DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:01 AM IST
| DALBHARAT 26DEC2024 1940 CE | ||||||||||
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Delta: 0.60
Vega: 1.49
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.50 | 50.8 | -12.70 | 25.14 | 154 | -15 | 365 | |||
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| 11 Dec | 1966.60 | 63.5 | 37.85 | 29.05 | 6,822 | 170 | 380 | |||
| 10 Dec | 1898.70 | 25.65 | -1.85 | 25.03 | 77 | -13 | 211 | |||
| 9 Dec | 1897.75 | 27.5 | -10.70 | 25.59 | 101 | 30 | 224 | |||
| 6 Dec | 1926.05 | 38.2 | 0.80 | 22.92 | 192 | -28 | 193 | |||
| 5 Dec | 1913.80 | 37.4 | -12.00 | 24.84 | 699 | 24 | 220 | |||
| 4 Dec | 1936.70 | 49.4 | -0.65 | 24.89 | 827 | 63 | 195 | |||
| 3 Dec | 1930.80 | 50.05 | 21.10 | 25.41 | 694 | 103 | 136 | |||
| 2 Dec | 1879.75 | 28.95 | 11.15 | 25.30 | 156 | 13 | 34 | |||
| 29 Nov | 1820.35 | 17.8 | 1.00 | 27.66 | 31 | 0 | 12 | |||
| 28 Nov | 1819.30 | 16.8 | -3.30 | 25.72 | 27 | 5 | 13 | |||
| 27 Nov | 1836.45 | 20.1 | -44.10 | 25.21 | 10 | 6 | 7 | |||
| 25 Nov | 1826.80 | 64.2 | 0.00 | 5.57 | 0 | 0 | 0 | |||
| 22 Nov | 1808.25 | 64.2 | 0.00 | 5.40 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 64.2 | 0.00 | 8.75 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 64.2 | 0.00 | 7.68 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 64.2 | 0.00 | 5.07 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 64.2 | 0.00 | 6.27 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 64.2 | 3.63 | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 CE is 0.60
Historical price for 1940 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 50.8, which was -12.70 lower than the previous day. The implied volatity was 25.14, the open interest changed by -15 which decreased total open position to 365
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 63.5, which was 37.85 higher than the previous day. The implied volatity was 29.05, the open interest changed by 170 which increased total open position to 380
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 25.65, which was -1.85 lower than the previous day. The implied volatity was 25.03, the open interest changed by -13 which decreased total open position to 211
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 27.5, which was -10.70 lower than the previous day. The implied volatity was 25.59, the open interest changed by 30 which increased total open position to 224
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 38.2, which was 0.80 higher than the previous day. The implied volatity was 22.92, the open interest changed by -28 which decreased total open position to 193
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 37.4, which was -12.00 lower than the previous day. The implied volatity was 24.84, the open interest changed by 24 which increased total open position to 220
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 49.4, which was -0.65 lower than the previous day. The implied volatity was 24.89, the open interest changed by 63 which increased total open position to 195
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 50.05, which was 21.10 higher than the previous day. The implied volatity was 25.41, the open interest changed by 103 which increased total open position to 136
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 28.95, which was 11.15 higher than the previous day. The implied volatity was 25.30, the open interest changed by 13 which increased total open position to 34
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 17.8, which was 1.00 higher than the previous day. The implied volatity was 27.66, the open interest changed by 0 which decreased total open position to 12
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 16.8, which was -3.30 lower than the previous day. The implied volatity was 25.72, the open interest changed by 5 which increased total open position to 13
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 20.1, which was -44.10 lower than the previous day. The implied volatity was 25.21, the open interest changed by 6 which increased total open position to 7
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 64.2, 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 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 5.40, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 8.75, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 7.68, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 5.07, 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 64.2, which was 0.00 lower than the previous day. The implied volatity was 6.27, 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 64.2, which was lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 26DEC2024 1940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.50
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.50 | 32.1 | 2.10 | 27.71 | 138 | 6 | 145 |
| 11 Dec | 1966.60 | 30 | -31.70 | 28.03 | 1,187 | 50 | 139 |
| 10 Dec | 1898.70 | 61.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 61.7 | 7.45 | 26.01 | 1 | 0 | 89 |
| 6 Dec | 1926.05 | 54.25 | -4.10 | 28.41 | 4 | 0 | 90 |
| 5 Dec | 1913.80 | 58.35 | 8.75 | 26.72 | 124 | 28 | 89 |
| 4 Dec | 1936.70 | 49.6 | 0.40 | 27.44 | 72 | 11 | 61 |
| 3 Dec | 1930.80 | 49.2 | -75.20 | 25.97 | 76 | 44 | 48 |
| 2 Dec | 1879.75 | 124.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 1820.35 | 124.4 | -8.60 | 26.38 | 1 | 0 | 3 |
| 28 Nov | 1819.30 | 133 | 0.00 | 0.00 | 0 | 2 | 0 |
| 27 Nov | 1836.45 | 133 | -16.45 | 38.14 | 2 | 1 | 2 |
| 25 Nov | 1826.80 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 149.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 149.45 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1940 expiring on 26DEC2024
Delta for 1940 PE is -0.41
Historical price for 1940 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.50. The strike last trading price was 32.1, which was 2.10 higher than the previous day. The implied volatity was 27.71, the open interest changed by 6 which increased total open position to 145
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 30, which was -31.70 lower than the previous day. The implied volatity was 28.03, the open interest changed by 50 which increased total open position to 139
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 61.7, 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 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 61.7, which was 7.45 higher than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 89
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 54.25, which was -4.10 lower than the previous day. The implied volatity was 28.41, the open interest changed by 0 which decreased total open position to 90
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 58.35, which was 8.75 higher than the previous day. The implied volatity was 26.72, the open interest changed by 28 which increased total open position to 89
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 49.6, which was 0.40 higher than the previous day. The implied volatity was 27.44, the open interest changed by 11 which increased total open position to 61
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 49.2, which was -75.20 lower than the previous day. The implied volatity was 25.97, the open interest changed by 44 which increased total open position to 48
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 124.4, which was -8.60 lower than the previous day. The implied volatity was 26.38, the open interest changed by 0 which decreased total open position to 3
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 133, 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 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 133, which was -16.45 lower than the previous day. The implied volatity was 38.14, the open interest changed by 1 which increased total open position to 2
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 149.45, 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 149.45, 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 149.45, 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 149.45, 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 149.45, 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 149.45, 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 149.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
