DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:31 AM IST
| DALBHARAT 26DEC2024 1860 CE | ||||||||||
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Delta: 0.79
Vega: 1.11
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1945.10 | 107.3 | -17.60 | 31.82 | 14 | -4 | 141 | |||
| 11 Dec | 1966.60 | 124.9 | 67.50 | 32.86 | 31 | -9 | 146 | |||
| 10 Dec | 1898.70 | 57.4 | -11.50 | 18.00 | 8 | 0 | 155 | |||
| 9 Dec | 1897.75 | 68.9 | -11.80 | 25.96 | 2 | 0 | 155 | |||
| 6 Dec | 1926.05 | 80.7 | -2.75 | 17.73 | 1 | 0 | 155 | |||
| 5 Dec | 1913.80 | 83.45 | -19.85 | 25.53 | 16 | 0 | 154 | |||
| 4 Dec | 1936.70 | 103.3 | 1.30 | 27.26 | 38 | -14 | 155 | |||
| 3 Dec | 1930.80 | 102 | 34.50 | 27.14 | 318 | -39 | 169 | |||
| 2 Dec | 1879.75 | 67.5 | 24.90 | 26.32 | 3,026 | 58 | 209 | |||
| 29 Nov | 1820.35 | 42.6 | 1.90 | 28.16 | 205 | 108 | 151 | |||
| 28 Nov | 1819.30 | 40.7 | -2.90 | 25.53 | 28 | 0 | 42 | |||
| 27 Nov | 1836.45 | 43.6 | 2.80 | 23.41 | 81 | 1 | 43 | |||
| 26 Nov | 1826.20 | 40.8 | -7.25 | 24.94 | 130 | 38 | 145 | |||
| 25 Nov | 1826.80 | 48.05 | -47.95 | 29.46 | 113 | 80 | 80 | |||
| 22 Nov | 1808.25 | 96 | 0.00 | 1.88 | 0 | 0 | 0 | |||
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| 21 Nov | 1771.60 | 96 | 0.00 | 3.76 | 0 | 0 | 0 | |||
| 20 Nov | 1745.25 | 96 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 19 Nov | 1745.25 | 96 | 0.00 | 4.99 | 0 | 0 | 0 | |||
| 18 Nov | 1686.35 | 96 | 0.00 | 7.32 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 96 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 96 | 0.00 | 4.24 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 96 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 96 | 0.00 | 3.50 | 0 | 0 | 0 | |||
| 8 Nov | 1768.05 | 96 | 0.00 | 3.24 | 0 | 0 | 0 | |||
| 7 Nov | 1798.25 | 96 | 0.00 | 1.73 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 96 | 0.00 | 0.64 | 0 | 0 | 0 | |||
| 5 Nov | 1793.60 | 96 | 1.57 | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.79
Historical price for 1860 CE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 107.3, which was -17.60 lower than the previous day. The implied volatity was 31.82, the open interest changed by -4 which decreased total open position to 141
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 124.9, which was 67.50 higher than the previous day. The implied volatity was 32.86, the open interest changed by -9 which decreased total open position to 146
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 57.4, which was -11.50 lower than the previous day. The implied volatity was 18.00, the open interest changed by 0 which decreased total open position to 155
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 68.9, which was -11.80 lower than the previous day. The implied volatity was 25.96, the open interest changed by 0 which decreased total open position to 155
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 80.7, which was -2.75 lower than the previous day. The implied volatity was 17.73, the open interest changed by 0 which decreased total open position to 155
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 83.45, which was -19.85 lower than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 154
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 103.3, which was 1.30 higher than the previous day. The implied volatity was 27.26, the open interest changed by -14 which decreased total open position to 155
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 102, which was 34.50 higher than the previous day. The implied volatity was 27.14, the open interest changed by -39 which decreased total open position to 169
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 67.5, which was 24.90 higher than the previous day. The implied volatity was 26.32, the open interest changed by 58 which increased total open position to 209
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 42.6, which was 1.90 higher than the previous day. The implied volatity was 28.16, the open interest changed by 108 which increased total open position to 151
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 40.7, which was -2.90 lower than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 42
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 43.6, which was 2.80 higher than the previous day. The implied volatity was 23.41, the open interest changed by 1 which increased total open position to 43
On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 40.8, which was -7.25 lower than the previous day. The implied volatity was 24.94, the open interest changed by 38 which increased total open position to 145
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 48.05, which was -47.95 lower than the previous day. The implied volatity was 29.46, the open interest changed by 80 which increased total open position to 80
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 7.32, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 96, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 96, which was 0.00 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 3.50, the open interest changed by 0 which decreased total open position to 0
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 96, which was 0.00 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 96, which was lower than the previous day. The implied volatity was 1.57, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 26DEC2024 1860 PE | |||||||
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Delta: -0.18
Vega: 1.00
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1945.10 | 10.55 | 0.75 | 27.64 | 64 | 1 | 103 |
| 11 Dec | 1966.60 | 9.8 | -12.15 | 29.40 | 304 | -3 | 100 |
| 10 Dec | 1898.70 | 21.95 | -4.00 | 26.25 | 15 | 1 | 103 |
| 9 Dec | 1897.75 | 25.95 | 6.45 | 28.09 | 16 | 1 | 102 |
| 6 Dec | 1926.05 | 19.5 | -3.75 | 26.93 | 24 | 10 | 101 |
| 5 Dec | 1913.80 | 23.25 | 1.30 | 26.70 | 169 | 8 | 89 |
| 4 Dec | 1936.70 | 21.95 | -0.55 | 29.11 | 80 | 14 | 81 |
| 3 Dec | 1930.80 | 22.5 | -15.95 | 28.38 | 170 | 12 | 67 |
| 2 Dec | 1879.75 | 38.45 | -63.70 | 27.66 | 261 | 55 | 55 |
| 29 Nov | 1820.35 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1836.45 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1826.20 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1826.80 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1771.60 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1745.25 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1745.25 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1686.35 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1768.05 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1798.25 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 102.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1793.60 | 102.15 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.18
Historical price for 1860 PE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 10.55, which was 0.75 higher than the previous day. The implied volatity was 27.64, the open interest changed by 1 which increased total open position to 103
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 9.8, which was -12.15 lower than the previous day. The implied volatity was 29.40, the open interest changed by -3 which decreased total open position to 100
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 21.95, which was -4.00 lower than the previous day. The implied volatity was 26.25, the open interest changed by 1 which increased total open position to 103
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 25.95, which was 6.45 higher than the previous day. The implied volatity was 28.09, the open interest changed by 1 which increased total open position to 102
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 19.5, which was -3.75 lower than the previous day. The implied volatity was 26.93, the open interest changed by 10 which increased total open position to 101
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 23.25, which was 1.30 higher than the previous day. The implied volatity was 26.70, the open interest changed by 8 which increased total open position to 89
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 21.95, which was -0.55 lower than the previous day. The implied volatity was 29.11, the open interest changed by 14 which increased total open position to 81
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 22.5, which was -15.95 lower than the previous day. The implied volatity was 28.38, the open interest changed by 12 which increased total open position to 67
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 38.45, which was -63.70 lower than the previous day. The implied volatity was 27.66, the open interest changed by 55 which increased total open position to 55
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 102.15, 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 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 102.15, 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 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 102.15, 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 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 102.15, 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 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 102.15, 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 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 102.15, 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 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 102.15, 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 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 102.15, 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 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 102.15, 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 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 102.15, 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 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 102.15, 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 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 102.15, 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 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 102.15, 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 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 102.15, 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 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 102.15, 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 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 102.15, 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 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 102.15, 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 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 102.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
