DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:01 AM IST
| DALBHARAT 26DEC2024 1880 CE | ||||||||||
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Delta: 0.91
Vega: 0.63
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.50 | 85 | -18.85 | 16.52 | 1 | 0 | 107 | |||
| 11 Dec | 1966.60 | 103.85 | 47.75 | 28.01 | 257 | -17 | 108 | |||
| 10 Dec | 1898.70 | 56.1 | -0.50 | 26.30 | 73 | 7 | 126 | |||
| 9 Dec | 1897.75 | 56.6 | -16.40 | 26.03 | 23 | 5 | 119 | |||
| 6 Dec | 1926.05 | 73 | 3.00 | 23.05 | 10 | 0 | 115 | |||
| 5 Dec | 1913.80 | 70 | -14.25 | 25.37 | 55 | 7 | 116 | |||
| 4 Dec | 1936.70 | 84.25 | -2.10 | 24.19 | 46 | -3 | 109 | |||
| 3 Dec | 1930.80 | 86.35 | 30.35 | 26.10 | 300 | -69 | 113 | |||
| 2 Dec | 1879.75 | 56 | 21.90 | 26.07 | 1,388 | 158 | 184 | |||
| 29 Nov | 1820.35 | 34.1 | -0.35 | 27.61 | 30 | 11 | 27 | |||
| 28 Nov | 1819.30 | 34.45 | -5.55 | 26.25 | 17 | 8 | 17 | |||
| 27 Nov | 1836.45 | 40 | 10.50 | 25.77 | 3 | -1 | 9 | |||
| 26 Nov | 1826.20 | 29.5 | -19.30 | 23.06 | 13 | -6 | 9 | |||
| 25 Nov | 1826.80 | 48.8 | 16.65 | 33.53 | 10 | 14 | 14 | |||
| 22 Nov | 1808.25 | 32.15 | -135.70 | 25.06 | 352 | 17 | 17 | |||
| 21 Nov | 1771.60 | 167.85 | 0.00 | 4.68 | 0 | 0 | 0 | |||
| 20 Nov | 1745.25 | 167.85 | 0.00 | 5.60 | 0 | 0 | 0 | |||
| 19 Nov | 1745.25 | 167.85 | 0.00 | 5.60 | 0 | 0 | 0 | |||
| 18 Nov | 1686.35 | 167.85 | 0.00 | 7.99 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 167.85 | 0.00 | 6.13 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 167.85 | 0.00 | 5.12 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 167.85 | 0.00 | 3.62 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 167.85 | 0.00 | 4.25 | 0 | 0 | 0 | |||
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| 8 Nov | 1768.05 | 167.85 | 0.00 | 3.62 | 0 | 0 | 0 | |||
| 7 Nov | 1798.25 | 167.85 | 0.00 | 2.54 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 167.85 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 5 Nov | 1793.60 | 167.85 | 167.85 | 2.53 | 0 | 0 | 0 | |||
| 4 Oct | 1937.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1950.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1956.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1933.20 | 0 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1880 expiring on 26DEC2024
Delta for 1880 CE is 0.91
Historical price for 1880 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 85, which was -18.85 lower than the previous day. The implied volatity was 16.52, the open interest changed by 0 which decreased total open position to 107
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 103.85, which was 47.75 higher than the previous day. The implied volatity was 28.01, the open interest changed by -17 which decreased total open position to 108
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 56.1, which was -0.50 lower than the previous day. The implied volatity was 26.30, the open interest changed by 7 which increased total open position to 126
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 56.6, which was -16.40 lower than the previous day. The implied volatity was 26.03, the open interest changed by 5 which increased total open position to 119
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 73, which was 3.00 higher than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 115
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 70, which was -14.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 7 which increased total open position to 116
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 84.25, which was -2.10 lower than the previous day. The implied volatity was 24.19, the open interest changed by -3 which decreased total open position to 109
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 86.35, which was 30.35 higher than the previous day. The implied volatity was 26.10, the open interest changed by -69 which decreased total open position to 113
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 56, which was 21.90 higher than the previous day. The implied volatity was 26.07, the open interest changed by 158 which increased total open position to 184
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 34.1, which was -0.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by 11 which increased total open position to 27
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 34.45, which was -5.55 lower than the previous day. The implied volatity was 26.25, the open interest changed by 8 which increased total open position to 17
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 40, which was 10.50 higher than the previous day. The implied volatity was 25.77, the open interest changed by -1 which decreased total open position to 9
On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 29.5, which was -19.30 lower than the previous day. The implied volatity was 23.06, the open interest changed by -6 which decreased total open position to 9
