DLF
Dlf Limited
Historical option data for DLF
30 Jan 2026 04:10 PM IST
| DLF 24-FEB-2026 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.65
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 635.75 | 26 | -1.6 | 31.95 | 1,390 | 8 | 790 | |||||||||
| 29 Jan | 638.55 | 27.6 | 5.65 | 30.89 | 2,455 | -131 | 792 | |||||||||
| 28 Jan | 625.55 | 22.5 | 6.2 | 32.37 | 3,542 | 214 | 922 | |||||||||
| 27 Jan | 609.55 | 16.7 | 5.15 | 33.97 | 1,690 | -5 | 710 | |||||||||
| 23 Jan | 588.45 | 11.05 | -10.75 | 35.23 | 1,689 | 405 | 715 | |||||||||
| 22 Jan | 613.30 | 22.05 | -1.1 | 35.83 | 548 | 157 | 311 | |||||||||
| 21 Jan | 617.65 | 23.4 | 3 | 33.75 | 329 | -1 | 154 | |||||||||
| 20 Jan | 612.90 | 20.1 | -15.9 | 34.8 | 460 | 150 | 161 | |||||||||
| 19 Jan | 641.85 | 36 | -34.45 | 35.84 | 13 | 11 | 11 | |||||||||
| 16 Jan | 649.85 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 651.05 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 652.40 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 659.65 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 670.90 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 692.40 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 703.25 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 706.30 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 711.35 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Jan | 698.20 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 691.40 | 70.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 687.40 | 0 | - | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 630 expiring on 24FEB2026
Delta for 630 CE is 0.59
Historical price for 630 CE is as follows
On 30 Jan DLF was trading at 635.75. The strike last trading price was 26, which was -1.6 lower than the previous day. The implied volatity was 31.95, the open interest changed by 8 which increased total open position to 790
On 29 Jan DLF was trading at 638.55. The strike last trading price was 27.6, which was 5.65 higher than the previous day. The implied volatity was 30.89, the open interest changed by -131 which decreased total open position to 792
On 28 Jan DLF was trading at 625.55. The strike last trading price was 22.5, which was 6.2 higher than the previous day. The implied volatity was 32.37, the open interest changed by 214 which increased total open position to 922
On 27 Jan DLF was trading at 609.55. The strike last trading price was 16.7, which was 5.15 higher than the previous day. The implied volatity was 33.97, the open interest changed by -5 which decreased total open position to 710
On 23 Jan DLF was trading at 588.45. The strike last trading price was 11.05, which was -10.75 lower than the previous day. The implied volatity was 35.23, the open interest changed by 405 which increased total open position to 715
On 22 Jan DLF was trading at 613.30. The strike last trading price was 22.05, which was -1.1 lower than the previous day. The implied volatity was 35.83, the open interest changed by 157 which increased total open position to 311
On 21 Jan DLF was trading at 617.65. The strike last trading price was 23.4, which was 3 higher than the previous day. The implied volatity was 33.75, the open interest changed by -1 which decreased total open position to 154
On 20 Jan DLF was trading at 612.90. The strike last trading price was 20.1, which was -15.9 lower than the previous day. The implied volatity was 34.8, the open interest changed by 150 which increased total open position to 161
On 19 Jan DLF was trading at 641.85. The strike last trading price was 36, which was -34.45 lower than the previous day. The implied volatity was 35.84, the open interest changed by 11 which increased total open position to 11
On 16 Jan DLF was trading at 649.85. The strike last trading price was 70.45, 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 Jan DLF was trading at 651.05. The strike last trading price was 70.45, 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 13 Jan DLF was trading at 652.40. The strike last trading price was 70.45, 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 Jan DLF was trading at 659.65. The strike last trading price was 70.45, 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 9 Jan DLF was trading at 670.90. The strike last trading price was 70.45, 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 8 Jan DLF was trading at 692.40. The strike last trading price was 70.45, 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 Jan DLF was trading at 703.25. The strike last trading price was 70.45, 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 Jan DLF was trading at 706.30. The strike last trading price was 70.45, 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 Jan DLF was trading at 711.35. The strike last trading price was 70.45, 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 2 Jan DLF was trading at 698.20. The strike last trading price was 70.45, 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 1 Jan DLF was trading at 691.40. The strike last trading price was 70.45, 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 31 Dec DLF was trading at 687.40. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 24FEB2026 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.65
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 635.75 | 19.4 | 2.35 | 36.12 | 1,400 | 88 | 579 |
| 29 Jan | 638.55 | 16.95 | -6.55 | 33.67 | 1,101 | 28 | 490 |
