DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
14 Jan 2026 04:11 PM IST
| DALBHARAT 27-JAN-2026 2140 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.52
Theta: -2.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 2177.30 | 71.2 | 38.25 | 28.94 | 933 | -123 | 127 | |||||||||
| 13 Jan | 2105.50 | 31.75 | 8.25 | 27.04 | 295 | 32 | 250 | |||||||||
| 12 Jan | 2073.60 | 23.3 | 5.6 | 28.52 | 50 | -18 | 219 | |||||||||
| 9 Jan | 2050.40 | 18 | -7.8 | 26.3 | 162 | -41 | 243 | |||||||||
| 8 Jan | 2066.20 | 25 | -19.35 | 26.34 | 204 | 7 | 278 | |||||||||
| 7 Jan | 2121.20 | 44.15 | -0.4 | 24.54 | 249 | 69 | 276 | |||||||||
| 6 Jan | 2115.60 | 42.95 | -11.45 | 25.32 | 154 | 35 | 208 | |||||||||
| 5 Jan | 2133.90 | 53.5 | -11.55 | 22.95 | 231 | -14 | 173 | |||||||||
| 2 Jan | 2147.10 | 65.75 | 4.7 | 23.54 | 375 | 25 | 188 | |||||||||
| 1 Jan | 2136.20 | 62.3 | 2.1 | 25.93 | 362 | 22 | 163 | |||||||||
| 31 Dec | 2130.90 | 62.35 | 1.75 | 23.78 | 227 | 40 | 147 | |||||||||
| 30 Dec | 2127.70 | 61.8 | -18.2 | 23.78 | 58 | 17 | 107 | |||||||||
| 29 Dec | 2159.40 | 80 | 1.45 | 26.04 | 120 | -16 | 90 | |||||||||
| 26 Dec | 2160.60 | 75.55 | 22.95 | 20.85 | 1,109 | 96 | 108 | |||||||||
| 24 Dec | 2109.40 | 52.9 | 27.3 | 21.12 | 20 | 11 | 13 | |||||||||
| 23 Dec | 2059.40 | 25.6 | 6.4 | 19.2 | 1 | 0 | 2 | |||||||||
| 22 Dec | 2014.20 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 19 Dec | 2015.30 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 18 Dec | 2024.40 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 17 Dec | 2073.90 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 16 Dec | 2066.50 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 15 Dec | 2103.60 | 19.2 | -38.15 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2072.20 | 19.2 | -38.15 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 1987.10 | 19.2 | -38.15 | 21.92 | 2 | 0 | 0 | |||||||||
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| 10 Dec | 1944.60 | 57.35 | 0 | 5.88 | 0 | 0 | 0 | |||||||||
| 9 Dec | 1968.00 | 57.35 | - | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1993.80 | 57.35 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 5 Dec | 1989.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1990.30 | 57.35 | 0 | 4.08 | 0 | 0 | 0 | |||||||||
| 3 Dec | 1983.50 | 57.35 | 0 | 4.1 | 0 | 0 | 0 | |||||||||
| 2 Dec | 1986.80 | 57.35 | 0 | 3.73 | 0 | 0 | 0 | |||||||||
| 1 Dec | 2009.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2009.40 | 57.35 | 0 | 2.99 | 0 | 0 | 0 | |||||||||
| 27 Nov | 2019.20 | 57.35 | 0 | 2.82 | 0 | 0 | 0 | |||||||||
For Dalmia Bharat Limited - strike price 2140 expiring on 27JAN2026
Delta for 2140 CE is 0.65
Historical price for 2140 CE is as follows
On 14 Jan DALBHARAT was trading at 2177.30. The strike last trading price was 71.2, which was 38.25 higher than the previous day. The implied volatity was 28.94, the open interest changed by -123 which decreased total open position to 127
On 13 Jan DALBHARAT was trading at 2105.50. The strike last trading price was 31.75, which was 8.25 higher than the previous day. The implied volatity was 27.04, the open interest changed by 32 which increased total open position to 250
On 12 Jan DALBHARAT was trading at 2073.60. The strike last trading price was 23.3, which was 5.6 higher than the previous day. The implied volatity was 28.52, the open interest changed by -18 which decreased total open position to 219
On 9 Jan DALBHARAT was trading at 2050.40. The strike last trading price was 18, which was -7.8 lower than the previous day. The implied volatity was 26.3, the open interest changed by -41 which decreased total open position to 243
On 8 Jan DALBHARAT was trading at 2066.20. The strike last trading price was 25, which was -19.35 lower than the previous day. The implied volatity was 26.34, the open interest changed by 7 which increased total open position to 278
On 7 Jan DALBHARAT was trading at 2121.20. The strike last trading price was 44.15, which was -0.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 69 which increased total open position to 276
On 6 Jan DALBHARAT was trading at 2115.60. The strike last trading price was 42.95, which was -11.45 lower than the previous day. The implied volatity was 25.32, the open interest changed by 35 which increased total open position to 208
On 5 Jan DALBHARAT was trading at 2133.90. The strike last trading price was 53.5, which was -11.55 lower than the previous day. The implied volatity was 22.95, the open interest changed by -14 which decreased total open position to 173
On 2 Jan DALBHARAT was trading at 2147.10. The strike last trading price was 65.75, which was 4.7 higher than the previous day. The implied volatity was 23.54, the open interest changed by 25 which increased total open position to 188
