DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
20 Dec 2024 04:11 PM IST
| DALBHARAT 26DEC2024 1960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.22
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1801.90 | 1.6 | -3.25 | 37.46 | 1,475 | 43 | 673 | |||
| 19 Dec | 1851.90 | 4.85 | -4.65 | 33.72 | 935 | 214 | 630 | |||
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| 18 Dec | 1879.30 | 9.5 | -14.40 | 30.54 | 1,242 | -140 | 415 | |||
| 17 Dec | 1934.10 | 23.9 | -5.85 | 30.29 | 610 | 19 | 555 | |||
| 16 Dec | 1945.95 | 29.75 | 4.75 | 25.12 | 902 | 64 | 540 | |||
| 13 Dec | 1921.60 | 25 | -5.45 | 25.59 | 966 | -7 | 476 | |||
| 12 Dec | 1935.25 | 30.45 | -21.55 | 25.69 | 769 | 8 | 491 | |||
| 11 Dec | 1966.60 | 52 | 31.75 | 28.88 | 4,939 | 273 | 574 | |||
| 10 Dec | 1898.70 | 20.25 | -1.35 | 25.79 | 29 | 6 | 303 | |||
| 9 Dec | 1897.75 | 21.6 | -10.45 | 26.06 | 136 | 32 | 294 | |||
| 6 Dec | 1926.05 | 32.05 | 1.35 | 24.26 | 142 | 3 | 261 | |||
| 5 Dec | 1913.80 | 30.7 | -10.95 | 25.48 | 453 | 34 | 258 | |||
| 4 Dec | 1936.70 | 41.65 | -0.15 | 25.74 | 505 | 40 | 224 | |||
| 3 Dec | 1930.80 | 41.8 | 19.25 | 25.89 | 496 | 35 | 182 | |||
| 2 Dec | 1879.75 | 22.55 | 10.55 | 25.14 | 338 | 109 | 145 | |||
| 29 Nov | 1820.35 | 12 | -1.15 | 26.13 | 34 | 18 | 37 | |||
| 28 Nov | 1819.30 | 13.15 | -1.45 | 25.80 | 44 | -10 | 20 | |||
| 27 Nov | 1836.45 | 14.6 | -5.25 | 24.44 | 33 | -1 | 30 | |||
| 25 Nov | 1826.80 | 19.85 | 2.95 | 30.02 | 349 | 31 | 31 | |||
| 22 Nov | 1808.25 | 16.9 | -111.45 | 27.41 | 1 | 0 | 0 | |||
| 14 Nov | 1713.80 | 128.35 | 0.00 | 9.43 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 128.35 | 0.00 | 8.33 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 128.35 | 0.00 | 6.30 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 128.35 | 0.00 | 6.94 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 128.35 | 128.35 | 4.36 | 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 1960 expiring on 26DEC2024
Delta for 1960 CE is 0.05
Historical price for 1960 CE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 1.6, which was -3.25 lower than the previous day. The implied volatity was 37.46, the open interest changed by 43 which increased total open position to 673
On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 4.85, which was -4.65 lower than the previous day. The implied volatity was 33.72, the open interest changed by 214 which increased total open position to 630
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 9.5, which was -14.40 lower than the previous day. The implied volatity was 30.54, the open interest changed by -140 which decreased total open position to 415
On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 23.9, which was -5.85 lower than the previous day. The implied volatity was 30.29, the open interest changed by 19 which increased total open position to 555
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 29.75, which was 4.75 higher than the previous day. The implied volatity was 25.12, the open interest changed by 64 which increased total open position to 540
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 25, which was -5.45 lower than the previous day. The implied volatity was 25.59, the open interest changed by -7 which decreased total open position to 476
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 30.45, which was -21.55 lower than the previous day. The implied volatity was 25.69, the open interest changed by 8 which increased total open position to 491
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 52, which was 31.75 higher than the previous day. The implied volatity was 28.88, the open interest changed by 273 which increased total open position to 574
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 20.25, which was -1.35 lower than the previous day. The implied volatity was 25.79, the open interest changed by 6 which increased total open position to 303
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 21.6, which was -10.45 lower than the previous day. The implied volatity was 26.06, the open interest changed by 32 which increased total open position to 294
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 32.05, which was 1.35 higher than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 261
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 30.7, which was -10.95 lower than the previous day. The implied volatity was 25.48, the open interest changed by 34 which increased total open position to 258
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 41.65, which was -0.15 lower than the previous day. The implied volatity was 25.74, the open interest changed by 40 which increased total open position to 224
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 41.8, which was 19.25 higher than the previous day. The implied volatity was 25.89, the open interest changed by 35 which increased total open position to 182
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 22.55, which was 10.55 higher than the previous day. The implied volatity was 25.14, the open interest changed by 109 which increased total open position to 145
