DLF
Dlf Limited
Historical option data for DLF
25 Feb 2026 02:20 PM IST
| DLF 30-MAR-2026 630 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 0.71
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 611.05 | 13.8 | -2.3 | 26.64 | 1,830 | 325 | 1,182 | |||||||||
| 24 Feb | 611.65 | 16.7 | -6.1 | 28.66 | 1,425 | 342 | 859 | |||||||||
| 23 Feb | 626.30 | 22.7 | -1 | 28.7 | 772 | 192 | 514 | |||||||||
| 20 Feb | 629.30 | 23.6 | 2.4 | 25.71 | 608 | 120 | 323 | |||||||||
| 19 Feb | 620.50 | 20.45 | -11.85 | 27.04 | 278 | 145 | 204 | |||||||||
| 18 Feb | 642.45 | 33.35 | 0.25 | 26.75 | 27 | 5 | 59 | |||||||||
| 17 Feb | 639.05 | 33.1 | -3.8 | 28.9 | 18 | 5 | 58 | |||||||||
| 16 Feb | 643.80 | 36.55 | 8.5 | 29 | 92 | 32 | 53 | |||||||||
| 13 Feb | 626.40 | 28.05 | -0.9 | 29.33 | 47 | 18 | 20 | |||||||||
| 12 Feb | 651.80 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 672.05 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 671.80 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 671.15 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 663.75 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 661.30 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 659.85 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
| 3 Feb | 650.40 | 28.95 | -8.1 | - | 0 | 0 | 2 | |||||||||
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| 2 Feb | 626.30 | 28.95 | -8.1 | 25.61 | 7 | 2 | 3 | |||||||||
| 1 Feb | 613.35 | 37.05 | 0.05 | - | 0 | 0 | 1 | |||||||||
| 30 Jan | 635.75 | 37.05 | 0.05 | 28.71 | 1 | 0 | 1 | |||||||||
| 29 Jan | 638.55 | 37 | 7.95 | 26.79 | 1 | 0 | 0 | |||||||||
| 28 Jan | 625.55 | 29.05 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 630 expiring on 30MAR2026
Delta for 630 CE is 0.41
Historical price for 630 CE is as follows
On 25 Feb DLF was trading at 611.05. The strike last trading price was 13.8, which was -2.3 lower than the previous day. The implied volatity was 26.64, the open interest changed by 325 which increased total open position to 1182
On 24 Feb DLF was trading at 611.65. The strike last trading price was 16.7, which was -6.1 lower than the previous day. The implied volatity was 28.66, the open interest changed by 342 which increased total open position to 859
On 23 Feb DLF was trading at 626.30. The strike last trading price was 22.7, which was -1 lower than the previous day. The implied volatity was 28.7, the open interest changed by 192 which increased total open position to 514
On 20 Feb DLF was trading at 629.30. The strike last trading price was 23.6, which was 2.4 higher than the previous day. The implied volatity was 25.71, the open interest changed by 120 which increased total open position to 323
On 19 Feb DLF was trading at 620.50. The strike last trading price was 20.45, which was -11.85 lower than the previous day. The implied volatity was 27.04, the open interest changed by 145 which increased total open position to 204
On 18 Feb DLF was trading at 642.45. The strike last trading price was 33.35, which was 0.25 higher than the previous day. The implied volatity was 26.75, the open interest changed by 5 which increased total open position to 59
On 17 Feb DLF was trading at 639.05. The strike last trading price was 33.1, which was -3.8 lower than the previous day. The implied volatity was 28.9, the open interest changed by 5 which increased total open position to 58
On 16 Feb DLF was trading at 643.80. The strike last trading price was 36.55, which was 8.5 higher than the previous day. The implied volatity was 29, the open interest changed by 32 which increased total open position to 53
On 13 Feb DLF was trading at 626.40. The strike last trading price was 28.05, which was -0.9 lower than the previous day. The implied volatity was 29.33, the open interest changed by 18 which increased total open position to 20
On 12 Feb DLF was trading at 651.80. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb DLF was trading at 672.05. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb DLF was trading at 671.80. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb DLF was trading at 671.15. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb DLF was trading at 663.75. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb DLF was trading at 661.30. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb DLF was trading at 659.85. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Feb DLF was trading at 650.40. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb DLF was trading at 626.30. The strike last trading price was 28.95, which was -8.1 lower than the previous day. The implied volatity was 25.61, the open interest changed by 2 which increased total open position to 3
On 1 Feb DLF was trading at 613.35. The strike last trading price was 37.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan DLF was trading at 635.75. The strike last trading price was 37.05, which was 0.05 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 1
On 29 Jan DLF was trading at 638.55. The strike last trading price was 37, which was 7.95 higher than the previous day. The implied volatity was 26.79, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DLF was trading at 625.55. The strike last trading price was 29.05, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
| DLF 30MAR2026 630 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 0.72
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 611.05 | 30.4 | 1.95 | 31.21 | 542 | -162 | 678 |
