DLF
Dlf Limited
Historical option data for DLF
11 Apr 2025 04:10 PM IST
| DLF 24APR2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.41
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 623.60 | 8.65 | -0.4 | 38.38 | 2,694 | 2 | 1,332 | |||
| 9 Apr | 612.85 | 9.35 | -3.2 | 44.11 | 2,822 | -249 | 1,339 | |||
| 8 Apr | 621.55 | 12.85 | 0.7 | 42.52 | 4,103 | 669 | 1,584 | |||
| 7 Apr | 608.05 | 12.05 | -10.85 | 50.41 | 2,579 | 469 | 916 | |||
| 4 Apr | 653.95 | 23.35 | -18.15 | 31.86 | 1,167 | 264 | 448 | |||
| 3 Apr | 680.05 | 41.8 | -3 | 32.58 | 43 | -4 | 184 | |||
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| 2 Apr | 683.15 | 43 | 12.05 | 32.14 | 501 | -46 | 190 | |||
| 1 Apr | 663.10 | 31.2 | -13.55 | 33.47 | 588 | 111 | 236 | |||
| 28 Mar | 680.50 | 43.8 | -10.2 | 30.58 | 58 | 15 | 125 | |||
| 27 Mar | 688.50 | 54.55 | 6.5 | 34.12 | 33 | 2 | 111 | |||
| 26 Mar | 680.45 | 47.75 | -10.75 | 36.40 | 221 | 4 | 101 | |||
| 25 Mar | 695.20 | 57.65 | -12.35 | 34.06 | 84 | 78 | 96 | |||
| 24 Mar | 706.00 | 70 | 9 | 37.06 | 6 | 5 | 18 | |||
| 21 Mar | 695.90 | 61 | 4 | 31.32 | 18 | -10 | 9 | |||
| 20 Mar | 694.30 | 57 | -4.5 | 30.15 | 16 | 1 | 9 | |||
| 19 Mar | 697.55 | 61.45 | 20 | 32.46 | 7 | 0 | 8 | |||
| 18 Mar | 674.80 | 41.45 | 5.45 | 24.66 | 5 | 3 | 8 | |||
| 17 Mar | 655.55 | 36 | -7.6 | 34.79 | 2 | 0 | 4 | |||
| 13 Mar | 658.10 | 43.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 668.70 | 43.6 | 0 | 0.00 | 0 | 1 | 0 | |||
| 11 Mar | 674.10 | 43.6 | -0.8 | 27.20 | 2 | 0 | 3 | |||
| 10 Mar | 647.10 | 44.4 | -6.65 | 47.65 | 1 | 0 | 4 | |||
| 7 Mar | 667.05 | 51.05 | 10.25 | 40.49 | 1 | 0 | 4 | |||
| 6 Mar | 665.30 | 40.8 | 0 | 0.00 | 0 | 4 | 0 | |||
| 5 Mar | 661.35 | 40.8 | 1.15 | 30.99 | 4 | 3 | 3 | |||
| 4 Mar | 643.30 | 39.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 647.30 | 39.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 635.55 | 39.65 | 0 | 0.83 | 0 | 0 | 0 | |||
For Dlf Limited - strike price 650 expiring on 24APR2025
Delta for 650 CE is 0.31
Historical price for 650 CE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 8.65, which was -0.4 lower than the previous day. The implied volatity was 38.38, the open interest changed by 2 which increased total open position to 1332
On 9 Apr DLF was trading at 612.85. The strike last trading price was 9.35, which was -3.2 lower than the previous day. The implied volatity was 44.11, the open interest changed by -249 which decreased total open position to 1339
On 8 Apr DLF was trading at 621.55. The strike last trading price was 12.85, which was 0.7 higher than the previous day. The implied volatity was 42.52, the open interest changed by 669 which increased total open position to 1584
On 7 Apr DLF was trading at 608.05. The strike last trading price was 12.05, which was -10.85 lower than the previous day. The implied volatity was 50.41, the open interest changed by 469 which increased total open position to 916
On 4 Apr DLF was trading at 653.95. The strike last trading price was 23.35, which was -18.15 lower than the previous day. The implied volatity was 31.86, the open interest changed by 264 which increased total open position to 448
On 3 Apr DLF was trading at 680.05. The strike last trading price was 41.8, which was -3 lower than the previous day. The implied volatity was 32.58, the open interest changed by -4 which decreased total open position to 184
On 2 Apr DLF was trading at 683.15. The strike last trading price was 43, which was 12.05 higher than the previous day. The implied volatity was 32.14, the open interest changed by -46 which decreased total open position to 190
