DLF
Dlf Limited
Historical option data for DLF
11 Apr 2025 04:10 PM IST
| DLF 24APR2025 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.32
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 623.60 | 4.8 | -0.4 | 40.06 | 1,177 | -136 | 1,003 | |||
| 9 Apr | 612.85 | 5.25 | -2.25 | 44.11 | 1,079 | 273 | 1,142 | |||
| 8 Apr | 621.55 | 7.7 | 0 | 42.93 | 1,023 | 174 | 859 | |||
| 7 Apr | 608.05 | 7.75 | -6.25 | 50.77 | 1,222 | 76 | 686 | |||
| 4 Apr | 653.95 | 14.05 | -13.95 | 31.81 | 2,143 | 348 | 602 | |||
| 3 Apr | 680.05 | 28.2 | -2.35 | 31.85 | 510 | -65 | 254 | |||
| 2 Apr | 683.15 | 29.75 | 9.65 | 32.21 | 2,662 | -102 | 326 | |||
| 1 Apr | 663.10 | 20.35 | -10.6 | 33.02 | 2,060 | 168 | 427 | |||
| 28 Mar | 680.50 | 30.4 | -7.95 | 30.12 | 280 | 58 | 259 | |||
| 27 Mar | 688.50 | 39.8 | 4.85 | 32.80 | 268 | 14 | 200 | |||
| 26 Mar | 680.45 | 34.1 | -11 | 34.58 | 385 | 119 | 186 | |||
| 25 Mar | 695.20 | 45.1 | -7.4 | 36.15 | 29 | 8 | 69 | |||
| 24 Mar | 706.00 | 52.4 | 4.6 | 32.74 | 62 | 24 | 61 | |||
| 21 Mar | 695.90 | 47.8 | 3.7 | 33.21 | 3 | -1 | 37 | |||
| 20 Mar | 694.30 | 44.1 | -2.65 | 30.96 | 4 | 0 | 39 | |||
| 19 Mar | 697.55 | 47 | 14.15 | 32.11 | 30 | -5 | 39 | |||
| 18 Mar | 674.80 | 32.75 | 7.15 | 29.89 | 69 | 19 | 51 | |||
| 17 Mar | 655.55 | 25.6 | 0.3 | 34.05 | 21 | 10 | 32 | |||
| 13 Mar | 658.10 | 25.2 | -3.4 | 30.59 | 12 | 4 | 21 | |||
| 12 Mar | 668.70 | 28.6 | -5.5 | 27.35 | 10 | 4 | 16 | |||
| 11 Mar | 674.10 | 34.1 | 6.85 | 29.92 | 20 | 3 | 12 | |||
| 10 Mar | 647.10 | 27.25 | -5.35 | 38.28 | 7 | 1 | 9 | |||
| 7 Mar | 667.05 | 32.6 | 1.4 | 32.09 | 7 | 4 | 8 | |||
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| 6 Mar | 665.30 | 31.2 | 1.2 | 29.88 | 2 | 1 | 3 | |||
| 5 Mar | 661.35 | 30 | -1.2 | 29.17 | 2 | 1 | 1 | |||
| 4 Mar | 643.30 | 31.2 | 0 | 2.49 | 0 | 0 | 0 | |||
| 3 Mar | 647.30 | 31.2 | 0 | 1.93 | 0 | 0 | 0 | |||
| 28 Feb | 635.55 | 31.2 | 0 | 3.03 | 0 | 0 | 0 | |||
For Dlf Limited - strike price 670 expiring on 24APR2025
Delta for 670 CE is 0.19
Historical price for 670 CE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 4.8, which was -0.4 lower than the previous day. The implied volatity was 40.06, the open interest changed by -136 which decreased total open position to 1003
On 9 Apr DLF was trading at 612.85. The strike last trading price was 5.25, which was -2.25 lower than the previous day. The implied volatity was 44.11, the open interest changed by 273 which increased total open position to 1142
On 8 Apr DLF was trading at 621.55. The strike last trading price was 7.7, which was 0 lower than the previous day. The implied volatity was 42.93, the open interest changed by 174 which increased total open position to 859
On 7 Apr DLF was trading at 608.05. The strike last trading price was 7.75, which was -6.25 lower than the previous day. The implied volatity was 50.77, the open interest changed by 76 which increased total open position to 686
On 4 Apr DLF was trading at 653.95. The strike last trading price was 14.05, which was -13.95 lower than the previous day. The implied volatity was 31.81, the open interest changed by 348 which increased total open position to 602
On 3 Apr DLF was trading at 680.05. The strike last trading price was 28.2, which was -2.35 lower than the previous day. The implied volatity was 31.85, the open interest changed by -65 which decreased total open position to 254
On 2 Apr DLF was trading at 683.15. The strike last trading price was 29.75, which was 9.65 higher than the previous day. The implied volatity was 32.21, the open interest changed by -102 which decreased total open position to 326
On 1 Apr DLF was trading at 663.10. The strike last trading price was 20.35, which was -10.6 lower than the previous day. The implied volatity was 33.02, the open interest changed by 168 which increased total open position to 427
