DLF
Dlf Limited
Historical option data for DLF
09 Dec 2025 04:10 PM IST
| DLF 30-DEC-2025 660 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.44
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 690.05 | 38.75 | 3 | 24.31 | 123 | 42 | 90 | |||||||||
| 8 Dec | 687.45 | 36.35 | -26.15 | 25.92 | 31 | 7 | 47 | |||||||||
| 5 Dec | 719.75 | 62.5 | 5.9 | - | 7 | -5 | 40 | |||||||||
| 4 Dec | 709.35 | 56.6 | 2.8 | 19.61 | 13 | 2 | 46 | |||||||||
| 3 Dec | 708.00 | 53.8 | -6.35 | 18.61 | 18 | 6 | 43 | |||||||||
| 2 Dec | 712.20 | 60.3 | 1.6 | 16.30 | 8 | 2 | 37 | |||||||||
| 1 Dec | 712.50 | 58.7 | -18.9 | 21.16 | 21 | 3 | 34 | |||||||||
| 28 Nov | 723.60 | 77.6 | 7.8 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 725.40 | 77.6 | 7.8 | - | 0 | 15 | 0 | |||||||||
| 26 Nov | 730.75 | 77.6 | 7.8 | 19.45 | 21 | 13 | 29 | |||||||||
| 25 Nov | 721.30 | 69.8 | -2.1 | 24.24 | 14 | 8 | 14 | |||||||||
| 24 Nov | 717.70 | 71.9 | -8.7 | 33.41 | 1 | 0 | 6 | |||||||||
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| 21 Nov | 725.35 | 80.6 | -9.6 | 39.51 | 2 | 1 | 6 | |||||||||
| 20 Nov | 741.10 | 90.2 | -13.8 | - | 0 | 2 | 0 | |||||||||
| 19 Nov | 743.65 | 90.2 | -13.8 | - | 10 | 5 | 8 | |||||||||
| 18 Nov | 750.35 | 104 | -8.8 | 39.74 | 1 | 0 | 2 | |||||||||
| 14 Nov | 764.85 | 112.8 | -2.75 | - | 1 | 0 | 2 | |||||||||
| 13 Nov | 764.80 | 115.55 | 0 | - | 2 | 1 | 1 | |||||||||
| 12 Nov | 761.20 | 115.55 | 26.8 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 765.25 | 115.55 | 26.8 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 759.45 | 115.55 | 26.8 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 779.50 | 115.55 | 26.8 | - | 5 | 1 | 1 | |||||||||
| 14 Oct | 740.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 741.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 740.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 729.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 724.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 737.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 735.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 729.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 660 expiring on 30DEC2025
Delta for 660 CE is 0.82
Historical price for 660 CE is as follows
On 9 Dec DLF was trading at 690.05. The strike last trading price was 38.75, which was 3 higher than the previous day. The implied volatity was 24.31, the open interest changed by 42 which increased total open position to 90
On 8 Dec DLF was trading at 687.45. The strike last trading price was 36.35, which was -26.15 lower than the previous day. The implied volatity was 25.92, the open interest changed by 7 which increased total open position to 47
On 5 Dec DLF was trading at 719.75. The strike last trading price was 62.5, which was 5.9 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 40
On 4 Dec DLF was trading at 709.35. The strike last trading price was 56.6, which was 2.8 higher than the previous day. The implied volatity was 19.61, the open interest changed by 2 which increased total open position to 46
On 3 Dec DLF was trading at 708.00. The strike last trading price was 53.8, which was -6.35 lower than the previous day. The implied volatity was 18.61, the open interest changed by 6 which increased total open position to 43
On 2 Dec DLF was trading at 712.20. The strike last trading price was 60.3, which was 1.6 higher than the previous day. The implied volatity was 16.30, the open interest changed by 2 which increased total open position to 37
On 1 Dec DLF was trading at 712.50. The strike last trading price was 58.7, which was -18.9 lower than the previous day. The implied volatity was 21.16, the open interest changed by 3 which increased total open position to 34
On 28 Nov DLF was trading at 723.60. The strike last trading price was 77.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DLF was trading at 725.40. The strike last trading price was 77.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 26 Nov DLF was trading at 730.75. The strike last trading price was 77.6, which was 7.8 higher than the previous day. The implied volatity was 19.45, the open interest changed by 13 which increased total open position to 29
On 25 Nov DLF was trading at 721.30. The strike last trading price was 69.8, which was -2.1 lower than the previous day. The implied volatity was 24.24, the open interest changed by 8 which increased total open position to 14
On 24 Nov DLF was trading at 717.70. The strike last trading price was 71.9, which was -8.7 lower than the previous day. The implied volatity was 33.41, the open interest changed by 0 which decreased total open position to 6