On 1 Apr DLF was trading at 663.10. The strike last trading price was 31.2, which was -13.55 lower than the previous day. The implied volatity was 33.47, the open interest changed by 111 which increased total open position to 236
On 28 Mar DLF was trading at 680.50. The strike last trading price was 43.8, which was -10.2 lower than the previous day. The implied volatity was 30.58, the open interest changed by 15 which increased total open position to 125
On 27 Mar DLF was trading at 688.50. The strike last trading price was 54.55, which was 6.5 higher than the previous day. The implied volatity was 34.12, the open interest changed by 2 which increased total open position to 111
On 26 Mar DLF was trading at 680.45. The strike last trading price was 47.75, which was -10.75 lower than the previous day. The implied volatity was 36.40, the open interest changed by 4 which increased total open position to 101
On 25 Mar DLF was trading at 695.20. The strike last trading price was 57.65, which was -12.35 lower than the previous day. The implied volatity was 34.06, the open interest changed by 78 which increased total open position to 96
On 24 Mar DLF was trading at 706.00. The strike last trading price was 70, which was 9 higher than the previous day. The implied volatity was 37.06, the open interest changed by 5 which increased total open position to 18
On 21 Mar DLF was trading at 695.90. The strike last trading price was 61, which was 4 higher than the previous day. The implied volatity was 31.32, the open interest changed by -10 which decreased total open position to 9
On 20 Mar DLF was trading at 694.30. The strike last trading price was 57, which was -4.5 lower than the previous day. The implied volatity was 30.15, the open interest changed by 1 which increased total open position to 9
On 19 Mar DLF was trading at 697.55. The strike last trading price was 61.45, which was 20 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 8
On 18 Mar DLF was trading at 674.80. The strike last trading price was 41.45, which was 5.45 higher than the previous day. The implied volatity was 24.66, the open interest changed by 3 which increased total open position to 8
On 17 Mar DLF was trading at 655.55. The strike last trading price was 36, which was -7.6 lower than the previous day. The implied volatity was 34.79, the open interest changed by 0 which decreased total open position to 4
On 13 Mar DLF was trading at 658.10. The strike last trading price was 43.6, 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 43.6, 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 11 Mar DLF was trading at 674.10. The strike last trading price was 43.6, which was -0.8 lower than the previous day. The implied volatity was 27.20, the open interest changed by 0 which decreased total open position to 3
On 10 Mar DLF was trading at 647.10. The strike last trading price was 44.4, which was -6.65 lower than the previous day. The implied volatity was 47.65, the open interest changed by 0 which decreased total open position to 4
On 7 Mar DLF was trading at 667.05. The strike last trading price was 51.05, which was 10.25 higher than the previous day. The implied volatity was 40.49, the open interest changed by 0 which decreased total open position to 4
On 6 Mar DLF was trading at 665.30. The strike last trading price was 40.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Mar DLF was trading at 661.35. The strike last trading price was 40.8, which was 1.15 higher than the previous day. The implied volatity was 30.99, the open interest changed by 3 which increased total open position to 3
On 4 Mar DLF was trading at 643.30. The strike last trading price was 39.65, 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 3 Mar DLF was trading at 647.30. The strike last trading price was 39.65, 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 28 Feb DLF was trading at 635.55. The strike last trading price was 39.65, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