| 28 Jan | 625.55 | 22.9 | -10.45 | 34.5 | 729 | 132 | 465 |
| 27 Jan | 609.55 | 32.9 | -15.9 | 36.71 | 134 | -12 | 335 |
| 23 Jan | 588.45 | 50.1 | 15.45 | 39.37 | 495 | 192 | 347 |
| 22 Jan | 613.30 | 34.6 | 4.5 | 39.73 | 137 | 40 | 154 |
| 21 Jan | 617.65 | 30.25 | -2.8 | 36.98 | 60 | -1 | 113 |
| 20 Jan | 612.90 | 34.9 | 14.75 | 35.89 | 168 | 39 | 111 |
| 19 Jan | 641.85 | 20.15 | 3.3 | 33.75 | 12 | 4 | 72 |
| 16 Jan | 649.85 | 16.85 | 1.85 | 33.83 | 25 | -3 | 66 |
| 14 Jan | 651.05 | 15 | -0.45 | 30.97 | 73 | 20 | 33 |
| 13 Jan | 652.40 | 15.45 | 0.95 | 31.86 | 12 | 1 | 13 |
| 12 Jan | 659.65 | 14.5 | 0.65 | 33.41 | 2 | -1 | 12 |
| 9 Jan | 670.90 | 13.85 | 9.05 | 35.68 | 2 | 0 | 14 |
| 8 Jan | 692.40 | 4.8 | 0.65 | - | 0 | 0 | 14 |
| 7 Jan | 703.25 | 4.8 | 0.65 | - | 0 | 0 | 14 |
| 6 Jan | 706.30 | 4.8 | 0.65 | 30.6 | 9 | 5 | 13 |
| 5 Jan | 711.35 | 4.2 | -1.4 | 30.58 | 15 | 2 | 6 |
| 2 Jan | 698.20 | 5.6 | -0.95 | 29.41 | 2 | 0 | 2 |
| 1 Jan | 691.40 | 6.55 | -7.45 | 29.36 | 2 | 0 | 0 |
| 31 Dec | 687.40 | 0 | - | - | 0 | 0 | 0 |
For Dlf Limited - strike price 630 expiring on 24FEB2026
Delta for 630 PE is -0.42
Historical price for 630 PE is as follows
On 30 Jan DLF was trading at 635.75. The strike last trading price was 19.4, which was 2.35 higher than the previous day. The implied volatity was 36.12, the open interest changed by 88 which increased total open position to 579
On 29 Jan DLF was trading at 638.55. The strike last trading price was 16.95, which was -6.55 lower than the previous day. The implied volatity was 33.67, the open interest changed by 28 which increased total open position to 490
On 28 Jan DLF was trading at 625.55. The strike last trading price was 22.9, which was -10.45 lower than the previous day. The implied volatity was 34.5, the open interest changed by 132 which increased total open position to 465
On 27 Jan DLF was trading at 609.55. The strike last trading price was 32.9, which was -15.9 lower than the previous day. The implied volatity was 36.71, the open interest changed by -12 which decreased total open position to 335
On 23 Jan DLF was trading at 588.45. The strike last trading price was 50.1, which was 15.45 higher than the previous day. The implied volatity was 39.37, the open interest changed by 192 which increased total open position to 347
On 22 Jan DLF was trading at 613.30. The strike last trading price was 34.6, which was 4.5 higher than the previous day. The implied volatity was 39.73, the open interest changed by 40 which increased total open position to 154
On 21 Jan DLF was trading at 617.65. The strike last trading price was 30.25, which was -2.8 lower than the previous day. The implied volatity was 36.98, the open interest changed by -1 which decreased total open position to 113
On 20 Jan DLF was trading at 612.90. The strike last trading price was 34.9, which was 14.75 higher than the previous day. The implied volatity was 35.89, the open interest changed by 39 which increased total open position to 111
On 19 Jan DLF was trading at 641.85. The strike last trading price was 20.15, which was 3.3 higher than the previous day. The implied volatity was 33.75, the open interest changed by 4 which increased total open position to 72
On 16 Jan DLF was trading at 649.85. The strike last trading price was 16.85, which was 1.85 higher than the previous day. The implied volatity was 33.83, the open interest changed by -3 which decreased total open position to 66
On 14 Jan DLF was trading at 651.05. The strike last trading price was 15, which was -0.45 lower than the previous day. The implied volatity was 30.97, the open interest changed by 20 which increased total open position to 33
On 13 Jan DLF was trading at 652.40. The strike last trading price was 15.45, which was 0.95 higher than the previous day. The implied volatity was 31.86, the open interest changed by 1 which increased total open position to 13
On 12 Jan DLF was trading at 659.65. The strike last trading price was 14.5, which was 0.65 higher than the previous day. The implied volatity was 33.41, the open interest changed by -1 which decreased total open position to 12
On 9 Jan DLF was trading at 670.90. The strike last trading price was 13.85, which was 9.05 higher than the previous day. The implied volatity was 35.68, the open interest changed by 0 which decreased total open position to 14
On 8 Jan DLF was trading at 692.40. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 7 Jan DLF was trading at 703.25. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Jan DLF was trading at 706.30. The strike last trading price was 4.8, which was 0.65 higher than the previous day. The implied volatity was 30.6, the open interest changed by 5 which increased total open position to 13
On 5 Jan DLF was trading at 711.35. The strike last trading price was 4.2, which was -1.4 lower than the previous day. The implied volatity was 30.58, the open interest changed by 2 which increased total open position to 6
On 2 Jan DLF was trading at 698.20. The strike last trading price was 5.6, which was -0.95 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 2
On 1 Jan DLF was trading at 691.40. The strike last trading price was 6.55, which was -7.45 lower than the previous day. The implied volatity was 29.36, the open interest changed by 0 which decreased total open position to 0
On 31 Dec DLF was trading at 687.40. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































