DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
09 Dec 2025 04:10 PM IST
| DALBHARAT 30-DEC-2025 2020 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.76
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 1968.00 | 18.9 | -12.05 | 17.23 | 168 | 20 | 264 | |||||||||
| 8 Dec | 1993.80 | 28.4 | -0.8 | 19.69 | 2,007 | 54 | 244 | |||||||||
| 5 Dec | 1989.00 | 31.3 | 1.55 | 17.54 | 55 | -2 | 196 | |||||||||
| 4 Dec | 1990.30 | 29.5 | 0.15 | 18.91 | 35 | 2 | 199 | |||||||||
| 3 Dec | 1983.50 | 29 | -4.7 | 19.53 | 165 | 3 | 196 | |||||||||
| 2 Dec | 1986.80 | 36.2 | -10.35 | 20.50 | 96 | 11 | 193 | |||||||||
| 1 Dec | 2009.40 | 45.95 | -0.3 | 19.01 | 262 | 32 | 182 | |||||||||
| 28 Nov | 2009.40 | 46.35 | -6.6 | 17.90 | 82 | -6 | 150 | |||||||||
| 27 Nov | 2019.20 | 53.5 | -6.85 | 19.54 | 168 | 38 | 154 | |||||||||
| 26 Nov | 2026.60 | 59.25 | 3.1 | 18.06 | 132 | -2 | 115 | |||||||||
| 25 Nov | 2019.90 | 56 | -5.75 | 20.24 | 71 | 45 | 116 | |||||||||
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| 24 Nov | 2022.80 | 63 | 9.5 | 20.82 | 89 | 17 | 67 | |||||||||
| 21 Nov | 2009.20 | 52 | -10.3 | 19.41 | 58 | 22 | 49 | |||||||||
| 20 Nov | 2012.10 | 64.85 | -1.4 | 20.42 | 13 | 4 | 26 | |||||||||
| 19 Nov | 2021.30 | 66.25 | -19.9 | 20.19 | 22 | 19 | 21 | |||||||||
| 18 Nov | 1991.00 | 86.15 | -1.85 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 2014.60 | 86.15 | -1.85 | - | 0 | -1 | 0 | |||||||||
| 14 Nov | 2032.60 | 86.15 | -1.85 | 22.43 | 1 | 0 | 3 | |||||||||
| 13 Nov | 2047.80 | 88 | -19.65 | - | 0 | 1 | 0 | |||||||||
| 12 Nov | 2036.20 | 88 | -19.65 | 21.28 | 1 | 0 | 2 | |||||||||
| 11 Nov | 2044.80 | 107.65 | -52.5 | 26.86 | 1 | 0 | 1 | |||||||||
| 7 Nov | 2037.50 | 160.15 | -18.95 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 2048.80 | 160.15 | -18.95 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 2049.60 | 160.15 | -18.95 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 2081.90 | 160.15 | -18.95 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2020 expiring on 30DEC2025
Delta for 2020 CE is 0.35
Historical price for 2020 CE is as follows
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 18.9, which was -12.05 lower than the previous day. The implied volatity was 17.23, the open interest changed by 20 which increased total open position to 264
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 28.4, which was -0.8 lower than the previous day. The implied volatity was 19.69, the open interest changed by 54 which increased total open position to 244
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 31.3, which was 1.55 higher than the previous day. The implied volatity was 17.54, the open interest changed by -2 which decreased total open position to 196
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 29.5, which was 0.15 higher than the previous day. The implied volatity was 18.91, the open interest changed by 2 which increased total open position to 199
On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 29, which was -4.7 lower than the previous day. The implied volatity was 19.53, the open interest changed by 3 which increased total open position to 196
On 2 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 36.2, which was -10.35 lower than the previous day. The implied volatity was 20.50, the open interest changed by 11 which increased total open position to 193
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 45.95, which was -0.3 lower than the previous day. The implied volatity was 19.01, the open interest changed by 32 which increased total open position to 182
On 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 46.35, which was -6.6 lower than the previous day. The implied volatity was 17.90, the open interest changed by -6 which decreased total open position to 150
On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 53.5, which was -6.85 lower than the previous day. The implied volatity was 19.54, the open interest changed by 38 which increased total open position to 154
On 26 Nov DALBHARAT was trading at 2026.60. The strike last trading price was 59.25, which was 3.1 higher than the previous day. The implied volatity was 18.06, the open interest changed by -2 which decreased total open position to 115
