Historical option data for DLF
04 Jun 2026 04:10 PM IST
| DLF 30-Jun-2026 (25d) 595 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.41
Vega: 0.01
Theta: -0.41
Gamma: 0.00753
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 577.80 | 14.5 | -2.5 (-14.71%) | 33.2 | 89 | 8 | 183 | |||||||||
| 3 Jun | 581.55 | 16.05 | -5.95 (-27.05%) | 32.9 | 260 | -10 | 176 | |||||||||
| 2 Jun | 591.85 | 20.9 | 4.9 (30.62%) | 32.85 | 325 | -17 | 186 | |||||||||
| 1 Jun | 580.05 | 15.2 | -7.8 (-33.91%) | 31.75 | 388 | 29 | 204 | |||||||||
| 29 May | 590.60 | 24.5 | 0.5 (2.08%) | 31.21 | 304 | 2 | 174 | |||||||||
| 27 May | 593.90 | 23.35 | 1.35 (6.14%) | 29.44 | 264 | 25 | 171 | |||||||||
| 26 May | 589.80 | 22.05 | -2.95 (-11.80%) | 29.98 | 182 | 84 | 145 | |||||||||
| 25 May | 592.30 | 24.8 | 0.8 (3.33%) | 32.82 | 107 | 44 | 62 | |||||||||
| 22 May | 586.70 | 24.05 | 1.05 (4.57%) | 34.33 | 23 | 7 | 17 | |||||||||
| 21 May | 587.95 | 22.9 | -13.1 (-36.39%) | 31.26 | 11 | 10 | 10 | |||||||||
| 18 May | 573.15 | 0 | -36 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 566.75 | 0 | -36 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 583.25 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 574.15 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 569.20 | 0 | -36 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 590.25 | 0 | -36 (-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 595 expiring on 30JUN2026
Delta for 595 CE is 0.41
Historical price for 595 CE is as follows
On 4 Jun DLF was trading at 577.80. The strike last trading price was 14.5, which was -2.5 lower than the previous day. The implied volatity was 33.2, the open interest changed by 8 which increased total open position to 183
On 3 Jun DLF was trading at 581.55. The strike last trading price was 16.05, which was -5.95 lower than the previous day. The implied volatity was 32.9, the open interest changed by -10 which decreased total open position to 176
On 2 Jun DLF was trading at 591.85. The strike last trading price was 20.9, which was 4.9 higher than the previous day. The implied volatity was 32.85, the open interest changed by -17 which decreased total open position to 186
On 1 Jun DLF was trading at 580.05. The strike last trading price was 15.2, which was -7.8 lower than the previous day. The implied volatity was 31.75, the open interest changed by 29 which increased total open position to 204
On 29 May DLF was trading at 590.60. The strike last trading price was 24.5, which was 0.5 higher than the previous day. The implied volatity was 31.21, the open interest changed by 2 which increased total open position to 174
On 27 May DLF was trading at 593.90. The strike last trading price was 23.35, which was 1.35 higher than the previous day. The implied volatity was 29.44, the open interest changed by 25 which increased total open position to 171
On 26 May DLF was trading at 589.80. The strike last trading price was 22.05, which was -2.95 lower than the previous day. The implied volatity was 29.98, the open interest changed by 84 which increased total open position to 145
On 25 May DLF was trading at 592.30. The strike last trading price was 24.8, which was 0.8 higher than the previous day. The implied volatity was 32.82, the open interest changed by 44 which increased total open position to 62
On 22 May DLF was trading at 586.70. The strike last trading price was 24.05, which was 1.05 higher than the previous day. The implied volatity was 34.33, the open interest changed by 7 which increased total open position to 17
On 21 May DLF was trading at 587.95. The strike last trading price was 22.9, which was -13.1 lower than the previous day. The implied volatity was 31.26, the open interest changed by 10 which increased total open position to 10
On 18 May DLF was trading at 573.15. The strike last trading price was 0, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May DLF was trading at 566.75. The strike last trading price was 0, which was -36 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 -36 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 -36 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 -36 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 -36 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 (25d) 595 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.01