On 21 Nov DLF was trading at 725.35. The strike last trading price was 80.6, which was -9.6 lower than the previous day. The implied volatity was 39.51, the open interest changed by 1 which increased total open position to 6
On 20 Nov DLF was trading at 741.10. The strike last trading price was 90.2, which was -13.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 19 Nov DLF was trading at 743.65. The strike last trading price was 90.2, which was -13.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 18 Nov DLF was trading at 750.35. The strike last trading price was 104, which was -8.8 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 2
On 14 Nov DLF was trading at 764.85. The strike last trading price was 112.8, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov DLF was trading at 764.80. The strike last trading price was 115.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 12 Nov DLF was trading at 761.20. The strike last trading price was 115.55, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov DLF was trading at 765.25. The strike last trading price was 115.55, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov DLF was trading at 759.45. The strike last trading price was 115.55, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct DLF was trading at 779.50. The strike last trading price was 115.55, which was 26.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Oct DLF was trading at 740.90. 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 13 Oct DLF was trading at 741.20. 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 Oct DLF was trading at 740.20. 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 9 Oct DLF was trading at 729.00. 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 8 Oct DLF was trading at 724.90. 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 Oct DLF was trading at 737.15. 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 Oct DLF was trading at 735.25. 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 3 Oct DLF was trading at 729.20. 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 30DEC2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.45
Theta: -0.23
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 690.05 | 4.5 | -1.95 | 25.30 | 1,269 | -182 | 496 |
| 8 Dec | 687.45 | 6.9 | 5.45 | 27.68 | 1,214 | 166 | 681 |
| 5 Dec | 719.75 | 1.4 | -1.1 | 24.61 | 308 | -44 | 516 |
| 4 Dec | 709.35 | 2.4 | -0.6 | 24.88 | 168 | 16 | 560 |
| 3 Dec | 708.00 | 2.7 | 0.2 | 24.40 | 315 | 52 | 544 |
| 2 Dec | 712.20 | 2.55 | -0.25 | 25.67 | 88 | -21 | 489 |
| 1 Dec | 712.50 | 2.75 | 1 | 24.97 | 225 | 43 | 509 |
| 28 Nov | 723.60 | 1.7 | -0.25 | 24.17 | 103 | 16 | 466 |
| 27 Nov | 725.40 | 1.9 | 0.2 | 24.70 | 128 | 52 | 450 |
| 26 Nov | 730.75 | 1.6 | -1.1 | 24.69 | 145 | 12 | 399 |
| 25 Nov | 721.30 | 2.55 | -1 | 24.92 | 231 | 52 | 387 |
| 24 Nov | 717.70 | 3.7 | 0.3 | 26.60 | 326 | 71 | 336 |
| 21 Nov | 725.35 | 3.65 | 1.4 | 26.73 | 143 | 65 | 265 |
| 20 Nov | 741.10 | 2.1 | -0.2 | 26.93 | 103 | 33 | 200 |
| 19 Nov | 743.65 | 2.3 | 0.45 | 27.56 | 195 | 4 | 167 |
| 18 Nov | 750.35 | 2 | 0.1 | 27.49 | 184 | 129 | 140 |
| 14 Nov | 764.85 | 1.9 | -0.3 | - | 0 | 0 | 0 |
| 13 Nov | 764.80 | 1.9 | -0.3 | - | 0 | 5 | 0 |
| 12 Nov | 761.20 | 1.9 | -0.3 | 28.03 | 6 | 5 | 11 |
| 11 Nov | 765.25 | 2.2 | -0.4 | 29.38 | 6 | 2 | 3 |
| 7 Nov | 759.45 | 2.6 | -0.4 | 28.23 | 1 | 0 | 1 |
| 27 Oct | 779.50 | 25.75 | 0 | - | 0 | 0 | 0 |
| 14 Oct | 740.90 | 25.75 | 0 | 7.90 | 0 | 0 | 0 |
| 13 Oct | 741.20 | 25.75 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 740.20 | 25.75 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 729.00 | 25.75 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 724.90 | 25.75 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 737.15 | 25.75 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 735.25 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 729.20 | 0 | 0 | 6.77 | 0 | 0 | 0 |
For Dlf Limited - strike price 660 expiring on 30DEC2025
Delta for 660 PE is -0.19
Historical price for 660 PE is as follows
On 9 Dec DLF was trading at 690.05. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 25.30, the open interest changed by -182 which decreased total open position to 496
On 8 Dec DLF was trading at 687.45. The strike last trading price was 6.9, which was 5.45 higher than the previous day. The implied volatity was 27.68, the open interest changed by 166 which increased total open position to 681
On 5 Dec DLF was trading at 719.75. The strike last trading price was 1.4, which was -1.1 lower than the previous day. The implied volatity was 24.61, the open interest changed by -44 which decreased total open position to 516
