Historical option data for DLF
11 Jun 2026 04:11 PM IST
| DLF 30-Jun-2026 (18d) 575 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.01
Theta: -0.45
Gamma: 0.00961
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 563.00 | 12.3 | -0.7 (-5.38%) | 31.45 | 80 | -3 | 180 | |||||||||
| 10 Jun | 563.20 | 12.75 | -6.25 (-32.89%) | 31.95 | 186 | 23 | 183 | |||||||||
| 9 Jun | 575.15 | 18.95 | 4.95 (35.36%) | 32.92 | 378 | 2 | 160 | |||||||||
| 8 Jun | 561.30 | 12.4 | -9.6 (-43.64%) | 33.6 | 171 | 53 | 158 | |||||||||
| 5 Jun | 577.70 | 22.55 | -1.45 (-6.04%) | 33.24 | 82 | 19 | 103 | |||||||||
| 4 Jun | 577.80 | 23.7 | -4.3 (-15.36%) | 34.91 | 191 | 46 | 84 | |||||||||
| 3 Jun | 581.55 | 26.65 | -7.35 (-21.62%) | 35.01 | 127 | 26 | 38 | |||||||||
| 2 Jun | 591.85 | 34.2 | 8.2 (31.54%) | 35.52 | 37 | 6 | 13 | |||||||||
| 1 Jun | 580.05 | 26.3 | -9.7 (-26.94%) | 32.87 | 8 | 3 | 7 | |||||||||
| 29 May | 590.60 | 35.95 | -0.05 (-0.14%) | - | 2 | 0 | 4 | |||||||||
| 27 May | 593.90 | 35.95 | -0.05 (-0.14%) | 32.5 | 2 | 0 | 4 | |||||||||
| 26 May | 589.80 | 35.95 | -2.05 (-5.39%) | 32.5 | 2 | -1 | 4 | |||||||||
| 25 May | 592.30 | 38.4 | 4.4 (12.94%) | 37.26 | 4 | 0 | 4 | |||||||||
| 22 May | 586.70 | 34.4 | 0.4 (1.18%) | 33.18 | 1 | 0 | 4 | |||||||||
| 21 May | 587.95 | 34.4 | 3.4 (10.97%) | 33.18 | 1 | 0 | 4 | |||||||||
| 20 May | 583.30 | 31.15 | 1.15 (3.83%) | 32.92 | 4 | 2 | 5 | |||||||||
| 19 May | 577.40 | 29.8 | 1.8 (6.43%) | 34.19 | 3 | 3 | 3 | |||||||||
| 18 May | 573.15 | 27.9 | -18.1 (-39.35%) | 33.11 | 4 | 2 | 2 | |||||||||
| 15 May | 566.75 | 0 | -46 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 583.25 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 574.15 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 569.20 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 590.25 | 0 | -46 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 608.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 618.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 597.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 607.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 587.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 594.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 575 expiring on 30JUN2026
Delta for 575 CE is 0.43
Historical price for 575 CE is as follows
On 11 Jun DLF was trading at 563.00. The strike last trading price was 12.3, which was -0.7 lower than the previous day. The implied volatity was 31.45, the open interest changed by -3 which decreased total open position to 180
On 10 Jun DLF was trading at 563.20. The strike last trading price was 12.75, which was -6.25 lower than the previous day. The implied volatity was 31.95, the open interest changed by 23 which increased total open position to 183
On 9 Jun DLF was trading at 575.15. The strike last trading price was 18.95, which was 4.95 higher than the previous day. The implied volatity was 32.92, the open interest changed by 2 which increased total open position to 160
On 8 Jun DLF was trading at 561.30. The strike last trading price was 12.4, which was -9.6 lower than the previous day. The implied volatity was 33.6, the open interest changed by 53 which increased total open position to 158
On 5 Jun DLF was trading at 577.70. The strike last trading price was 22.55, which was -1.45 lower than the previous day. The implied volatity was 33.24, the open interest changed by 19 which increased total open position to 103
On 4 Jun DLF was trading at 577.80. The strike last trading price was 23.7, which was -4.3 lower than the previous day. The implied volatity was 34.91, the open interest changed by 46 which increased total open position to 84
On 3 Jun DLF was trading at 581.55. The strike last trading price was 26.65, which was -7.35 lower than the previous day. The implied volatity was 35.01, the open interest changed by 26 which increased total open position to 38
On 2 Jun DLF was trading at 591.85. The strike last trading price was 34.2, which was 8.2 higher than the previous day. The implied volatity was 35.52, the open interest changed by 6 which increased total open position to 13
On 1 Jun DLF was trading at 580.05. The strike last trading price was 26.3, which was -9.7 lower than the previous day. The implied volatity was 32.87, the open interest changed by 3 which increased total open position to 7
On 29 May DLF was trading at 590.60. The strike last trading price was 35.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 May DLF was trading at 593.90. The strike last trading price was 35.95, which was -0.05 lower than the previous day. The implied volatity was 32.5, the open interest changed by 0 which decreased total open position to 4
On 26 May DLF was trading at 589.80. The strike last trading price was 35.95, which was -2.05 lower than the previous day. The implied volatity was 32.5, the open interest changed by -1 which decreased total open position to 4