Theta: -0.27
Gamma: 0.00887
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 577.80 | 24.4 | 0.85 (3.61%) | 27.99 | 13 | 5 | 222 |
| 3 Jun | 581.55 | 24.9 | 5.6 (29.02%) | 29.43 | 127 | 30 | 216 |
| 2 Jun | 591.85 | 19.4 | -6.4 (-24.81%) | 28.42 | 107 | 13 | 186 |
| 1 Jun | 580.05 | 26.2 | 5.2 (24.76%) | 28.7 | 413 | 32 | 174 |
| 29 May | 590.60 | 20.15 | 1.05 (5.50%) | 28 | 164 | -8 | 142 |
| 27 May | 593.90 | 19.45 | -2.95 (-13.17%) | 29.33 | 228 | 18 | 150 |
| 26 May | 589.80 | 22.35 | 0.1 (0.45%) | 29.24 | 145 | 55 | 132 |
| 25 May | 592.30 | 22.35 | -1.95 (-8.02%) | 29.95 | 106 | 72 | 79 |
| 22 May | 586.70 | 24.3 | -1.8 (-6.90%) | 31.39 | 6 | 5 | 6 |
| 21 May | 587.95 | 26.1 | -11.4 (-30.40%) | 31.33 | 1 | 0 | 0 |
| 18 May | 573.15 | 0 | -37.5 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 566.75 | 0 | -37.5 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 583.25 | 0 | -37.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 574.15 | 0 | -37.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 569.20 | 0 | -37.5 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 590.25 | 0 | -37.5 (-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 595 expiring on 30JUN2026
Delta for 595 PE is -0.59
Historical price for 595 PE is as follows
On 4 Jun DLF was trading at 577.80. The strike last trading price was 24.4, which was 0.85 higher than the previous day. The implied volatity was 27.99, the open interest changed by 5 which increased total open position to 222
On 3 Jun DLF was trading at 581.55. The strike last trading price was 24.9, which was 5.6 higher than the previous day. The implied volatity was 29.43, the open interest changed by 30 which increased total open position to 216
On 2 Jun DLF was trading at 591.85. The strike last trading price was 19.4, which was -6.4 lower than the previous day. The implied volatity was 28.42, the open interest changed by 13 which increased total open position to 186
On 1 Jun DLF was trading at 580.05. The strike last trading price was 26.2, which was 5.2 higher than the previous day. The implied volatity was 28.7, the open interest changed by 32 which increased total open position to 174
On 29 May DLF was trading at 590.60. The strike last trading price was 20.15, which was 1.05 higher than the previous day. The implied volatity was 28, the open interest changed by -8 which decreased total open position to 142
On 27 May DLF was trading at 593.90. The strike last trading price was 19.45, which was -2.95 lower than the previous day. The implied volatity was 29.33, the open interest changed by 18 which increased total open position to 150
On 26 May DLF was trading at 589.80. The strike last trading price was 22.35, which was 0.1 higher than the previous day. The implied volatity was 29.24, the open interest changed by 55 which increased total open position to 132
On 25 May DLF was trading at 592.30. The strike last trading price was 22.35, which was -1.95 lower than the previous day. The implied volatity was 29.95, the open interest changed by 72 which increased total open position to 79
On 22 May DLF was trading at 586.70. The strike last trading price was 24.3, which was -1.8 lower than the previous day. The implied volatity was 31.39, the open interest changed by 5 which increased total open position to 6
On 21 May DLF was trading at 587.95. The strike last trading price was 26.1, which was -11.4 lower than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 0
On 18 May DLF was trading at 573.15. The strike last trading price was 0, which was -37.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May DLF was trading at 566.75. The strike last trading price was 0, which was -37.5 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 -37.5 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 -37.5 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 -37.5 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 -37.5 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