On 25 Nov DALBHARAT was trading at 2019.90. The strike last trading price was 56, which was -5.75 lower than the previous day. The implied volatity was 20.24, the open interest changed by 45 which increased total open position to 116
On 24 Nov DALBHARAT was trading at 2022.80. The strike last trading price was 63, which was 9.5 higher than the previous day. The implied volatity was 20.82, the open interest changed by 17 which increased total open position to 67
On 21 Nov DALBHARAT was trading at 2009.20. The strike last trading price was 52, which was -10.3 lower than the previous day. The implied volatity was 19.41, the open interest changed by 22 which increased total open position to 49
On 20 Nov DALBHARAT was trading at 2012.10. The strike last trading price was 64.85, which was -1.4 lower than the previous day. The implied volatity was 20.42, the open interest changed by 4 which increased total open position to 26
On 19 Nov DALBHARAT was trading at 2021.30. The strike last trading price was 66.25, which was -19.9 lower than the previous day. The implied volatity was 20.19, the open interest changed by 19 which increased total open position to 21
On 18 Nov DALBHARAT was trading at 1991.00. The strike last trading price was 86.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov DALBHARAT was trading at 2014.60. The strike last trading price was 86.15, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 14 Nov DALBHARAT was trading at 2032.60. The strike last trading price was 86.15, which was -1.85 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 3
On 13 Nov DALBHARAT was trading at 2047.80. The strike last trading price was 88, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov DALBHARAT was trading at 2036.20. The strike last trading price was 88, which was -19.65 lower than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 2
On 11 Nov DALBHARAT was trading at 2044.80. The strike last trading price was 107.65, which was -52.5 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 1
On 7 Nov DALBHARAT was trading at 2037.50. The strike last trading price was 160.15, which was -18.95 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 2048.80. The strike last trading price was 160.15, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DALBHARAT was trading at 2049.60. The strike last trading price was 160.15, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DALBHARAT was trading at 2081.90. The strike last trading price was 160.15, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 30DEC2025 2020 PE | |||||||
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Delta: -0.61
Vega: 1.82
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 1968.00 | 62.6 | 15.05 | 23.13 | 24 | -4 | 177 |
| 8 Dec | 1993.80 | 50.25 | 4.7 | 19.48 | 1,484 | 42 | 181 |
| 5 Dec | 1989.00 | 46 | -11.1 | 19.22 | 22 | -2 | 143 |
| 4 Dec | 1990.30 | 57.1 | 3.3 | - | 0 | -4 | 0 |
| 3 Dec | 1983.50 | 57.1 | 3.3 | 18.80 | 83 | -4 | 145 |
| 2 Dec | 1986.80 | 49.8 | 4.55 | 17.89 | 47 | -6 | 150 |
| 1 Dec | 2009.40 | 44.2 | 0.6 | 20.89 | 80 | 13 | 157 |
| 28 Nov | 2009.40 | 43.6 | 2.5 | 19.97 | 24 | -2 | 145 |
| 27 Nov | 2019.20 | 41.1 | 3.3 | 19.53 | 76 | 31 | 147 |
| 26 Nov | 2026.60 | 38.1 | -6.35 | 20.61 | 76 | 31 | 115 |
| 25 Nov | 2019.90 | 44 | -1.25 | 19.95 | 29 | 17 | 82 |
| 24 Nov | 2022.80 | 45 | -7.3 | 21.60 | 46 | 32 | 64 |
| 21 Nov | 2009.20 | 51.35 | -5.85 | - | 0 | 17 | 0 |
| 20 Nov | 2012.10 | 51.35 | -5.85 | 22.98 | 26 | 16 | 31 |
| 19 Nov | 2021.30 | 57.2 | -2.9 | 25.28 | 5 | 4 | 14 |
| 18 Nov | 1991.00 | 60.1 | 9.25 | 21.85 | 1 | 0 | 10 |
| 17 Nov | 2014.60 | 50.85 | 0.9 | - | 0 | 10 | 0 |
| 14 Nov | 2032.60 | 50.85 | 0.9 | 24.53 | 11 | 9 | 9 |
| 13 Nov | 2047.80 | 49.95 | 0 | 2.25 | 0 | 0 | 0 |
| 12 Nov | 2036.20 | 49.95 | 0 | 1.81 | 0 | 0 | 0 |
| 11 Nov | 2044.80 | 49.95 | 0 | 1.98 | 0 | 0 | 0 |
| 7 Nov | 2037.50 | 49.95 | 0 | 1.91 | 0 | 0 | 0 |
| 6 Nov | 2048.80 | 49.95 | 0 | 2.16 | 0 | 0 | 0 |
| 4 Nov | 2049.60 | 49.95 | 0 | 2.19 | 0 | 0 | 0 |
| 3 Nov | 2081.90 | 49.95 | 0 | 3.09 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2020 expiring on 30DEC2025
Delta for 2020 PE is -0.61
Historical price for 2020 PE is as follows
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 62.6, which was 15.05 higher than the previous day. The implied volatity was 23.13, the open interest changed by -4 which decreased total open position to 177
