DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:11 AM IST
| DALBHARAT 26DEC2024 2100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.78
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.70 | 6.5 | -3.65 | 28.90 | 101 | -37 | 212 | |||
| 11 Dec | 1966.60 | 10.15 | 5.30 | 30.54 | 973 | 240 | 249 | |||
| 10 Dec | 1898.70 | 4.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1897.75 | 4.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 6 Dec | 1926.05 | 4.85 | -3.40 | 25.89 | 9 | 5 | 10 | |||
| 5 Dec | 1913.80 | 8.25 | -0.65 | 30.70 | 4 | 1 | 3 | |||
| 4 Dec | 1936.70 | 8.9 | 8.90 | 27.77 | 2 | 0 | 0 | |||
| 3 Dec | 1930.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 2 Dec | 1879.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1820.35 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Dalmia Bharat Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 CE is 0.12
Historical price for 2100 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 6.5, which was -3.65 lower than the previous day. The implied volatity was 28.90, the open interest changed by -37 which decreased total open position to 212
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 10.15, which was 5.30 higher than the previous day. The implied volatity was 30.54, the open interest changed by 240 which increased total open position to 249
On 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 4.85, 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 4.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 4.85, which was -3.40 lower than the previous day. The implied volatity was 25.89, the open interest changed by 5 which increased total open position to 10
On 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 8.25, which was -0.65 lower than the previous day. The implied volatity was 30.70, the open interest changed by 1 which increased total open position to 3
On 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 8.9, which was 8.90 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DALBHARAT was trading at 1930.80. The strike last trading price was 0, 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 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 0, 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 29 Nov DALBHARAT was trading at 1820.35. 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.70 | 269 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1966.60 | 269 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1898.70 | 269 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1897.75 | 269 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1926.05 | 269 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1913.80 | 269 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1936.70 | 269 | 269.00 | - | 0 | 0 | 0 |
| 3 Dec | 1930.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1879.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1820.35 | 0 | 0.00 | 0 | 0 | 0 | |
For Dalmia Bharat Limited - strike price 2100 expiring on 26DEC2024
Delta for 2100 PE is -
Historical price for 2100 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 269, 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 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 269, 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 10 Dec DALBHARAT was trading at 1898.70. The strike last trading price was 269, 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 9 Dec DALBHARAT was trading at 1897.75. The strike last trading price was 269, 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 Dec DALBHARAT was trading at 1926.05. The strike last trading price was 269, 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 5 Dec DALBHARAT was trading at 1913.80. The strike last trading price was 269, 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 4 Dec DALBHARAT was trading at 1936.70. The strike last trading price was 269, which was 269.00 higher 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 1930.80. The strike last trading price was 0, 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 2 Dec DALBHARAT was trading at 1879.75. The strike last trading price was 0, 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 29 Nov DALBHARAT was trading at 1820.35. 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