On 4 Dec DLF was trading at 709.35. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 24.88, the open interest changed by 16 which increased total open position to 560
On 3 Dec DLF was trading at 708.00. The strike last trading price was 2.7, which was 0.2 higher than the previous day. The implied volatity was 24.40, the open interest changed by 52 which increased total open position to 544
On 2 Dec DLF was trading at 712.20. The strike last trading price was 2.55, which was -0.25 lower than the previous day. The implied volatity was 25.67, the open interest changed by -21 which decreased total open position to 489
On 1 Dec DLF was trading at 712.50. The strike last trading price was 2.75, which was 1 higher than the previous day. The implied volatity was 24.97, the open interest changed by 43 which increased total open position to 509
On 28 Nov DLF was trading at 723.60. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 24.17, the open interest changed by 16 which increased total open position to 466
On 27 Nov DLF was trading at 725.40. The strike last trading price was 1.9, which was 0.2 higher than the previous day. The implied volatity was 24.70, the open interest changed by 52 which increased total open position to 450
On 26 Nov DLF was trading at 730.75. The strike last trading price was 1.6, which was -1.1 lower than the previous day. The implied volatity was 24.69, the open interest changed by 12 which increased total open position to 399
On 25 Nov DLF was trading at 721.30. The strike last trading price was 2.55, which was -1 lower than the previous day. The implied volatity was 24.92, the open interest changed by 52 which increased total open position to 387
On 24 Nov DLF was trading at 717.70. The strike last trading price was 3.7, which was 0.3 higher than the previous day. The implied volatity was 26.60, the open interest changed by 71 which increased total open position to 336
On 21 Nov DLF was trading at 725.35. The strike last trading price was 3.65, which was 1.4 higher than the previous day. The implied volatity was 26.73, the open interest changed by 65 which increased total open position to 265
On 20 Nov DLF was trading at 741.10. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 26.93, the open interest changed by 33 which increased total open position to 200
On 19 Nov DLF was trading at 743.65. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 27.56, the open interest changed by 4 which increased total open position to 167
On 18 Nov DLF was trading at 750.35. The strike last trading price was 2, which was 0.1 higher than the previous day. The implied volatity was 27.49, the open interest changed by 129 which increased total open position to 140
On 14 Nov DLF was trading at 764.85. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov DLF was trading at 764.80. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 12 Nov DLF was trading at 761.20. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 28.03, the open interest changed by 5 which increased total open position to 11
On 11 Nov DLF was trading at 765.25. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 29.38, the open interest changed by 2 which increased total open position to 3
On 7 Nov DLF was trading at 759.45. The strike last trading price was 2.6, which was -0.4 lower than the previous day. The implied volatity was 28.23, the open interest changed by 0 which decreased total open position to 1
On 27 Oct DLF was trading at 779.50. The strike last trading price was 25.75, 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 Oct DLF was trading at 740.90. The strike last trading price was 25.75, which was 0 lower than the previous day. The implied volatity was 7.90, the open interest changed by 0 which decreased total open position to 0
On 13 Oct DLF was trading at 741.20. The strike last trading price was 25.75, 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 Oct DLF was trading at 740.20. The strike last trading price was 25.75, 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 Oct DLF was trading at 729.00. The strike last trading price was 25.75, 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 Oct DLF was trading at 724.90. The strike last trading price was 25.75, 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 Oct DLF was trading at 737.15. The strike last trading price was 25.75, 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 Oct DLF was trading at 735.25. 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 3 Oct DLF was trading at 729.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































