DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:11 AM IST
| DALBHARAT 26DEC2024 1900 CE | ||||||||||
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Delta: 0.77
Vega: 1.17
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.70 | 73.05 | -17.05 | 22.56 | 30 | -1 | 446 | |||
| 11 Dec | 1966.60 | 90.1 | 46.70 | 29.17 | 2,204 | -171 | 448 | |||
| 10 Dec | 1898.70 | 43.4 | -1.55 | 25.23 | 370 | 24 | 622 | |||
| 9 Dec | 1897.75 | 44.95 | -17.00 | 25.59 | 580 | 20 | 598 | |||
| 6 Dec | 1926.05 | 61.95 | 4.75 | 24.21 | 642 | -90 | 583 | |||
| 5 Dec | 1913.80 | 57.2 | -14.80 | 24.87 | 1,734 | 114 | 675 | |||
| 4 Dec | 1936.70 | 72 | -0.60 | 24.84 | 2,548 | 276 | 652 | |||
| 3 Dec | 1930.80 | 72.6 | 26.35 | 25.62 | 1,448 | 59 | 375 | |||
| 2 Dec | 1879.75 | 46.25 | 17.35 | 26.08 | 3,510 | 46 | 317 | |||
| 29 Nov | 1820.35 | 28.9 | 1.45 | 28.28 | 548 | 16 | 269 | |||
| 28 Nov | 1819.30 | 27.45 | -4.05 | 26.02 | 297 | 31 | 252 | |||
| 27 Nov | 1836.45 | 31.5 | 3.70 | 25.18 | 583 | 71 | 219 | |||
| 26 Nov | 1826.20 | 27.8 | -4.30 | 25.51 | 110 | -2 | 147 | |||
| 25 Nov | 1826.80 | 32.1 | 7.10 | 28.53 | 497 | 111 | 149 | |||
| 22 Nov | 1808.25 | 25 | 4.00 | 24.48 | 83 | 25 | 63 | |||
| 21 Nov | 1771.60 | 21 | 5.05 | 27.66 | 33 | 15 | 38 | |||
| 20 Nov | 1745.25 | 15.95 | 0.00 | 27.69 | 37 | 16 | 23 | |||
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| 19 Nov | 1745.25 | 15.95 | 7.95 | 27.69 | 37 | 16 | 23 | |||
| 18 Nov | 1686.35 | 8 | -2.00 | 25.94 | 5 | 0 | 7 | |||
| 14 Nov | 1713.80 | 10 | -5.20 | 24.24 | 2 | 1 | 6 | |||
| 13 Nov | 1737.60 | 15.2 | -5.80 | 24.63 | 4 | 2 | 6 | |||
| 12 Nov | 1786.70 | 21 | 0.00 | 0.00 | 0 | -4 | 0 | |||
| 11 Nov | 1755.35 | 21 | -5.00 | 25.40 | 6 | -4 | 4 | |||
| 8 Nov | 1768.05 | 26 | -11.30 | 26.18 | 6 | 1 | 9 | |||
| 7 Nov | 1798.25 | 37.3 | -2.70 | 26.13 | 1 | 0 | 7 | |||
| 6 Nov | 1817.55 | 40 | 23.13 | 10 | 2 | 5 | ||||
For Dalmia Bharat Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.77
Historical price for 1900 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 73.05, which was -17.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by -1 which decreased total open position to 446
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 90.1, which was 46.70 higher than the previous day. The implied volatity was 29.17, the open interest changed by -171 which decreased total open position to 448
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 43.4, which was -1.55 lower than the previous day. The implied volatity was 25.23, the open interest changed by 24 which increased total open position to 622
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 44.95, which was -17.00 lower than the previous day. The implied volatity was 25.59, the open interest changed by 20 which increased total open position to 598
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 61.95, which was 4.75 higher than the previous day. The implied volatity was 24.21, the open interest changed by -90 which decreased total open position to 583
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 57.2, which was -14.80 lower than the previous day. The implied volatity was 24.87, the open interest changed by 114 which increased total open position to 675
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 72, which was -0.60 lower than the previous day. The implied volatity was 24.84, the open interest changed by 276 which increased total open position to 652
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 72.6, which was 26.35 higher than the previous day. The implied volatity was 25.62, the open interest changed by 59 which increased total open position to 375
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 46.25, which was 17.35 higher than the previous day. The implied volatity was 26.08, the open interest changed by 46 which increased total open position to 317
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 28.9, which was 1.45 higher than the previous day. The implied volatity was 28.28, the open interest changed by 16 which increased total open position to 269
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 27.45, which was -4.05 lower than the previous day. The implied volatity was 26.02, the open interest changed by 31 which increased total open position to 252
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 31.5, which was 3.70 higher than the previous day. The implied volatity was 25.18, the open interest changed by 71 which increased total open position to 219
On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 27.8, which was -4.30 lower than the previous day. The implied volatity was 25.51, the open interest changed by -2 which decreased total open position to 147
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 32.1, which was 7.10 higher than the previous day. The implied volatity was 28.53, the open interest changed by 111 which increased total open position to 149
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 25, which was 4.00 higher than the previous day. The implied volatity was 24.48, the open interest changed by 25 which increased total open position to 63
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 21, which was 5.05 higher than the previous day. The implied volatity was 27.66, the open interest changed by 15 which increased total open position to 38
On 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 15.95, which was 0.00 lower than the previous day. The implied volatity was 27.69, the open interest changed by 16 which increased total open position to 23
On 19 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 15.95, which was 7.95 higher than the previous day. The implied volatity was 27.69, the open interest changed by 16 which increased total open position to 23
On 18 Nov DALBHARAT was trading at 1686.35. The strike last trading price was 8, which was -2.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 7
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 10, which was -5.20 lower than the previous day. The implied volatity was 24.24, the open interest changed by 1 which increased total open position to 6
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 15.2, which was -5.80 lower than the previous day. The implied volatity was 24.63, the open interest changed by 2 which increased total open position to 6
