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[--[65.84.65.76]--]
DLF
Dlf Limited

623.6 10.75 (1.75%)

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Historical option data for DLF

11 Apr 2025 04:10 PM IST
DLF 24APR2025 640 CE
Delta: 0.39
Vega: 0.45
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 623.60 11.65 -0.3 37.90 2,121 -59 791
9 Apr 612.85 12.35 -3.85 44.45 1,390 183 850
8 Apr 621.55 16.7 1.65 43.10 2,808 121 662
7 Apr 608.05 15.05 -13.25 50.65 1,651 332 540
4 Apr 653.95 28.95 -19.15 31.66 404 50 208
3 Apr 680.05 48.1 -4.25 29.58 10 -1 157
2 Apr 683.15 50.85 13.25 32.65 129 37 159
1 Apr 663.10 37.65 -14.4 33.67 291 63 122
28 Mar 680.50 52.05 -10.85 32.07 3 0 59
27 Mar 688.50 62.9 7.25 35.96 11 1 60
26 Mar 680.45 54.75 -13.4 36.45 43 35 59
25 Mar 695.20 68.15 5.05 39.23 7 2 24
24 Mar 706.00 63.1 0 0.00 0 0 0
21 Mar 695.90 63.1 0 0.00 0 0 0
20 Mar 694.30 63.1 0 0.00 0 -4 0
19 Mar 697.55 63.1 22.9 12.53 8 -4 22
18 Mar 674.80 40.2 0 0.00 0 0 0
17 Mar 655.55 40.2 0 0.00 0 0 0
13 Mar 658.10 40.2 0 0.00 0 0 0
12 Mar 668.70 40.2 0 0.00 0 -1 0
11 Mar 674.10 40.2 -6.55 - 3 0 27
10 Mar 647.10 46.75 -6.8 46.07 43 -17 29
7 Mar 667.05 53.55 4.1 36.74 31 26 46
6 Mar 665.30 49.45 1.3 31.39 1 0 20
5 Mar 661.35 48.15 10.15 30.40 3 1 20
4 Mar 643.30 38 -2 34.63 4 0 19
3 Mar 647.30 40 5 33.34 24 18 19
28 Feb 635.55 35 -98.6 33.92 1 0 0
27 Feb 642.40 133.6 0 - 0 0 0
24 Feb 673.70 133.6 0 - 0 0 0
20 Feb 694.90 133.6 0 - 0 0 0
19 Feb 690.15 133.6 0 - 0 0 0
18 Feb 672.10 133.6 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
11 Feb 709.10 0 0 - 0 0 0
10 Feb 730.95 0 0 - 0 0 0


For Dlf Limited - strike price 640 expiring on 24APR2025

Delta for 640 CE is 0.39

Historical price for 640 CE is as follows

On 11 Apr DLF was trading at 623.60. The strike last trading price was 11.65, which was -0.3 lower than the previous day. The implied volatity was 37.90, the open interest changed by -59 which decreased total open position to 791


On 9 Apr DLF was trading at 612.85. The strike last trading price was 12.35, which was -3.85 lower than the previous day. The implied volatity was 44.45, the open interest changed by 183 which increased total open position to 850


On 8 Apr DLF was trading at 621.55. The strike last trading price was 16.7, which was 1.65 higher than the previous day. The implied volatity was 43.10, the open interest changed by 121 which increased total open position to 662


On 7 Apr DLF was trading at 608.05. The strike last trading price was 15.05, which was -13.25 lower than the previous day. The implied volatity was 50.65, the open interest changed by 332 which increased total open position to 540


On 4 Apr DLF was trading at 653.95. The strike last trading price was 28.95, which was -19.15 lower than the previous day. The implied volatity was 31.66, the open interest changed by 50 which increased total open position to 208


On 3 Apr DLF was trading at 680.05. The strike last trading price was 48.1, which was -4.25 lower than the previous day. The implied volatity was 29.58, the open interest changed by -1 which decreased total open position to 157


