Historical option data for DLF
11 Jun 2026 04:11 PM IST
| DLF 30-Jun-2026 (18d) 680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0
Theta: -0.09
Gamma: 0.00118
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 563.00 | 0.55 | -0.45 (-45.00%) | 41.51 | 1 | 0 | 118 | |||||||||
| 10 Jun | 563.20 | 0.55 | -0.45 (-45.00%) | 40.61 | 11 | -1 | 118 | |||||||||
| 9 Jun | 575.15 | 0.9 | -0.1 (-10.00%) | 39.03 | 2 | 0 | 119 | |||||||||
| 8 Jun | 561.30 | 0.9 | -0.1 (-10.00%) | 39.03 | 2 | -2 | 119 | |||||||||
| 5 Jun | 577.70 | 1.2 | 0.2 (20.00%) | 35.92 | 16 | -9 | 121 | |||||||||
| 4 Jun | 577.80 | 1.35 | -0.65 (-32.50%) | 35.48 | 186 | -107 | 139 | |||||||||
| 3 Jun | 581.55 | 1.5 | -0.5 (-25.00%) | 35.53 | 54 | 11 | 246 | |||||||||
| 2 Jun | 591.85 | 1.8 | 0.8 (80.00%) | 32.69 | 112 | 1 | 237 | |||||||||
| 1 Jun | 580.05 | 1.3 | -0.7 (-35.00%) | 33.58 | 217 | 39 | 236 | |||||||||
| 29 May | 590.60 | 2.2 | 0.2 (10.00%) | 30.47 | 252 | -14 | 197 | |||||||||
| 27 May | 593.90 | 2 | 0 (0.00%) | 29.44 | 222 | 141 | 210 | |||||||||
| 26 May | 589.80 | 2 | -1 (-33.33%) | 30.66 | 68 | 17 | 69 | |||||||||
| 25 May | 592.30 | 3 | -1 (-25.00%) | 32.76 | 88 | 30 | 51 | |||||||||
| 22 May | 586.70 | 3.6 | -0.4 (-10.00%) | 34.38 | 68 | 19 | 21 | |||||||||
| 21 May | 587.95 | 3.75 | 0.75 (25.00%) | 33.96 | 2 | 1 | 1 | |||||||||
| 20 May | 583.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 577.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 573.15 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 566.75 | 0 | -3 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 583.25 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 574.15 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 569.20 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 590.25 | 0 | -3 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 608.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 618.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 597.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 587.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 594.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 680 expiring on 30JUN2026
Delta for 680 CE is 0.03
Historical price for 680 CE is as follows
On 11 Jun DLF was trading at 563.00. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 41.51, the open interest changed by 0 which decreased total open position to 118
On 10 Jun DLF was trading at 563.20. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 40.61, the open interest changed by -1 which decreased total open position to 118
On 9 Jun DLF was trading at 575.15. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 39.03, the open interest changed by 0 which decreased total open position to 119
On 8 Jun DLF was trading at 561.30. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 39.03, the open interest changed by -2 which decreased total open position to 119
On 5 Jun DLF was trading at 577.70. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 35.92, the open interest changed by -9 which decreased total open position to 121
On 4 Jun DLF was trading at 577.80. The strike last trading price was 1.35, which was -0.65 lower than the previous day. The implied volatity was 35.48, the open interest changed by -107 which decreased total open position to 139
On 3 Jun DLF was trading at 581.55. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 35.53, the open interest changed by 11 which increased total open position to 246
On 2 Jun DLF was trading at 591.85. The strike last trading price was 1.8, which was 0.8 higher than the previous day. The implied volatity was 32.69, the open interest changed by 1 which increased total open position to 237
On 1 Jun DLF was trading at 580.05. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 33.58, the open interest changed by 39 which increased total open position to 236
On 29 May DLF was trading at 590.60. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 30.47, the open interest changed by -14 which decreased total open position to 197
On 27 May DLF was trading at 593.90. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 29.44, the open interest changed by 141 which increased total open position to 210
On 26 May DLF was trading at 589.80. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 30.66, the open interest changed by 17 which increased total open position to 69
