[--[65.84.65.76]--]

DALBHARAT

Dalmia Bharat Limited
2109.4 +50.00 (2.43%)
L: 2049.9 H: 2120

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Historical option data for DALBHARAT

24 Dec 2025 04:10 PM IST
DALBHARAT 27-JAN-2026 2060 CE
Delta: 0.73
Vega: 2.14
Theta: -1.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2109.40 99 32.35 20.70 44 -7 27
23 Dec 2059.40 67.9 24.1 22.95 46 20 34
22 Dec 2014.20 43.8 -4.2 23.52 9 0 8
19 Dec 2015.30 48 -4.55 22.96 4 0 6
18 Dec 2024.40 52.55 -26.3 21.18 13 4 7
17 Dec 2073.90 78.85 -5.15 24.13 2 1 2
16 Dec 2066.50 84 -3.75 - 0 0 1
15 Dec 2103.60 84 -3.75 14.28 1 0 0
12 Dec 2072.20 87.75 0 - 0 0 0
11 Dec 1987.10 87.75 0 1.99 0 0 0
10 Dec 1944.60 87.75 0 3.30 0 0 0
8 Dec 1993.80 87.75 0 1.79 0 0 0
5 Dec 1989.00 87.75 0 1.45 0 0 0
4 Dec 1990.30 87.75 0 1.66 0 0 0
3 Dec 1983.50 87.75 0 1.76 0 0 0
2 Dec 1986.80 87.75 0 1.31 0 0 0
28 Nov 2009.40 87.75 0 0.62 0 0 0
27 Nov 2019.20 87.75 0 0.43 0 0 0


For Dalmia Bharat Limited - strike price 2060 expiring on 27JAN2026

Delta for 2060 CE is 0.73

Historical price for 2060 CE is as follows

On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 99, which was 32.35 higher than the previous day. The implied volatity was 20.70, the open interest changed by -7 which decreased total open position to 27


On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 67.9, which was 24.1 higher than the previous day. The implied volatity was 22.95, the open interest changed by 20 which increased total open position to 34


On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 43.8, which was -4.2 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 8


On 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 48, which was -4.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 6


On 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 52.55, which was -26.3 lower than the previous day. The implied volatity was 21.18, the open interest changed by 4 which increased total open position to 7


On 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 78.85, which was -5.15 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 2


On 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 84, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 84, which was -3.75 lower than the previous day. The implied volatity was 14.28, the open interest changed by 0 which decreased total open position to 0


On 12 Dec DALBHARAT was trading at 2072.20. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0


On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0


On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0


On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0


On 2 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0


On 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 87.75, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


DALBHARAT 27JAN2026 2060 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2109.40 56.7 -15.4 - 0 0 18
23 Dec 2059.40 56.7 -15.4 26.32 1 0 17
22 Dec 2014.20 72.1 0.1 - 0 0 17
19 Dec 2015.30 72.1 0.1 21.80 2 -1 18
18 Dec 2024.40 72 19.9 25.14 6 -1 23
17 Dec 2073.90 52.1 4.7 - 0 0 24
16 Dec 2066.50 52.1 4.7 23.77 1 0 23
15 Dec 2103.60 47.4 -11.35 27.19 5 0 22
12 Dec 2072.20 58.75 -26.4 25.92 22 20 21
11 Dec 1987.10 85.15 -21.15 - 0 0 1
10 Dec 1944.60 85.15 -21.15 - 0 0 1
8 Dec 1993.80 85.15 -21.15 - 0 0 1
5 Dec 1989.00 85.15 -21.15 - 0 0 0
4 Dec 1990.30 85.15 -21.15 - 0 0 0
3 Dec 1983.50 85.15 -21.15 - 0 0 0
2 Dec 1986.80 85.15 -21.15 - 0 0 0
28 Nov 2009.40 85.15 -21.15 - 0 1 0
27 Nov 2019.20 85.15 -21.15 24.09 1 0 0


For Dalmia Bharat Limited - strike price 2060 expiring on 27JAN2026

Delta for 2060 PE is -

Historical price for 2060 PE is as follows

On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 56.7, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 56.7, which was -15.4 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 17


On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 72.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 72.1, which was 0.1 higher than the previous day. The implied volatity was 21.80, the open interest changed by -1 which decreased total open position to 18


On 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 72, which was 19.9 higher than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 23


On 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 52.1, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 52.1, which was 4.7 higher than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 23


On 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 47.4, which was -11.35 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 22


On 12 Dec DALBHARAT was trading at 2072.20. The strike last trading price was 58.75, which was -26.4 lower than the previous day. The implied volatity was 25.92, the open interest changed by 20 which increased total open position to 21


On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 85.15, which was -21.15 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 1986.80. The strike last trading price was 85.15, which was -21.15 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 2009.40. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 85.15, which was -21.15 lower than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 0