On 2 Apr DLF was trading at 683.15. The strike last trading price was 50.85, which was 13.25 higher than the previous day. The implied volatity was 32.65, the open interest changed by 37 which increased total open position to 159


On 1 Apr DLF was trading at 663.10. The strike last trading price was 37.65, which was -14.4 lower than the previous day. The implied volatity was 33.67, the open interest changed by 63 which increased total open position to 122


On 28 Mar DLF was trading at 680.50. The strike last trading price was 52.05, which was -10.85 lower than the previous day. The implied volatity was 32.07, the open interest changed by 0 which decreased total open position to 59


On 27 Mar DLF was trading at 688.50. The strike last trading price was 62.9, which was 7.25 higher than the previous day. The implied volatity was 35.96, the open interest changed by 1 which increased total open position to 60


On 26 Mar DLF was trading at 680.45. The strike last trading price was 54.75, which was -13.4 lower than the previous day. The implied volatity was 36.45, the open interest changed by 35 which increased total open position to 59


On 25 Mar DLF was trading at 695.20. The strike last trading price was 68.15, which was 5.05 higher than the previous day. The implied volatity was 39.23, the open interest changed by 2 which increased total open position to 24


On 24 Mar DLF was trading at 706.00. The strike last trading price was 63.1, 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 21 Mar DLF was trading at 695.90. The strike last trading price was 63.1, 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 63.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 19 Mar DLF was trading at 697.55. The strike last trading price was 63.1, which was 22.9 higher than the previous day. The implied volatity was 12.53, the open interest changed by -4 which decreased total open position to 22


On 18 Mar DLF was trading at 674.80. The strike last trading price was 40.2, 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 17 Mar DLF was trading at 655.55. The strike last trading price was 40.2, 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 13 Mar DLF was trading at 658.10. The strike last trading price was 40.2, 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 12 Mar DLF was trading at 668.70. The strike last trading price was 40.2, 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 11 Mar DLF was trading at 674.10. The strike last trading price was 40.2, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 10 Mar DLF was trading at 647.10. The strike last trading price was 46.75, which was -6.8 lower than the previous day. The implied volatity was 46.07, the open interest changed by -17 which decreased total open position to 29


On 7 Mar DLF was trading at 667.05. The strike last trading price was 53.55, which was 4.1 higher than the previous day. The implied volatity was 36.74, the open interest changed by 26 which increased total open position to 46


On 6 Mar DLF was trading at 665.30. The strike last trading price was 49.45, which was 1.3 higher than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 20


On 5 Mar DLF was trading at 661.35. The strike last trading price was 48.15, which was 10.15 higher than the previous day. The implied volatity was 30.40, the open interest changed by 1 which increased total open position to 20


On 4 Mar DLF was trading at 643.30. The strike last trading price was 38, which was -2 lower than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 19


On 3 Mar DLF was trading at 647.30. The strike last trading price was 40, which was 5 higher than the previous day. The implied volatity was 33.34, the open interest changed by 18 which increased total open position to 19


On 28 Feb DLF was trading at 635.55. The strike last trading price was 35, which was -98.6 lower than the previous day. The implied volatity was 33.92, the open interest changed by 0 which decreased total open position to 0


On 27 Feb DLF was trading at 642.40. The strike last trading price was 133.6, 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 133.6, 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 133.6, 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 133.6, 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 133.6, 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


