190 | |||||||||
| 13 May | 1776.90 | 32.65 | -2.75 (-7.77%) | 0 | 160 | -7 | 140 | |||||||||
| 12 May | 1781.20 | 35.75 | -1.4500000000000028 (-3.90%) | 0 | 633 | -37 | 146 | |||||||||
| 11 May | 1772.20 | 43 | -25 (-36.76%) | 0 | 820 | 181 | 183 | |||||||||
| 8 May | 1823.60 | 67.7 | -13.899999999999991 (-17.03%) | 33.23 | 3 | 1 | 1 | |||||||||
| 7 May | 1974.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1974.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1968.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1983.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1906.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1949.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 1918.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1972.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1962.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 1958.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 1992.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 1990.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 1981.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 1971.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 1974.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 1974.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1947.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1968.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1910.60 | 81.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1922.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1835.60 | 81.6 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1875.40 | 81.6 | 0 (0.00%) | 0.05 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1794.30 | 0 | 0 (0.00%) | 0.03 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1806.00 | 0 | 0 (0.00%) | 0.6 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1820 expiring on 26MAY2026
Delta for 1820 CE is 0.21
Historical price for 1820 CE is as follows
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 11.5, which was -12 lower than the previous day. The implied volatity was 33.62, the open interest changed by 4 which increased total open position to 194
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 25.45, which was -6.150000000000002 lower than the previous day. The implied volatity was 35.74, the open interest changed by 49 which increased total open position to 190
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 32.65, which was -2.75 lower than the previous day. The implied volatity was 0, the open interest changed by -7 which decreased total open position to 140
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 35.75, which was -1.4500000000000028 lower than the previous day. The implied volatity was 0, the open interest changed by -37 which decreased total open position to 146
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 43, which was -25 lower than the previous day. The implied volatity was 0, the open interest changed by 181 which increased total open position to 183
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 67.7, which was -13.899999999999991 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 1
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 6 May DALBHARAT was trading at 1974.60. 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 5 May DALBHARAT was trading at 1968.10. 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 4 May DALBHARAT was trading at 1983.30. 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 30 Apr DALBHARAT was trading at 1906.30. 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 29 Apr DALBHARAT was trading at 1949.70. 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 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 27 Apr DALBHARAT was trading at 1972.70. 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 24 Apr DALBHARAT was trading at 1962.50. 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 23 Apr DALBHARAT was trading at 1958.80. 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 22 Apr DALBHARAT was trading at 1992.80. 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 21 Apr DALBHARAT was trading at 1990.00. 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 20 Apr DALBHARAT was trading at 1981.80. 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 17 Apr DALBHARAT was trading at 1971.70. 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 16 Apr DALBHARAT was trading at 1974.70. 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 Apr DALBHARAT was trading at 1974.60. 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 13 Apr DALBHARAT was trading at 1947.60. 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 10 Apr DALBHARAT was trading at 1968.70. 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 81.6, 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 -, 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 7 Apr DALBHARAT was trading at 1835.60. The strike last trading price was 81.6, 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 81.6, which was 0 lower than the previous day. The implied volatity was 0.05, 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 0.03, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DALBHARAT was trading at 1806.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 26-May-2026 (10d) 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.01
Theta: -1.01
Gamma: 0.0027
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 1727.50 | 104 | 31.849999999999994 (44.14%) | 33.21 | 20 | 0 | 100 |
| 14 May | 1764.70 | 71.25 | 7.75 (12.20%) | 30.51 | 34 | -15 | 102 |
| 13 May | 1776.90 | 63.5 | -9.900000000000006 (-13.49%) | 0 | 22 | 3 | 117 |
| 12 May | 1781.20 | 75.65 | -3.6499999999999915 (-4.60%) | 0 | 178 | 27 | 115 |
| 11 May | 1772.20 | 73.95 | 16.35 (28.39%) | 0 | 424 | 43 | 87 |
| 8 May | 1823.60 | 49.5 | 35.1 (243.75%) | 35.02 | 187 | 8 | 42 |
| 7 May | 1974.30 | 14.4 | 0 (0.00%) | - | 0 | 0 | 34 |
| 6 May | 1974.60 | 14.4 | 0 (0.00%) | - | 0 | 0 | 34 |
| 5 May | 1968.10 | 14.4 | 0 (0.00%) | 34.51 | 0 | 0 | 34 |
| 4 May | 1983.30 | 14.4 | -12.6 (-46.67%) | 34.51 | 72 | 24 | 33 |
| 30 Apr | 1906.30 | 26.8 | 6.5 (32.02%) | 31.54 | 57 | 13 | 22 |
| 29 Apr | 1949.70 | 19.9 | -1.7000000000000028 (-7.87%) | 33.18 | 7 | 5 | 9 |