On 28 Mar DLF was trading at 680.50. The strike last trading price was 30.4, which was -7.95 lower than the previous day. The implied volatity was 30.12, the open interest changed by 58 which increased total open position to 259
On 27 Mar DLF was trading at 688.50. The strike last trading price was 39.8, which was 4.85 higher than the previous day. The implied volatity was 32.80, the open interest changed by 14 which increased total open position to 200
On 26 Mar DLF was trading at 680.45. The strike last trading price was 34.1, which was -11 lower than the previous day. The implied volatity was 34.58, the open interest changed by 119 which increased total open position to 186
On 25 Mar DLF was trading at 695.20. The strike last trading price was 45.1, which was -7.4 lower than the previous day. The implied volatity was 36.15, the open interest changed by 8 which increased total open position to 69
On 24 Mar DLF was trading at 706.00. The strike last trading price was 52.4, which was 4.6 higher than the previous day. The implied volatity was 32.74, the open interest changed by 24 which increased total open position to 61
On 21 Mar DLF was trading at 695.90. The strike last trading price was 47.8, which was 3.7 higher than the previous day. The implied volatity was 33.21, the open interest changed by -1 which decreased total open position to 37
On 20 Mar DLF was trading at 694.30. The strike last trading price was 44.1, which was -2.65 lower than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 39
On 19 Mar DLF was trading at 697.55. The strike last trading price was 47, which was 14.15 higher than the previous day. The implied volatity was 32.11, the open interest changed by -5 which decreased total open position to 39
On 18 Mar DLF was trading at 674.80. The strike last trading price was 32.75, which was 7.15 higher than the previous day. The implied volatity was 29.89, the open interest changed by 19 which increased total open position to 51
On 17 Mar DLF was trading at 655.55. The strike last trading price was 25.6, which was 0.3 higher than the previous day. The implied volatity was 34.05, the open interest changed by 10 which increased total open position to 32
On 13 Mar DLF was trading at 658.10. The strike last trading price was 25.2, which was -3.4 lower than the previous day. The implied volatity was 30.59, the open interest changed by 4 which increased total open position to 21
On 12 Mar DLF was trading at 668.70. The strike last trading price was 28.6, which was -5.5 lower than the previous day. The implied volatity was 27.35, the open interest changed by 4 which increased total open position to 16
On 11 Mar DLF was trading at 674.10. The strike last trading price was 34.1, which was 6.85 higher than the previous day. The implied volatity was 29.92, the open interest changed by 3 which increased total open position to 12
On 10 Mar DLF was trading at 647.10. The strike last trading price was 27.25, which was -5.35 lower than the previous day. The implied volatity was 38.28, the open interest changed by 1 which increased total open position to 9
On 7 Mar DLF was trading at 667.05. The strike last trading price was 32.6, which was 1.4 higher than the previous day. The implied volatity was 32.09, the open interest changed by 4 which increased total open position to 8
On 6 Mar DLF was trading at 665.30. The strike last trading price was 31.2, which was 1.2 higher than the previous day. The implied volatity was 29.88, the open interest changed by 1 which increased total open position to 3
On 5 Mar DLF was trading at 661.35. The strike last trading price was 30, which was -1.2 lower than the previous day. The implied volatity was 29.17, the open interest changed by 1 which increased total open position to 1