On 25 May DLF was trading at 592.30. The strike last trading price was 38.4, which was 4.4 higher than the previous day. The implied volatity was 37.26, the open interest changed by 0 which decreased total open position to 4
On 22 May DLF was trading at 586.70. The strike last trading price was 34.4, which was 0.4 higher than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 4
On 21 May DLF was trading at 587.95. The strike last trading price was 34.4, which was 3.4 higher than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 4
On 20 May DLF was trading at 583.30. The strike last trading price was 31.15, which was 1.15 higher than the previous day. The implied volatity was 32.92, the open interest changed by 2 which increased total open position to 5
On 19 May DLF was trading at 577.40. The strike last trading price was 29.8, which was 1.8 higher than the previous day. The implied volatity was 34.19, the open interest changed by 3 which increased total open position to 3
On 18 May DLF was trading at 573.15. The strike last trading price was 27.9, which was -18.1 lower than the previous day. The implied volatity was 33.11, the open interest changed by 2 which increased total open position to 2
On 15 May DLF was trading at 566.75. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DLF was trading at 583.25. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DLF was trading at 574.15. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DLF was trading at 569.20. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DLF was trading at 590.25. The strike last trading price was 0, which was -46 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DLF was trading at 608.25. The strike last trading price was 0, 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 May DLF was trading at 618.85. The strike last trading price was 0, 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 6 May DLF was trading at 609.60. The strike last trading price was 0, 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 5 May DLF was trading at 597.30. The strike last trading price was 0, 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 May DLF was trading at 607.20. The strike last trading price was 0, 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 30 Apr DLF was trading at 587.00. The strike last trading price was 0, 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 29 Apr DLF was trading at 594.45. The strike last trading price was 0, 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 30-Jun-2026 (18d) 575 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.01
Theta: -0.34
Gamma: 0.01012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 563.00 | 19.9 | -2.4 (-10.76%) | 29.88 | 16 | -1 | 217 |
| 10 Jun | 563.20 | 22.6 | 7.15 (46.28%) | 32.54 | 207 | 17 | 218 |
| 9 Jun | 575.15 | 15.65 | -8.25 (-34.52%) | 29.52 | 152 | 34 | 199 |
| 8 Jun | 561.30 | 26.15 | 10.65 (68.71%) | 32.25 | 115 | -41 | 165 |
| 5 Jun | 577.70 | 14.65 | -1.05 (-6.69%) | 28.24 | 318 | 43 | 206 |
| 4 Jun | 577.80 | 15.35 | 0.4 (2.68%) | 29.19 | 244 | 89 | 163 |
| 3 Jun | 581.55 | 14.8 | 3.5 (30.97%) | 30.08 | 227 | -40 | 73 |
| 2 Jun | 591.85 | 11.5 | -4.25 (-26.98%) | 29.95 | 155 | -13 | 114 |
| 1 Jun | 580.05 | 16.2 | 4.65 (40.26%) | 30.2 | 111 | 49 | 126 |
| 29 May | 590.60 | 11 | -0.5 (-4.35%) | 30.45 | 68 | -3 | 57 |
| 27 May | 593.90 | 11.35 | -2.55 (-18.35%) | 29.44 | 66 | 11 | 59 |
| 26 May | 589.80 | 13.9 | -1.45 (-9.45%) | 31.14 | 13 | 7 | 47 |
| 25 May | 592.30 | 16.4 | 16.4 (-6.40%) | 33.28 | 13 | 0 | 41 |
| 22 May | 586.70 | 16.4 | -2.1 (-11.35%) | 32.29 | 13 | 2 | 41 |
| 21 May | 587.95 | 18.5 | -1.35 (-6.80%) | 32.57 | 1 | 0 | 40 |
| 20 May | 583.30 | 19.6 | -8.3 (-29.75%) | 32.6 | 39 | 34 | 40 |
| 19 May | 577.40 | 27.9 | 0 (0.00%) | 37.24 | 0 | 0 | 6 |
| 18 May | 573.15 | 27.9 | 0 (0.00%) | 37.24 | 4 | 0 | 5 |
| 15 May | 566.75 | 27.9 | 0.15 (0.54%) | 31.83 | 11 | 5 | 5 |
| 14 May | 583.25 | 0 | -27.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 574.15 | 0 | -27.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 569.20 | 0 | -27.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 590.25 | 0 | -27.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 608.25 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 618.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 597.30 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 607.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 587.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 594.45 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 575 expiring on 30JUN2026
Delta for 575 PE is -0.57
Historical price for 575 PE is as follows
On 11 Jun DLF was trading at 563.00. The strike last trading price was 19.9, which was -2.4 lower than the previous day. The implied volatity was 29.88, the open interest changed by -1 which decreased total open position to 217
On 10 Jun DLF was trading at 563.20. The strike last trading price was 22.6, which was 7.15 higher than the previous day. The implied volatity was 32.54, the open interest changed by 17 which increased total open position to 218