On 1 Jan DALBHARAT was trading at 2136.20. The strike last trading price was 62.3, which was 2.1 higher than the previous day. The implied volatity was 25.93, the open interest changed by 22 which increased total open position to 163
On 31 Dec DALBHARAT was trading at 2130.90. The strike last trading price was 62.35, which was 1.75 higher than the previous day. The implied volatity was 23.78, the open interest changed by 40 which increased total open position to 147
On 30 Dec DALBHARAT was trading at 2127.70. The strike last trading price was 61.8, which was -18.2 lower than the previous day. The implied volatity was 23.78, the open interest changed by 17 which increased total open position to 107
On 29 Dec DALBHARAT was trading at 2159.40. The strike last trading price was 80, which was 1.45 higher than the previous day. The implied volatity was 26.04, the open interest changed by -16 which decreased total open position to 90
On 26 Dec DALBHARAT was trading at 2160.60. The strike last trading price was 75.55, which was 22.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by 96 which increased total open position to 108
On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 52.9, which was 27.3 higher than the previous day. The implied volatity was 21.12, the open interest changed by 11 which increased total open position to 13
On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 25.6, which was 6.4 higher than the previous day. The implied volatity was 19.2, the open interest changed by 0 which decreased total open position to 2
On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 19.2, which was -38.15 lower than the previous day. The implied volatity was -, 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 19.2, which was -38.15 lower than the previous day. The implied volatity was -, 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 19.2, which was -38.15 lower than the previous day. The implied volatity was 21.92, 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 57.35, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 57.35, which was - 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 57.35, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was -, which was - 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 57.35, which was 0 lower than the previous day. The implied volatity was 4.08, 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 57.35, which was 0 lower than the previous day. The implied volatity was 4.1, 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 57.35, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was -, which was - 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 57.35, which was 0 lower than the previous day. The implied volatity was 2.99, 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 57.35, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
| DALBHARAT 27JAN2026 2140 PE | |||||||
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Delta: -0.35
Vega: 1.52
Theta: -1.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 2177.30 | 28 | -60.5 | 28.48 | 160 | 25 | 89 |
| 13 Jan | 2105.50 | 88.5 | -7.15 | - | 0 | 0 | 0 |
| 12 Jan | 2073.60 | 88.5 | -7.15 | 29.98 | 20 | -3 | 61 |
| 9 Jan | 2050.40 | 95.65 | 13.8 | 22.53 | 23 | -7 | 65 |
| 8 Jan | 2066.20 | 81.85 | 29.85 | 22.75 | 37 | -19 | 72 |
| 7 Jan | 2121.20 | 49.8 | -6.05 | 22.69 | 39 | -1 | 91 |
| 6 Jan | 2115.60 | 53.95 | 5.85 | 21.96 | 34 | 1 | 91 |
| 5 Jan | 2133.90 | 50.1 | 6.8 | 26.49 | 152 | 19 | 89 |
| 2 Jan | 2147.10 | 41.7 | -6.9 | 23.79 | 130 | -1 | 72 |
| 1 Jan | 2136.20 | 47.25 | -3.9 | 22.36 | 100 | 10 | 73 |
| 31 Dec | 2130.90 | 50.15 | -4.2 | 24.63 | 66 | -1 | 63 |
| 30 Dec | 2127.70 | 54.65 | 7.4 | 25.57 | 146 | 12 | 64 |
| 29 Dec | 2159.40 | 48.25 | -0.45 | 26.2 | 38 | 12 | 52 |
| 26 Dec | 2160.60 | 48.7 | -103.3 | 26.53 | 49 | 39 | 40 |
| 24 Dec | 2109.40 | 152 | 21.2 | - | 0 | 0 | 1 |
| 23 Dec | 2059.40 | 152 | 21.2 | - | 0 | 0 | 0 |
| 22 Dec | 2014.20 | 152 | 21.2 | - | 0 | 0 | 1 |
| 19 Dec | 2015.30 | 152 | 21.2 | - | 0 | 0 | 1 |
| 18 Dec | 2024.40 | 152 | 21.2 | - | 0 | 0 | 1 |
| 17 Dec | 2073.90 | 152 | 21.2 | - | 0 | 0 | 1 |
| 16 Dec | 2066.50 | 152 | 21.2 | - | 0 | 0 | 1 |
| 15 Dec | 2103.60 | 152 | 21.2 | - | 0 | 0 | 0 |
| 12 Dec | 2072.20 | 152 | 21.2 | - | 0 | 0 | 1 |
| 11 Dec | 1987.10 | 152 | 21.2 | - | 0 | 0 | 1 |
| 10 Dec | 1944.60 | 152 | 21.2 | - | 0 | 0 | 1 |
| 9 Dec | 1968.00 | 152 | - | - | 0 | 0 | 1 |
| 8 Dec | 1993.80 | 152 | 21.2 | - | 0 | 0 | 1 |
| 5 Dec | 1989.00 | - | - | - | 0 | 0 | 1 |
| 4 Dec | 1990.30 | 152 | 21.2 | 23.73 | 1 | 0 | 1 |
| 3 Dec | 1983.50 | 130.8 | -24.3 | - | 0 | 0 | 0 |
| 2 Dec | 1986.80 | 130.8 | -24.3 | - | 0 | 0 | 0 |
| 1 Dec | 2009.40 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 2009.40 | 130.8 | -24.3 | - | 0 | 0 | 0 |
| 27 Nov | 2019.20 | 130.8 | -24.3 | - | 0 | 1 | 0 |
For Dalmia Bharat Limited - strike price 2140 expiring on 27JAN2026
Delta for 2140 PE is -0.35