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 48.8, which was 16.65 higher than the previous day. The implied volatity was 33.53, the open interest changed by 14 which increased total open position to 14
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 32.15, which was -135.70 lower than the previous day. The implied volatity was 25.06, the open interest changed by 17 which increased total open position to 17
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 167.85, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 7.99, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 6.13, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 5.12, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 3.62, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 167.85, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 167.85, which was 167.85 higher than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 4 Oct DALBHARAT was trading at 1937.50. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 26DEC2024 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 1.10
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.50 | 12.5 | -0.65 | 27.35 | 32 | -2 | 130 |
| 11 Dec | 1966.60 | 13.15 | -14.85 | 28.93 | 469 | 53 | 132 |
| 10 Dec | 1898.70 | 28 | -5.00 | 25.36 | 47 | 0 | 82 |
| 9 Dec | 1897.75 | 33 | 6.65 | 27.67 | 31 | -3 | 82 |
| 6 Dec | 1926.05 | 26.35 | -4.70 | 27.37 | 23 | 1 | 85 |
| 5 Dec | 1913.80 | 31.05 | 4.20 | 27.25 | 109 | 24 | 83 |
| 4 Dec | 1936.70 | 26.85 | -3.75 | 28.41 | 195 | -1 | 59 |
| 3 Dec | 1930.80 | 30.6 | -17.25 | 29.50 | 247 | 2 | 59 |
| 2 Dec | 1879.75 | 47.85 | -17.15 | 27.91 | 236 | 45 | 58 |
| 29 Nov | 1820.35 | 65 | 0.00 | 0.00 | 0 | 13 | 0 |
| 28 Nov | 1819.30 | 65 | -33.20 | 19.34 | 13 | 0 | 0 |
| 27 Nov | 1836.45 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1826.20 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1826.80 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1771.60 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1745.25 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1745.25 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1686.35 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1768.05 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1798.25 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 98.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1793.60 | 98.2 | 98.20 | - | 0 | 0 | 0 |
| 4 Oct | 1937.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1950.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1956.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1933.20 | 0 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1880 expiring on 26DEC2024
Delta for 1880 PE is -0.21
Historical price for 1880 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 12.5, which was -0.65 lower than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 130
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 13.15, which was -14.85 lower than the previous day. The implied volatity was 28.93, the open interest changed by 53 which increased total open position to 132
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 28, which was -5.00 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 82
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 33, which was 6.65 higher than the previous day. The implied volatity was 27.67, the open interest changed by -3 which decreased total open position to 82
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 26.35, which was -4.70 lower than the previous day. The implied volatity was 27.37, the open interest changed by 1 which increased total open position to 85
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 31.05, which was 4.20 higher than the previous day. The implied volatity was 27.25, the open interest changed by 24 which increased total open position to 83
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 26.85, which was -3.75 lower than the previous day. The implied volatity was 28.41, the open interest changed by -1 which decreased total open position to 59
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 30.6, which was -17.25 lower than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 59
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 47.85, which was -17.15 lower than the previous day. The implied volatity was 27.91, the open interest changed by 45 which increased total open position to 58
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 65, which was -33.20 lower than the previous day. The implied volatity was 19.34, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, 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 98.2, which was 98.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Oct DALBHARAT was trading at 1937.50. The strike last trading price was 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
