Historical option data for DLF
29 Jun 2026 10:49 AM IST
| DLF 28-Jul-2026 (27d) 620 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.01
Theta: -0.42
Gamma: 0.00699
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 619.20 | 24 | -2 (-7.69%) | 32.2 | 56 | 7 | 222 | |||||||||
| 25 Jun | 621.35 | 26.5 | 2.5 (10.42%) | 31.96 | 390 | -25 | 215 | |||||||||
| 24 Jun | 618.15 | 25 | 2 (8.70%) | 31.96 | 510 | 142 | 244 | |||||||||
| 23 Jun | 612.35 | 23 | -6 (-20.69%) | 32.85 | 108 | 18 | 102 | |||||||||
| 22 Jun | 627.60 | 28 | 0 (0.00%) | 28.85 | 16 | 5 | 83 | |||||||||
| 19 Jun | 624.50 | 27.5 | -11.5 (-29.49%) | 31.46 | 46 | 39 | 77 | |||||||||
| 18 Jun | 640.70 | 39 | 10 (34.48%) | 28.72 | 59 | -8 | 37 | |||||||||
| 17 Jun | 623.55 | 29 | -5 (-14.71%) | 30.04 | 24 | 12 | 45 | |||||||||
| 16 Jun | 629.30 | 34.25 | 9.25 (37.00%) | 30.19 | 51 | 17 | 43 | |||||||||
| 15 Jun | 614.45 | 26 | 15 (136.36%) | 31.07 | 40 | 13 | 26 | |||||||||
| 12 Jun | 587.05 | 11 | 2 (22.22%) | 33.12 | 6 | 6 | 13 | |||||||||
| 11 Jun | 563.00 | 9.2 | -3.8 (-29.23%) | 33.92 | 6 | 6 | 7 | |||||||||
| 10 Jun | 563.20 | 12.55 | -21.45 (-63.09%) | 37.42 | 1 | 1 | 1 | |||||||||
For Dlf Limited - strike price 620 expiring on 28JUL2026
Delta for 620 CE is 0.54
Historical price for 620 CE is as follows
On 29 Jun DLF was trading at 619.20. The strike last trading price was 24, which was -2 lower than the previous day. The implied volatity was 32.2, the open interest changed by 7 which increased total open position to 222
On 25 Jun DLF was trading at 621.35. The strike last trading price was 26.5, which was 2.5 higher than the previous day. The implied volatity was 31.96, the open interest changed by -25 which decreased total open position to 215
On 24 Jun DLF was trading at 618.15. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 31.96, the open interest changed by 142 which increased total open position to 244
On 23 Jun DLF was trading at 612.35. The strike last trading price was 23, which was -6 lower than the previous day. The implied volatity was 32.85, the open interest changed by 18 which increased total open position to 102
On 22 Jun DLF was trading at 627.60. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 28.85, the open interest changed by 5 which increased total open position to 83
On 19 Jun DLF was trading at 624.50. The strike last trading price was 27.5, which was -11.5 lower than the previous day. The implied volatity was 31.46, the open interest changed by 39 which increased total open position to 77
On 18 Jun DLF was trading at 640.70. The strike last trading price was 39, which was 10 higher than the previous day. The implied volatity was 28.72, the open interest changed by -8 which decreased total open position to 37
On 17 Jun DLF was trading at 623.55. The strike last trading price was 29, which was -5 lower than the previous day. The implied volatity was 30.04, the open interest changed by 12 which increased total open position to 45
On 16 Jun DLF was trading at 629.30. The strike last trading price was 34.25, which was 9.25 higher than the previous day. The implied volatity was 30.19, the open interest changed by 17 which increased total open position to 43
On 15 Jun DLF was trading at 614.45. The strike last trading price was 26, which was 15 higher than the previous day. The implied volatity was 31.07, the open interest changed by 13 which increased total open position to 26
On 12 Jun DLF was trading at 587.05. The strike last trading price was 11, which was 2 higher than the previous day. The implied volatity was 33.12, the open interest changed by 6 which increased total open position to 13
On 11 Jun DLF was trading at 563.00. The strike last trading price was 9.2, which was -3.8 lower than the previous day. The implied volatity was 33.92, the open interest changed by 6 which increased total open position to 7
