DLF
Dlf Limited
Historical option data for DLF
24 Dec 2025 04:10 PM IST
| DLF 27-JAN-2026 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.84
Theta: -0.39
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 694.90 | 20.55 | 0.45 | 23.86 | 1,404 | 386 | 1,065 | |||||||||
| 23 Dec | 694.25 | 19.6 | 0.3 | 22.66 | 925 | 187 | 682 | |||||||||
| 22 Dec | 692.05 | 19 | -0.5 | 23.07 | 428 | 164 | 492 | |||||||||
| 19 Dec | 691.20 | 20.2 | 6.2 | 22.12 | 464 | -10 | 327 | |||||||||
| 18 Dec | 679.05 | 13.55 | -3.4 | 22.93 | 284 | 35 | 275 | |||||||||
| 17 Dec | 683.10 | 16.95 | -4.3 | 23.83 | 124 | 53 | 239 | |||||||||
| 16 Dec | 691.95 | 20 | -5.95 | 21.93 | 60 | 26 | 186 | |||||||||
| 15 Dec | 697.90 | 25.8 | -1.1 | 23.72 | 85 | 26 | 162 | |||||||||
| 12 Dec | 699.40 | 26.5 | 1.95 | 23.17 | 138 | -7 | 136 | |||||||||
| 11 Dec | 693.65 | 24.7 | 3.25 | 23.94 | 40 | 0 | 143 | |||||||||
| 10 Dec | 684.80 | 21.5 | -2.8 | 24.44 | 77 | -8 | 142 | |||||||||
| 9 Dec | 690.05 | 24.45 | 1.4 | 24.62 | 145 | 44 | 149 | |||||||||
| 8 Dec | 687.45 | 22.8 | -17.5 | 24.58 | 139 | 77 | 92 | |||||||||
| 5 Dec | 719.75 | 40.3 | 0.7 | 20.60 | 1 | 0 | 14 | |||||||||
| 4 Dec | 709.35 | 39.6 | 5.35 | 26.74 | 1 | 0 | 13 | |||||||||
| 3 Dec | 708.00 | 34.25 | -71.65 | 22.08 | 17 | 12 | 12 | |||||||||
| 2 Dec | 712.20 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 712.50 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 723.60 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 725.40 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 730.75 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 721.30 | 105.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 768.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 764.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 760.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Nov | 759.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 758.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 777.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 756.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 776.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 700 expiring on 27JAN2026
Delta for 700 CE is 0.52
Historical price for 700 CE is as follows
On 24 Dec DLF was trading at 694.90. The strike last trading price was 20.55, which was 0.45 higher than the previous day. The implied volatity was 23.86, the open interest changed by 386 which increased total open position to 1065
On 23 Dec DLF was trading at 694.25. The strike last trading price was 19.6, which was 0.3 higher than the previous day. The implied volatity was 22.66, the open interest changed by 187 which increased total open position to 682
On 22 Dec DLF was trading at 692.05. The strike last trading price was 19, which was -0.5 lower than the previous day. The implied volatity was 23.07, the open interest changed by 164 which increased total open position to 492
On 19 Dec DLF was trading at 691.20. The strike last trading price was 20.2, which was 6.2 higher than the previous day. The implied volatity was 22.12, the open interest changed by -10 which decreased total open position to 327
On 18 Dec DLF was trading at 679.05. The strike last trading price was 13.55, which was -3.4 lower than the previous day. The implied volatity was 22.93, the open interest changed by 35 which increased total open position to 275
On 17 Dec DLF was trading at 683.10. The strike last trading price was 16.95, which was -4.3 lower than the previous day. The implied volatity was 23.83, the open interest changed by 53 which increased total open position to 239
On 16 Dec DLF was trading at 691.95. The strike last trading price was 20, which was -5.95 lower than the previous day. The implied volatity was 21.93, the open interest changed by 26 which increased total open position to 186
On 15 Dec DLF was trading at 697.90. The strike last trading price was 25.8, which was -1.1 lower than the previous day. The implied volatity was 23.72, the open interest changed by 26 which increased total open position to 162
On 12 Dec DLF was trading at 699.40. The strike last trading price was 26.5, which was 1.95 higher than the previous day. The implied volatity was 23.17, the open interest changed by -7 which decreased total open position to 136
On 11 Dec DLF was trading at 693.65. The strike last trading price was 24.7, which was 3.25 higher than the previous day. The implied volatity was 23.94, the open interest changed by 0 which decreased total open position to 143
On 10 Dec DLF was trading at 684.80. The strike last trading price was 21.5, which was -2.8 lower than the previous day. The implied volatity was 24.44, the open interest changed by -8 which decreased total open position to 142