On 9 Jun DLF was trading at 575.15. The strike last trading price was 15.65, which was -8.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by 34 which increased total open position to 199
On 8 Jun DLF was trading at 561.30. The strike last trading price was 26.15, which was 10.65 higher than the previous day. The implied volatity was 32.25, the open interest changed by -41 which decreased total open position to 165
On 5 Jun DLF was trading at 577.70. The strike last trading price was 14.65, which was -1.05 lower than the previous day. The implied volatity was 28.24, the open interest changed by 43 which increased total open position to 206
On 4 Jun DLF was trading at 577.80. The strike last trading price was 15.35, which was 0.4 higher than the previous day. The implied volatity was 29.19, the open interest changed by 89 which increased total open position to 163
On 3 Jun DLF was trading at 581.55. The strike last trading price was 14.8, which was 3.5 higher than the previous day. The implied volatity was 30.08, the open interest changed by -40 which decreased total open position to 73
On 2 Jun DLF was trading at 591.85. The strike last trading price was 11.5, which was -4.25 lower than the previous day. The implied volatity was 29.95, the open interest changed by -13 which decreased total open position to 114
On 1 Jun DLF was trading at 580.05. The strike last trading price was 16.2, which was 4.65 higher than the previous day. The implied volatity was 30.2, the open interest changed by 49 which increased total open position to 126
On 29 May DLF was trading at 590.60. The strike last trading price was 11, which was -0.5 lower than the previous day. The implied volatity was 30.45, the open interest changed by -3 which decreased total open position to 57
On 27 May DLF was trading at 593.90. The strike last trading price was 11.35, which was -2.55 lower than the previous day. The implied volatity was 29.44, the open interest changed by 11 which increased total open position to 59
On 26 May DLF was trading at 589.80. The strike last trading price was 13.9, which was -1.45 lower than the previous day. The implied volatity was 31.14, the open interest changed by 7 which increased total open position to 47
On 25 May DLF was trading at 592.30. The strike last trading price was 16.4, which was 16.4 higher than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 41
On 22 May DLF was trading at 586.70. The strike last trading price was 16.4, which was -2.1 lower than the previous day. The implied volatity was 32.29, the open interest changed by 2 which increased total open position to 41
On 21 May DLF was trading at 587.95. The strike last trading price was 18.5, which was -1.35 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 40
On 20 May DLF was trading at 583.30. The strike last trading price was 19.6, which was -8.3 lower than the previous day. The implied volatity was 32.6, the open interest changed by 34 which increased total open position to 40
On 19 May DLF was trading at 577.40. The strike last trading price was 27.9, which was 0 lower than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 6
On 18 May DLF was trading at 573.15. The strike last trading price was 27.9, which was 0 lower than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 5
On 15 May DLF was trading at 566.75. The strike last trading price was 27.9, which was 0.15 higher than the previous day. The implied volatity was 31.83, the open interest changed by 5 which increased total open position to 5
On 14 May DLF was trading at 583.25. The strike last trading price was 0, which was -27.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DLF was trading at 574.15. The strike last trading price was 0, which was -27.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DLF was trading at 569.20. The strike last trading price was 0, which was -27.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DLF was trading at 590.25. The strike last trading price was 0, which was -27.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DLF was trading at 608.25. The strike last trading price was 0, 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 May DLF was trading at 618.85. The strike last trading price was 0, 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 6 May DLF was trading at 609.60. The strike last trading price was 0, 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 5 May DLF was trading at 597.30. The strike last trading price was 0, 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 May DLF was trading at 607.20. The strike last trading price was 0, 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 30 Apr DLF was trading at 587.00. The strike last trading price was 0, 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 29 Apr DLF was trading at 594.45. The strike last trading price was 0, 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
