DLF
Dlf Limited
Historical option data for DLF
09 Dec 2025 04:10 PM IST
| DLF 30-DEC-2025 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.55
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 690.05 | 30.8 | 1.1 | 25.04 | 134 | 17 | 29 | |||||||||
| 8 Dec | 687.45 | 29.7 | -90.15 | 27.10 | 23 | 13 | 13 | |||||||||
| 5 Dec | 719.75 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 709.35 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 708.00 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 712.20 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 712.50 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 723.60 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 725.40 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 730.75 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 721.30 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 717.70 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 725.35 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 741.10 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 743.65 | 119.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 750.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 764.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 764.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 761.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 765.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 759.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 670 expiring on 30DEC2025
Delta for 670 CE is 0.73
Historical price for 670 CE is as follows
On 9 Dec DLF was trading at 690.05. The strike last trading price was 30.8, which was 1.1 higher than the previous day. The implied volatity was 25.04, the open interest changed by 17 which increased total open position to 29
On 8 Dec DLF was trading at 687.45. The strike last trading price was 29.7, which was -90.15 lower than the previous day. The implied volatity was 27.10, the open interest changed by 13 which increased total open position to 13
On 5 Dec DLF was trading at 719.75. The strike last trading price was 119.85, 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 4 Dec DLF was trading at 709.35. The strike last trading price was 119.85, 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 Dec DLF was trading at 708.00. The strike last trading price was 119.85, 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 Dec DLF was trading at 712.20. The strike last trading price was 119.85, 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 Dec DLF was trading at 712.50. The strike last trading price was 119.85, 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 Nov DLF was trading at 723.60. The strike last trading price was 119.85, 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 27 Nov DLF was trading at 725.40. The strike last trading price was 119.85, 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 26 Nov DLF was trading at 730.75. The strike last trading price was 119.85, 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 25 Nov DLF was trading at 721.30. The strike last trading price was 119.85, 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 Nov DLF was trading at 717.70. The strike last trading price was 119.85, 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 21 Nov DLF was trading at 725.35. The strike last trading price was 119.85, 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 Nov DLF was trading at 741.10. The strike last trading price was 119.85, 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 Nov DLF was trading at 743.65. The strike last trading price was 119.85, 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 Nov DLF was trading at 750.35. 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 Nov DLF was trading at 764.85. 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 Nov DLF was trading at 764.80. 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 Nov DLF was trading at 761.20. 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 11 Nov DLF was trading at 765.25. 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 7 Nov DLF was trading at 759.45. 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 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.54
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 690.05 | 6.75 | -2.35 | 24.48 | 1,625 | -75 | 940 |
| 8 Dec | 687.45 | 9.6 | 7.35 | 26.97 | 1,704 | 211 | 1,022 |
| 5 Dec | 719.75 | 2 | -1.75 | 23.57 | 517 | 20 | 813 |
| 4 Dec | 709.35 | 3.7 | -0.6 | 24.67 | 159 | 57 | 792 |
| 3 Dec | 708.00 | 4 | 0.4 | 23.93 | 152 | 38 | 735 |
| 2 Dec | 712.20 | 3.55 | -0.4 | 24.84 | 132 | 32 | 699 |
| 1 Dec | 712.50 | 3.9 | 1.35 | 24.31 | 205 | 10 | 666 |
| 28 Nov | 723.60 | 2.6 | -0.1 | 23.94 | 60 | 6 | 649 |
| 27 Nov | 725.40 | 2.7 | 0.25 | 24.10 | 52 | 8 | 643 |
| 26 Nov | 730.75 | 2.25 | -1.45 | 24.01 | 140 | 0 | 636 |
| 25 Nov | 721.30 | 3.6 | -1.3 | 24.40 | 554 | 69 | 636 |
| 24 Nov | 717.70 | 4.8 | 0.2 | 25.72 | 130 | 65 | 567 |
| 21 Nov | 725.35 | 4.9 | 1.95 | 26.27 | 621 | 444 | 502 |
| 20 Nov | 741.10 | 2.95 | 0.05 | 26.69 | 31 | 3 | 58 |
| 19 Nov | 743.65 | 2.9 | -5.85 | 26.64 | 111 | 57 | 57 |
| 18 Nov | 750.35 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 764.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 764.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 761.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 765.25 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 759.45 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 670 expiring on 30DEC2025
Delta for 670 PE is -0.27
Historical price for 670 PE is as follows
On 9 Dec DLF was trading at 690.05. The strike last trading price was 6.75, which was -2.35 lower than the previous day. The implied volatity was 24.48, the open interest changed by -75 which decreased total open position to 940
On 8 Dec DLF was trading at 687.45. The strike last trading price was 9.6, which was 7.35 higher than the previous day. The implied volatity was 26.97, the open interest changed by 211 which increased total open position to 1022
On 5 Dec DLF was trading at 719.75. The strike last trading price was 2, which was -1.75 lower than the previous day. The implied volatity was 23.57, the open interest changed by 20 which increased total open position to 813
On 4 Dec DLF was trading at 709.35. The strike last trading price was 3.7, which was -0.6 lower than the previous day. The implied volatity was 24.67, the open interest changed by 57 which increased total open position to 792
On 3 Dec DLF was trading at 708.00. The strike last trading price was 4, which was 0.4 higher than the previous day. The implied volatity was 23.93, the open interest changed by 38 which increased total open position to 735
On 2 Dec DLF was trading at 712.20. The strike last trading price was 3.55, which was -0.4 lower than the previous day. The implied volatity was 24.84, the open interest changed by 32 which increased total open position to 699
On 1 Dec DLF was trading at 712.50. The strike last trading price was 3.9, which was 1.35 higher than the previous day. The implied volatity was 24.31, the open interest changed by 10 which increased total open position to 666
On 28 Nov DLF was trading at 723.60. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 23.94, the open interest changed by 6 which increased total open position to 649
On 27 Nov DLF was trading at 725.40. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 24.10, the open interest changed by 8 which increased total open position to 643
On 26 Nov DLF was trading at 730.75. The strike last trading price was 2.25, which was -1.45 lower than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 636
On 25 Nov DLF was trading at 721.30. The strike last trading price was 3.6, which was -1.3 lower than the previous day. The implied volatity was 24.40, the open interest changed by 69 which increased total open position to 636
On 24 Nov DLF was trading at 717.70. The strike last trading price was 4.8, which was 0.2 higher than the previous day. The implied volatity was 25.72, the open interest changed by 65 which increased total open position to 567
On 21 Nov DLF was trading at 725.35. The strike last trading price was 4.9, which was 1.95 higher than the previous day. The implied volatity was 26.27, the open interest changed by 444 which increased total open position to 502
On 20 Nov DLF was trading at 741.10. The strike last trading price was 2.95, which was 0.05 higher than the previous day. The implied volatity was 26.69, the open interest changed by 3 which increased total open position to 58
On 19 Nov DLF was trading at 743.65. The strike last trading price was 2.9, which was -5.85 lower than the previous day. The implied volatity was 26.64, the open interest changed by 57 which increased total open position to 57
On 18 Nov DLF was trading at 750.35. 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 Nov DLF was trading at 764.85. 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 Nov DLF was trading at 764.80. 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 Nov DLF was trading at 761.20. 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 11 Nov DLF was trading at 765.25. 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 7 Nov DLF was trading at 759.45. 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































































































































































































































