DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
21 Nov 2024 04:11 PM IST
| DALBHARAT 28NOV2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.48
Theta: -1.08
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1771.60 | 4.1 | 0.95 | 29.55 | 281.6 | 59.4 | 122.1 | |||
| 20 Nov | 1745.25 | 3.15 | 0.00 | 30.09 | 242 | -7.7 | 62.7 | |||
| 19 Nov | 1745.25 | 3.15 | 1.75 | 30.09 | 242 | -7.7 | 62.7 | |||
| 18 Nov | 1686.35 | 1.4 | -0.45 | 30.42 | 52.8 | -1.1 | 72.6 | |||
|
|
||||||||||
| 14 Nov | 1713.80 | 1.85 | -2.75 | 24.28 | 349.8 | -34.1 | 73.7 | |||
| 13 Nov | 1737.60 | 4.6 | -8.20 | 24.86 | 160.6 | -25.3 | 111.1 | |||
| 12 Nov | 1786.70 | 12.8 | 4.90 | 23.76 | 185.9 | 31.9 | 149.6 | |||
| 11 Nov | 1755.35 | 7.9 | -2.50 | 25.07 | 40.7 | 7.7 | 117.7 | |||
| 8 Nov | 1768.05 | 10.4 | -8.65 | 23.97 | 110 | 44 | 110 | |||
| 7 Nov | 1798.25 | 19.05 | -10.55 | 23.26 | 35.2 | 11 | 63.8 | |||
| 6 Nov | 1817.55 | 29.6 | 3.60 | 24.70 | 46.2 | 20.9 | 51.7 | |||
| 5 Nov | 1793.60 | 26 | -5.00 | 26.89 | 11 | -3.3 | 31.9 | |||
| 4 Nov | 1789.75 | 31 | -6.05 | 29.44 | 48.4 | 18.7 | 36.3 | |||
| 1 Nov | 1838.20 | 37.05 | 0.00 | 0.00 | 0 | 16.5 | 0 | |||
| 31 Oct | 1833.20 | 37.05 | -7.95 | - | 60.5 | 18.7 | 19.8 | |||
| 30 Oct | 1840.25 | 45 | -107.05 | - | 1.1 | 0 | 0 | |||
| 29 Oct | 1796.80 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1796.30 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1771.45 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1812.95 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1760.85 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1804.45 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1830.80 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1852.15 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1889.30 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1872.95 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1848.35 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1840.75 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1879.95 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1853.70 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1950.00 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1956.55 | 152.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1933.20 | 152.05 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 CE is 0.12
Historical price for 1860 CE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 4.1, which was 0.95 higher than the previous day. The implied volatity was 29.55, the open interest changed by 54 which increased total open position to 111
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by -7 which decreased total open position to 57
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 3.15, which was 1.75 higher than the previous day. The implied volatity was 30.09, the open interest changed by -7 which decreased total open position to 57
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 30.42, the open interest changed by -1 which decreased total open position to 66
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 1.85, which was -2.75 lower than the previous day. The implied volatity was 24.28, the open interest changed by -31 which decreased total open position to 67
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 4.6, which was -8.20 lower than the previous day. The implied volatity was 24.86, the open interest changed by -23 which decreased total open position to 101
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 12.8, which was 4.90 higher than the previous day. The implied volatity was 23.76, the open interest changed by 29 which increased total open position to 136
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 7.9, which was -2.50 lower than the previous day. The implied volatity was 25.07, the open interest changed by 7 which increased total open position to 107
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 10.4, which was -8.65 lower than the previous day. The implied volatity was 23.97, the open interest changed by 40 which increased total open position to 100
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 19.05, which was -10.55 lower than the previous day. The implied volatity was 23.26, the open interest changed by 10 which increased total open position to 58
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 29.6, which was 3.60 higher than the previous day. The implied volatity was 24.70, the open interest changed by 19 which increased total open position to 47
On 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 26, which was -5.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by -3 which decreased total open position to 29
On 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 31, which was -6.05 lower than the previous day. The implied volatity was 29.44, the open interest changed by 17 which increased total open position to 33
On 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 37.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 31 Oct DALBHARAT was trading at 1833.20. The strike last trading price was 37.05, which was -7.95 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 -107.05 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 152.05, 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 7 Oct DALBHARAT was trading at 1853.70. The strike last trading price was 152.05, 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 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 152.05, 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 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 152.05, 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 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 152.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 28NOV2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.49
Theta: -0.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1771.60 | 93.65 | -30.05 | 29.78 | 5.5 | 2.2 | 4.4 |
| 20 Nov | 1745.25 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1745.25 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1686.35 | 123.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 123.7 | 0.00 | 0.00 | 0 | 1.1 | 0 |
| 13 Nov | 1737.60 | 123.7 | 41.70 | 32.60 | 1.1 | 0 | 1.1 |
| 12 Nov | 1786.70 | 82 | 8.95 | 28.06 | 2.2 | 1.1 | 1.1 |
| 11 Nov | 1755.35 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1768.05 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1798.25 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1793.60 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1789.75 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 1838.20 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 1833.20 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1840.25 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1796.80 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1796.30 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1771.45 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1812.95 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1760.85 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1804.45 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1830.80 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1852.15 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1889.30 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1872.95 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1848.35 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1840.75 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1879.95 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1853.70 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1950.00 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1956.55 | 73.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1933.20 | 73.05 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1860 expiring on 28NOV2024
Delta for 1860 PE is -0.88
Historical price for 1860 PE is as follows
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 93.65, which was -30.05 lower than the previous day. The implied volatity was 29.78, the open interest changed by 2 which increased total open position to 4
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 123.7, 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 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 123.7, 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 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 123.7, 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 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 123.7, 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 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 123.7, which was 41.70 higher than the previous day. The implied volatity was 32.60, the open interest changed by 0 which decreased total open position to 1
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 82, which was 8.95 higher than the previous day. The implied volatity was 28.06, the open interest changed by 1 which increased total open position to 1
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 73.05, 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 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 73.05, 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 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 73.05, 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 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 73.05, 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 5 Nov DALBHARAT was trading at 1793.60. The strike last trading price was 73.05, 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 4 Nov DALBHARAT was trading at 1789.75. The strike last trading price was 73.05, 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 1 Nov DALBHARAT was trading at 1838.20. The strike last trading price was 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 73.05, 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 7 Oct DALBHARAT was trading at 1853.70. The strike last trading price was 73.05, 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 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 73.05, 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 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 73.05, 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 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 73.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