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 12, which was -1.15 lower than the previous day. The implied volatity was 26.13, the open interest changed by 18 which increased total open position to 37
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 13.15, which was -1.45 lower than the previous day. The implied volatity was 25.80, the open interest changed by -10 which decreased total open position to 20
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 14.6, which was -5.25 lower than the previous day. The implied volatity was 24.44, the open interest changed by -1 which decreased total open position to 30
On 25 Nov DALBHARAT was trading at 1826.80. The strike last trading price was 19.85, which was 2.95 higher than the previous day. The implied volatity was 30.02, the open interest changed by 31 which increased total open position to 31
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 16.9, which was -111.45 lower than the previous day. The implied volatity was 27.41, 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 128.35, which was 0.00 lower than the previous day. The implied volatity was 9.43, 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 128.35, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 128.35, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 128.35, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 128.35, which was 128.35 higher than the previous day. The implied volatity was 4.36, 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 1960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1801.90 | 105.95 | 0.00 | 0.00 | 0 | -2 | 0 |
| 19 Dec | 1851.90 | 105.95 | 24.90 | - | 3 | 0 | 122 |
| 18 Dec | 1879.30 | 81.05 | 37.05 | 27.42 | 63 | -11 | 122 |
| 17 Dec | 1934.10 | 44 | 3.70 | 21.92 | 152 | 12 | 132 |
| 16 Dec | 1945.95 | 40.3 | -12.15 | 29.13 | 185 | 36 | 124 |
| 13 Dec | 1921.60 | 52.45 | -0.70 | 25.17 | 263 | 11 | 92 |
| 12 Dec | 1935.25 | 53.15 | 13.35 | 28.51 | 444 | -5 | 82 |
| 11 Dec | 1966.60 | 39.8 | -30.65 | 28.78 | 666 | 52 | 89 |
| 10 Dec | 1898.70 | 70.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 70.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1926.05 | 70.45 | 0.00 | 0.00 | 0 | 11 | 0 |
| 5 Dec | 1913.80 | 70.45 | 10.20 | 26.82 | 70 | 11 | 37 |
| 4 Dec | 1936.70 | 60.25 | -0.75 | 27.50 | 52 | 27 | 28 |
| 3 Dec | 1930.80 | 61 | -76.25 | 26.55 | 3 | 0 | 0 |
| 2 Dec | 1879.75 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1820.35 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1836.45 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1826.80 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 137.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 137.25 | 137.25 | - | 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 1960 expiring on 26DEC2024
Delta for 1960 PE is 0.00
Historical price for 1960 PE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 105.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 105.95, which was 24.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 81.05, which was 37.05 higher than the previous day. The implied volatity was 27.42, the open interest changed by -11 which decreased total open position to 122
On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 44, which was 3.70 higher than the previous day. The implied volatity was 21.92, the open interest changed by 12 which increased total open position to 132
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 40.3, which was -12.15 lower than the previous day. The implied volatity was 29.13, the open interest changed by 36 which increased total open position to 124
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 52.45, which was -0.70 lower than the previous day. The implied volatity was 25.17, the open interest changed by 11 which increased total open position to 92
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 53.15, which was 13.35 higher than the previous day. The implied volatity was 28.51, the open interest changed by -5 which decreased total open position to 82
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 39.8, which was -30.65 lower than the previous day. The implied volatity was 28.78, the open interest changed by 52 which increased total open position to 89
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 70.45, 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 70.45, 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 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 70.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 70.45, which was 10.20 higher than the previous day. The implied volatity was 26.82, the open interest changed by 11 which increased total open position to 37
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 60.25, which was -0.75 lower than the previous day. The implied volatity was 27.50, the open interest changed by 27 which increased total open position to 28
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 61, which was -76.25 lower than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 137.25, 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 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, 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 137.25, which was 137.25 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