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 21, which was -5.00 lower than the previous day. The implied volatity was 25.40, the open interest changed by -4 which decreased total open position to 4
On 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 26, which was -11.30 lower than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 9
On 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 37.3, which was -2.70 lower than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 7
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 40, which was lower than the previous day. The implied volatity was 23.13, the open interest changed by 2 which increased total open position to 5
| DALBHARAT 26DEC2024 1900 PE | |||||||
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Delta: -0.27
Vega: 1.28
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.70 | 18.55 | 1.15 | 27.91 | 80 | 0 | 340 |
| 11 Dec | 1966.60 | 17.4 | -23.40 | 28.45 | 1,152 | -58 | 340 |
| 10 Dec | 1898.70 | 40.8 | -2.65 | 27.86 | 211 | 38 | 398 |
| 9 Dec | 1897.75 | 43.45 | 12.75 | 28.53 | 368 | 24 | 360 |
| 6 Dec | 1926.05 | 30.7 | -6.75 | 25.58 | 320 | -31 | 340 |
| 5 Dec | 1913.80 | 37.45 | 5.90 | 26.27 | 690 | 21 | 372 |
| 4 Dec | 1936.70 | 31.55 | -5.90 | 27.08 | 779 | 42 | 355 |
| 3 Dec | 1930.80 | 37.45 | -19.55 | 29.21 | 813 | 147 | 312 |
| 2 Dec | 1879.75 | 57 | -33.05 | 27.41 | 306 | 6 | 165 |
| 29 Nov | 1820.35 | 90.05 | 1.05 | 23.91 | 45 | 6 | 159 |
| 28 Nov | 1819.30 | 89 | 9.00 | 24.96 | 11 | 4 | 151 |
| 27 Nov | 1836.45 | 80 | -9.95 | 24.58 | 146 | 30 | 142 |
| 26 Nov | 1826.20 | 89.95 | 1.15 | 24.28 | 18 | 7 | 112 |
| 25 Nov | 1826.80 | 88.8 | -11.80 | 20.62 | 105 | 95 | 97 |
| 22 Nov | 1808.25 | 100.6 | -4.40 | 24.07 | 6 | 3 | 5 |
| 21 Nov | 1771.60 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1745.25 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1745.25 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1686.35 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 1768.05 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 1798.25 | 105 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Nov | 1817.55 | 105 | 26.91 | 2 | 1 | 1 | |
For Dalmia Bharat Limited - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -0.27
Historical price for 1900 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 18.55, which was 1.15 higher than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 340
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 17.4, which was -23.40 lower than the previous day. The implied volatity was 28.45, the open interest changed by -58 which decreased total open position to 340
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 40.8, which was -2.65 lower than the previous day. The implied volatity was 27.86, the open interest changed by 38 which increased total open position to 398
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 43.45, which was 12.75 higher than the previous day. The implied volatity was 28.53, the open interest changed by 24 which increased total open position to 360
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 30.7, which was -6.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by -31 which decreased total open position to 340
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 37.45, which was 5.90 higher than the previous day. The implied volatity was 26.27, the open interest changed by 21 which increased total open position to 372
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 31.55, which was -5.90 lower than the previous day. The implied volatity was 27.08, the open interest changed by 42 which increased total open position to 355
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 37.45, which was -19.55 lower than the previous day. The implied volatity was 29.21, the open interest changed by 147 which increased total open position to 312
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 57, which was -33.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 6 which increased total open position to 165
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 90.05, which was 1.05 higher than the previous day. The implied volatity was 23.91, the open interest changed by 6 which increased total open position to 159
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 89, which was 9.00 higher than the previous day. The implied volatity was 24.96, the open interest changed by 4 which increased total open position to 151
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 80, which was -9.95 lower than the previous day. The implied volatity was 24.58, the open interest changed by 30 which increased total open position to 142
On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 89.95, which was 1.15 higher than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 112
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 88.8, which was -11.80 lower than the previous day. The implied volatity was 20.62, the open interest changed by 95 which increased total open position to 97
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 100.6, which was -4.40 lower than the previous day. The implied volatity was 24.07, the open interest changed by 3 which increased total open position to 5
On 21 Nov DALBHARAT was trading at 1771.60. The strike last trading price was 105, 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 20 Nov DALBHARAT was trading at 1745.25. The strike last trading price was 105, 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 105, 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 105, 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 105, 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 105, 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 105, 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 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 105, 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 8 Nov DALBHARAT was trading at 1768.05. The strike last trading price was 105, 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 7 Nov DALBHARAT was trading at 1798.25. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 105, which was lower than the previous day. The implied volatity was 26.91, the open interest changed by 1 which increased total open position to 1
