DLF
Dlf Limited
Historical option data for DLF
24 Dec 2025 04:10 PM IST
| DLF 27-JAN-2026 690 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 0.82
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 694.90 | 25.9 | 0.3 | 23.97 | 135 | 22 | 147 | |||||||||
| 23 Dec | 694.25 | 25 | 0.6 | 22.84 | 203 | 33 | 124 | |||||||||
| 22 Dec | 692.05 | 24.05 | -0.15 | 23.08 | 119 | 45 | 91 | |||||||||
| 19 Dec | 691.20 | 24.45 | 6.45 | 21.00 | 128 | 34 | 49 | |||||||||
| 18 Dec | 679.05 | 18 | -3 | 23.51 | 26 | 3 | 14 | |||||||||
| 17 Dec | 683.10 | 21 | -42.6 | 23.47 | 12 | 10 | 10 | |||||||||
| 16 Dec | 691.95 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 15 Dec | 697.90 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 699.40 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 693.65 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 684.80 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 690.05 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 687.45 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 719.75 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 712.20 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 712.50 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 723.60 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 725.40 | 63.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 690 expiring on 27JAN2026
Delta for 690 CE is 0.60
Historical price for 690 CE is as follows
On 24 Dec DLF was trading at 694.90. The strike last trading price was 25.9, which was 0.3 higher than the previous day. The implied volatity was 23.97, the open interest changed by 22 which increased total open position to 147
On 23 Dec DLF was trading at 694.25. The strike last trading price was 25, which was 0.6 higher than the previous day. The implied volatity was 22.84, the open interest changed by 33 which increased total open position to 124
On 22 Dec DLF was trading at 692.05. The strike last trading price was 24.05, which was -0.15 lower than the previous day. The implied volatity was 23.08, the open interest changed by 45 which increased total open position to 91
On 19 Dec DLF was trading at 691.20. The strike last trading price was 24.45, which was 6.45 higher than the previous day. The implied volatity was 21.00, the open interest changed by 34 which increased total open position to 49
On 18 Dec DLF was trading at 679.05. The strike last trading price was 18, which was -3 lower than the previous day. The implied volatity was 23.51, the open interest changed by 3 which increased total open position to 14
On 17 Dec DLF was trading at 683.10. The strike last trading price was 21, which was -42.6 lower than the previous day. The implied volatity was 23.47, the open interest changed by 10 which increased total open position to 10
On 16 Dec DLF was trading at 691.95. The strike last trading price was 63.6, 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 Dec DLF was trading at 697.90. The strike last trading price was 63.6, 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 Dec DLF was trading at 699.40. The strike last trading price was 63.6, 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 Dec DLF was trading at 693.65. The strike last trading price was 63.6, 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 Dec DLF was trading at 684.80. The strike last trading price was 63.6, 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 Dec DLF was trading at 690.05. The strike last trading price was 63.6, 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 Dec DLF was trading at 687.45. The strike last trading price was 63.6, 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 Dec DLF was trading at 719.75. The strike last trading price was 63.6, 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 63.6, 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 63.6, 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 63.6, 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 63.6, 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 27JAN2026 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.82
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 694.90 | 15.65 | 0.2 | 24.51 | 82 | 17 | 161 |
| 23 Dec | 694.25 | 15.8 | -1.8 | 24.15 | 131 | 61 | 143 |
| 22 Dec | 692.05 | 17.9 | 0.55 | 25.11 | 46 | 18 | 79 |
| 19 Dec | 691.20 | 16.65 | -5.9 | 23.89 | 50 | 9 | 61 |
| 18 Dec | 679.05 | 25 | 2 | 24.09 | 20 | 3 | 52 |
| 17 Dec | 683.10 | 23 | 4.7 | 24.80 | 16 | 11 | 50 |
| 16 Dec | 691.95 | 18.3 | 1.15 | 24.17 | 6 | 3 | 38 |
| 15 Dec | 697.90 | 17.15 | 1.6 | 25.78 | 1 | 0 | 35 |
| 12 Dec | 699.40 | 15.45 | -4.05 | 23.48 | 33 | 22 | 35 |
| 11 Dec | 693.65 | 19.5 | 0.5 | - | 0 | 0 | 13 |
| 10 Dec | 684.80 | 19.5 | 0.5 | 21.57 | 1 | 0 | 12 |
| 9 Dec | 690.05 | 19 | -2.7 | 23.66 | 4 | 2 | 10 |
| 8 Dec | 687.45 | 21.7 | 10.9 | 24.09 | 7 | 3 | 9 |
| 5 Dec | 719.75 | 10.8 | -14.25 | - | 0 | 0 | 0 |
| 2 Dec | 712.20 | 10.8 | -14.25 | - | 0 | 0 | 0 |
| 1 Dec | 712.50 | 10.8 | -14.25 | - | 0 | 0 | 0 |
| 28 Nov | 723.60 | 10.8 | -14.25 | - | 0 | 6 | 0 |
| 27 Nov | 725.40 | 10.8 | -14.25 | 24.70 | 7 | 2 | 2 |
For Dlf Limited - strike price 690 expiring on 27JAN2026
Delta for 690 PE is -0.40
Historical price for 690 PE is as follows
On 24 Dec DLF was trading at 694.90. The strike last trading price was 15.65, which was 0.2 higher than the previous day. The implied volatity was 24.51, the open interest changed by 17 which increased total open position to 161
On 23 Dec DLF was trading at 694.25. The strike last trading price was 15.8, which was -1.8 lower than the previous day. The implied volatity was 24.15, the open interest changed by 61 which increased total open position to 143
On 22 Dec DLF was trading at 692.05. The strike last trading price was 17.9, which was 0.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by 18 which increased total open position to 79
On 19 Dec DLF was trading at 691.20. The strike last trading price was 16.65, which was -5.9 lower than the previous day. The implied volatity was 23.89, the open interest changed by 9 which increased total open position to 61
On 18 Dec DLF was trading at 679.05. The strike last trading price was 25, which was 2 higher than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 52
On 17 Dec DLF was trading at 683.10. The strike last trading price was 23, which was 4.7 higher than the previous day. The implied volatity was 24.80, the open interest changed by 11 which increased total open position to 50
On 16 Dec DLF was trading at 691.95. The strike last trading price was 18.3, which was 1.15 higher than the previous day. The implied volatity was 24.17, the open interest changed by 3 which increased total open position to 38
On 15 Dec DLF was trading at 697.90. The strike last trading price was 17.15, which was 1.6 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 35
On 12 Dec DLF was trading at 699.40. The strike last trading price was 15.45, which was -4.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 22 which increased total open position to 35
On 11 Dec DLF was trading at 693.65. The strike last trading price was 19.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Dec DLF was trading at 684.80. The strike last trading price was 19.5, which was 0.5 higher than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 12
On 9 Dec DLF was trading at 690.05. The strike last trading price was 19, which was -2.7 lower than the previous day. The implied volatity was 23.66, the open interest changed by 2 which increased total open position to 10
On 8 Dec DLF was trading at 687.45. The strike last trading price was 21.7, which was 10.9 higher than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 9
On 5 Dec DLF was trading at 719.75. The strike last trading price was 10.8, which was -14.25 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 10.8, which was -14.25 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 10.8, which was -14.25 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 10.8, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 27 Nov DLF was trading at 725.40. The strike last trading price was 10.8, which was -14.25 lower than the previous day. The implied volatity was 24.70, the open interest changed by 2 which increased total open position to 2































































































































































































