On 9 Dec DLF was trading at 690.05. The strike last trading price was 24.45, which was 1.4 higher than the previous day. The implied volatity was 24.62, the open interest changed by 44 which increased total open position to 149
On 8 Dec DLF was trading at 687.45. The strike last trading price was 22.8, which was -17.5 lower than the previous day. The implied volatity was 24.58, the open interest changed by 77 which increased total open position to 92
On 5 Dec DLF was trading at 719.75. The strike last trading price was 40.3, which was 0.7 higher than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 14
On 4 Dec DLF was trading at 709.35. The strike last trading price was 39.6, which was 5.35 higher than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 13
On 3 Dec DLF was trading at 708.00. The strike last trading price was 34.25, which was -71.65 lower than the previous day. The implied volatity was 22.08, the open interest changed by 12 which increased total open position to 12
On 2 Dec DLF was trading at 712.20. The strike last trading price was 105.9, 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 105.9, 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 105.9, 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 105.9, 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 105.9, 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 105.9, 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 17 Nov DLF was trading at 768.50. 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 10 Nov DLF was trading at 760.00. 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 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
On 6 Nov DLF was trading at 758.35. 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 3 Nov DLF was trading at 777.20. 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 31 Oct DLF was trading at 756.25. 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 30 Oct DLF was trading at 776.55. 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 27JAN2026 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.84
Theta: -0.21
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 694.90 | 20.4 | 0.4 | 24.61 | 467 | 177 | 674 |
| 23 Dec | 694.25 | 20.4 | -1.95 | 24.04 | 408 | 255 | 498 |
| 22 Dec | 692.05 | 23 | 0.6 | 25.34 | 126 | 62 | 241 |
| 19 Dec | 691.20 | 20.95 | -8.8 | 23.44 | 102 | 29 | 181 |
| 18 Dec | 679.05 | 31.15 | 2.75 | 24.36 | 46 | 35 | 152 |
| 17 Dec | 683.10 | 28.4 | 5.5 | 24.68 | 9 | 5 | 116 |
| 16 Dec | 691.95 | 22.9 | 3.5 | 23.92 | 1 | 0 | 110 |
| 15 Dec | 697.90 | 19.4 | -0.6 | 23.51 | 8 | 4 | 109 |
| 12 Dec | 699.40 | 19.8 | -2.25 | 23.55 | 54 | 9 | 106 |
| 11 Dec | 693.65 | 22.1 | -5.9 | 23.29 | 9 | 2 | 97 |
| 10 Dec | 684.80 | 28 | 2.6 | 25.09 | 5 | 2 | 94 |
| 9 Dec | 690.05 | 25.4 | -2.65 | 24.80 | 19 | 9 | 92 |
| 8 Dec | 687.45 | 28.05 | 13.55 | 25.35 | 49 | 26 | 82 |
| 5 Dec | 719.75 | 14.5 | -3.5 | 25.25 | 26 | 2 | 55 |
| 4 Dec | 709.35 | 18 | -2 | 25.44 | 7 | -3 | 52 |
| 3 Dec | 708.00 | 20 | 3.15 | 26.15 | 2 | 1 | 56 |
| 2 Dec | 712.20 | 16.85 | -1.65 | 25.35 | 8 | 5 | 55 |
| 1 Dec | 712.50 | 18.5 | 4.35 | 25.80 | 31 | 11 | 49 |
| 28 Nov | 723.60 | 14.1 | -0.2 | 25.01 | 16 | -1 | 37 |
| 27 Nov | 725.40 | 14.3 | 0.75 | 25.29 | 16 | 11 | 39 |
| 26 Nov | 730.75 | 13.55 | -2.65 | 25.94 | 12 | 9 | 27 |
| 25 Nov | 721.30 | 16.2 | -0.35 | 25.57 | 11 | 4 | 17 |
| 17 Nov | 768.50 | 21.3 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 764.80 | 21.3 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 760.00 | 21.3 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 759.45 | 21.3 | 0 | 5.92 | 0 | 0 | 0 |
| 6 Nov | 758.35 | 21.3 | 0 | 5.93 | 0 | 0 | 0 |
| 3 Nov | 777.20 | 21.3 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 756.25 | 21.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 776.55 | 21.3 | 0 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 700 expiring on 27JAN2026
Delta for 700 PE is -0.48
Historical price for 700 PE is as follows
On 24 Dec DLF was trading at 694.90. The strike last trading price was 20.4, which was 0.4 higher than the previous day. The implied volatity was 24.61, the open interest changed by 177 which increased total open position to 674
On 23 Dec DLF was trading at 694.25. The strike last trading price was 20.4, which was -1.95 lower than the previous day. The implied volatity was 24.04, the open interest changed by 255 which increased total open position to 498
On 22 Dec DLF was trading at 692.05. The strike last trading price was 23, which was 0.6 higher than the previous day. The implied volatity was 25.34, the open interest changed by 62 which increased total open position to 241
On 19 Dec DLF was trading at 691.20. The strike last trading price was 20.95, which was -8.8 lower than the previous day. The implied volatity was 23.44, the open interest changed by 29 which increased total open position to 181
