DLF
Dlf Limited
Historical option data for DLF
11 Apr 2025 04:10 PM IST
DLF 24APR2025 550 CE | ||||||||||
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Delta: 0.93
Vega: 0.17
Theta: -0.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 623.60 | 77.15 | 7 | 48.81 | 2 | 0 | 49 | |||
9 Apr | 612.85 | 70.15 | -35 | 53.61 | 335 | 50 | 50 | |||
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8 Apr | 621.55 | 105.15 | 0 | - | 0 | 0 | 0 | |||
7 Apr | 608.05 | 105.15 | 0 | - | 0 | 0 | 0 | |||
4 Apr | 653.95 | 105.15 | 0 | 0.00 | 0 | 0 | 0 | |||
3 Apr | 680.05 | 105.15 | 0 | 0.00 | 0 | 0 | 0 | |||
2 Apr | 683.15 | 105.15 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 663.10 | 105.15 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 680.50 | 105.15 | 0 | - | 0 | 0 | 0 | |||
27 Mar | 688.50 | 105.15 | 0 | - | 0 | 0 | 0 | |||
26 Mar | 680.45 | 105.15 | 0 | - | 0 | 0 | 0 | |||
25 Mar | 695.20 | 105.15 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 550 expiring on 24APR2025
Delta for 550 CE is 0.93
Historical price for 550 CE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 77.15, which was 7 higher than the previous day. The implied volatity was 48.81, the open interest changed by 0 which decreased total open position to 49
On 9 Apr DLF was trading at 612.85. The strike last trading price was 70.15, which was -35 lower than the previous day. The implied volatity was 53.61, the open interest changed by 50 which increased total open position to 50
On 8 Apr DLF was trading at 621.55. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr DLF was trading at 608.05. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr DLF was trading at 653.95. The strike last trading price was 105.15, 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 3 Apr DLF was trading at 680.05. The strike last trading price was 105.15, 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 105.15, 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 105.15, 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 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar DLF was trading at 688.50. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar DLF was trading at 680.45. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar DLF was trading at 695.20. The strike last trading price was 105.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
DLF 24APR2025 550 PE | |||||||
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Delta: -0.08
Vega: 0.17
Theta: -0.32
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 623.60 | 2.15 | -2.9 | 49.73 | 578 | 32 | 559 |
9 Apr | 612.85 | 5.25 | 1 | 54.89 | 625 | 120 | 529 |
8 Apr | 621.55 | 4 | -5.25 | 53.78 | 899 | 139 | 411 |
7 Apr | 608.05 | 8.7 | 7.8 | 59.70 | 1,197 | 183 | 278 |
4 Apr | 653.95 | 0.95 | 0.5 | 43.31 | 119 | 31 | 96 |
3 Apr | 680.05 | 0.45 | -0.3 | 44.01 | 6 | 1 | 67 |
2 Apr | 683.15 | 0.75 | -0.25 | 46.87 | 30 | 13 | 64 |
1 Apr | 663.10 | 1 | 0.05 | 43.26 | 77 | 23 | 49 |
28 Mar | 680.50 | 0.95 | -0.35 | 43.84 | 2 | 0 | 26 |
27 Mar | 688.50 | 1.3 | -5.45 | 48.19 | 52 | 27 | 27 |
26 Mar | 680.45 | 6.75 | 0 | 20.91 | 0 | 0 | 0 |
25 Mar | 695.20 | 6.75 | 0 | 21.55 | 0 | 0 | 0 |
For Dlf Limited - strike price 550 expiring on 24APR2025
Delta for 550 PE is -0.08
Historical price for 550 PE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 2.15, which was -2.9 lower than the previous day. The implied volatity was 49.73, the open interest changed by 32 which increased total open position to 559
On 9 Apr DLF was trading at 612.85. The strike last trading price was 5.25, which was 1 higher than the previous day. The implied volatity was 54.89, the open interest changed by 120 which increased total open position to 529
On 8 Apr DLF was trading at 621.55. The strike last trading price was 4, which was -5.25 lower than the previous day. The implied volatity was 53.78, the open interest changed by 139 which increased total open position to 411
On 7 Apr DLF was trading at 608.05. The strike last trading price was 8.7, which was 7.8 higher than the previous day. The implied volatity was 59.70, the open interest changed by 183 which increased total open position to 278
On 4 Apr DLF was trading at 653.95. The strike last trading price was 0.95, which was 0.5 higher than the previous day. The implied volatity was 43.31, the open interest changed by 31 which increased total open position to 96
On 3 Apr DLF was trading at 680.05. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 44.01, the open interest changed by 1 which increased total open position to 67
On 2 Apr DLF was trading at 683.15. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 46.87, the open interest changed by 13 which increased total open position to 64
On 1 Apr DLF was trading at 663.10. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 43.26, the open interest changed by 23 which increased total open position to 49
On 28 Mar DLF was trading at 680.50. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 43.84, the open interest changed by 0 which decreased total open position to 26
On 27 Mar DLF was trading at 688.50. The strike last trading price was 1.3, which was -5.45 lower than the previous day. The implied volatity was 48.19, the open interest changed by 27 which increased total open position to 27
On 26 Mar DLF was trading at 680.45. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 20.91, 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 6.75, which was 0 lower than the previous day. The implied volatity was 21.55, the open interest changed by 0 which decreased total open position to 0