On 10 Jun DLF was trading at 563.20. The strike last trading price was 12.55, which was -21.45 lower than the previous day. The implied volatity was 37.42, the open interest changed by 1 which increased total open position to 1
| DLF 28-Jul-2026 (27d) 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.01
Theta: -0.32
Gamma: 0.00707
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 619.20 | 21.15 | 0.55 (2.67%) | 31.86 | 67 | 28 | 190 |
| 25 Jun | 621.35 | 20 | -2.25 (-10.11%) | 30.09 | 231 | 21 | 163 |
| 24 Jun | 618.15 | 22.55 | -3.45 (-13.27%) | 30.15 | 227 | 57 | 141 |
| 23 Jun | 612.35 | 27 | 7.85 (40.99%) | 31.97 | 46 | 15 | 83 |
| 22 Jun | 627.60 | 19.35 | -3.05 (-13.62%) | 30.83 | 25 | 17 | 68 |
| 19 Jun | 624.50 | 22.4 | 7.5 (50.34%) | 31.49 | 20 | 7 | 51 |
| 18 Jun | 640.70 | 14.5 | -7.5 (-34.09%) | 30.45 | 32 | 19 | 42 |
| 17 Jun | 623.55 | 22 | 2.3 (11.68%) | 29.48 | 15 | 7 | 23 |
| 16 Jun | 629.30 | 19.1 | -7.25 (-27.51%) | 30.97 | 34 | 6 | 15 |
| 15 Jun | 614.45 | 26.35 | -31.35 (-54.33%) | 30.87 | 15 | 9 | 9 |
| 12 Jun | 587.05 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 563.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 563.20 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 620 expiring on 28JUL2026
Delta for 620 PE is -0.46
Historical price for 620 PE is as follows
On 29 Jun DLF was trading at 619.20. The strike last trading price was 21.15, which was 0.55 higher than the previous day. The implied volatity was 31.86, the open interest changed by 28 which increased total open position to 190
On 25 Jun DLF was trading at 621.35. The strike last trading price was 20, which was -2.25 lower than the previous day. The implied volatity was 30.09, the open interest changed by 21 which increased total open position to 163
On 24 Jun DLF was trading at 618.15. The strike last trading price was 22.55, which was -3.45 lower than the previous day. The implied volatity was 30.15, the open interest changed by 57 which increased total open position to 141
On 23 Jun DLF was trading at 612.35. The strike last trading price was 27, which was 7.85 higher than the previous day. The implied volatity was 31.97, the open interest changed by 15 which increased total open position to 83
On 22 Jun DLF was trading at 627.60. The strike last trading price was 19.35, which was -3.05 lower than the previous day. The implied volatity was 30.83, the open interest changed by 17 which increased total open position to 68
On 19 Jun DLF was trading at 624.50. The strike last trading price was 22.4, which was 7.5 higher than the previous day. The implied volatity was 31.49, the open interest changed by 7 which increased total open position to 51
On 18 Jun DLF was trading at 640.70. The strike last trading price was 14.5, which was -7.5 lower than the previous day. The implied volatity was 30.45, the open interest changed by 19 which increased total open position to 42
On 17 Jun DLF was trading at 623.55. The strike last trading price was 22, which was 2.3 higher than the previous day. The implied volatity was 29.48, the open interest changed by 7 which increased total open position to 23
On 16 Jun DLF was trading at 629.30. The strike last trading price was 19.1, which was -7.25 lower than the previous day. The implied volatity was 30.97, the open interest changed by 6 which increased total open position to 15
On 15 Jun DLF was trading at 614.45. The strike last trading price was 26.35, which was -31.35 lower than the previous day. The implied volatity was 30.87, the open interest changed by 9 which increased total open position to 9
On 12 Jun DLF was trading at 587.05. 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
On 11 Jun DLF was trading at 563.00. 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 10 Jun DLF was trading at 563.20. 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
