DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
25 Feb 2026 02:25 PM IST
| DALBHARAT 30-MAR-2026 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 2.47
Theta: -1.18
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 2065.60 | 54 | -2.8 | 24.69 | 367 | 140 | 214 | |||||||||
| 24 Feb | 2069.40 | 57.35 | -12.2 | 23.47 | 75 | 13 | 76 | |||||||||
| 23 Feb | 2090.80 | 67.7 | 2 | 22.15 | 76 | 1 | 65 | |||||||||
| 20 Feb | 2070.00 | 67 | 2 | 24.13 | 85 | 54 | 65 | |||||||||
| 19 Feb | 2086.60 | 65 | -31 | 19.97 | 8 | 6 | 11 | |||||||||
| 18 Feb | 2128.90 | 96 | -20.2 | 25.01 | 5 | 1 | 1 | |||||||||
|
|
||||||||||||||||
| 17 Feb | 2112.90 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2136.30 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2140.30 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2171.20 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2175.20 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2191.40 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2195.70 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2118.30 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2153.60 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2141.20 | 116.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2110.60 | 116.2 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 2 Feb | 2063.40 | 116.2 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 1 Feb | 2000.70 | 116.2 | 0 | 1.42 | 0 | 0 | 0 | |||||||||
| 30 Jan | 2065.50 | 116.2 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 29 Jan | 2063.30 | 116.2 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2100 expiring on 30MAR2026
Delta for 2100 CE is 0.47
Historical price for 2100 CE is as follows
On 25 Feb DALBHARAT was trading at 2065.60. The strike last trading price was 54, which was -2.8 lower than the previous day. The implied volatity was 24.69, the open interest changed by 140 which increased total open position to 214
On 24 Feb DALBHARAT was trading at 2069.40. The strike last trading price was 57.35, which was -12.2 lower than the previous day. The implied volatity was 23.47, the open interest changed by 13 which increased total open position to 76
On 23 Feb DALBHARAT was trading at 2090.80. The strike last trading price was 67.7, which was 2 higher than the previous day. The implied volatity was 22.15, the open interest changed by 1 which increased total open position to 65
On 20 Feb DALBHARAT was trading at 2070.00. The strike last trading price was 67, which was 2 higher than the previous day. The implied volatity was 24.13, the open interest changed by 54 which increased total open position to 65
On 19 Feb DALBHARAT was trading at 2086.60. The strike last trading price was 65, which was -31 lower than the previous day. The implied volatity was 19.97, the open interest changed by 6 which increased total open position to 11
On 18 Feb DALBHARAT was trading at 2128.90. The strike last trading price was 96, which was -20.2 lower than the previous day. The implied volatity was 25.01, the open interest changed by 1 which increased total open position to 1
On 17 Feb DALBHARAT was trading at 2112.90. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2136.30. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2140.30. The strike last trading price was 116.2, 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 12 Feb DALBHARAT was trading at 2171.20. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2175.20. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2191.40. The strike last trading price was 116.2, 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 9 Feb DALBHARAT was trading at 2195.70. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2118.30. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2153.60. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2141.20. The strike last trading price was 116.2, 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 Feb DALBHARAT was trading at 2110.60. The strike last trading price was 116.2, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 2 Feb DALBHARAT was trading at 2063.40. The strike last trading price was 116.2, 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 1 Feb DALBHARAT was trading at 2000.70. The strike last trading price was 116.2, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
On 30 Jan DALBHARAT was trading at 2065.50. The strike last trading price was 116.2, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DALBHARAT was trading at 2063.30. The strike last trading price was 116.2, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 30MAR2026 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 2.48
Theta: -0.94
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 2065.60 | 91.6 | 18.05 | 33.41 | 59 | -1 | 159 |
| 24 Feb | 2069.40 | 70.6 | 1.95 | 27.08 | 136 | 12 | 162 |