Historical price for 2140 PE is as follows
On 14 Jan DALBHARAT was trading at 2177.30. The strike last trading price was 28, which was -60.5 lower than the previous day. The implied volatity was 28.48, the open interest changed by 25 which increased total open position to 89
On 13 Jan DALBHARAT was trading at 2105.50. The strike last trading price was 88.5, which was -7.15 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 88.5, which was -7.15 lower than the previous day. The implied volatity was 29.98, the open interest changed by -3 which decreased total open position to 61
On 9 Jan DALBHARAT was trading at 2050.40. The strike last trading price was 95.65, which was 13.8 higher than the previous day. The implied volatity was 22.53, the open interest changed by -7 which decreased total open position to 65
On 8 Jan DALBHARAT was trading at 2066.20. The strike last trading price was 81.85, which was 29.85 higher than the previous day. The implied volatity was 22.75, the open interest changed by -19 which decreased total open position to 72
On 7 Jan DALBHARAT was trading at 2121.20. The strike last trading price was 49.8, which was -6.05 lower than the previous day. The implied volatity was 22.69, the open interest changed by -1 which decreased total open position to 91
On 6 Jan DALBHARAT was trading at 2115.60. The strike last trading price was 53.95, which was 5.85 higher than the previous day. The implied volatity was 21.96, the open interest changed by 1 which increased total open position to 91
On 5 Jan DALBHARAT was trading at 2133.90. The strike last trading price was 50.1, which was 6.8 higher than the previous day. The implied volatity was 26.49, the open interest changed by 19 which increased total open position to 89
On 2 Jan DALBHARAT was trading at 2147.10. The strike last trading price was 41.7, which was -6.9 lower than the previous day. The implied volatity was 23.79, the open interest changed by -1 which decreased total open position to 72
On 1 Jan DALBHARAT was trading at 2136.20. The strike last trading price was 47.25, which was -3.9 lower than the previous day. The implied volatity was 22.36, the open interest changed by 10 which increased total open position to 73
On 31 Dec DALBHARAT was trading at 2130.90. The strike last trading price was 50.15, which was -4.2 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 63
On 30 Dec DALBHARAT was trading at 2127.70. The strike last trading price was 54.65, which was 7.4 higher than the previous day. The implied volatity was 25.57, the open interest changed by 12 which increased total open position to 64
On 29 Dec DALBHARAT was trading at 2159.40. The strike last trading price was 48.25, which was -0.45 lower than the previous day. The implied volatity was 26.2, the open interest changed by 12 which increased total open position to 52
On 26 Dec DALBHARAT was trading at 2160.60. The strike last trading price was 48.7, which was -103.3 lower than the previous day. The implied volatity was 26.53, the open interest changed by 39 which increased total open position to 40
On 24 Dec DALBHARAT was trading at 2109.40. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec DALBHARAT was trading at 2059.40. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec DALBHARAT was trading at 2014.20. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec DALBHARAT was trading at 2015.30. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec DALBHARAT was trading at 2024.40. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec DALBHARAT was trading at 2073.90. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec DALBHARAT was trading at 2066.50. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec DALBHARAT was trading at 2103.60. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, 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 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 152, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec DALBHARAT was trading at 1989.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Dec DALBHARAT was trading at 1990.30. The strike last trading price was 152, which was 21.2 higher than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 1
On 3 Dec DALBHARAT was trading at 1983.50. The strike last trading price was 130.8, which was -24.3 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 130.8, which was -24.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was -, which was - 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 130.8, which was -24.3 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 130.8, which was -24.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0































































































































































































