On 11 Feb DLF was trading at 709.10. 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 10 Feb DLF was trading at 730.95. 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 640 PE
Delta: -0.59
Vega: 0.46
Theta: -0.67
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 623.60 29.1 -7.8 44.35 600 -15 605
9 Apr 612.85 38 6.05 47.21 205 -46 620
8 Apr 621.55 30.2 -14.55 43.68 371 120 665
7 Apr 608.05 43.75 30.1 49.98 883 -156 545
4 Apr 653.95 13.9 7.75 35.61 1,389 65 701
3 Apr 680.05 6.1 -0.4 33.60 749 126 637
2 Apr 683.15 6.8 -4.95 34.93 764 74 518
1 Apr 663.10 11.5 3.35 34.31 942 128 444
28 Mar 680.50 8.25 0.35 34.25 533 95 316
27 Mar 688.50 7.5 -2 36.24 335 21 222
26 Mar 680.45 9.75 1.75 35.46 181 13 200
25 Mar 695.20 7.9 2 37.01 128 -5 187
24 Mar 706.00 5.85 -0.85 36.55 438 33 193
21 Mar 695.90 6.5 -1.4 33.74 67 42 159
20 Mar 694.30 7.75 0.25 34.07 61 44 117
19 Mar 697.55 7.35 -6.75 34.05 76 59 73
18 Mar 674.80 14.1 -5.95 37.33 1 0 13
17 Mar 655.55 20.05 2.15 36.29 11 2 12
13 Mar 658.10 18 -0.05 33.13 2 0 9
12 Mar 668.70 18.05 0 0.00 0 0 0
11 Mar 674.10 18.05 0 0.00 0 6 0
10 Mar 647.10 18.05 -3.1 25.84 7 8 8
7 Mar 667.05 21.15 0 0.00 0 0 0
6 Mar 665.30 21.15 0 0.00 0 1 0
5 Mar 661.35 21.15 -7.85 36.67 1 0 2
4 Mar 643.30 29 8 35.57 1 0 2
3 Mar 647.30 21 0 0.00 0 0 0
28 Feb 635.55 21 0 0.00 0 1 0
27 Feb 642.40 21 8.05 25.98 2 1 1
24 Feb 673.70 12.95 0 4.64 0 0 0
20 Feb 694.90 12.95 0 6.46 0 0 0
19 Feb 690.15 12.95 0 5.92 0 0 0
18 Feb 672.10 12.95 0 4.32 0 0 0
17 Feb 674.75 12.95 0 4.65 0 0 0
14 Feb 673.30 12.95 0 4.53 0 0 0
12 Feb 680.05 12.95 0 4.96 0 0 0
11 Feb 709.10 12.95 0 7.56 0 0 0
10 Feb 730.95 12.95 0 9.09 0 0 0


For Dlf Limited - strike price 640 expiring on 24APR2025

Delta for 640 PE is -0.59

Historical price for 640 PE is as follows

On 11 Apr DLF was trading at 623.60. The strike last trading price was 29.1, which was -7.8 lower than the previous day. The implied volatity was 44.35, the open interest changed by -15 which decreased total open position to 605


On 9 Apr DLF was trading at 612.85. The strike last trading price was 38, which was 6.05 higher than the previous day. The implied volatity was 47.21, the open interest changed by -46 which decreased total open position to 620


On 8 Apr DLF was trading at 621.55. The strike last trading price was 30.2, which was -14.55 lower than the previous day. The implied volatity was 43.68, the open interest changed by 120 which increased total open position to 665


On 7 Apr DLF was trading at 608.05. The strike last trading price was 43.75, which was 30.1 higher than the previous day. The implied volatity was 49.98, the open interest changed by -156 which decreased total open position to 545


On 4 Apr DLF was trading at 653.95. The strike last trading price was 13.9, which was 7.75 higher than the previous day. The implied volatity was 35.61, the open interest changed by 65 which increased total open position to 701


On 3 Apr DLF was trading at 680.05. The strike last trading price was 6.1, which was -0.4 lower than the previous day. The implied volatity was 33.60, the open interest changed by 126 which increased total open position to 637


On 2 Apr DLF was trading at 683.15. The strike last trading price was 6.8, which was -4.95 lower than the previous day. The implied volatity was 34.93, the open interest changed by 74 which increased total open position to 518


