[--[65.84.65.76]--]

DALBHARAT

Dalmia Bharat Limited
1968 -25.80 (-1.29%)
L: 1951.5 H: 1993.5

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Historical option data for DALBHARAT

09 Dec 2025 04:10 PM IST
DALBHARAT 30-DEC-2025 1940 CE
Delta: 0.73
Vega: 1.58
Theta: -1.02
Gamma: 0.00
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
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
Delta: -0.32
Vega: 1.69
Theta: -0.72
Gamma: 0.00
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