| 24 Feb | 611.65 | 27.75 | 5.3 | 29.26 | 929 | 294 | 845 |
| 23 Feb | 626.30 | 22.6 | 1.3 | 30.02 | 505 | 239 | 546 |
| 20 Feb | 629.30 | 21.65 | -5.2 | 30.17 | 400 | 118 | 306 |
| 19 Feb | 620.50 | 28.1 | 12.45 | 32.78 | 302 | 75 | 185 |
| 18 Feb | 642.45 | 16 | -2.85 | 29.3 | 68 | 43 | 109 |
| 17 Feb | 639.05 | 18.95 | 1.05 | 30.97 | 36 | 2 | 66 |
| 16 Feb | 643.80 | 17.9 | -8.05 | 31.53 | 49 | 11 | 64 |
| 13 Feb | 626.40 | 26.2 | 13 | 32.56 | 53 | 9 | 52 |
| 12 Feb | 651.80 | 13.2 | 4.3 | 27.62 | 13 | 5 | 43 |
| 11 Feb | 672.05 | 8.3 | -4.7 | 27.67 | 14 | 6 | 37 |
| 10 Feb | 671.80 | 13 | -4.7 | - | 0 | 0 | 31 |
| 9 Feb | 671.15 | 13 | -4.7 | - | 0 | 0 | 31 |
| 6 Feb | 663.75 | 13 | -4.7 | - | 0 | 0 | 31 |
| 5 Feb | 661.30 | 13 | -4.7 | - | 0 | 0 | 31 |
| 4 Feb | 659.85 | 13 | -4.7 | 28.52 | 4 | 1 | 30 |
| 3 Feb | 650.40 | 17.7 | -6.35 | 30.6 | 29 | 27 | 28 |
| 2 Feb | 626.30 | 24.05 | -18.85 | - | 0 | 0 | 1 |
| 1 Feb | 613.35 | 24.05 | -18.85 | - | 0 | 0 | 1 |
| 30 Jan | 635.75 | 24.05 | -18.85 | 30.98 | 1 | 0 | 0 |
| 29 Jan | 638.55 | 42.9 | 0 | 2.21 | 0 | 0 | 0 |
| 28 Jan | 625.55 | 42.9 | 0 | 0.93 | 0 | 0 | 0 |
For Dlf Limited - strike price 630 expiring on 30MAR2026
Delta for 630 PE is -0.57
Historical price for 630 PE is as follows
On 25 Feb DLF was trading at 611.05. The strike last trading price was 30.4, which was 1.95 higher than the previous day. The implied volatity was 31.21, the open interest changed by -162 which decreased total open position to 678
On 24 Feb DLF was trading at 611.65. The strike last trading price was 27.75, which was 5.3 higher than the previous day. The implied volatity was 29.26, the open interest changed by 294 which increased total open position to 845
On 23 Feb DLF was trading at 626.30. The strike last trading price was 22.6, which was 1.3 higher than the previous day. The implied volatity was 30.02, the open interest changed by 239 which increased total open position to 546
On 20 Feb DLF was trading at 629.30. The strike last trading price was 21.65, which was -5.2 lower than the previous day. The implied volatity was 30.17, the open interest changed by 118 which increased total open position to 306
On 19 Feb DLF was trading at 620.50. The strike last trading price was 28.1, which was 12.45 higher than the previous day. The implied volatity was 32.78, the open interest changed by 75 which increased total open position to 185
On 18 Feb DLF was trading at 642.45. The strike last trading price was 16, which was -2.85 lower than the previous day. The implied volatity was 29.3, the open interest changed by 43 which increased total open position to 109
On 17 Feb DLF was trading at 639.05. The strike last trading price was 18.95, which was 1.05 higher than the previous day. The implied volatity was 30.97, the open interest changed by 2 which increased total open position to 66
On 16 Feb DLF was trading at 643.80. The strike last trading price was 17.9, which was -8.05 lower than the previous day. The implied volatity was 31.53, the open interest changed by 11 which increased total open position to 64
On 13 Feb DLF was trading at 626.40. The strike last trading price was 26.2, which was 13 higher than the previous day. The implied volatity was 32.56, the open interest changed by 9 which increased total open position to 52
On 12 Feb DLF was trading at 651.80. The strike last trading price was 13.2, which was 4.3 higher than the previous day. The implied volatity was 27.62, the open interest changed by 5 which increased total open position to 43
On 11 Feb DLF was trading at 672.05. The strike last trading price was 8.3, which was -4.7 lower than the previous day. The implied volatity was 27.67, the open interest changed by 6 which increased total open position to 37
On 10 Feb DLF was trading at 671.80. The strike last trading price was 13, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 9 Feb DLF was trading at 671.15. The strike last trading price was 13, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 Feb DLF was trading at 663.75. The strike last trading price was 13, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 5 Feb DLF was trading at 661.30. The strike last trading price was 13, which was -4.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 4 Feb DLF was trading at 659.85. The strike last trading price was 13, which was -4.7 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1 which increased total open position to 30
On 3 Feb DLF was trading at 650.40. The strike last trading price was 17.7, which was -6.35 lower than the previous day. The implied volatity was 30.6, the open interest changed by 27 which increased total open position to 28
On 2 Feb DLF was trading at 626.30. The strike last trading price was 24.05, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb DLF was trading at 613.35. The strike last trading price was 24.05, which was -18.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan DLF was trading at 635.75. The strike last trading price was 24.05, which was -18.85 lower than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 0
On 29 Jan DLF was trading at 638.55. The strike last trading price was 42.9, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 28 Jan DLF was trading at 625.55. The strike last trading price was 42.9, which was 0 lower than the previous day. The implied volatity was 0.93, the open interest changed by 0 which decreased total open position to 0
