DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
20 Dec 2024 04:11 PM IST
| DALBHARAT 26DEC2024 2000 CE | ||||||||||
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Delta: 0.03
Vega: 0.17
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1801.90 | 1.25 | -1.95 | 42.78 | 1,020 | -10 | 937 | |||
| 19 Dec | 1851.90 | 3.2 | -2.30 | 37.89 | 1,845 | 72 | 965 | |||
| 18 Dec | 1879.30 | 5.5 | -7.00 | 33.38 | 1,325 | 215 | 929 | |||
| 17 Dec | 1934.10 | 12.5 | -3.20 | 30.47 | 769 | 18 | 720 | |||
| 16 Dec | 1945.95 | 15.7 | 2.00 | 25.81 | 1,015 | 14 | 703 | |||
| 13 Dec | 1921.60 | 13.7 | -4.35 | 26.10 | 2,014 | -227 | 689 | |||
| 12 Dec | 1935.25 | 18.05 | -16.60 | 26.57 | 1,544 | 14 | 916 | |||
| 11 Dec | 1966.60 | 34.65 | 24.10 | 29.55 | 7,649 | 357 | 887 | |||
| 10 Dec | 1898.70 | 10.55 | -1.80 | 25.51 | 236 | -44 | 531 | |||
| 9 Dec | 1897.75 | 12.35 | -6.15 | 26.40 | 708 | -73 | 575 | |||
| 6 Dec | 1926.05 | 18.5 | -0.70 | 23.97 | 450 | -13 | 615 | |||
| 5 Dec | 1913.80 | 19.2 | -8.00 | 25.89 | 866 | 79 | 629 | |||
| 4 Dec | 1936.70 | 27.2 | -0.30 | 26.03 | 1,074 | 112 | 554 | |||
| 3 Dec | 1930.80 | 27.5 | 13.55 | 26.14 | 2,047 | -93 | 442 | |||
| 2 Dec | 1879.75 | 13.95 | 6.05 | 25.56 | 1,629 | 410 | 535 | |||
| 29 Nov | 1820.35 | 7.9 | 0.80 | 27.15 | 433 | 55 | 129 | |||
| 28 Nov | 1819.30 | 7.1 | -3.85 | 25.24 | 2,995 | -8 | 68 | |||
| 27 Nov | 1836.45 | 10.95 | -100.45 | 26.54 | 248 | 76 | 76 | |||
| 22 Nov | 1808.25 | 111.4 | 0.00 | 8.04 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 111.4 | 0.00 | 10.72 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 111.4 | 0.00 | 9.75 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 111.4 | 0.00 | 8.10 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 111.4 | 0.00 | 8.83 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 111.4 | 111.40 | 5.67 | 0 | 0 | 0 | |||
| 4 Oct | 1937.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 2000 expiring on 26DEC2024
Delta for 2000 CE is 0.03
Historical price for 2000 CE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 1.25, which was -1.95 lower than the previous day. The implied volatity was 42.78, the open interest changed by -10 which decreased total open position to 937
On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 3.2, which was -2.30 lower than the previous day. The implied volatity was 37.89, the open interest changed by 72 which increased total open position to 965
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 5.5, which was -7.00 lower than the previous day. The implied volatity was 33.38, the open interest changed by 215 which increased total open position to 929
On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 12.5, which was -3.20 lower than the previous day. The implied volatity was 30.47, the open interest changed by 18 which increased total open position to 720
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 15.7, which was 2.00 higher than the previous day. The implied volatity was 25.81, the open interest changed by 14 which increased total open position to 703
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 13.7, which was -4.35 lower than the previous day. The implied volatity was 26.10, the open interest changed by -227 which decreased total open position to 689
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 18.05, which was -16.60 lower than the previous day. The implied volatity was 26.57, the open interest changed by 14 which increased total open position to 916
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 34.65, which was 24.10 higher than the previous day. The implied volatity was 29.55, the open interest changed by 357 which increased total open position to 887
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 10.55, which was -1.80 lower than the previous day. The implied volatity was 25.51, the open interest changed by -44 which decreased total open position to 531
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 12.35, which was -6.15 lower than the previous day. The implied volatity was 26.40, the open interest changed by -73 which decreased total open position to 575
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 18.5, which was -0.70 lower than the previous day. The implied volatity was 23.97, the open interest changed by -13 which decreased total open position to 615
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 19.2, which was -8.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by 79 which increased total open position to 629
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 27.2, which was -0.30 lower than the previous day. The implied volatity was 26.03, the open interest changed by 112 which increased total open position to 554
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 27.5, which was 13.55 higher than the previous day. The implied volatity was 26.14, the open interest changed by -93 which decreased total open position to 442
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 13.95, which was 6.05 higher than the previous day. The implied volatity was 25.56, the open interest changed by 410 which increased total open position to 535
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 7.9, which was 0.80 higher than the previous day. The implied volatity was 27.15, the open interest changed by 55 which increased total open position to 129
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 7.1, which was -3.85 lower than the previous day. The implied volatity was 25.24, the open interest changed by -8 which decreased total open position to 68