On 18 Dec DLF was trading at 679.05. The strike last trading price was 31.15, which was 2.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by 35 which increased total open position to 152
On 17 Dec DLF was trading at 683.10. The strike last trading price was 28.4, which was 5.5 higher than the previous day. The implied volatity was 24.68, the open interest changed by 5 which increased total open position to 116
On 16 Dec DLF was trading at 691.95. The strike last trading price was 22.9, which was 3.5 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 110
On 15 Dec DLF was trading at 697.90. The strike last trading price was 19.4, which was -0.6 lower than the previous day. The implied volatity was 23.51, the open interest changed by 4 which increased total open position to 109
On 12 Dec DLF was trading at 699.40. The strike last trading price was 19.8, which was -2.25 lower than the previous day. The implied volatity was 23.55, the open interest changed by 9 which increased total open position to 106
On 11 Dec DLF was trading at 693.65. The strike last trading price was 22.1, which was -5.9 lower than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 97
On 10 Dec DLF was trading at 684.80. The strike last trading price was 28, which was 2.6 higher than the previous day. The implied volatity was 25.09, the open interest changed by 2 which increased total open position to 94
On 9 Dec DLF was trading at 690.05. The strike last trading price was 25.4, which was -2.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by 9 which increased total open position to 92
On 8 Dec DLF was trading at 687.45. The strike last trading price was 28.05, which was 13.55 higher than the previous day. The implied volatity was 25.35, the open interest changed by 26 which increased total open position to 82
On 5 Dec DLF was trading at 719.75. The strike last trading price was 14.5, which was -3.5 lower than the previous day. The implied volatity was 25.25, the open interest changed by 2 which increased total open position to 55
On 4 Dec DLF was trading at 709.35. The strike last trading price was 18, which was -2 lower than the previous day. The implied volatity was 25.44, the open interest changed by -3 which decreased total open position to 52
On 3 Dec DLF was trading at 708.00. The strike last trading price was 20, which was 3.15 higher than the previous day. The implied volatity was 26.15, the open interest changed by 1 which increased total open position to 56
On 2 Dec DLF was trading at 712.20. The strike last trading price was 16.85, which was -1.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by 5 which increased total open position to 55
On 1 Dec DLF was trading at 712.50. The strike last trading price was 18.5, which was 4.35 higher than the previous day. The implied volatity was 25.80, the open interest changed by 11 which increased total open position to 49
On 28 Nov DLF was trading at 723.60. The strike last trading price was 14.1, which was -0.2 lower than the previous day. The implied volatity was 25.01, the open interest changed by -1 which decreased total open position to 37
On 27 Nov DLF was trading at 725.40. The strike last trading price was 14.3, which was 0.75 higher than the previous day. The implied volatity was 25.29, the open interest changed by 11 which increased total open position to 39
On 26 Nov DLF was trading at 730.75. The strike last trading price was 13.55, which was -2.65 lower than the previous day. The implied volatity was 25.94, the open interest changed by 9 which increased total open position to 27
On 25 Nov DLF was trading at 721.30. The strike last trading price was 16.2, which was -0.35 lower than the previous day. The implied volatity was 25.57, the open interest changed by 4 which increased total open position to 17
On 17 Nov DLF was trading at 768.50. The strike last trading price was 21.3, 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 21.3, 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 Nov DLF was trading at 760.00. The strike last trading price was 21.3, 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 21.3, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DLF was trading at 758.35. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DLF was trading at 777.20. The strike last trading price was 21.3, 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 31 Oct DLF was trading at 756.25. The strike last trading price was 21.3, 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 Oct DLF was trading at 776.55. The strike last trading price was 21.3, 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































































































































































































































