DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
09 Dec 2025 04:10 PM IST
| DALBHARAT 30-DEC-2025 1940 CE | ||||||||||||||||
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Delta: 0.73
Vega: 1.58
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1968.00 | 60.35 | -19.3 | 17.08 | 31 | -15 | 76 | |||||||||
| 8 Dec | 1993.80 | 79.5 | -157.25 | 23.60 | 166 | 91 | 91 | |||||||||
| 5 Dec | 1989.00 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1990.30 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1983.50 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.80 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2009.40 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2009.40 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2019.20 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 2026.60 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 2019.90 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 2022.80 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 2009.20 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 2012.10 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 2021.30 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1991.00 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2014.60 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 2032.60 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 2047.80 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 2036.20 | 236.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 1940 expiring on 30DEC2025
Delta for 1940 CE is 0.73
Historical price for 1940 CE is as follows
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 60.35, which was -19.3 lower than the previous day. The implied volatity was 17.08, the open interest changed by -15 which decreased total open position to 76
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 79.5, which was -157.25 lower than the previous day. The implied volatity was 23.60, the open interest changed by 91 which increased total open position to 91
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 236.75, which was 0 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 2009.40. The strike last trading price was 236.75, which was 0 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 2019.20. The strike last trading price was 236.75, which was 0 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 2026.60. The strike last trading price was 236.75, which was 0 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 2019.90. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov DALBHARAT was trading at 2022.80. The strike last trading price was 236.75, which was 0 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 2009.20. The strike last trading price was 236.75, which was 0 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 2012.10. The strike last trading price was 236.75, which was 0 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 2021.30. The strike last trading price was 236.75, which was 0 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 1991.00. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DALBHARAT was trading at 2014.60. The strike last trading price was 236.75, which was 0 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 2032.60. The strike last trading price was 236.75, which was 0 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 2047.80. The strike last trading price was 236.75, which was 0 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 2036.20. The strike last trading price was 236.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 30DEC2025 1940 PE | |||||||
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Delta: -0.32
Vega: 1.69
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1968.00 | 22.35 | 6.95 | 22.22 | 101 | 7 | 61 |
| 8 Dec | 1993.80 | 17.45 | -2.95 | 20.71 | 265 | -23 | 57 |
| 5 Dec | 1989.00 | 20.25 | -0.35 | - | 0 | 0 | 0 |
| 4 Dec | 1990.30 | 20.25 | -0.35 | - | 0 | 2 | 0 |
| 3 Dec | 1983.50 | 20.25 | -0.35 | 19.07 | 67 | 6 | 84 |
| 2 Dec | 1986.80 | 18.3 | 2.35 | 19.28 | 39 | 10 | 77 |
| 1 Dec | 2009.40 | 15 | -0.3 | 20.57 | 34 | -1 | 67 |
| 28 Nov | 2009.40 | 15.2 | 0.2 | 19.91 | 12 | 4 | 69 |
| 27 Nov | 2019.20 | 15 | 0.75 | 20.07 | 24 | 6 | 63 |
| 26 Nov | 2026.60 | 14.25 | -3.35 | 21.07 | 71 | 55 | 57 |
| 25 Nov | 2019.90 | 17.6 | -10.8 | 21.14 | 2 | 1 | 1 |
| 24 Nov | 2022.80 | 28.4 | 0 | 4.16 | 0 | 0 | 0 |
| 21 Nov | 2009.20 | 28.4 | 0 | 3.32 | 0 | 0 | 0 |
| 20 Nov | 2012.10 | 28.4 | 0 | 3.96 | 0 | 0 | 0 |
| 19 Nov | 2021.30 | 28.4 | 0 | 4.01 | 0 | 0 | 0 |
| 18 Nov | 1991.00 | 28.4 | 0 | 3.26 | 0 | 0 | 0 |
| 17 Nov | 2014.60 | 28.4 | 0 | 3.99 | 0 | 0 | 0 |
| 14 Nov | 2032.60 | 28.4 | 0 | 4.29 | 0 | 0 | 0 |
| 13 Nov | 2047.80 | 28.4 | 0 | 4.94 | 0 | 0 | 0 |
| 12 Nov | 2036.20 | 28.4 | 0 | 4.52 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 1940 expiring on 30DEC2025
Delta for 1940 PE is -0.32
Historical price for 1940 PE is as follows
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 22.35, which was 6.95 higher than the previous day. The implied volatity was 22.22, the open interest changed by 7 which increased total open position to 61
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 17.45, which was -2.95 lower than the previous day. The implied volatity was 20.71, the open interest changed by -23 which decreased total open position to 57
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 20.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 20.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 20.25, which was -0.35 lower than the previous day. The implied volatity was 19.07, the open interest changed by 6 which increased total open position to 84
On 2 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 18.3, which was 2.35 higher than the previous day. The implied volatity was 19.28, the open interest changed by 10 which increased total open position to 77
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 15, which was -0.3 lower than the previous day. The implied volatity was 20.57, the open interest changed by -1 which decreased total open position to 67
On 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 15.2, which was 0.2 higher than the previous day. The implied volatity was 19.91, the open interest changed by 4 which increased total open position to 69
On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 15, which was 0.75 higher than the previous day. The implied volatity was 20.07, the open interest changed by 6 which increased total open position to 63
On 26 Nov DALBHARAT was trading at 2026.60. The strike last trading price was 14.25, which was -3.35 lower than the previous day. The implied volatity was 21.07, the open interest changed by 55 which increased total open position to 57
On 25 Nov DALBHARAT was trading at 2019.90. The strike last trading price was 17.6, which was -10.8 lower than the previous day. The implied volatity was 21.14, the open interest changed by 1 which increased total open position to 1
On 24 Nov DALBHARAT was trading at 2022.80. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0
On 21 Nov DALBHARAT was trading at 2009.20. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 20 Nov DALBHARAT was trading at 2012.10. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 19 Nov DALBHARAT was trading at 2021.30. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 18 Nov DALBHARAT was trading at 1991.00. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DALBHARAT was trading at 2014.60. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov DALBHARAT was trading at 2032.60. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DALBHARAT was trading at 2047.80. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DALBHARAT was trading at 2036.20. The strike last trading price was 28.4, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0































































































































































































































