DLF
Dlf Limited
Historical option data for DLF
02 Apr 2026 04:10 PM IST
| DLF 28-Apr-2026 (25d) 525 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.55
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 522.25 | 22 | 4.65 | 39.91 | 372 | 32 | 111 | |||||||||
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| 1 Apr | 509.75 | 17.1 | 3.75 | 40.51 | 265 | 81 | 81 | |||||||||
For Dlf Limited - strike price 525 expiring on 28APR2026
Delta for 525 CE is 0.52
Historical price for 525 CE is as follows
On 2 Apr DLF was trading at 522.25. The strike last trading price was 22, which was 4.65 higher than the previous day. The implied volatity was 39.91, the open interest changed by 32 which increased total open position to 111
On 1 Apr DLF was trading at 509.75. The strike last trading price was 17.1, which was 3.75 higher than the previous day. The implied volatity was 40.51, the open interest changed by 81 which increased total open position to 81
| DLF 28-Apr-2026 (25d) 525 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 0.55
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 522.25 | 23.8 | -7.5 | 42.67 | 6 | 2 | 2 |
| 1 Apr | 509.75 | 31.3 | 0 | 0.11 | 0 | 0 | 0 |
For Dlf Limited - strike price 525 expiring on 28APR2026
Delta for 525 PE is -0.48
Historical price for 525 PE is as follows
On 2 Apr DLF was trading at 522.25. The strike last trading price was 23.8, which was -7.5 lower than the previous day. The implied volatity was 42.67, the open interest changed by 2 which increased total open position to 2
On 1 Apr DLF was trading at 509.75. The strike last trading price was 31.3, 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