| 28 Apr | 1918.80 | 21.6 | 3.8500000000000014 (21.69%) | - | 0 | 0 | 4 |
| 27 Apr | 1972.70 | 21.6 | 3.8500000000000014 (21.69%) | - | 0 | 0 | 4 |
| 24 Apr | 1962.50 | 21.6 | 3.8500000000000014 (21.69%) | - | 0 | 0 | 4 |
| 23 Apr | 1958.80 | 21.6 | 3.8500000000000014 (21.69%) | 35.53 | 0 | 0 | 4 |
| 22 Apr | 1992.80 | 21.6 | -3.3999999999999986 (-13.60%) | 35.53 | 2 | 0 | 6 |
| 21 Apr | 1990.00 | 25 | 3.8000000000000007 (17.92%) | 36.05 | 0 | 0 | 6 |
| 20 Apr | 1981.80 | 25 | -4.149999999999999 (-14.24%) | 36.05 | 4 | 3 | 5 |
| 17 Apr | 1971.70 | 29.15 | -73.15 (-71.51%) | 35.48 | 2 | 0 | 0 |
| 16 Apr | 1974.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1974.60 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1947.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1968.70 | 0 | 0 (0.00%) | 5.25 | 0 | 0 | 0 |
| 9 Apr | 1910.60 | 102.3 | 0 (0.00%) | 4.39 | 0 | 0 | 0 |
| 8 Apr | 1922.60 | - | - | - | 0 | 0 | 0 |
| 7 Apr | 1835.60 | 102.3 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1875.40 | 102.3 | 0 (0.00%) | 3.27 | 0 | 0 | 0 |
| 2 Apr | 1794.30 | 0 | 0 (0.00%) | 0.17 | 0 | 0 | 0 |
| 1 Apr | 1806.00 | 0 | 0 (0.00%) | 0.57 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1820 expiring on 26MAY2026
Delta for 1820 PE is -0.81
Historical price for 1820 PE is as follows
On 15 May DALBHARAT was trading at 1727.50. The strike last trading price was 104, which was 31.849999999999994 higher than the previous day. The implied volatity was 33.21, the open interest changed by 0 which decreased total open position to 100
On 14 May DALBHARAT was trading at 1764.70. The strike last trading price was 71.25, which was 7.75 higher than the previous day. The implied volatity was 30.51, the open interest changed by -15 which decreased total open position to 102
On 13 May DALBHARAT was trading at 1776.90. The strike last trading price was 63.5, which was -9.900000000000006 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 117
On 12 May DALBHARAT was trading at 1781.20. The strike last trading price was 75.65, which was -3.6499999999999915 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 115
On 11 May DALBHARAT was trading at 1772.20. The strike last trading price was 73.95, which was 16.35 higher than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 87
On 8 May DALBHARAT was trading at 1823.60. The strike last trading price was 49.5, which was 35.1 higher than the previous day. The implied volatity was 35.02, the open interest changed by 8 which increased total open position to 42
On 7 May DALBHARAT was trading at 1974.30. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 6 May DALBHARAT was trading at 1974.60. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 5 May DALBHARAT was trading at 1968.10. The strike last trading price was 14.4, which was 0 lower than the previous day. The implied volatity was 34.51, the open interest changed by 0 which decreased total open position to 34
On 4 May DALBHARAT was trading at 1983.30. The strike last trading price was 14.4, which was -12.6 lower than the previous day. The implied volatity was 34.51, the open interest changed by 24 which increased total open position to 33
On 30 Apr DALBHARAT was trading at 1906.30. The strike last trading price was 26.8, which was 6.5 higher than the previous day. The implied volatity was 31.54, the open interest changed by 13 which increased total open position to 22
On 29 Apr DALBHARAT was trading at 1949.70. The strike last trading price was 19.9, which was -1.7000000000000028 lower than the previous day. The implied volatity was 33.18, the open interest changed by 5 which increased total open position to 9
On 28 Apr DALBHARAT was trading at 1918.80. The strike last trading price was 21.6, which was 3.8500000000000014 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Apr DALBHARAT was trading at 1972.70. The strike last trading price was 21.6, which was 3.8500000000000014 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Apr DALBHARAT was trading at 1962.50. The strike last trading price was 21.6, which was 3.8500000000000014 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Apr DALBHARAT was trading at 1958.80. The strike last trading price was 21.6, which was 3.8500000000000014 higher than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 4
On 22 Apr DALBHARAT was trading at 1992.80. The strike last trading price was 21.6, which was -3.3999999999999986 lower than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 6
On 21 Apr DALBHARAT was trading at 1990.00. The strike last trading price was 25, which was 3.8000000000000007 higher than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 6
On 20 Apr DALBHARAT was trading at 1981.80. The strike last trading price was 25, which was -4.149999999999999 lower than the previous day. The implied volatity was 36.05, the open interest changed by 3 which increased total open position to 5
On 17 Apr DALBHARAT was trading at 1971.70. The strike last trading price was 29.15, which was -73.15 lower than the previous day. The implied volatity was 35.48, the open interest changed by 0 which decreased total open position to 0
On 16 Apr DALBHARAT was trading at 1974.70. 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 Apr DALBHARAT was trading at 1974.60. 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 13 Apr DALBHARAT was trading at 1947.60. 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 10 Apr DALBHARAT was trading at 1968.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.25, 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 102.3, which was 0 lower than the previous day. The implied volatity was 4.39, 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 -, 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 7 Apr DALBHARAT was trading at 1835.60. The strike last trading price was 102.3, 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 102.3, which was 0 lower than the previous day. The implied volatity was 3.27, 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 0.17, the open interest changed by 0 which decreased total open position to 0
On 1 Apr DALBHARAT was trading at 1806.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
