DLF
Dlf Limited
Historical option data for DLF
11 Apr 2025 04:10 PM IST
DLF 24APR2025 600 CE | ||||||||||
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Delta: 0.72
Vega: 0.40
Theta: -0.73
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 623.60 | 33.95 | 2.75 | 40.49 | 614 | -67 | 316 | |||
9 Apr | 612.85 | 31.8 | -6.4 | 47.53 | 630 | 11 | 384 | |||
8 Apr | 621.55 | 39.15 | 5.45 | 46.05 | 848 | 80 | 374 | |||
7 Apr | 608.05 | 33.4 | -26.1 | 53.37 | 861 | 108 | 291 | |||
4 Apr | 653.95 | 59.5 | -25.5 | 30.97 | 25 | 6 | 184 | |||
3 Apr | 680.05 | 85 | -3.45 | 35.78 | 45 | -22 | 178 | |||
2 Apr | 683.15 | 88.05 | 18.55 | 42.52 | 36 | 9 | 200 | |||
1 Apr | 663.10 | 69.8 | -16.8 | 36.37 | 642 | 41 | 189 | |||
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28 Mar | 680.50 | 86.3 | -12.35 | 32.48 | 291 | 41 | 148 | |||
27 Mar | 688.50 | 98.65 | 8.65 | 41.49 | 74 | 64 | 106 | |||
26 Mar | 680.45 | 90 | -15 | 44.29 | 65 | -59 | 41 | |||
25 Mar | 695.20 | 105 | -12.5 | 49.03 | 85 | 25 | 40 | |||
24 Mar | 706.00 | 117.5 | 38.5 | 51.08 | 13 | 9 | 15 | |||
21 Mar | 695.90 | 79 | 0 | 0.00 | 0 | 0 | 0 | |||
20 Mar | 694.30 | 79 | 0 | 0.00 | 0 | 0 | 0 | |||
19 Mar | 697.55 | 79 | 0 | 0.00 | 0 | -1 | 0 | |||
18 Mar | 674.80 | 79 | 9 | - | 1 | 0 | 7 | |||
17 Mar | 655.55 | 70 | -13 | 35.58 | 3 | 2 | 6 | |||
13 Mar | 658.10 | 83 | 2.5 | 50.91 | 4 | 0 | 8 | |||
12 Mar | 668.70 | 80.5 | -86 | 31.00 | 17 | 6 | 6 | |||
11 Mar | 674.10 | 166.5 | 0 | - | 0 | 0 | 0 | |||
10 Mar | 647.10 | 166.5 | 0 | - | 0 | 0 | 0 | |||
7 Mar | 667.05 | 166.5 | 0 | - | 0 | 0 | 0 | |||
5 Mar | 661.35 | 166.5 | 0 | - | 0 | 0 | 0 | |||
28 Feb | 635.55 | 166.5 | 0 | - | 0 | 0 | 0 | |||
24 Feb | 673.70 | 0 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 694.90 | 0 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 690.15 | 0 | 0 | - | 0 | 0 | 0 | |||
18 Feb | 672.10 | 0 | 0 | - | 0 | 0 | 0 | |||
17 Feb | 674.75 | 0 | 0 | - | 0 | 0 | 0 | |||
14 Feb | 673.30 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 680.05 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 600 expiring on 24APR2025
Delta for 600 CE is 0.72
Historical price for 600 CE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 33.95, which was 2.75 higher than the previous day. The implied volatity was 40.49, the open interest changed by -67 which decreased total open position to 316
On 9 Apr DLF was trading at 612.85. The strike last trading price was 31.8, which was -6.4 lower than the previous day. The implied volatity was 47.53, the open interest changed by 11 which increased total open position to 384
On 8 Apr DLF was trading at 621.55. The strike last trading price was 39.15, which was 5.45 higher than the previous day. The implied volatity was 46.05, the open interest changed by 80 which increased total open position to 374
On 7 Apr DLF was trading at 608.05. The strike last trading price was 33.4, which was -26.1 lower than the previous day. The implied volatity was 53.37, the open interest changed by 108 which increased total open position to 291
On 4 Apr DLF was trading at 653.95. The strike last trading price was 59.5, which was -25.5 lower than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 184
On 3 Apr DLF was trading at 680.05. The strike last trading price was 85, which was -3.45 lower than the previous day. The implied volatity was 35.78, the open interest changed by -22 which decreased total open position to 178
On 2 Apr DLF was trading at 683.15. The strike last trading price was 88.05, which was 18.55 higher than the previous day. The implied volatity was 42.52, the open interest changed by 9 which increased total open position to 200
On 1 Apr DLF was trading at 663.10. The strike last trading price was 69.8, which was -16.8 lower than the previous day. The implied volatity was 36.37, the open interest changed by 41 which increased total open position to 189
