DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:21 AM IST
| DALBHARAT 26DEC2024 2080 CE | ||||||||||
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Delta: 0.17
Vega: 0.97
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1957.45 | 9.5 | -3.45 | 28.45 | 192 | -2 | 153 | |||
| 11 Dec | 1966.60 | 12.95 | 9.35 | 30.07 | 788 | 22 | 155 | |||
| 10 Dec | 1898.70 | 3.6 | -0.40 | 28.11 | 5 | 2 | 133 | |||
| 9 Dec | 1897.75 | 4 | -1.50 | 28.02 | 10 | 0 | 130 | |||
| 6 Dec | 1926.05 | 5.5 | -1.40 | 24.46 | 40 | -24 | 130 | |||
| 5 Dec | 1913.80 | 6.9 | -3.55 | 26.92 | 134 | -36 | 158 | |||
| 4 Dec | 1936.70 | 10.45 | -0.55 | 26.77 | 225 | 13 | 194 | |||
| 3 Dec | 1930.80 | 11 | 5.45 | 27.01 | 521 | 33 | 135 | |||
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| 2 Dec | 1879.75 | 5.55 | 3.45 | 27.27 | 156 | 99 | 100 | |||
| 29 Nov | 1820.35 | 2.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 1819.30 | 2.1 | -80.55 | 25.44 | 3 | 1 | 1 | |||
| 22 Nov | 1808.25 | 82.65 | 0.00 | 10.87 | 0 | 0 | 0 | |||
| 14 Nov | 1713.80 | 82.65 | 0.00 | 13.75 | 0 | 0 | 0 | |||
| 13 Nov | 1737.60 | 82.65 | 0.00 | 12.00 | 0 | 0 | 0 | |||
| 12 Nov | 1786.70 | 82.65 | 0.00 | 10.84 | 0 | 0 | 0 | |||
| 11 Nov | 1755.35 | 82.65 | 0.00 | 11.15 | 0 | 0 | 0 | |||
| 6 Nov | 1817.55 | 82.65 | 82.65 | 8.58 | 0 | 0 | 0 | |||
| 4 Oct | 1937.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1950.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1956.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1933.20 | 0 | - | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 CE is 0.17
Historical price for 2080 CE is as follows
On 12 Dec DALBHARAT was trading at 1957.45. The strike last trading price was 9.5, which was -3.45 lower than the previous day. The implied volatity was 28.45, the open interest changed by -2 which decreased total open position to 153
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 12.95, which was 9.35 higher than the previous day. The implied volatity was 30.07, the open interest changed by 22 which increased total open position to 155
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 28.11, the open interest changed by 2 which increased total open position to 133
On 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 4, which was -1.50 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 130
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 5.5, which was -1.40 lower than the previous day. The implied volatity was 24.46, the open interest changed by -24 which decreased total open position to 130
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 6.9, which was -3.55 lower than the previous day. The implied volatity was 26.92, the open interest changed by -36 which decreased total open position to 158
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 10.45, which was -0.55 lower than the previous day. The implied volatity was 26.77, the open interest changed by 13 which increased total open position to 194
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 11, which was 5.45 higher than the previous day. The implied volatity was 27.01, the open interest changed by 33 which increased total open position to 135
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 5.55, which was 3.45 higher than the previous day. The implied volatity was 27.27, the open interest changed by 99 which increased total open position to 100
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 2.1, which was -80.55 lower than the previous day. The implied volatity was 25.44, the open interest changed by 1 which increased total open position to 1
On 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 82.65, which was 0.00 lower than the previous day. The implied volatity was 10.87, 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 82.65, which was 0.00 lower than the previous day. The implied volatity was 13.75, 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 82.65, which was 0.00 lower than the previous day. The implied volatity was 12.00, 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 82.65, which was 0.00 lower than the previous day. The implied volatity was 10.84, 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 82.65, which was 0.00 lower than the previous day. The implied volatity was 11.15, 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 82.65, which was 82.65 higher than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 4 Oct DALBHARAT was trading at 1937.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DALBHARAT 26DEC2024 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.99