On 4 Mar DLF was trading at 643.30. The strike last trading price was 31.2, which was 0 lower than the previous day. The implied volatity was 2.49, 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 31.2, which was 0 lower than the previous day. The implied volatity was 1.93, 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 31.2, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
| DLF 24APR2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.34
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 623.60 | 50.35 | -9.4 | 43.48 | 100 | -11 | 227 |
| 9 Apr | 612.85 | 60.85 | 9.2 | 48.06 | 43 | -3 | 236 |
| 8 Apr | 621.55 | 51.65 | -15.35 | 45.06 | 31 | 2 | 240 |
| 7 Apr | 608.05 | 66.75 | 38 | 51.06 | 278 | -121 | 238 |
| 4 Apr | 653.95 | 29.3 | 14.6 | 36.67 | 1,156 | -66 | 351 |
| 3 Apr | 680.05 | 14.6 | -0.1 | 32.32 | 935 | 39 | 425 |
| 2 Apr | 683.15 | 15.05 | -9.15 | 33.12 | 1,595 | 53 | 389 |
| 1 Apr | 663.10 | 23.95 | 7.05 | 33.49 | 1,666 | 61 | 337 |
| 28 Mar | 680.50 | 17.05 | 1.6 | 32.73 | 627 | 83 | 276 |
| 27 Mar | 688.50 | 14.55 | -3.85 | 34.07 | 600 | 62 | 195 |
| 26 Mar | 680.45 | 18.7 | 3.35 | 33.57 | 320 | 37 | 133 |
| 25 Mar | 695.20 | 15.45 | 3.8 | 35.63 | 161 | 12 | 95 |
| 24 Mar | 706.00 | 11.5 | -2.2 | 34.68 | 313 | 19 | 80 |
| 21 Mar | 695.90 | 13.6 | -1.65 | 32.96 | 105 | -1 | 60 |
| 20 Mar | 694.30 | 15.4 | 0.9 | 33.10 | 54 | 42 | 61 |
| 19 Mar | 697.55 | 14.5 | -9.2 | 32.87 | 26 | 7 | 19 |
| 18 Mar | 674.80 | 23.6 | -9.65 | 35.12 | 19 | 7 | 10 |
| 17 Mar | 655.55 | 33.25 | 8.3 | 34.99 | 3 | 0 | 3 |
| 13 Mar | 658.10 | 24.95 | 0 | 24.85 | 1 | 0 | 2 |
| 12 Mar | 668.70 | 24.95 | -6.9 | 31.10 | 2 | 1 | 2 |
| 11 Mar | 674.10 | 31.85 | -19.6 | 40.63 | 1 | 0 | 0 |
| 10 Mar | 647.10 | 51.45 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 667.05 | 51.45 | 0 | 0.52 | 0 | 0 | 0 |
| 6 Mar | 665.30 | 51.45 | 0 | 0.56 | 0 | 0 | 0 |
| 5 Mar | 661.35 | 51.45 | 0 | 0.04 | 0 | 0 | 0 |
| 4 Mar | 643.30 | 51.45 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 647.30 | 51.45 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 635.55 | 51.45 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 670 expiring on 24APR2025
Delta for 670 PE is -0.79
Historical price for 670 PE is as follows
On 11 Apr DLF was trading at 623.60. The strike last trading price was 50.35, which was -9.4 lower than the previous day. The implied volatity was 43.48, the open interest changed by -11 which decreased total open position to 227
On 9 Apr DLF was trading at 612.85. The strike last trading price was 60.85, which was 9.2 higher than the previous day. The implied volatity was 48.06, the open interest changed by -3 which decreased total open position to 236
On 8 Apr DLF was trading at 621.55. The strike last trading price was 51.65, which was -15.35 lower than the previous day. The implied volatity was 45.06, the open interest changed by 2 which increased total open position to 240
On 7 Apr DLF was trading at 608.05. The strike last trading price was 66.75, which was 38 higher than the previous day. The implied volatity was 51.06, the open interest changed by -121 which decreased total open position to 238
On 4 Apr DLF was trading at 653.95. The strike last trading price was 29.3, which was 14.6 higher than the previous day. The implied volatity was 36.67, the open interest changed by -66 which decreased total open position to 351
On 3 Apr DLF was trading at 680.05. The strike last trading price was 14.6, which was -0.1 lower than the previous day. The implied volatity was 32.32, the open interest changed by 39 which increased total open position to 425
On 2 Apr DLF was trading at 683.15. The strike last trading price was 15.05, which was -9.15 lower than the previous day. The implied volatity was 33.12, the open interest changed by 53 which increased total open position to 389
