DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
29 Jan 2026 04:11 PM IST
| DALBHARAT 24-FEB-2026 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 2.2
Theta: -1.44
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 2063.30 | 54.75 | -7.75 | 28.06 | 90 | 23 | 151 | |||||||||
| 28 Jan | 2074.40 | 61.8 | -26.05 | 28.8 | 139 | 50 | 127 | |||||||||
| 27 Jan | 2107.10 | 88.55 | 17.6 | 33.02 | 150 | 34 | 78 | |||||||||
| 23 Jan | 2084.90 | 70 | -38.9 | 27.56 | 66 | 34 | 42 | |||||||||
| 22 Jan | 2143.70 | 106 | -70.4 | 27.92 | 6 | 3 | 8 | |||||||||
| 21 Jan | 2232.40 | 176.4 | 36.4 | 29.96 | 6 | 0 | 5 | |||||||||
| 20 Jan | 2191.40 | 140 | 29.95 | 30.61 | 3 | 1 | 4 | |||||||||
| 19 Jan | 2157.10 | 110 | -10.35 | 27.71 | 6 | 4 | 4 | |||||||||
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| 16 Jan | 2162.40 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 2177.30 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 2105.50 | 120.35 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 12 Jan | 2073.60 | 120.35 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 9 Jan | 2050.40 | 120.35 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
| 8 Jan | 2066.20 | 120.35 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 7 Jan | 2121.20 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 2115.60 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 2133.90 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 2147.10 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 2136.20 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 2130.90 | 120.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2100 expiring on 24FEB2026
Delta for 2100 CE is 0.48
Historical price for 2100 CE is as follows
On 29 Jan DALBHARAT was trading at 2063.30. The strike last trading price was 54.75, which was -7.75 lower than the previous day. The implied volatity was 28.06, the open interest changed by 23 which increased total open position to 151
On 28 Jan DALBHARAT was trading at 2074.40. The strike last trading price was 61.8, which was -26.05 lower than the previous day. The implied volatity was 28.8, the open interest changed by 50 which increased total open position to 127
On 27 Jan DALBHARAT was trading at 2107.10. The strike last trading price was 88.55, which was 17.6 higher than the previous day. The implied volatity was 33.02, the open interest changed by 34 which increased total open position to 78
On 23 Jan DALBHARAT was trading at 2084.90. The strike last trading price was 70, which was -38.9 lower than the previous day. The implied volatity was 27.56, the open interest changed by 34 which increased total open position to 42
On 22 Jan DALBHARAT was trading at 2143.70. The strike last trading price was 106, which was -70.4 lower than the previous day. The implied volatity was 27.92, the open interest changed by 3 which increased total open position to 8
On 21 Jan DALBHARAT was trading at 2232.40. The strike last trading price was 176.4, which was 36.4 higher than the previous day. The implied volatity was 29.96, the open interest changed by 0 which decreased total open position to 5
On 20 Jan DALBHARAT was trading at 2191.40. The strike last trading price was 140, which was 29.95 higher than the previous day. The implied volatity was 30.61, the open interest changed by 1 which increased total open position to 4
On 19 Jan DALBHARAT was trading at 2157.10. The strike last trading price was 110, which was -10.35 lower than the previous day. The implied volatity was 27.71, the open interest changed by 4 which increased total open position to 4
On 16 Jan DALBHARAT was trading at 2162.40. The strike last trading price was 120.35, 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 14 Jan DALBHARAT was trading at 2177.30. The strike last trading price was 120.35, 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 13 Jan DALBHARAT was trading at 2105.50. The strike last trading price was 120.35, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DALBHARAT was trading at 2073.60. The strike last trading price was 120.35, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 9 Jan DALBHARAT was trading at 2050.40. The strike last trading price was 120.35, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 8 Jan DALBHARAT was trading at 2066.20. The strike last trading price was 120.35, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 7 Jan DALBHARAT was trading at 2121.20. The strike last trading price was 120.35, 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 6 Jan DALBHARAT was trading at 2115.60. The strike last trading price was 120.35, 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 5 Jan DALBHARAT was trading at 2133.90. The strike last trading price was 120.35, 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 2 Jan DALBHARAT was trading at 2147.10. The strike last trading price was 120.35, 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 1 Jan DALBHARAT was trading at 2136.20. The strike last trading price was 120.35, 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 31 Dec DALBHARAT was trading at 2130.90. The strike last trading price was 120.35, 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