On 25 May DLF was trading at 592.30. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 32.76, the open interest changed by 30 which increased total open position to 51
On 22 May DLF was trading at 586.70. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 34.38, the open interest changed by 19 which increased total open position to 21
On 21 May DLF was trading at 587.95. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 33.96, the open interest changed by 1 which increased total open position to 1
On 20 May DLF was trading at 583.30. 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 19 May DLF was trading at 577.40. 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 18 May DLF was trading at 573.15. 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 15 May DLF was trading at 566.75. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May DLF was trading at 583.25. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May DLF was trading at 574.15. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May DLF was trading at 569.20. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May DLF was trading at 590.25. The strike last trading price was 0, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May DLF was trading at 608.25. 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 May DLF was trading at 618.85. 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 6 May DLF was trading at 609.60. 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 5 May DLF was trading at 597.30. 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 30 Apr DLF was trading at 587.00. 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 29 Apr DLF was trading at 594.45. 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 30-Jun-2026 (18d) 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0
Theta: -0.11
Gamma: 0.00123
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 563.00 | 119.65 | 9.65 (8.77%) | 43.69 | 3 | 0 | 57 |
| 10 Jun | 563.20 | 110 | 110 | - | 1 | 0 | 57 |
| 9 Jun | 575.15 | 110 | 110 (20.42%) | 40.55 | 1 | 0 | 57 |
| 8 Jun | 561.30 | 110 | 18.65 (20.42%) | 40.55 | 1 | 1 | 57 |
| 5 Jun | 577.70 | 91.35 | 91.35 | - | 3 | 0 | 56 |
| 4 Jun | 577.80 | 91.35 | 91.35 (6.38%) | 35.41 | 3 | 0 | 56 |
| 3 Jun | 581.55 | 91.65 | 5.5 (6.38%) | 35.41 | 3 | 0 | 56 |
| 2 Jun | 591.85 | 86.15 | 86.15 (3.98%) | 23.3 | 2 | 0 | 56 |
| 1 Jun | 580.05 | 86.15 | 3.3 (3.98%) | 23.3 | 2 | -1 | 56 |
| 29 May | 590.60 | 82.85 | 82.85 | - | 5 | 0 | 57 |
| 27 May | 593.90 | 82.85 | 82.85 (-2.18%) | 23.53 | 5 | 0 | 57 |
| 26 May | 589.80 | 82.85 | -1.85 (-2.18%) | 23.53 | 5 | 5 | 57 |
| 25 May | 592.30 | 84.7 | -6.8 (-7.43%) | 25.22 | 8 | 0 | 45 |
| 22 May | 586.70 | 91.5 | 91.5 (-12.06%) | 25.68 | 4 | 0 | 45 |
| 21 May | 587.95 | 91.5 | -12.55 (-12.06%) | 25.68 | 4 | 2 | 44 |
| 20 May | 583.30 | 104.05 | 5.05 (5.10%) | 42.33 | 2 | 1 | 42 |
| 19 May | 577.40 | 99 | -2.15 (-2.13%) | 32.16 | 4 | 4 | 41 |
| 18 May | 573.15 | 101.15 | 0 (0.00%) | - | 8 | 0 | 37 |
| 15 May | 566.75 | 101.5 | 0.35 (0.35%) | - | 0 | 0 | 37 |
| 14 May | 583.25 | 101.5 | 0.35 (0.35%) | 0 | 0 | 0 | 37 |
| 13 May | 574.15 | 101.5 | 35.3 (53.32%) | 0 | 8 | 6 | 35 |
| 12 May | 569.20 | 66.2 | 0 (0.00%) | 0 | 0 | 0 | 29 |
| 11 May | 590.25 | 66.2 | 0 (0.00%) | 0 | 0 | 0 | 29 |
| 8 May | 608.25 | 66.2 | 0 (0.00%) | 31.05 | 0 | 0 | 29 |
| 7 May | 618.85 | 66.2 | -100.6 (-60.31%) | 31.05 | 29 | 22 | 22 |
| 6 May | 609.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 597.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 587.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 594.45 | 0 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 680 expiring on 30JUN2026
Delta for 680 PE is -0.97
Historical price for 680 PE is as follows
On 11 Jun DLF was trading at 563.00. The strike last trading price was 119.65, which was 9.65 higher than the previous day. The implied volatity was 43.69, the open interest changed by 0 which decreased total open position to 57
On 10 Jun DLF was trading at 563.20. The strike last trading price was 110, which was 110 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 9 Jun DLF was trading at 575.15. The strike last trading price was 110, which was 110 higher than the previous day. The implied volatity was 40.55, the open interest changed by 0 which decreased total open position to 57