On 28 Mar DLF was trading at 680.50. The strike last trading price was 86.3, which was -12.35 lower than the previous day. The implied volatity was 32.48, the open interest changed by 41 which increased total open position to 148
On 27 Mar DLF was trading at 688.50. The strike last trading price was 98.65, which was 8.65 higher than the previous day. The implied volatity was 41.49, the open interest changed by 64 which increased total open position to 106
On 26 Mar DLF was trading at 680.45. The strike last trading price was 90, which was -15 lower than the previous day. The implied volatity was 44.29, the open interest changed by -59 which decreased total open position to 41
On 25 Mar DLF was trading at 695.20. The strike last trading price was 105, which was -12.5 lower than the previous day. The implied volatity was 49.03, the open interest changed by 25 which increased total open position to 40
On 24 Mar DLF was trading at 706.00. The strike last trading price was 117.5, which was 38.5 higher than the previous day. The implied volatity was 51.08, the open interest changed by 9 which increased total open position to 15
On 21 Mar DLF was trading at 695.90. The strike last trading price was 79, 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 20 Mar DLF was trading at 694.30. The strike last trading price was 79, 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 19 Mar DLF was trading at 697.55. The strike last trading price was 79, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Mar DLF was trading at 674.80. The strike last trading price was 79, which was 9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Mar DLF was trading at 655.55. The strike last trading price was 70, which was -13 lower than the previous day. The implied volatity was 35.58, the open interest changed by 2 which increased total open position to 6
On 13 Mar DLF was trading at 658.10. The strike last trading price was 83, which was 2.5 higher than the previous day. The implied volatity was 50.91, the open interest changed by 0 which decreased total open position to 8
On 12 Mar DLF was trading at 668.70. The strike last trading price was 80.5, which was -86 lower than the previous day. The implied volatity was 31.00, the open interest changed by 6 which increased total open position to 6
On 11 Mar DLF was trading at 674.10. The strike last trading price was 166.5, 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 10 Mar DLF was trading at 647.10. The strike last trading price was 166.5, 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 Mar DLF was trading at 667.05. The strike last trading price was 166.5, 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 Mar DLF was trading at 661.35. The strike last trading price was 166.5, 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 28 Feb DLF was trading at 635.55. The strike last trading price was 166.5, 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 Feb DLF was trading at 673.70. 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 20 Feb DLF was trading at 694.90. 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 19 Feb DLF was trading at 690.15. 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 18 Feb DLF was trading at 672.10. 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 17 Feb DLF was trading at 674.75. 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 14 Feb DLF was trading at 673.30. 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 12 Feb DLF was trading at 680.05. 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 24APR2025 600 PE | |||||||
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Delta: -0.29
Vega: 0.40
Theta: -0.61
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 623.60 | 9.6 | -7 | 42.95 | 1,650 | -16 | 1,135 |
9 Apr | 612.85 | 16.75 | 2.85 | 48.40 | 1,684 | -49 | 1,148 |
8 Apr | 621.55 | 12.9 | -10.2 | 46.86 | 2,690 | 142 | 1,200 |