On 1 Apr DLF was trading at 663.10. The strike last trading price was 11.5, which was 3.35 higher than the previous day. The implied volatity was 34.31, the open interest changed by 128 which increased total open position to 444


On 28 Mar DLF was trading at 680.50. The strike last trading price was 8.25, which was 0.35 higher than the previous day. The implied volatity was 34.25, the open interest changed by 95 which increased total open position to 316


On 27 Mar DLF was trading at 688.50. The strike last trading price was 7.5, which was -2 lower than the previous day. The implied volatity was 36.24, the open interest changed by 21 which increased total open position to 222


On 26 Mar DLF was trading at 680.45. The strike last trading price was 9.75, which was 1.75 higher than the previous day. The implied volatity was 35.46, the open interest changed by 13 which increased total open position to 200


On 25 Mar DLF was trading at 695.20. The strike last trading price was 7.9, which was 2 higher than the previous day. The implied volatity was 37.01, the open interest changed by -5 which decreased total open position to 187


On 24 Mar DLF was trading at 706.00. The strike last trading price was 5.85, which was -0.85 lower than the previous day. The implied volatity was 36.55, the open interest changed by 33 which increased total open position to 193


On 21 Mar DLF was trading at 695.90. The strike last trading price was 6.5, which was -1.4 lower than the previous day. The implied volatity was 33.74, the open interest changed by 42 which increased total open position to 159


On 20 Mar DLF was trading at 694.30. The strike last trading price was 7.75, which was 0.25 higher than the previous day. The implied volatity was 34.07, the open interest changed by 44 which increased total open position to 117


On 19 Mar DLF was trading at 697.55. The strike last trading price was 7.35, which was -6.75 lower than the previous day. The implied volatity was 34.05, the open interest changed by 59 which increased total open position to 73


On 18 Mar DLF was trading at 674.80. The strike last trading price was 14.1, which was -5.95 lower than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 13


On 17 Mar DLF was trading at 655.55. The strike last trading price was 20.05, which was 2.15 higher than the previous day. The implied volatity was 36.29, the open interest changed by 2 which increased total open position to 12


On 13 Mar DLF was trading at 658.10. The strike last trading price was 18, which was -0.05 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 9


On 12 Mar DLF was trading at 668.70. The strike last trading price was 18.05, 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 11 Mar DLF was trading at 674.10. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0


On 10 Mar DLF was trading at 647.10. The strike last trading price was 18.05, which was -3.1 lower than the previous day. The implied volatity was 25.84, the open interest changed by 8 which increased total open position to 8


On 7 Mar DLF was trading at 667.05. The strike last trading price was 21.15, 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 6 Mar DLF was trading at 665.30. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 5 Mar DLF was trading at 661.35. The strike last trading price was 21.15, which was -7.85 lower than the previous day. The implied volatity was 36.67, the open interest changed by 0 which decreased total open position to 2


On 4 Mar DLF was trading at 643.30. The strike last trading price was 29, which was 8 higher than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 2


On 3 Mar DLF was trading at 647.30. The strike last trading price was 21, 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 28 Feb DLF was trading at 635.55. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Feb DLF was trading at 642.40. The strike last trading price was 21, which was 8.05 higher than the previous day. The implied volatity was 25.98, the open interest changed by 1 which increased total open position to 1


On 24 Feb DLF was trading at 673.70. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 4.64, 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 12.95, which was 0 lower than the previous day. The implied volatity was 6.46, 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 12.95, which was 0 lower than the previous day. The implied volatity was 5.92, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.32, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.65, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.53, 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 12.95, which was 0 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0


On 11 Feb DLF was trading at 709.10. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 7.56, the open interest changed by 0 which decreased total open position to 0


On 10 Feb DLF was trading at 730.95. The strike last trading price was 12.95, which was 0 lower than the previous day. The implied volatity was 9.09, the open interest changed by 0 which decreased total open position to 0