Historical option data for DLF
29 Jun 2026 10:49 AM IST
| DLF 28-Jul-2026 (26d) 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.01
Theta: -0.43
Gamma: 0.00689
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 619.20 | 19.6 | -1.4 (-6.67%) | 32.75 | 140 | 17 | 418 | |||||||||
| 25 Jun | 621.35 | 21.05 | 1.05 (5.25%) | 31.76 | 692 | 94 | 401 | |||||||||
| 24 Jun | 618.15 | 20.15 | 1.15 (6.05%) | 32.04 | 321 | 78 | 306 | |||||||||
| 23 Jun | 612.35 | 19 | -4 (-17.39%) | 33.46 | 383 | 110 | 228 | |||||||||
| 22 Jun | 627.60 | 23.5 | -1.5 (-6.00%) | 30.54 | 105 | 45 | 118 | |||||||||
| 19 Jun | 624.50 | 23.95 | -9.05 (-27.42%) | 30.01 | 61 | 40 | 73 | |||||||||
| 18 Jun | 640.70 | 33.4 | 9.4 (39.17%) | 28.41 | 76 | 8 | 32 | |||||||||
| 17 Jun | 623.55 | 23.85 | -2.15 (-8.27%) | 30.17 | 26 | 2 | 22 | |||||||||
| 16 Jun | 629.30 | 25.85 | 4.85 (23.10%) | 29.69 | 16 | 7 | 20 | |||||||||
| 15 Jun | 614.45 | 21.1 | 9.1 (75.83%) | 30.67 | 13 | 1 | 13 | |||||||||
| 12 Jun | 587.05 | 11.5 | 4.5 (64.29%) | 32.01 | 2 | 0 | 12 | |||||||||
| 11 Jun | 563.00 | 7.4 | -23.6 (-76.13%) | 32.79 | 12 | 11 | 11 | |||||||||
| 7 May | 618.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 630 expiring on 28JUL2026
Delta for 630 CE is 0.47
Historical price for 630 CE is as follows
On 29 Jun DLF was trading at 619.20. The strike last trading price was 19.6, which was -1.4 lower than the previous day. The implied volatity was 32.75, the open interest changed by 17 which increased total open position to 418
On 25 Jun DLF was trading at 621.35. The strike last trading price was 21.05, which was 1.05 higher than the previous day. The implied volatity was 31.76, the open interest changed by 94 which increased total open position to 401
On 24 Jun DLF was trading at 618.15. The strike last trading price was 20.15, which was 1.15 higher than the previous day. The implied volatity was 32.04, the open interest changed by 78 which increased total open position to 306
On 23 Jun DLF was trading at 612.35. The strike last trading price was 19, which was -4 lower than the previous day. The implied volatity was 33.46, the open interest changed by 110 which increased total open position to 228
On 22 Jun DLF was trading at 627.60. The strike last trading price was 23.5, which was -1.5 lower than the previous day. The implied volatity was 30.54, the open interest changed by 45 which increased total open position to 118
On 19 Jun DLF was trading at 624.50. The strike last trading price was 23.95, which was -9.05 lower than the previous day. The implied volatity was 30.01, the open interest changed by 40 which increased total open position to 73
On 18 Jun DLF was trading at 640.70. The strike last trading price was 33.4, which was 9.4 higher than the previous day. The implied volatity was 28.41, the open interest changed by 8 which increased total open position to 32
On 17 Jun DLF was trading at 623.55. The strike last trading price was 23.85, which was -2.15 lower than the previous day. The implied volatity was 30.17, the open interest changed by 2 which increased total open position to 22
On 16 Jun DLF was trading at 629.30. The strike last trading price was 25.85, which was 4.85 higher than the previous day. The implied volatity was 29.69, the open interest changed by 7 which increased total open position to 20
On 15 Jun DLF was trading at 614.45. The strike last trading price was 21.1, which was 9.1 higher than the previous day. The implied volatity was 30.67, the open interest changed by 1 which increased total open position to 13
On 12 Jun DLF was trading at 587.05. The strike last trading price was 11.5, which was 4.5 higher than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 12
On 11 Jun DLF was trading at 563.00. The strike last trading price was 7.4, which was -23.6 lower than the previous day. The implied volatity was 32.79, the open interest changed by 11 which increased total open position to 11
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
| DLF 28-Jul-2026 (26d) 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.32
Gamma: 0.00718
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 619.20 | 24.65 | -0.95 (-3.71%) | 31.35 | 75 | 1 | 331 |
| 25 Jun | 621.35 | 25.85 | -1.7 (-6.17%) | 30.3 | 301 | 137 | 330 |
| 24 Jun | 618.15 | 27 | -4.6 (-14.56%) | 29.73 | 27 | 1 | 192 |
| 23 Jun | 612.35 | 33.05 | 8.95 (37.14%) | 31.73 | 238 | 107 | 190 |
| 22 Jun | 627.60 | 24.45 | -1.05 (-4.12%) | 31.37 | 101 | 19 | 83 |
| 19 Jun | 624.50 | 25.5 | 6.9 (37.10%) | 30.01 | 49 | 19 | 64 |
| 18 Jun | 640.70 | 18.5 | -7.25 (-28.16%) | 30.5 | 48 | 26 | 43 |
| 17 Jun | 623.55 | 25.75 | 0.65 (2.59%) | 28.97 | 26 | 8 | 16 |
| 16 Jun | 629.30 | 23.75 | -10 (-29.63%) | 30.19 | 9 | 6 | 7 |
| 15 Jun | 614.45 | 33.75 | -30.2 (-47.22%) | 33.12 | 1 | 0 | 0 |
| 12 Jun | 587.05 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 563.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 618.85 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 630 expiring on 28JUL2026
Delta for 630 PE is -0.52
Historical price for 630 PE is as follows
On 29 Jun DLF was trading at 619.20. The strike last trading price was 24.65, which was -0.95 lower than the previous day. The implied volatity was 31.35, the open interest changed by 1 which increased total open position to 331
On 25 Jun DLF was trading at 621.35. The strike last trading price was 25.85, which was -1.7 lower than the previous day. The implied volatity was 30.3, the open interest changed by 137 which increased total open position to 330
On 24 Jun DLF was trading at 618.15. The strike last trading price was 27, which was -4.6 lower than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 192
On 23 Jun DLF was trading at 612.35. The strike last trading price was 33.05, which was 8.95 higher than the previous day. The implied volatity was 31.73, the open interest changed by 107 which increased total open position to 190
On 22 Jun DLF was trading at 627.60. The strike last trading price was 24.45, which was -1.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by 19 which increased total open position to 83
On 19 Jun DLF was trading at 624.50. The strike last trading price was 25.5, which was 6.9 higher than the previous day. The implied volatity was 30.01, the open interest changed by 19 which increased total open position to 64
On 18 Jun DLF was trading at 640.70. The strike last trading price was 18.5, which was -7.25 lower than the previous day. The implied volatity was 30.5, the open interest changed by 26 which increased total open position to 43
On 17 Jun DLF was trading at 623.55. The strike last trading price was 25.75, which was 0.65 higher than the previous day. The implied volatity was 28.97, the open interest changed by 8 which increased total open position to 16
On 16 Jun DLF was trading at 629.30. The strike last trading price was 23.75, which was -10 lower than the previous day. The implied volatity was 30.19, the open interest changed by 6 which increased total open position to 7
On 15 Jun DLF was trading at 614.45. The strike last trading price was 33.75, which was -30.2 lower than the previous day. The implied volatity was 33.12, the open interest changed by 0 which decreased total open position to 0
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 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