7 Apr | 608.05 | 22.85 | 18.6 | 53.83 | 3,759 | 334 | 1,024 |
4 Apr | 653.95 | 4.45 | 2.55 | 38.16 | 981 | 206 | 693 |
3 Apr | 680.05 | 1.85 | -0.4 | 37.49 | 559 | -217 | 488 |
2 Apr | 683.15 | 2.35 | -1.6 | 39.26 | 513 | -50 | 706 |
1 Apr | 663.10 | 3.95 | 0.8 | 37.64 | 733 | 164 | 757 |
28 Mar | 680.50 | 3.2 | -0.2 | 38.32 | 440 | 77 | 593 |
27 Mar | 688.50 | 3.45 | -0.25 | 41.61 | 564 | 201 | 518 |
26 Mar | 680.45 | 3.8 | 0.8 | 38.71 | 302 | 93 | 321 |
25 Mar | 695.20 | 3 | 0.8 | 39.71 | 165 | 66 | 225 |
24 Mar | 706.00 | 2.25 | -0.4 | 39.63 | 192 | 54 | 158 |
21 Mar | 695.90 | 2.75 | -0.45 | 37.69 | 16 | 3 | 104 |
20 Mar | 694.30 | 3 | -0.3 | 36.81 | 67 | 22 | 102 |
19 Mar | 697.55 | 3.15 | -2 | 37.67 | 22 | -3 | 83 |
18 Mar | 674.80 | 5.15 | -2.95 | 37.25 | 164 | 39 | 86 |
17 Mar | 655.55 | 8.1 | 0.85 | 36.51 | 15 | 1 | 47 |
13 Mar | 658.10 | 7.3 | 0.8 | 34.12 | 21 | 1 | 45 |
12 Mar | 668.70 | 6.5 | 0.15 | 35.54 | 24 | 10 | 44 |
11 Mar | 674.10 | 6.15 | -4 | 35.72 | 33 | 15 | 31 |
10 Mar | 647.10 | 10.35 | 2.85 | 33.30 | 19 | 7 | 16 |
7 Mar | 667.05 | 7.5 | -2.3 | 34.48 | 1 | 0 | 9 |
5 Mar | 661.35 | 9.8 | -7.15 | 37.13 | 6 | 1 | 13 |
28 Feb | 635.55 | 17.25 | 10.75 | 36.15 | 16 | 10 | 10 |
24 Feb | 673.70 | 6.5 | 0 | 8.59 | 0 | 0 | 0 |
20 Feb | 694.90 | 6.5 | 0 | 10.45 | 0 | 0 | 0 |
19 Feb | 690.15 | 6.5 | 0 | 10.31 | 0 | 0 | 0 |
18 Feb | 672.10 | 6.5 | 0 | 8.27 | 0 | 0 | 0 |
17 Feb | 674.75 | 6.5 | 0 | 7.91 | 0 | 0 | 0 |
14 Feb | 673.30 | 6.5 | 0 | 8.22 | 0 | 0 | 0 |
12 Feb | 680.05 | 6.5 | 0 | 8.60 | 0 | 0 | 0 |
For Dlf Limited - strike price 600 expiring on 24APR2025
Delta for 600 PE is -0.29
Historical price for 600 PE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 9.6, which was -7 lower than the previous day. The implied volatity was 42.95, the open interest changed by -16 which decreased total open position to 1135
On 9 Apr DLF was trading at 612.85. The strike last trading price was 16.75, which was 2.85 higher than the previous day. The implied volatity was 48.40, the open interest changed by -49 which decreased total open position to 1148
On 8 Apr DLF was trading at 621.55. The strike last trading price was 12.9, which was -10.2 lower than the previous day. The implied volatity was 46.86, the open interest changed by 142 which increased total open position to 1200
On 7 Apr DLF was trading at 608.05. The strike last trading price was 22.85, which was 18.6 higher than the previous day. The implied volatity was 53.83, the open interest changed by 334 which increased total open position to 1024
On 4 Apr DLF was trading at 653.95. The strike last trading price was 4.45, which was 2.55 higher than the previous day. The implied volatity was 38.16, the open interest changed by 206 which increased total open position to 693
On 3 Apr DLF was trading at 680.05. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 37.49, the open interest changed by -217 which decreased total open position to 488
On 2 Apr DLF was trading at 683.15. The strike last trading price was 2.35, which was -1.6 lower than the previous day. The implied volatity was 39.26, the open interest changed by -50 which decreased total open position to 706
On 1 Apr DLF was trading at 663.10. The strike last trading price was 3.95, which was 0.8 higher than the previous day. The implied volatity was 37.64, the open interest changed by 164 which increased total open position to 757
On 28 Mar DLF was trading at 680.50. The strike last trading price was 3.2, which was -0.2 lower than the previous day. The implied volatity was 38.32, the open interest changed by 77 which increased total open position to 593
On 27 Mar DLF was trading at 688.50. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 41.61, the open interest changed by 201 which increased total open position to 518
