DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
24 Dec 2025 04:10 PM IST
| DALBHARAT 27-JAN-2026 2100 CE | ||||||||||||||||
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Delta: 0.62
Vega: 2.46
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 2109.40 | 74 | 26.85 | 21.06 | 609 | 70 | 159 | |||||||||
| 23 Dec | 2059.40 | 48 | 18.1 | 22.64 | 207 | 30 | 89 | |||||||||
| 22 Dec | 2014.20 | 28.65 | -6.55 | 22.86 | 37 | 13 | 60 | |||||||||
| 19 Dec | 2015.30 | 35.2 | -2.85 | 23.64 | 67 | 11 | 46 | |||||||||
| 18 Dec | 2024.40 | 38.05 | -23.25 | 21.82 | 41 | 13 | 36 | |||||||||
| 17 Dec | 2073.90 | 60.75 | 7.65 | 24.66 | 22 | 13 | 22 | |||||||||
| 16 Dec | 2066.50 | 53.1 | -27.2 | 20.63 | 12 | 6 | 10 | |||||||||
| 15 Dec | 2103.60 | 80.3 | 29.2 | 22.54 | 3 | 1 | 4 | |||||||||
| 12 Dec | 2072.20 | 51.1 | 20.15 | 17.35 | 1 | 0 | 2 | |||||||||
| 11 Dec | 1987.10 | 30.95 | -40.4 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 1944.60 | 30.95 | -40.4 | - | 0 | 0 | 2 | |||||||||
| 8 Dec | 1993.80 | 30.95 | -40.4 | - | 0 | 0 | 2 | |||||||||
| 4 Dec | 1990.30 | 30.95 | -40.4 | 21.06 | 2 | 0 | 0 | |||||||||
| 3 Dec | 1983.50 | 71.35 | 0 | 2.96 | 0 | 0 | 0 | |||||||||
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| 2 Dec | 1986.80 | 71.35 | 0 | 2.51 | 0 | 0 | 0 | |||||||||
| 28 Nov | 2009.40 | 71.35 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 27 Nov | 2019.20 | 71.35 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2100 expiring on 27JAN2026
Delta for 2100 CE is 0.62
Historical price for 2100 CE is as follows
On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 74, which was 26.85 higher than the previous day. The implied volatity was 21.06, the open interest changed by 70 which increased total open position to 159
On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 48, which was 18.1 higher than the previous day. The implied volatity was 22.64, the open interest changed by 30 which increased total open position to 89
On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 28.65, which was -6.55 lower than the previous day. The implied volatity was 22.86, the open interest changed by 13 which increased total open position to 60
On 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 35.2, which was -2.85 lower than the previous day. The implied volatity was 23.64, the open interest changed by 11 which increased total open position to 46
On 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 38.05, which was -23.25 lower than the previous day. The implied volatity was 21.82, the open interest changed by 13 which increased total open position to 36
On 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 60.75, which was 7.65 higher than the previous day. The implied volatity was 24.66, the open interest changed by 13 which increased total open position to 22
On 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 53.1, which was -27.2 lower than the previous day. The implied volatity was 20.63, the open interest changed by 6 which increased total open position to 10
On 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 80.3, which was 29.2 higher than the previous day. The implied volatity was 22.54, the open interest changed by 1 which increased total open position to 4
On 12 Dec DALBHARAT was trading at 2072.20. The strike last trading price was 51.1, which was 20.15 higher than the previous day. The implied volatity was 17.35, the open interest changed by 0 which decreased total open position to 2
On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 30.95, which was -40.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 30.95, which was -40.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 30.95, which was -40.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 30.95, which was -40.4 lower than the previous day. The implied volatity was 21.06, 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 71.35, which was 0 lower than the previous day. The implied volatity was 2.96, 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 71.35, which was 0 lower than the previous day. The implied volatity was 2.51, 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 71.35, which was 0 lower than the previous day. The implied volatity was 1.92, 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 71.35, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 27JAN2026 2100 PE | |||||||
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Delta: -0.39
Vega: 2.49
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 2109.40 | 46 | -28.4 | 24.48 | 105 | 47 | 57 |
| 23 Dec | 2059.40 | 74.4 | -55.1 | 25.28 | 11 | 9 | 9 |
| 22 Dec | 2014.20 | 129.5 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 2015.30 | 129.5 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 2024.40 | 129.5 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 2073.90 | 129.5 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 2066.50 | 129.5 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 2103.60 | 129.5 | 0 | 1.09 | 0 | 0 | 0 |
| 12 Dec | 2072.20 | 129.5 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1987.10 | 129.5 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1944.60 | 129.5 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1993.80 | 129.5 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1990.30 | 129.5 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1983.50 | 129.5 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1986.80 | 129.5 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 2009.40 | 129.5 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 2019.20 | 129.5 | 0 | - | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2100 expiring on 27JAN2026
Delta for 2100 PE is -0.39
Historical price for 2100 PE is as follows
On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 46, which was -28.4 lower than the previous day. The implied volatity was 24.48, the open interest changed by 47 which increased total open position to 57
On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 74.4, which was -55.1 lower than the previous day. The implied volatity was 25.28, the open interest changed by 9 which increased total open position to 9
On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 129.5, 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 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 129.5, 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 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 129.5, 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 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 129.5, 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 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 129.5, 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 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 129.5, which was 0 lower than the previous day. The implied volatity was 1.09, 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 129.5, 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 129.5, 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 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 129.5, 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 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 129.5, 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 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 129.5, 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 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 129.5, 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 Dec DALBHARAT was trading at 1986.80. The strike last trading price was 129.5, 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 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 129.5, 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 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 129.5, 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































































































































































































