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 50.25, which was 4.7 higher than the previous day. The implied volatity was 19.48, the open interest changed by 42 which increased total open position to 181
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 46, which was -11.1 lower than the previous day. The implied volatity was 19.22, the open interest changed by -2 which decreased total open position to 143
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 57.1, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 57.1, which was 3.3 higher than the previous day. The implied volatity was 18.80, the open interest changed by -4 which decreased total open position to 145
On 2 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 49.8, which was 4.55 higher than the previous day. The implied volatity was 17.89, the open interest changed by -6 which decreased total open position to 150
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 44.2, which was 0.6 higher than the previous day. The implied volatity was 20.89, the open interest changed by 13 which increased total open position to 157
On 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 43.6, which was 2.5 higher than the previous day. The implied volatity was 19.97, the open interest changed by -2 which decreased total open position to 145
On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 41.1, which was 3.3 higher than the previous day. The implied volatity was 19.53, the open interest changed by 31 which increased total open position to 147
On 26 Nov DALBHARAT was trading at 2026.60. The strike last trading price was 38.1, which was -6.35 lower than the previous day. The implied volatity was 20.61, the open interest changed by 31 which increased total open position to 115
On 25 Nov DALBHARAT was trading at 2019.90. The strike last trading price was 44, which was -1.25 lower than the previous day. The implied volatity was 19.95, the open interest changed by 17 which increased total open position to 82
On 24 Nov DALBHARAT was trading at 2022.80. The strike last trading price was 45, which was -7.3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 32 which increased total open position to 64
On 21 Nov DALBHARAT was trading at 2009.20. The strike last trading price was 51.35, which was -5.85 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 20 Nov DALBHARAT was trading at 2012.10. The strike last trading price was 51.35, which was -5.85 lower than the previous day. The implied volatity was 22.98, the open interest changed by 16 which increased total open position to 31
On 19 Nov DALBHARAT was trading at 2021.30. The strike last trading price was 57.2, which was -2.9 lower than the previous day. The implied volatity was 25.28, the open interest changed by 4 which increased total open position to 14
On 18 Nov DALBHARAT was trading at 1991.00. The strike last trading price was 60.1, which was 9.25 higher than the previous day. The implied volatity was 21.85, the open interest changed by 0 which decreased total open position to 10
On 17 Nov DALBHARAT was trading at 2014.60. The strike last trading price was 50.85, which was 0.9 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 14 Nov DALBHARAT was trading at 2032.60. The strike last trading price was 50.85, which was 0.9 higher than the previous day. The implied volatity was 24.53, the open interest changed by 9 which increased total open position to 9
On 13 Nov DALBHARAT was trading at 2047.80. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 12 Nov DALBHARAT was trading at 2036.20. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DALBHARAT was trading at 2044.80. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DALBHARAT was trading at 2037.50. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DALBHARAT was trading at 2048.80. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DALBHARAT was trading at 2049.60. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DALBHARAT was trading at 2081.90. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0































































































































































































































