DLF
Dlf Limited
Historical option data for DLF
08 Apr 2025 02:50 PM IST
| DLF 24APR2025 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.82
Vega: 0.34
Theta: -0.76
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 622.40 | 73.35 | 12.6 | 60.92 | 32 | -17 | 71 | |||
| 7 Apr | 608.05 | 60.75 | -141.45 | 57.10 | 90 | 87 | 87 | |||
| 4 Apr | 653.95 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 680.05 | 202.2 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 2 Apr | 683.15 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 663.10 | 202.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 680.50 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 688.50 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 680.45 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 695.20 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 706.00 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 674.80 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 658.10 | 202.2 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 674.10 | 202.2 | 0 | - | 0 | 0 | 0 | |||
For Dlf Limited - strike price 560 expiring on 24APR2025
Delta for 560 CE is 0.82
Historical price for 560 CE is as follows
On 8 Apr DLF was trading at 622.40. The strike last trading price was 73.35, which was 12.6 higher than the previous day. The implied volatity was 60.92, the open interest changed by -17 which decreased total open position to 71
On 7 Apr DLF was trading at 608.05. The strike last trading price was 60.75, which was -141.45 lower than the previous day. The implied volatity was 57.10, the open interest changed by 87 which increased total open position to 87
On 4 Apr DLF was trading at 653.95. The strike last trading price was 202.2, 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 3 Apr DLF was trading at 680.05. The strike last trading price was 202.2, 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 2 Apr DLF was trading at 683.15. The strike last trading price was 202.2, 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 1 Apr DLF was trading at 663.10. The strike last trading price was 202.2, 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 202.2, 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 202.2, 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 202.2, 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 202.2, 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 24 Mar DLF was trading at 706.00. The strike last trading price was 202.2, 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 18 Mar DLF was trading at 674.80. The strike last trading price was 202.2, 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 13 Mar DLF was trading at 658.10. The strike last trading price was 202.2, 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 11 Mar DLF was trading at 674.10. The strike last trading price was 202.2, 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 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.30
Theta: -0.46
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 622.40 | 5.3 | -5.8 | 52.43 | 560 | 28 | 411 |
| 7 Apr | 608.05 | 10.7 | 9.5 | 58.50 | 1,004 | 154 | 382 |
| 4 Apr | 653.95 | 1.2 | 0.6 | 41.52 | 141 | 42 | 227 |
| 3 Apr | 680.05 | 0.6 | -0.2 | 42.63 | 24 | 12 | 186 |
| 2 Apr | 683.15 | 0.85 | -0.45 | 44.53 | 123 | 30 | 176 |
| 1 Apr | 663.10 | 1.25 | 0 | 41.63 | 161 | 98 | 145 |
| 28 Mar | 680.50 | 1.3 | -0.25 | 43.39 | 84 | 34 | 47 |
| 27 Mar | 688.50 | 1.6 | 0.6 | 47.09 | 29 | 7 | 16 |
| 26 Mar | 680.45 | 1 | 0.15 | 39.78 | 6 | 0 | 3 |
| 25 Mar | 695.20 | 0.85 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 706.00 | 0.85 | -0.9 | 43.28 | 1 | 0 | 3 |
| 18 Mar | 674.80 | 1.75 | -1.75 | 38.37 | 4 | 0 | 3 |
| 13 Mar | 658.10 | 3.5 | 0.1 | 39.29 | 2 | 0 | 1 |
| 11 Mar | 674.10 | 3.4 | 0.55 | 41.26 | 3 | 1 | 1 |
For Dlf Limited - strike price 560 expiring on 24APR2025
Delta for 560 PE is -0.14
Historical price for 560 PE is as follows
On 8 Apr DLF was trading at 622.40. The strike last trading price was 5.3, which was -5.8 lower than the previous day. The implied volatity was 52.43, the open interest changed by 28 which increased total open position to 411
On 7 Apr DLF was trading at 608.05. The strike last trading price was 10.7, which was 9.5 higher than the previous day. The implied volatity was 58.50, the open interest changed by 154 which increased total open position to 382
On 4 Apr DLF was trading at 653.95. The strike last trading price was 1.2, which was 0.6 higher than the previous day. The implied volatity was 41.52, the open interest changed by 42 which increased total open position to 227
On 3 Apr DLF was trading at 680.05. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 42.63, the open interest changed by 12 which increased total open position to 186
On 2 Apr DLF was trading at 683.15. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 44.53, the open interest changed by 30 which increased total open position to 176
On 1 Apr DLF was trading at 663.10. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 41.63, the open interest changed by 98 which increased total open position to 145
On 28 Mar DLF was trading at 680.50. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 43.39, the open interest changed by 34 which increased total open position to 47
On 27 Mar DLF was trading at 688.50. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 47.09, the open interest changed by 7 which increased total open position to 16
On 26 Mar DLF was trading at 680.45. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 39.78, the open interest changed by 0 which decreased total open position to 3
On 25 Mar DLF was trading at 695.20. The strike last trading price was 0.85, 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 24 Mar DLF was trading at 706.00. The strike last trading price was 0.85, which was -0.9 lower than the previous day. The implied volatity was 43.28, the open interest changed by 0 which decreased total open position to 3
On 18 Mar DLF was trading at 674.80. The strike last trading price was 1.75, which was -1.75 lower than the previous day. The implied volatity was 38.37, the open interest changed by 0 which decreased total open position to 3
On 13 Mar DLF was trading at 658.10. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 39.29, the open interest changed by 0 which decreased total open position to 1
On 11 Mar DLF was trading at 674.10. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was 41.26, the open interest changed by 1 which increased total open position to 1