On 1 Apr DLF was trading at 663.10. The strike last trading price was 23.95, which was 7.05 higher than the previous day. The implied volatity was 33.49, the open interest changed by 61 which increased total open position to 337
On 28 Mar DLF was trading at 680.50. The strike last trading price was 17.05, which was 1.6 higher than the previous day. The implied volatity was 32.73, the open interest changed by 83 which increased total open position to 276
On 27 Mar DLF was trading at 688.50. The strike last trading price was 14.55, which was -3.85 lower than the previous day. The implied volatity was 34.07, the open interest changed by 62 which increased total open position to 195
On 26 Mar DLF was trading at 680.45. The strike last trading price was 18.7, which was 3.35 higher than the previous day. The implied volatity was 33.57, the open interest changed by 37 which increased total open position to 133
On 25 Mar DLF was trading at 695.20. The strike last trading price was 15.45, which was 3.8 higher than the previous day. The implied volatity was 35.63, the open interest changed by 12 which increased total open position to 95
On 24 Mar DLF was trading at 706.00. The strike last trading price was 11.5, which was -2.2 lower than the previous day. The implied volatity was 34.68, the open interest changed by 19 which increased total open position to 80
On 21 Mar DLF was trading at 695.90. The strike last trading price was 13.6, which was -1.65 lower than the previous day. The implied volatity was 32.96, the open interest changed by -1 which decreased total open position to 60
On 20 Mar DLF was trading at 694.30. The strike last trading price was 15.4, which was 0.9 higher than the previous day. The implied volatity was 33.10, the open interest changed by 42 which increased total open position to 61
On 19 Mar DLF was trading at 697.55. The strike last trading price was 14.5, which was -9.2 lower than the previous day. The implied volatity was 32.87, the open interest changed by 7 which increased total open position to 19
On 18 Mar DLF was trading at 674.80. The strike last trading price was 23.6, which was -9.65 lower than the previous day. The implied volatity was 35.12, the open interest changed by 7 which increased total open position to 10
On 17 Mar DLF was trading at 655.55. The strike last trading price was 33.25, which was 8.3 higher than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 3
On 13 Mar DLF was trading at 658.10. The strike last trading price was 24.95, which was 0 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 2
On 12 Mar DLF was trading at 668.70. The strike last trading price was 24.95, which was -6.9 lower than the previous day. The implied volatity was 31.10, the open interest changed by 1 which increased total open position to 2
On 11 Mar DLF was trading at 674.10. The strike last trading price was 31.85, which was -19.6 lower than the previous day. The implied volatity was 40.63, the open interest changed by 0 which decreased total open position to 0
On 10 Mar DLF was trading at 647.10. The strike last trading price was 51.45, 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 Mar DLF was trading at 667.05. The strike last trading price was 51.45, which was 0 lower than the previous day. The implied volatity was 0.52, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.56, 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 51.45, which was 0 lower than the previous day. The implied volatity was 0.04, 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 51.45, 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 51.45, 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 51.45, 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
