DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
20 Dec 2024 04:11 PM IST
| DALBHARAT 26DEC2024 2020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.15
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1801.90 | 1.1 | -1.40 | 45.19 | 19 | 5 | 133 | |||
| 19 Dec | 1851.90 | 2.5 | -1.35 | 39.40 | 232 | 36 | 129 | |||
| 18 Dec | 1879.30 | 3.85 | -4.50 | 33.92 | 283 | -12 | 91 | |||
| 17 Dec | 1934.10 | 8.35 | -3.40 | 30.09 | 97 | 12 | 103 | |||
| 16 Dec | 1945.95 | 11.75 | 2.90 | 26.86 | 119 | -6 | 92 | |||
| 13 Dec | 1921.60 | 8.85 | -5.40 | 25.29 | 183 | 10 | 100 | |||
| 12 Dec | 1935.25 | 14.25 | -12.00 | 27.49 | 200 | 23 | 90 | |||
| 11 Dec | 1966.60 | 26.25 | 18.15 | 28.77 | 332 | 32 | 65 | |||
| 10 Dec | 1898.70 | 8.1 | -1.15 | 26.21 | 19 | -2 | 33 | |||
| 9 Dec | 1897.75 | 9.25 | -4.95 | 26.67 | 42 | -3 | 34 | |||
| 6 Dec | 1926.05 | 14.2 | -0.35 | 24.27 | 61 | -15 | 37 | |||
| 5 Dec | 1913.80 | 14.55 | -7.20 | 25.79 | 119 | 18 | 57 | |||
| 4 Dec | 1936.70 | 21.75 | 1.00 | 26.24 | 101 | 17 | 40 | |||
| 3 Dec | 1930.80 | 20.75 | 6.70 | 25.52 | 51 | 14 | 23 | |||
| 2 Dec | 1879.75 | 14.05 | -27.25 | 28.30 | 27 | 10 | 10 | |||
| 29 Nov | 1820.35 | 41.3 | 0.00 | 9.28 | 0 | 0 | 0 | |||
| 28 Nov | 1819.30 | 41.3 | 0.00 | 8.97 | 0 | 0 | 0 | |||
| 22 Nov | 1808.25 | 41.3 | 0.00 | 8.48 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 41.3 | 0.00 | 11.32 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 41.3 | 0.00 | 8.99 | 0 | 0 | 0 | |||
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| 12 Nov | 1786.70 | 41.3 | 0.00 | 9.01 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 41.3 | 41.30 | 9.47 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 CE is 0.03
Historical price for 2020 CE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 1.1, which was -1.40 lower than the previous day. The implied volatity was 45.19, the open interest changed by 5 which increased total open position to 133
On 19 Dec DALBHARAT was trading at 1851.90. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 39.40, the open interest changed by 36 which increased total open position to 129
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 3.85, which was -4.50 lower than the previous day. The implied volatity was 33.92, the open interest changed by -12 which decreased total open position to 91
On 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 8.35, which was -3.40 lower than the previous day. The implied volatity was 30.09, the open interest changed by 12 which increased total open position to 103
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 11.75, which was 2.90 higher than the previous day. The implied volatity was 26.86, the open interest changed by -6 which decreased total open position to 92
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 8.85, which was -5.40 lower than the previous day. The implied volatity was 25.29, the open interest changed by 10 which increased total open position to 100
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 14.25, which was -12.00 lower than the previous day. The implied volatity was 27.49, the open interest changed by 23 which increased total open position to 90
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 26.25, which was 18.15 higher than the previous day. The implied volatity was 28.77, the open interest changed by 32 which increased total open position to 65
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 8.1, which was -1.15 lower than the previous day. The implied volatity was 26.21, the open interest changed by -2 which decreased total open position to 33
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 9.25, which was -4.95 lower than the previous day. The implied volatity was 26.67, the open interest changed by -3 which decreased total open position to 34
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 14.2, which was -0.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by -15 which decreased total open position to 37
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 14.55, which was -7.20 lower than the previous day. The implied volatity was 25.79, the open interest changed by 18 which increased total open position to 57
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 21.75, which was 1.00 higher than the previous day. The implied volatity was 26.24, the open interest changed by 17 which increased total open position to 40
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 20.75, which was 6.70 higher than the previous day. The implied volatity was 25.52, the open interest changed by 14 which increased total open position to 23
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 14.05, which was -27.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by 10 which increased total open position to 10
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 41.3, which was 0.00 lower than the previous day. The implied volatity was 9.28, 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 41.3, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 41.3, which was 0.00 lower than the previous day. The implied volatity was 8.48, 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 41.3, which was 0.00 lower than the previous day. The implied volatity was 11.32, 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 41.3, which was 0.00 lower than the previous day. The implied volatity was 8.99, 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 41.3, which was 0.00 lower than the previous day. The implied volatity was 9.01, 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 41.3, which was 41.30 higher than the previous day. The implied volatity was 9.47, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 26DEC2024 2020 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 | 155.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1851.90 | 155.35 | 66.45 | - | 1 | 0 | 8 |
| 18 Dec | 1879.30 | 88.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1934.10 | 88.9 | -5.90 | - | 9 | 0 | 8 |
| 16 Dec | 1945.95 | 94.8 | -2.35 | 43.02 | 2 | 0 | 8 |
| 13 Dec | 1921.60 | 97.15 | 3.60 | 25.79 | 14 | -3 | 6 |
| 12 Dec | 1935.25 | 93.55 | 22.55 | 28.36 | 6 | 2 | 9 |
| 11 Dec | 1966.60 | 71 | -62.75 | 26.75 | 2 | -1 | 7 |
| 10 Dec | 1898.70 | 133.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 133.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1926.05 | 133.75 | 0.00 | 0.00 | 0 | 5 | 0 |
| 5 Dec | 1913.80 | 133.75 | 35.40 | 40.28 | 10 | 4 | 7 |
| 4 Dec | 1936.70 | 98.35 | -107.35 | 27.28 | 3 | 1 | 1 |
| 3 Dec | 1930.80 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1879.75 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1820.35 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1713.80 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1737.60 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1786.70 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1755.35 | 205.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1817.55 | 205.7 | 0.00 | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 2020 expiring on 26DEC2024
Delta for 2020 PE is 0.00
Historical price for 2020 PE is as follows
On 20 Dec DALBHARAT was trading at 1801.90. The strike last trading price was 155.35, 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 155.35, which was 66.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Dec DALBHARAT was trading at 1879.30. The strike last trading price was 88.9, 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 17 Dec DALBHARAT was trading at 1934.10. The strike last trading price was 88.9, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Dec DALBHARAT was trading at 1945.95. The strike last trading price was 94.8, which was -2.35 lower than the previous day. The implied volatity was 43.02, the open interest changed by 0 which decreased total open position to 8
On 13 Dec DALBHARAT was trading at 1921.60. The strike last trading price was 97.15, which was 3.60 higher than the previous day. The implied volatity was 25.79, the open interest changed by -3 which decreased total open position to 6
On 12 Dec DALBHARAT was trading at 1935.25. The strike last trading price was 93.55, which was 22.55 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 9
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 71, which was -62.75 lower than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 7
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 133.75, 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 133.75, 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 133.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 133.75, which was 35.40 higher than the previous day. The implied volatity was 40.28, the open interest changed by 4 which increased total open position to 7
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 98.35, which was -107.35 lower than the previous day. The implied volatity was 27.28, the open interest changed by 1 which increased total open position to 1
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, 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 205.7, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
