DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:31 AM IST
| DALBHARAT 26DEC2024 2020 CE | ||||||||||
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Delta: 0.27
Vega: 1.27
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1945.10 | 16.85 | -9.40 | 27.08 | 126 | 17 | 84 | |||
| 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 | |||
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| 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 | |||
| 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 0.27
Historical price for 2020 CE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 16.85, which was -9.40 lower than the previous day. The implied volatity was 27.08, the open interest changed by 17 which increased total open position to 84
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: -0.75
Vega: 1.23
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1945.10 | 81.3 | 10.30 | 25.00 | 1 | 0 | 7 |
| 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 -0.75
Historical price for 2020 PE is as follows
On 12 Dec DALBHARAT was trading at 1945.10. The strike last trading price was 81.3, which was 10.30 higher than the previous day. The implied volatity was 25.00, the open interest changed by 0 which decreased total open position to 7
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