On 8 Jun DLF was trading at 561.30. The strike last trading price was 110, which was 18.65 higher than the previous day. The implied volatity was 40.55, the open interest changed by 1 which increased total open position to 57
On 5 Jun DLF was trading at 577.70. The strike last trading price was 91.35, which was 91.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 4 Jun DLF was trading at 577.80. The strike last trading price was 91.35, which was 91.35 higher than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 56
On 3 Jun DLF was trading at 581.55. The strike last trading price was 91.65, which was 5.5 higher than the previous day. The implied volatity was 35.41, the open interest changed by 0 which decreased total open position to 56
On 2 Jun DLF was trading at 591.85. The strike last trading price was 86.15, which was 86.15 higher than the previous day. The implied volatity was 23.3, the open interest changed by 0 which decreased total open position to 56
On 1 Jun DLF was trading at 580.05. The strike last trading price was 86.15, which was 3.3 higher than the previous day. The implied volatity was 23.3, the open interest changed by -1 which decreased total open position to 56
On 29 May DLF was trading at 590.60. The strike last trading price was 82.85, which was 82.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 27 May DLF was trading at 593.90. The strike last trading price was 82.85, which was 82.85 higher than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 57
On 26 May DLF was trading at 589.80. The strike last trading price was 82.85, which was -1.85 lower than the previous day. The implied volatity was 23.53, the open interest changed by 5 which increased total open position to 57
On 25 May DLF was trading at 592.30. The strike last trading price was 84.7, which was -6.8 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 45
On 22 May DLF was trading at 586.70. The strike last trading price was 91.5, which was 91.5 higher than the previous day. The implied volatity was 25.68, the open interest changed by 0 which decreased total open position to 45
On 21 May DLF was trading at 587.95. The strike last trading price was 91.5, which was -12.55 lower than the previous day. The implied volatity was 25.68, the open interest changed by 2 which increased total open position to 44
On 20 May DLF was trading at 583.30. The strike last trading price was 104.05, which was 5.05 higher than the previous day. The implied volatity was 42.33, the open interest changed by 1 which increased total open position to 42
On 19 May DLF was trading at 577.40. The strike last trading price was 99, which was -2.15 lower than the previous day. The implied volatity was 32.16, the open interest changed by 4 which increased total open position to 41
On 18 May DLF was trading at 573.15. The strike last trading price was 101.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 15 May DLF was trading at 566.75. The strike last trading price was 101.5, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 14 May DLF was trading at 583.25. The strike last trading price was 101.5, which was 0.35 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 37
On 13 May DLF was trading at 574.15. The strike last trading price was 101.5, which was 35.3 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 35
On 12 May DLF was trading at 569.20. The strike last trading price was 66.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 29
On 11 May DLF was trading at 590.25. The strike last trading price was 66.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 29
On 8 May DLF was trading at 608.25. The strike last trading price was 66.2, which was 0 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 29
On 7 May DLF was trading at 618.85. The strike last trading price was 66.2, which was -100.6 lower than the previous day. The implied volatity was 31.05, the open interest changed by 22 which increased total open position to 22
On 6 May DLF was trading at 609.60. 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 5 May DLF was trading at 597.30. 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 30 Apr DLF was trading at 587.00. 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 29 Apr DLF was trading at 594.45. 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