| DLF 24APR2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.42
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 623.60 | 33.8 | -10.75 | 39.96 | 280 | -71 | 672 |
| 9 Apr | 612.85 | 43.85 | 5.9 | 44.50 | 230 | -45 | 742 |
| 8 Apr | 621.55 | 36.4 | -14.75 | 43.33 | 198 | 38 | 786 |
| 7 Apr | 608.05 | 51.25 | 33.15 | 50.89 | 1,339 | -25 | 745 |
| 4 Apr | 653.95 | 17.95 | 9.65 | 35.44 | 2,302 | 173 | 778 |
| 3 Apr | 680.05 | 8.15 | -0.45 | 32.83 | 779 | 110 | 611 |
| 2 Apr | 683.15 | 8.8 | -6.45 | 33.96 | 810 | -2 | 505 |
| 1 Apr | 663.10 | 15 | 4.6 | 34.08 | 1,674 | 138 | 506 |
| 28 Mar | 680.50 | 10.6 | 0.85 | 33.66 | 418 | 50 | 368 |
| 27 Mar | 688.50 | 9.5 | -2.4 | 35.72 | 641 | 11 | 321 |
| 26 Mar | 680.45 | 12.2 | 2.35 | 34.77 | 437 | 92 | 309 |
| 25 Mar | 695.20 | 10 | 2.5 | 36.56 | 135 | 43 | 217 |
| 24 Mar | 706.00 | 7.35 | -1.15 | 35.85 | 258 | 27 | 175 |
| 21 Mar | 695.90 | 8.35 | -1.4 | 33.33 | 168 | 6 | 148 |
| 20 Mar | 694.30 | 10 | 0.9 | 33.99 | 127 | 57 | 139 |
| 19 Mar | 697.55 | 9.6 | -5.1 | 34.09 | 87 | 21 | 83 |
| 18 Mar | 674.80 | 14.7 | -8.6 | 33.76 | 46 | 16 | 58 |
| 17 Mar | 655.55 | 23.3 | 0.95 | 35.07 | 44 | 27 | 41 |
| 13 Mar | 658.10 | 22.65 | 5.15 | 33.81 | 3 | 1 | 13 |
| 12 Mar | 668.70 | 17.5 | -0.5 | 32.26 | 13 | 9 | 11 |
| 11 Mar | 674.10 | 18 | -22.15 | 34.44 | 2 | 1 | 1 |
| 10 Mar | 647.10 | 40.15 | 0 | 0.45 | 0 | 0 | 0 |
| 7 Mar | 667.05 | 40.15 | 0 | 3.01 | 0 | 0 | 0 |
| 6 Mar | 665.30 | 40.15 | 0 | 2.83 | 0 | 0 | 0 |
| 5 Mar | 661.35 | 40.15 | 0 | 2.87 | 0 | 0 | 0 |
| 4 Mar | 643.30 | 40.15 | 0 | 0.01 | 0 | 0 | 0 |
| 3 Mar | 647.30 | 40.15 | 0 | 0.62 | 0 | 0 | 0 |
| 28 Feb | 635.55 | 40.15 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 650 expiring on 24APR2025
Delta for 650 PE is -0.68
Historical price for 650 PE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 33.8, which was -10.75 lower than the previous day. The implied volatity was 39.96, the open interest changed by -71 which decreased total open position to 672
On 9 Apr DLF was trading at 612.85. The strike last trading price was 43.85, which was 5.9 higher than the previous day. The implied volatity was 44.50, the open interest changed by -45 which decreased total open position to 742
On 8 Apr DLF was trading at 621.55. The strike last trading price was 36.4, which was -14.75 lower than the previous day. The implied volatity was 43.33, the open interest changed by 38 which increased total open position to 786
On 7 Apr DLF was trading at 608.05. The strike last trading price was 51.25, which was 33.15 higher than the previous day. The implied volatity was 50.89, the open interest changed by -25 which decreased total open position to 745
On 4 Apr DLF was trading at 653.95. The strike last trading price was 17.95, which was 9.65 higher than the previous day. The implied volatity was 35.44, the open interest changed by 173 which increased total open position to 778
On 3 Apr DLF was trading at 680.05. The strike last trading price was 8.15, which was -0.45 lower than the previous day. The implied volatity was 32.83, the open interest changed by 110 which increased total open position to 611
On 2 Apr DLF was trading at 683.15. The strike last trading price was 8.8, which was -6.45 lower than the previous day. The implied volatity was 33.96, the open interest changed by -2 which decreased total open position to 505
On 1 Apr DLF was trading at 663.10. The strike last trading price was 15, which was 4.6 higher than the previous day. The implied volatity was 34.08, the open interest changed by 138 which increased total open position to 506