On 27 Nov DALBHARAT was trading at 1836.45. The strike last trading price was 10.95, which was -100.45 lower than the previous day. The implied volatity was 26.54, the open interest changed by 76 which increased total open position to 76
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 111.4, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 111.4, which was 0.00 lower than the previous day. The implied volatity was 10.72, 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 111.4, which was 0.00 lower than the previous day. The implied volatity was 9.75, 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 111.4, which was 0.00 lower than the previous day. The implied volatity was 8.10, 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 111.4, which was 0.00 lower than the previous day. The implied volatity was 8.83, 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 111.4, which was 111.40 higher than the previous day. The implied volatity was 5.67, 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 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 144 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1851.90 | 144 | 19.00 | - | 2 | 0 | 29 |
| 18 Dec | 1879.30 | 125 | 67.10 | 42.05 | 5 | 2 | 28 |
| 17 Dec | 1934.10 | 57.9 | -7.55 | - | 1 | 0 | 25 |
| 16 Dec | 1945.95 | 65.45 | -15.75 | 29.70 | 16 | -3 | 24 |
| 13 Dec | 1921.60 | 81.2 | 1.65 | 25.76 | 48 | 9 | 28 |
| 12 Dec | 1935.25 | 79.55 | 18.90 | 28.96 | 44 | 0 | 21 |
| 11 Dec | 1966.60 | 60.65 | -54.35 | 28.39 | 110 | 2 | 23 |
| 10 Dec | 1898.70 | 115 | 8.35 | 35.09 | 2 | 0 | 20 |
| 9 Dec | 1897.75 | 106.65 | 15.55 | 27.28 | 5 | 0 | 17 |
| 6 Dec | 1926.05 | 91.1 | 2.65 | 28.26 | 3 | 0 | 15 |
| 5 Dec | 1913.80 | 88.45 | 1.30 | 20.39 | 9 | 2 | 15 |
| 4 Dec | 1936.70 | 87.15 | 0.15 | 28.83 | 20 | 8 | 12 |
| 3 Dec | 1930.80 | 87 | -48.00 | 27.16 | 2 | 0 | 3 |
| 2 Dec | 1879.75 | 135 | -42.95 | 34.48 | 1 | 0 | 2 |
| 29 Nov | 1820.35 | 177.95 | 7.95 | 29.04 | 1 | 0 | 1 |
| 28 Nov | 1819.30 | 170 | 10.40 | 21.43 | 1 | 0 | 0 |
| 27 Nov | 1836.45 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 159.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 159.6 | 159.60 | - | 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 2000 expiring on 26DEC2024
Delta for 2000 PE is 0.00
Historical price for 2000 PE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 144, 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 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 144, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 125, which was 67.10 higher than the previous day. The implied volatity was 42.05, the open interest changed by 2 which increased total open position to 28
On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 57.9, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 65.45, which was -15.75 lower than the previous day. The implied volatity was 29.70, the open interest changed by -3 which decreased total open position to 24
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 81.2, which was 1.65 higher than the previous day. The implied volatity was 25.76, the open interest changed by 9 which increased total open position to 28
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 79.55, which was 18.90 higher than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 21
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 60.65, which was -54.35 lower than the previous day. The implied volatity was 28.39, the open interest changed by 2 which increased total open position to 23
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 115, which was 8.35 higher than the previous day. The implied volatity was 35.09, the open interest changed by 0 which decreased total open position to 20
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 106.65, which was 15.55 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 17
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 91.1, which was 2.65 higher than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 15
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 88.45, which was 1.30 higher than the previous day. The implied volatity was 20.39, the open interest changed by 2 which increased total open position to 15
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 87.15, which was 0.15 higher than the previous day. The implied volatity was 28.83, the open interest changed by 8 which increased total open position to 12
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 87, which was -48.00 lower than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 3
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 135, which was -42.95 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 2
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 177.95, which was 7.95 higher than the previous day. The implied volatity was 29.04, the open interest changed by 0 which decreased total open position to 1
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 170, which was 10.40 higher than the previous day. The implied volatity was 21.43, 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 159.6, 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 159.6, 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 159.6, 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 159.6, 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 159.6, 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 159.6, 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 159.6, which was 159.60 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
