[--[65.84.65.76]--]

DALBHARAT

Dalmia Bharat Limited
2072.2 +85.10 (4.28%)
L: 1991 H: 2077.6

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Historical option data for DALBHARAT

12 Dec 2025 04:11 PM IST
DALBHARAT 30-DEC-2025 2480 CE
Delta: 0.01
Vega: 0.15
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2072.20 0.65 0.5 34.21 46 -23 32
11 Dec 1987.10 0.15 0 - 0 0 55
10 Dec 1944.60 0.15 0 - 0 0 55
9 Dec 1968.00 0.15 0 33.51 2 0 55
8 Dec 1993.80 0.15 -0.15 - 2 0 55
1 Dec 2009.40 0.3 0.1 - 0 0 0
28 Nov 2009.40 0.3 0.1 - 0 26 0
27 Nov 2019.20 0.3 0.1 25.98 34 28 57
25 Nov 2019.90 0.2 -59.2 24.05 29 25 25


For Dalmia Bharat Limited - strike price 2480 expiring on 30DEC2025

Delta for 2480 CE is 0.01

Historical price for 2480 CE is as follows

On 12 Dec DALBHARAT was trading at 2072.20. The strike last trading price was 0.65, which was 0.5 higher than the previous day. The implied volatity was 34.21, the open interest changed by -23 which decreased total open position to 32


On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 55


On 8 Dec DALBHARAT was trading at 1993.80. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 0.3, which was 0.1 higher 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 0.3, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 0


On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 0.3, which was 0.1 higher than the previous day. The implied volatity was 25.98, the open interest changed by 28 which increased total open position to 57


On 25 Nov DALBHARAT was trading at 2019.90. The strike last trading price was 0.2, which was -59.2 lower than the previous day. The implied volatity was 24.05, the open interest changed by 25 which increased total open position to 25


DALBHARAT 30DEC2025 2480 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2072.20 531.5 66.15 - 0 0 30
11 Dec 1987.10 531.5 66.15 - 0 0 30
10 Dec 1944.60 531.5 66.15 - 33 -3 30
9 Dec 1968.00 465.35 20.9 - 0 0 0
8 Dec 1993.80 465.35 20.9 - 3 0 33
1 Dec 2009.40 444.45 0.45 - 3 0 33
28 Nov 2009.40 444 -0.75 - 1 0 34
27 Nov 2019.20 444.75 170.1 - 0 0 0
25 Nov 2019.90 444.75 170.1 35.40 34 30 30


For Dalmia Bharat Limited - strike price 2480 expiring on 30DEC2025

Delta for 2480 PE is -

Historical price for 2480 PE is as follows

On 12 Dec DALBHARAT was trading at 2072.20. The strike last trading price was 531.5, which was 66.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 11 Dec DALBHARAT was trading at 1987.10. The strike last trading price was 531.5, which was 66.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 10 Dec DALBHARAT was trading at 1944.60. The strike last trading price was 531.5, which was 66.15 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30


On 9 Dec DALBHARAT was trading at 1968.00. The strike last trading price was 465.35, which was 20.9 higher 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 465.35, which was 20.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 1 Dec DALBHARAT was trading at 2009.40. The strike last trading price was 444.45, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33


On 28 Nov DALBHARAT was trading at 2009.40. The strike last trading price was 444, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 27 Nov DALBHARAT was trading at 2019.20. The strike last trading price was 444.75, which was 170.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov DALBHARAT was trading at 2019.90. The strike last trading price was 444.75, which was 170.1 higher than the previous day. The implied volatity was 35.40, the open interest changed by 30 which increased total open position to 30