On 28 Mar DLF was trading at 680.50. The strike last trading price was 10.6, which was 0.85 higher than the previous day. The implied volatity was 33.66, the open interest changed by 50 which increased total open position to 368
On 27 Mar DLF was trading at 688.50. The strike last trading price was 9.5, which was -2.4 lower than the previous day. The implied volatity was 35.72, the open interest changed by 11 which increased total open position to 321
On 26 Mar DLF was trading at 680.45. The strike last trading price was 12.2, which was 2.35 higher than the previous day. The implied volatity was 34.77, the open interest changed by 92 which increased total open position to 309
On 25 Mar DLF was trading at 695.20. The strike last trading price was 10, which was 2.5 higher than the previous day. The implied volatity was 36.56, the open interest changed by 43 which increased total open position to 217
On 24 Mar DLF was trading at 706.00. The strike last trading price was 7.35, which was -1.15 lower than the previous day. The implied volatity was 35.85, the open interest changed by 27 which increased total open position to 175
On 21 Mar DLF was trading at 695.90. The strike last trading price was 8.35, which was -1.4 lower than the previous day. The implied volatity was 33.33, the open interest changed by 6 which increased total open position to 148
On 20 Mar DLF was trading at 694.30. The strike last trading price was 10, which was 0.9 higher than the previous day. The implied volatity was 33.99, the open interest changed by 57 which increased total open position to 139
On 19 Mar DLF was trading at 697.55. The strike last trading price was 9.6, which was -5.1 lower than the previous day. The implied volatity was 34.09, the open interest changed by 21 which increased total open position to 83
On 18 Mar DLF was trading at 674.80. The strike last trading price was 14.7, which was -8.6 lower than the previous day. The implied volatity was 33.76, the open interest changed by 16 which increased total open position to 58
On 17 Mar DLF was trading at 655.55. The strike last trading price was 23.3, which was 0.95 higher than the previous day. The implied volatity was 35.07, the open interest changed by 27 which increased total open position to 41
On 13 Mar DLF was trading at 658.10. The strike last trading price was 22.65, which was 5.15 higher than the previous day. The implied volatity was 33.81, the open interest changed by 1 which increased total open position to 13
On 12 Mar DLF was trading at 668.70. The strike last trading price was 17.5, which was -0.5 lower than the previous day. The implied volatity was 32.26, the open interest changed by 9 which increased total open position to 11
On 11 Mar DLF was trading at 674.10. The strike last trading price was 18, which was -22.15 lower than the previous day. The implied volatity was 34.44, the open interest changed by 1 which increased total open position to 1
On 10 Mar DLF was trading at 647.10. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 7 Mar DLF was trading at 667.05. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 3.01, 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 40.15, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 5 Mar DLF was trading at 661.35. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 4 Mar DLF was trading at 643.30. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 3 Mar DLF was trading at 647.30. The strike last trading price was 40.15, which was 0 lower than the previous day. The implied volatity was 0.62, 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 40.15, 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
