DLF
Dlf Limited
Historical option data for DLF
08 Apr 2026 02:09 PM IST
| DLF 28-Apr-2026 (20d) 525 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0
Theta: -0.35
Gamma: 0.00452
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 571.85 | 53.6 | 24.900000000000002 | 40.36 | 77 | -21 | 210 | |||||||||
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| 7 Apr | 534.10 | 29.1 | 2.55 | 42.23 | 650 | -49 | 232 | |||||||||
| 6 Apr | 529.20 | 26.1 | 3.6 | 44.55 | 984 | 172 | 284 | |||||||||
| 2 Apr | 522.25 | 22 | 4.65 | 39.91 | 372 | 32 | 111 | |||||||||
| 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 0.84
Historical price for 525 CE is as follows
On 8 Apr DLF was trading at 571.85. The strike last trading price was 53.6, which was 24.900000000000002 higher than the previous day. The implied volatity was 40.36, the open interest changed by -21 which decreased total open position to 210
On 7 Apr DLF was trading at 534.10. The strike last trading price was 29.1, which was 2.55 higher than the previous day. The implied volatity was 42.23, the open interest changed by -49 which decreased total open position to 232
On 6 Apr DLF was trading at 529.20. The strike last trading price was 26.1, which was 3.6 higher than the previous day. The implied volatity was 44.55, the open interest changed by 172 which increased total open position to 284
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 (20d) 525 PE | |||||||
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Delta: -0.15
Vega: 0
Theta: -0.23
Gamma: 0.00455
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 571.85 | 4.05 | -12.149999999999999 | 37.61 | 340 | -43 | 169 |
| 7 Apr | 534.10 | 15.5 | -3.65 | 43.07 | 470 | 114 | 214 |
| 6 Apr | 529.20 | 19 | -4.55 | 42.69 | 216 | 92 | 96 |
| 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 -0.15
Historical price for 525 PE is as follows
On 8 Apr DLF was trading at 571.85. The strike last trading price was 4.05, which was -12.149999999999999 lower than the previous day. The implied volatity was 37.61, the open interest changed by -43 which decreased total open position to 169
On 7 Apr DLF was trading at 534.10. The strike last trading price was 15.5, which was -3.65 lower than the previous day. The implied volatity was 43.07, the open interest changed by 114 which increased total open position to 214
On 6 Apr DLF was trading at 529.20. The strike last trading price was 19, which was -4.55 lower than the previous day. The implied volatity was 42.69, the open interest changed by 92 which increased total open position to 96
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
