DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:01 AM IST
| DALBHARAT 26DEC2024 1920 CE | ||||||||||
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Delta: 0.69
Vega: 1.37
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.50 | 61.35 | -11.15 | 23.81 | 19 | 3 | 181 | |||
| 11 Dec | 1966.60 | 72.5 | 39.00 | 26.49 | 1,274 | -72 | 179 | |||
| 10 Dec | 1898.70 | 33.5 | -2.40 | 24.97 | 102 | -2 | 250 | |||
| 9 Dec | 1897.75 | 35.9 | -13.00 | 25.84 | 346 | 3 | 252 | |||
| 6 Dec | 1926.05 | 48.9 | 1.90 | 23.30 | 292 | 101 | 249 | |||
| 5 Dec | 1913.80 | 47 | -14.15 | 25.06 | 289 | 54 | 147 | |||
| 4 Dec | 1936.70 | 61.15 | -1.55 | 25.47 | 305 | -28 | 92 | |||
| 3 Dec | 1930.80 | 62.7 | 25.65 | 26.57 | 474 | -11 | 121 | |||
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| 2 Dec | 1879.75 | 37.05 | 14.05 | 25.73 | 638 | 100 | 130 | |||
| 29 Nov | 1820.35 | 23 | 4.15 | 28.05 | 53 | 13 | 26 | |||
| 28 Nov | 1819.30 | 18.85 | -4.40 | 24.20 | 3 | 0 | 13 | |||
| 27 Nov | 1836.45 | 23.25 | 0.00 | 24.06 | 1 | 0 | 13 | |||
| 26 Nov | 1826.20 | 23.25 | -3.75 | 26.07 | 10 | 1 | 5 | |||
| 25 Nov | 1826.80 | 27 | -120.15 | 28.83 | 4 | 0 | 0 | |||
| 22 Nov | 1808.25 | 147.15 | 0.00 | 4.51 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 147.15 | 0.00 | 7.98 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 147.15 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 147.15 | 0.00 | 4.59 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 147.15 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 147.15 | 147.15 | 2.96 | 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 1920 expiring on 26DEC2024
Delta for 1920 CE is 0.69
Historical price for 1920 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 61.35, which was -11.15 lower than the previous day. The implied volatity was 23.81, the open interest changed by 3 which increased total open position to 181
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 72.5, which was 39.00 higher than the previous day. The implied volatity was 26.49, the open interest changed by -72 which decreased total open position to 179
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 33.5, which was -2.40 lower than the previous day. The implied volatity was 24.97, the open interest changed by -2 which decreased total open position to 250
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 35.9, which was -13.00 lower than the previous day. The implied volatity was 25.84, the open interest changed by 3 which increased total open position to 252
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 48.9, which was 1.90 higher than the previous day. The implied volatity was 23.30, the open interest changed by 101 which increased total open position to 249
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 47, which was -14.15 lower than the previous day. The implied volatity was 25.06, the open interest changed by 54 which increased total open position to 147
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 61.15, which was -1.55 lower than the previous day. The implied volatity was 25.47, the open interest changed by -28 which decreased total open position to 92
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 62.7, which was 25.65 higher than the previous day. The implied volatity was 26.57, the open interest changed by -11 which decreased total open position to 121
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 37.05, which was 14.05 higher than the previous day. The implied volatity was 25.73, the open interest changed by 100 which increased total open position to 130
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 23, which was 4.15 higher than the previous day. The implied volatity was 28.05, the open interest changed by 13 which increased total open position to 26
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 18.85, which was -4.40 lower than the previous day. The implied volatity was 24.20, the open interest changed by 0 which decreased total open position to 13
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 23.25, which was 0.00 lower than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 13
On 26 Nov DALBHARAT was trading at 1826.20. The strike last trading price was 23.25, which was -3.75 lower than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 5
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 27, which was -120.15 lower than the previous day. The implied volatity was 28.83, 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 147.15, which was 0.00 lower than the previous day. The implied volatity was 4.51, 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 147.15, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 147.15, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 147.15, which was 0.00 lower than the previous day. The implied volatity was 4.59, 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 147.15, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 147.15, which was 147.15 higher than the previous day. The implied volatity was 2.96, 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 1920 PE | |||||||
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Delta: -0.33
Vega: 1.40
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.50 | 24.2 | 1.30 | 27.61 | 20 | 3 | 124 |
| 11 Dec | 1966.60 | 22.9 | -30.45 | 28.12 | 376 | 29 | 121 |
| 10 Dec | 1898.70 | 53.35 | 0.20 | 27.58 | 4 | -1 | 91 |
| 9 Dec | 1897.75 | 53.15 | 14.60 | 28.07 | 223 | 9 | 93 |
| 6 Dec | 1926.05 | 38.55 | -8.40 | 25.19 | 348 | -9 | 85 |
| 5 Dec | 1913.80 | 46.95 | 7.25 | 26.33 | 199 | 48 | 87 |
| 4 Dec | 1936.70 | 39.7 | -6.05 | 27.12 | 107 | 8 | 39 |
| 3 Dec | 1930.80 | 45.75 | -26.35 | 29.14 | 196 | 22 | 23 |
| 2 Dec | 1879.75 | 72.1 | -44.70 | 29.42 | 1 | 0 | 0 |
| 29 Nov | 1820.35 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1836.45 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1826.20 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1826.80 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 116.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 116.8 | 116.80 | - | 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 1920 expiring on 26DEC2024
Delta for 1920 PE is -0.33
Historical price for 1920 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 24.2, which was 1.30 higher than the previous day. The implied volatity was 27.61, the open interest changed by 3 which increased total open position to 124
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 22.9, which was -30.45 lower than the previous day. The implied volatity was 28.12, the open interest changed by 29 which increased total open position to 121
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 53.35, which was 0.20 higher than the previous day. The implied volatity was 27.58, the open interest changed by -1 which decreased total open position to 91
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 53.15, which was 14.60 higher than the previous day. The implied volatity was 28.07, the open interest changed by 9 which increased total open position to 93
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 38.55, which was -8.40 lower than the previous day. The implied volatity was 25.19, the open interest changed by -9 which decreased total open position to 85
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 46.95, which was 7.25 higher than the previous day. The implied volatity was 26.33, the open interest changed by 48 which increased total open position to 87
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 39.7, which was -6.05 lower than the previous day. The implied volatity was 27.12, the open interest changed by 8 which increased total open position to 39
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 45.75, which was -26.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by 22 which increased total open position to 23
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 72.1, which was -44.70 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 0
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, 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 116.8, which was 116.80 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
