DALBHARAT
Dalmia Bharat Limited
Historical option data for DALBHARAT
12 Dec 2024 10:11 AM IST
| DALBHARAT 26DEC2024 2200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.36
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1954.70 | 2.25 | -0.80 | 33.40 | 42 | -9 | 92 | |||
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| 11 Dec | 1966.60 | 3.05 | 33.18 | 706 | 98 | 99 | ||||
For Dalmia Bharat Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 CE is 0.04
Historical price for 2200 CE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 33.40, the open interest changed by -9 which decreased total open position to 92
On 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was 33.18, the open interest changed by 98 which increased total open position to 99
| DALBHARAT 26DEC2024 2200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1954.70 | 242.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1966.60 | 242.05 | 50.94 | 2 | 0 | 1 | |
For Dalmia Bharat Limited - strike price 2200 expiring on 26DEC2024
Delta for 2200 PE is 0.00
Historical price for 2200 PE is as follows
On 12 Dec DALBHARAT was trading at 1954.70. The strike last trading price was 242.05, 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 11 Dec DALBHARAT was trading at 1966.60. The strike last trading price was 242.05, which was lower than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 1