| 23 Feb | 2090.80 | 70.2 | -15.05 | 30.91 | 156 | 49 | 150 |
| 20 Feb | 2070.00 | 84.15 | 7.75 | 32.31 | 112 | 33 | 101 |
| 19 Feb | 2086.60 | 77 | 22.2 | 31.86 | 29 | 4 | 69 |
| 18 Feb | 2128.90 | 54.8 | -9.5 | 27.55 | 42 | 4 | 67 |
| 17 Feb | 2112.90 | 63.5 | 12.2 | 29.18 | 68 | 35 | 62 |
| 16 Feb | 2136.30 | 51.05 | -9.6 | 25.68 | 15 | 12 | 25 |
| 13 Feb | 2140.30 | 60.65 | 15 | 30.92 | 1 | 0 | 12 |
| 12 Feb | 2171.20 | 45.65 | -2.05 | 28.31 | 2 | 0 | 12 |
| 11 Feb | 2175.20 | 47.7 | 6.05 | 28.8 | 2 | 1 | 12 |
| 10 Feb | 2191.40 | 41.65 | -0.8 | 28.11 | 5 | 4 | 10 |
| 9 Feb | 2195.70 | 42.45 | -59.55 | 30.03 | 6 | 5 | 6 |
| 6 Feb | 2118.30 | 102 | 14.85 | - | 0 | 0 | 1 |
| 5 Feb | 2153.60 | 102 | 14.85 | - | 0 | 0 | 1 |
| 4 Feb | 2141.20 | 102 | 14.85 | - | 0 | 0 | 1 |
| 3 Feb | 2110.60 | 102 | 14.85 | - | 0 | 0 | 1 |
| 2 Feb | 2063.40 | 102 | 14.85 | - | 0 | 0 | 1 |
| 1 Feb | 2000.70 | 102 | 14.85 | - | 0 | 0 | 1 |
| 30 Jan | 2065.50 | 102 | 14.85 | 31.32 | 1 | 0 | 0 |
| 29 Jan | 2063.30 | 87.15 | 0 | 0.17 | 0 | 0 | 0 |
For Dalmia Bharat Limited - strike price 2100 expiring on 30MAR2026
Delta for 2100 PE is -0.51
Historical price for 2100 PE is as follows
On 25 Feb DALBHARAT was trading at 2065.60. The strike last trading price was 91.6, which was 18.05 higher than the previous day. The implied volatity was 33.41, the open interest changed by -1 which decreased total open position to 159
On 24 Feb DALBHARAT was trading at 2069.40. The strike last trading price was 70.6, which was 1.95 higher than the previous day. The implied volatity was 27.08, the open interest changed by 12 which increased total open position to 162
On 23 Feb DALBHARAT was trading at 2090.80. The strike last trading price was 70.2, which was -15.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by 49 which increased total open position to 150
On 20 Feb DALBHARAT was trading at 2070.00. The strike last trading price was 84.15, which was 7.75 higher than the previous day. The implied volatity was 32.31, the open interest changed by 33 which increased total open position to 101
On 19 Feb DALBHARAT was trading at 2086.60. The strike last trading price was 77, which was 22.2 higher than the previous day. The implied volatity was 31.86, the open interest changed by 4 which increased total open position to 69
On 18 Feb DALBHARAT was trading at 2128.90. The strike last trading price was 54.8, which was -9.5 lower than the previous day. The implied volatity was 27.55, the open interest changed by 4 which increased total open position to 67
On 17 Feb DALBHARAT was trading at 2112.90. The strike last trading price was 63.5, which was 12.2 higher than the previous day. The implied volatity was 29.18, the open interest changed by 35 which increased total open position to 62
On 16 Feb DALBHARAT was trading at 2136.30. The strike last trading price was 51.05, which was -9.6 lower than the previous day. The implied volatity was 25.68, the open interest changed by 12 which increased total open position to 25
On 13 Feb DALBHARAT was trading at 2140.30. The strike last trading price was 60.65, which was 15 higher than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 12
On 12 Feb DALBHARAT was trading at 2171.20. The strike last trading price was 45.65, which was -2.05 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 12
On 11 Feb DALBHARAT was trading at 2175.20. The strike last trading price was 47.7, which was 6.05 higher than the previous day. The implied volatity was 28.8, the open interest changed by 1 which increased total open position to 12
On 10 Feb DALBHARAT was trading at 2191.40. The strike last trading price was 41.65, which was -0.8 lower than the previous day. The implied volatity was 28.11, the open interest changed by 4 which increased total open position to 10
On 9 Feb DALBHARAT was trading at 2195.70. The strike last trading price was 42.45, which was -59.55 lower than the previous day. The implied volatity was 30.03, the open interest changed by 5 which increased total open position to 6
On 6 Feb DALBHARAT was trading at 2118.30. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb DALBHARAT was trading at 2153.60. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb DALBHARAT was trading at 2141.20. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb DALBHARAT was trading at 2110.60. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb DALBHARAT was trading at 2063.40. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb DALBHARAT was trading at 2000.70. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan DALBHARAT was trading at 2065.50. The strike last trading price was 102, which was 14.85 higher than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DALBHARAT was trading at 2063.30. The strike last trading price was 87.15, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