On 26 Mar DLF was trading at 680.45. The strike last trading price was 3.8, which was 0.8 higher than the previous day. The implied volatity was 38.71, the open interest changed by 93 which increased total open position to 321
On 25 Mar DLF was trading at 695.20. The strike last trading price was 3, which was 0.8 higher than the previous day. The implied volatity was 39.71, the open interest changed by 66 which increased total open position to 225
On 24 Mar DLF was trading at 706.00. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 39.63, the open interest changed by 54 which increased total open position to 158
On 21 Mar DLF was trading at 695.90. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 37.69, the open interest changed by 3 which increased total open position to 104
On 20 Mar DLF was trading at 694.30. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 36.81, the open interest changed by 22 which increased total open position to 102
On 19 Mar DLF was trading at 697.55. The strike last trading price was 3.15, which was -2 lower than the previous day. The implied volatity was 37.67, the open interest changed by -3 which decreased total open position to 83
On 18 Mar DLF was trading at 674.80. The strike last trading price was 5.15, which was -2.95 lower than the previous day. The implied volatity was 37.25, the open interest changed by 39 which increased total open position to 86
On 17 Mar DLF was trading at 655.55. The strike last trading price was 8.1, which was 0.85 higher than the previous day. The implied volatity was 36.51, the open interest changed by 1 which increased total open position to 47
On 13 Mar DLF was trading at 658.10. The strike last trading price was 7.3, which was 0.8 higher than the previous day. The implied volatity was 34.12, the open interest changed by 1 which increased total open position to 45
On 12 Mar DLF was trading at 668.70. The strike last trading price was 6.5, which was 0.15 higher than the previous day. The implied volatity was 35.54, the open interest changed by 10 which increased total open position to 44
On 11 Mar DLF was trading at 674.10. The strike last trading price was 6.15, which was -4 lower than the previous day. The implied volatity was 35.72, the open interest changed by 15 which increased total open position to 31
On 10 Mar DLF was trading at 647.10. The strike last trading price was 10.35, which was 2.85 higher than the previous day. The implied volatity was 33.30, the open interest changed by 7 which increased total open position to 16
On 7 Mar DLF was trading at 667.05. The strike last trading price was 7.5, which was -2.3 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 9
On 5 Mar DLF was trading at 661.35. The strike last trading price was 9.8, which was -7.15 lower than the previous day. The implied volatity was 37.13, the open interest changed by 1 which increased total open position to 13
On 28 Feb DLF was trading at 635.55. The strike last trading price was 17.25, which was 10.75 higher than the previous day. The implied volatity was 36.15, the open interest changed by 10 which increased total open position to 10
On 24 Feb DLF was trading at 673.70. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 8.59, the open interest changed by 0 which decreased total open position to 0
On 20 Feb DLF was trading at 694.90. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 10.45, the open interest changed by 0 which decreased total open position to 0
On 19 Feb DLF was trading at 690.15. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 10.31, the open interest changed by 0 which decreased total open position to 0
On 18 Feb DLF was trading at 672.10. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0
On 17 Feb DLF was trading at 674.75. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
On 14 Feb DLF was trading at 673.30. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 12 Feb DLF was trading at 680.05. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0