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1957.45 | 122.9 | 2.90 | 29.20 | 1 | 0 | 14 |
| 11 Dec | 1966.60 | 120 | -37.05 | 29.70 | 3 | 0 | 13 |
| 10 Dec | 1898.70 | 157.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 157.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 1926.05 | 157.05 | 11.25 | 30.70 | 11 | 1 | 12 |
| 5 Dec | 1913.80 | 145.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1936.70 | 145.8 | -58.10 | 27.45 | 1 | 0 | 11 |
| 3 Dec | 1930.80 | 203.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 1879.75 | 203.9 | -62.10 | 38.06 | 3 | 0 | 9 |
| 29 Nov | 1820.35 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1819.30 | 266 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1808.25 | 266 | -89.00 | 35.49 | 11 | 0 | 11 |
| 14 Nov | 1713.80 | 355 | 35.00 | 42.82 | 5 | 4 | 10 |
| 13 Nov | 1737.60 | 320 | 25.00 | 29.36 | 3 | -2 | 5 |
| 12 Nov | 1786.70 | 295 | -5.00 | 41.32 | 4 | 3 | 8 |
| 11 Nov | 1755.35 | 300 | 60.00 | - | 2 | 1 | 4 |
| 6 Nov | 1817.55 | 240 | 240.00 | 20.53 | 3 | 2 | 2 |
| 4 Oct | 1937.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1950.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1956.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1933.20 | 0 | - | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 2080 expiring on 26DEC2024
Delta for 2080 PE is -0.83
Historical price for 2080 PE is as follows
On 12 Dec DALBHARAT was trading at 1957.45. The strike last trading price was 122.9, which was 2.90 higher than the previous day. The implied volatity was 29.20, the open interest changed by 0 which decreased total open position to 14
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 120, which was -37.05 lower than the previous day. The implied volatity was 29.70, the open interest changed by 0 which decreased total open position to 13
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 157.05, 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 157.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 157.05, which was 11.25 higher than the previous day. The implied volatity was 30.70, the open interest changed by 1 which increased total open position to 12
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 145.8, 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 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 145.8, which was -58.10 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 11
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 203.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 203.9, which was -62.10 lower than the previous day. The implied volatity was 38.06, the open interest changed by 0 which decreased total open position to 9
On 29 Nov DALBHARAT was trading at 1820.35. The strike last trading price was 266, 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 28 Nov DALBHARAT was trading at 1819.30. The strike last trading price was 266, 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 22 Nov DALBHARAT was trading at 1808.25. The strike last trading price was 266, which was -89.00 lower than the previous day. The implied volatity was 35.49, the open interest changed by 0 which decreased total open position to 11
On 14 Nov DALBHARAT was trading at 1713.80. The strike last trading price was 355, which was 35.00 higher than the previous day. The implied volatity was 42.82, the open interest changed by 4 which increased total open position to 10
On 13 Nov DALBHARAT was trading at 1737.60. The strike last trading price was 320, which was 25.00 higher than the previous day. The implied volatity was 29.36, the open interest changed by -2 which decreased total open position to 5
On 12 Nov DALBHARAT was trading at 1786.70. The strike last trading price was 295, which was -5.00 lower than the previous day. The implied volatity was 41.32, the open interest changed by 3 which increased total open position to 8
On 11 Nov DALBHARAT was trading at 1755.35. The strike last trading price was 300, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 6 Nov DALBHARAT was trading at 1817.55. The strike last trading price was 240, which was 240.00 higher than the previous day. The implied volatity was 20.53, the open interest changed by 2 which increased total open position to 2
On 4 Oct DALBHARAT was trading at 1937.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct DALBHARAT was trading at 1950.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct DALBHARAT was trading at 1956.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept DALBHARAT was trading at 1933.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
