DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:31 AM IST
| DALBHARAT 26DEC2024 1980 CE | ||||||||||
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Delta: 0.40
Vega: 1.48
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1945.10 | 27.45 | -15.15 | 25.67 | 330 | 1 | 261 | |||
| 11 Dec | 1966.60 | 42.6 | 28.60 | 29.18 | 1,801 | 159 | 264 | |||
| 10 Dec | 1898.70 | 14 | -2.40 | 25.01 | 65 | 6 | 105 | |||
| 9 Dec | 1897.75 | 16.4 | -6.60 | 26.20 | 122 | -12 | 99 | |||
| 6 Dec | 1926.05 | 23 | -1.00 | 23.14 | 373 | 56 | 112 | |||
| 5 Dec | 1913.80 | 24 | -8.95 | 25.44 | 173 | 16 | 57 | |||
| 4 Dec | 1936.70 | 32.95 | -2.05 | 25.40 | 88 | 6 | 41 | |||
| 3 Dec | 1930.80 | 35 | 17.30 | 26.51 | 148 | -19 | 35 | |||
| 2 Dec | 1879.75 | 17.7 | -34.00 | 25.28 | 107 | 55 | 55 | |||
| 29 Nov | 1820.35 | 51.7 | 0.00 | 7.65 | 0 | 0 | 0 | |||
| 28 Nov | 1819.30 | 51.7 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 27 Nov | 1836.45 | 51.7 | 0.00 | 6.51 | 0 | 0 | 0 | |||
| 22 Nov | 1808.25 | 51.7 | 0.00 | 7.19 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 51.7 | 0.00 | 10.08 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 51.7 | 0.00 | 8.89 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 51.7 | 0.00 | 7.43 | 0 | 0 | 0 | |||
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| 11 Nov | 1755.35 | 51.7 | 0.00 | 8.07 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 51.7 | 4.98 | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 CE is 0.40
Historical price for 1980 CE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 27.45, which was -15.15 lower than the previous day. The implied volatity was 25.67, the open interest changed by 1 which increased total open position to 261
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 42.6, which was 28.60 higher than the previous day. The implied volatity was 29.18, the open interest changed by 159 which increased total open position to 264
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 14, which was -2.40 lower than the previous day. The implied volatity was 25.01, the open interest changed by 6 which increased total open position to 105
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 16.4, which was -6.60 lower than the previous day. The implied volatity was 26.20, the open interest changed by -12 which decreased total open position to 99
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 23, which was -1.00 lower than the previous day. The implied volatity was 23.14, the open interest changed by 56 which increased total open position to 112
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 24, which was -8.95 lower than the previous day. The implied volatity was 25.44, the open interest changed by 16 which increased total open position to 57
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 32.95, which was -2.05 lower than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 41
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 35, which was 17.30 higher than the previous day. The implied volatity was 26.51, the open interest changed by -19 which decreased total open position to 35
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 17.7, which was -34.00 lower than the previous day. The implied volatity was 25.28, the open interest changed by 55 which increased total open position to 55
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 51.7, which was 0.00 lower than the previous day. The implied volatity was 7.65, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 7.19, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 10.08, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 8.89, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 7.43, 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 51.7, which was 0.00 lower than the previous day. The implied volatity was 8.07, 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 51.7, which was lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 26DEC2024 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.58
Vega: 1.50
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1945.10 | 60.15 | 11.05 | 29.36 | 125 | -53 | 202 |
| 11 Dec | 1966.60 | 49.1 | -127.40 | 28.31 | 389 | 258 | 258 |
| 10 Dec | 1898.70 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1926.05 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1913.80 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1936.70 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1930.80 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1879.75 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1820.35 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1836.45 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 176.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 176.5 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 1980 expiring on 26DEC2024
Delta for 1980 PE is -0.58
Historical price for 1980 PE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 60.15, which was 11.05 higher than the previous day. The implied volatity was 29.36, the open interest changed by -53 which decreased total open position to 202
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 49.1, which was -127.40 lower than the previous day. The implied volatity was 28.31, the open interest changed by 258 which increased total open position to 258
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 176.5, 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 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 176.5, 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 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 176.5, 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 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 176.5, 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 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 176.5, 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 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 176.5, 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 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, 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 176.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
