DLF
Dlf Limited
Historical option data for DLF
11 Apr 2025 04:10 PM IST
| DLF 24APR2025 540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.15
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 623.60 | 87 | 10.8 | 53.39 | 3 | -1 | 8 | |||
| 9 Apr | 612.85 | 76.2 | -12 | 39.52 | 8 | -2 | 9 | |||
| 8 Apr | 621.55 | 88.2 | 10.5 | 48.39 | 7 | 3 | 10 | |||
| 7 Apr | 608.05 | 77.7 | -143.1 | 61.42 | 9 | 6 | 6 | |||
| 4 Apr | 653.95 | 220.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 683.15 | 220.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 663.10 | 220.8 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 680.50 | 220.8 | 0 | - | 0 | 0 | 0 | |||
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| 27 Mar | 688.50 | 220.8 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 680.45 | 220.8 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 695.20 | 220.8 | 0 | - | 0 | 0 | 0 | |||
For Dlf Limited - strike price 540 expiring on 24APR2025
Delta for 540 CE is 0.93
Historical price for 540 CE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 87, which was 10.8 higher than the previous day. The implied volatity was 53.39, the open interest changed by -1 which decreased total open position to 8
On 9 Apr DLF was trading at 612.85. The strike last trading price was 76.2, which was -12 lower than the previous day. The implied volatity was 39.52, the open interest changed by -2 which decreased total open position to 9
On 8 Apr DLF was trading at 621.55. The strike last trading price was 88.2, which was 10.5 higher than the previous day. The implied volatity was 48.39, the open interest changed by 3 which increased total open position to 10
On 7 Apr DLF was trading at 608.05. The strike last trading price was 77.7, which was -143.1 lower than the previous day. The implied volatity was 61.42, the open interest changed by 6 which increased total open position to 6
On 4 Apr DLF was trading at 653.95. The strike last trading price was 220.8, which was 0 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 2 Apr DLF was trading at 683.15. The strike last trading price was 220.8, which was 0 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 1 Apr DLF was trading at 663.10. The strike last trading price was 220.8, which was 0 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 28 Mar DLF was trading at 680.50. The strike last trading price was 220.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar DLF was trading at 688.50. The strike last trading price was 220.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DLF was trading at 680.45. The strike last trading price was 220.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DLF was trading at 695.20. The strike last trading price was 220.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 24APR2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.14
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 623.60 | 1.6 | -2.4 | 51.45 | 118 | 13 | 226 |
| 9 Apr | 612.85 | 4.3 | 0.85 | 57.17 | 222 | 16 | 213 |
| 8 Apr | 621.55 | 3.25 | -4.55 | 55.83 | 212 | 19 | 199 |
| 7 Apr | 608.05 | 7.2 | 6.1 | 61.45 | 593 | 174 | 179 |
| 4 Apr | 653.95 | 1.1 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 683.15 | 1.1 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 663.10 | 1.1 | 0 | 0.00 | 0 | 5 | 0 |
| 28 Mar | 680.50 | 1.1 | 0 | 0.00 | 0 | 5 | 0 |
| 27 Mar | 688.50 | 1.1 | -0.65 | 49.95 | 5 | 0 | 0 |
| 26 Mar | 680.45 | 1.75 | 0 | 21.77 | 0 | 0 | 0 |
| 25 Mar | 695.20 | 1.75 | 0 | 23.69 | 0 | 0 | 0 |
For Dlf Limited - strike price 540 expiring on 24APR2025
Delta for 540 PE is -0.06
Historical price for 540 PE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 1.6, which was -2.4 lower than the previous day. The implied volatity was 51.45, the open interest changed by 13 which increased total open position to 226
On 9 Apr DLF was trading at 612.85. The strike last trading price was 4.3, which was 0.85 higher than the previous day. The implied volatity was 57.17, the open interest changed by 16 which increased total open position to 213
On 8 Apr DLF was trading at 621.55. The strike last trading price was 3.25, which was -4.55 lower than the previous day. The implied volatity was 55.83, the open interest changed by 19 which increased total open position to 199
On 7 Apr DLF was trading at 608.05. The strike last trading price was 7.2, which was 6.1 higher than the previous day. The implied volatity was 61.45, the open interest changed by 174 which increased total open position to 179
On 4 Apr DLF was trading at 653.95. The strike last trading price was 1.1, which was 0 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 2 Apr DLF was trading at 683.15. The strike last trading price was 1.1, which was 0 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 1 Apr DLF was trading at 663.10. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 28 Mar DLF was trading at 680.50. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 27 Mar DLF was trading at 688.50. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 49.95, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DLF was trading at 680.45. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 21.77, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DLF was trading at 695.20. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 0