| DALBHARAT 24FEB2026 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 2.2
Theta: -1.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 2063.30 | 80 | 5.65 | 32.63 | 48 | 0 | 185 |
| 28 Jan | 2074.40 | 74.05 | 14.45 | 31.33 | 296 | 47 | 185 |
| 27 Jan | 2107.10 | 56 | -18.4 | 29.1 | 146 | 49 | 138 |
| 23 Jan | 2084.90 | 74.6 | 27.85 | 31.19 | 170 | 26 | 90 |
| 22 Jan | 2143.70 | 46.5 | 17.5 | 28.97 | 164 | 19 | 65 |
| 21 Jan | 2232.40 | 28.1 | -13.25 | 31.51 | 119 | 31 | 46 |
| 20 Jan | 2191.40 | 43 | 6.95 | 31.78 | 19 | 11 | 15 |
| 19 Jan | 2157.10 | 36.05 | -1.95 | 22.27 | 2 | 1 | 3 |
| 16 Jan | 2162.40 | 38 | -17 | - | 0 | 0 | 2 |
| 14 Jan | 2177.30 | 38 | -17 | 27.26 | 2 | 0 | 2 |
| 13 Jan | 2105.50 | 55 | -5 | - | 0 | 0 | 0 |
| 12 Jan | 2073.60 | 55 | -5 | - | 0 | 0 | 2 |
| 9 Jan | 2050.40 | 55 | -5 | - | 0 | 0 | 2 |
| 8 Jan | 2066.20 | 55 | -5 | - | 0 | 0 | 2 |
| 7 Jan | 2121.20 | 55 | -5 | - | 0 | 0 | 2 |
| 6 Jan | 2115.60 | 55 | -5 | 23.7 | 1 | 0 | 1 |
| 5 Jan | 2133.90 | 60 | -13.25 | - | 0 | 0 | 1 |
| 2 Jan | 2147.10 | 60 | -13.25 | - | 0 | 0 | 1 |
| 1 Jan | 2136.20 | 60 | -13.25 | 28.22 | 1 | 0 | 0 |
| 31 Dec | 2130.90 | 73.25 | 0 | 2.26 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2100 expiring on 24FEB2026
Delta for 2100 PE is -0.52
Historical price for 2100 PE is as follows
On 29 Jan DALBHARAT was trading at 2063.30. The strike last trading price was 80, which was 5.65 higher than the previous day. The implied volatity was 32.63, the open interest changed by 0 which decreased total open position to 185
On 28 Jan DALBHARAT was trading at 2074.40. The strike last trading price was 74.05, which was 14.45 higher than the previous day. The implied volatity was 31.33, the open interest changed by 47 which increased total open position to 185
On 27 Jan DALBHARAT was trading at 2107.10. The strike last trading price was 56, which was -18.4 lower than the previous day. The implied volatity was 29.1, the open interest changed by 49 which increased total open position to 138
On 23 Jan DALBHARAT was trading at 2084.90. The strike last trading price was 74.6, which was 27.85 higher than the previous day. The implied volatity was 31.19, the open interest changed by 26 which increased total open position to 90
On 22 Jan DALBHARAT was trading at 2143.70. The strike last trading price was 46.5, which was 17.5 higher than the previous day. The implied volatity was 28.97, the open interest changed by 19 which increased total open position to 65
On 21 Jan DALBHARAT was trading at 2232.40. The strike last trading price was 28.1, which was -13.25 lower than the previous day. The implied volatity was 31.51, the open interest changed by 31 which increased total open position to 46
On 20 Jan DALBHARAT was trading at 2191.40. The strike last trading price was 43, which was 6.95 higher than the previous day. The implied volatity was 31.78, the open interest changed by 11 which increased total open position to 15
On 19 Jan DALBHARAT was trading at 2157.10. The strike last trading price was 36.05, which was -1.95 lower than the previous day. The implied volatity was 22.27, the open interest changed by 1 which increased total open position to 3
On 16 Jan DALBHARAT was trading at 2162.40. The strike last trading price was 38, which was -17 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 Jan DALBHARAT was trading at 2177.30. The strike last trading price was 38, which was -17 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 2
On 13 Jan DALBHARAT was trading at 2105.50. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan DALBHARAT was trading at 2073.60. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jan DALBHARAT was trading at 2050.40. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jan DALBHARAT was trading at 2066.20. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan DALBHARAT was trading at 2121.20. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan DALBHARAT was trading at 2115.60. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was 23.7, the open interest changed by 0 which decreased total open position to 1
On 5 Jan DALBHARAT was trading at 2133.90. The strike last trading price was 60, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan DALBHARAT was trading at 2147.10. The strike last trading price was 60, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan DALBHARAT was trading at 2136.20. The strike last trading price was 60, which was -13.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DALBHARAT was trading at 2130.90. The strike last trading price was 73.25, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0






























































































































































































































