[--[65.84.65.76]--]

DALBHARAT

Dalmia Bharat Limited
1968 -25.80 (-1.29%)
L: 1951.5 H: 1993.5

Back to Option Chain


Historical option data for DALBHARAT

09 Dec 2025 04:10 PM IST
DALBHARAT 30-DEC-2025 2020 CE
Delta: 0.35
Vega: 1.76
Theta: -0.91
Gamma: 0.00
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
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
Delta: -0.61
Vega: 1.82
Theta: -0.66
Gamma: 0.00
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