DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1820 CE | ||||||||||
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Delta: 0.25
Vega: 0.78
Theta: -1.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 10.25 | 3.35 | 28.70 | 107.8 | 6.6 | 112.2 | |||
| 20 Nov | 1745.25 | 6.9 | 0.00 | 28.65 | 321.2 | 7.7 | 105.6 | |||
| 19 Nov | 1745.25 | 6.9 | 4.80 | 28.65 | 321.2 | 7.7 | 105.6 | |||
| 18 Nov | 1686.35 | 2.1 | -1.65 | 26.45 | 100.1 | -1.1 | 99 | |||
| 14 Nov | 1713.80 | 3.75 | -5.45 | 22.36 | 218.9 | 2.2 | 94.6 | |||
| 13 Nov | 1737.60 | 9.2 | -14.30 | 23.62 | 214.5 | -24.2 | 92.4 | |||
| 12 Nov | 1786.70 | 23.5 | 8.25 | 22.75 | 92.4 | 30.8 | 113.3 | |||
| 11 Nov | 1755.35 | 15.25 | -5.50 | 24.53 | 104.5 | 41.8 | 81.4 | |||
| 8 Nov | 1768.05 | 20.75 | -12.65 | 24.61 | 18.7 | 8.8 | 40.7 | |||
| 7 Nov | 1798.25 | 33.4 | -15.30 | 23.35 | 34.1 | 15.4 | 31.9 | |||
| 6 Nov | 1817.55 | 48.7 | 9.15 | 25.62 | 89.1 | 14.3 | 15.4 | |||
| 5 Nov | 1793.60 | 39.55 | -136.85 | 26.20 | 1.1 | 0 | 0 | |||
| 4 Nov | 1789.75 | 176.4 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 1 Nov | 1838.20 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1833.20 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1840.25 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1796.80 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1812.95 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1760.85 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1804.45 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1830.80 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1852.15 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1853.70 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1950.00 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1956.55 | 176.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 1933.20 | 176.4 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1820 expiring on 28NOV2024
Delta for 1820 CE is 0.25
Historical price for 1820 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 10.25, which was 3.35 higher than the previous day. The implied volatity was 28.70, the open interest changed by 6 which increased total open position to 102
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 28.65, the open interest changed by 7 which increased total open position to 96
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 6.9, which was 4.80 higher than the previous day. The implied volatity was 28.65, the open interest changed by 7 which increased total open position to 96
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 26.45, the open interest changed by -1 which decreased total open position to 90
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 3.75, which was -5.45 lower than the previous day. The implied volatity was 22.36, the open interest changed by 2 which increased total open position to 86
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 9.2, which was -14.30 lower than the previous day. The implied volatity was 23.62, the open interest changed by -22 which decreased total open position to 84
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 23.5, which was 8.25 higher than the previous day. The implied volatity was 22.75, the open interest changed by 28 which increased total open position to 103
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 15.25, which was -5.50 lower than the previous day. The implied volatity was 24.53, the open interest changed by 38 which increased total open position to 74
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 20.75, which was -12.65 lower than the previous day. The implied volatity was 24.61, the open interest changed by 8 which increased total open position to 37
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 33.4, which was -15.30 lower than the previous day. The implied volatity was 23.35, the open interest changed by 14 which increased total open position to 29
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 48.7, which was 9.15 higher than the previous day. The implied volatity was 25.62, the open interest changed by 13 which increased total open position to 14
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 39.55, which was -136.85 lower than the previous day. The implied volatity was 26.20, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 176.4, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 176.4, 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 7 Oct DALBHARAT was trading at 1853.70. The strike last trading price was 176.4, 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 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 176.4, 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 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 176.4, 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 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 176.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.78
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 59.9 | -4.10 | 28.87 | 4.4 | -1.1 | 3.3 |
| 20 Nov | 1745.25 | 64 | 0.00 | - | 2.2 | -1.1 | 4.4 |
| 19 Nov | 1745.25 | 64 | -36.40 | - | 2.2 | -1.1 | 4.4 |
| 18 Nov | 1686.35 | 100.4 | 27.25 | - | 2.2 | 0 | 4.4 |
| 14 Nov | 1713.80 | 73.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 73.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 73.15 | 0.00 | 0.00 | 0 | 1.1 | 0 |
| 11 Nov | 1755.35 | 73.15 | 17.95 | 23.62 | 4.4 | 0 | 3.3 |
| 8 Nov | 1768.05 | 55.2 | 0.00 | 0.00 | 0 | 1.1 | 0 |
| 7 Nov | 1798.25 | 55.2 | 16.20 | 27.59 | 3.3 | 0 | 2.2 |
| 6 Nov | 1817.55 | 39 | -18.85 | 23.72 | 3.3 | 2.2 | 2.2 |
| 5 Nov | 1793.60 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1789.75 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1838.20 | 57.85 | 0.00 | 1.92 | 0 | 0 | 0 |
| 31 Oct | 1833.20 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1840.25 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1796.80 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1796.30 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1771.45 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1812.95 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1760.85 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1804.45 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1830.80 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1852.15 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1889.30 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1872.95 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1848.35 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1840.75 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1879.95 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1853.70 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1950.00 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1956.55 | 57.85 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1933.20 | 57.85 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1820 expiring on 28NOV2024
Delta for 1820 PE is -0.75
Historical price for 1820 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 59.9, which was -4.10 lower than the previous day. The implied volatity was 28.87, the open interest changed by -1 which decreased total open position to 3
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 64, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 64, which was -36.40 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 4
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 100.4, which was 27.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 73.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 73.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 73.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 73.15, which was 17.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 3
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 55.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 55.2, which was 16.20 higher than the previous day. The implied volatity was 27.59, the open interest changed by 0 which decreased total open position to 2
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 39, which was -18.85 lower than the previous day. The implied volatity was 23.72, the open interest changed by 2 which increased total open position to 2
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 57.85, 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 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 57.85, 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 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 57.85, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 57.85, 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 7 Oct DALBHARAT was trading at 1853.70. The strike last trading price was 57.85, 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 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 57.85, 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 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 57.85, 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 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 57.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
