DLF
Dlf Limited
Historical option data for DLF
14 Nov 2024 04:10 PM IST
| DLF 28NOV2024 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.14
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 762.70 | 66.15 | 10.55 | 27.41 | 54 | 0 | 50 | |||
| 13 Nov | 748.55 | 55.6 | -10.40 | 27.61 | 92 | 35 | 49 | |||
| 12 Nov | 764.85 | 66 | -15.00 | - | 19 | 4 | 14 | |||
| 11 Nov | 777.50 | 81 | -8.00 | - | 9 | -3 | 6 | |||
| 8 Nov | 786.00 | 89 | -4.70 | 28.86 | 1 | 0 | 9 | |||
| 7 Nov | 803.40 | 93.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 828.20 | 93.7 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 799.05 | 93.7 | -3.90 | - | 10 | 1 | 8 | |||
| 4 Nov | 789.90 | 97.6 | -36.40 | 27.18 | 6 | 3 | 7 | |||
| 1 Nov | 823.75 | 134 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 819.85 | 134 | -2.00 | - | 1 | 0 | 4 | |||
| 30 Oct | 826.40 | 136 | 2.00 | - | 3 | 1 | 4 | |||
| 29 Oct | 832.45 | 134 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 822.90 | 134 | 41.00 | - | 3 | 2 | 3 | |||
| 25 Oct | 777.00 | 93 | -65.25 | - | 2 | 1 | 1 | |||
| 24 Oct | 801.40 | 158.25 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 700 expiring on 28NOV2024
Delta for 700 CE is 0.96
Historical price for 700 CE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 66.15, which was 10.55 higher than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 50
On 13 Nov DLF was trading at 748.55. The strike last trading price was 55.6, which was -10.40 lower than the previous day. The implied volatity was 27.61, the open interest changed by 35 which increased total open position to 49
On 12 Nov DLF was trading at 764.85. The strike last trading price was 66, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14
On 11 Nov DLF was trading at 777.50. The strike last trading price was 81, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 6
On 8 Nov DLF was trading at 786.00. The strike last trading price was 89, which was -4.70 lower than the previous day. The implied volatity was 28.86, the open interest changed by 0 which decreased total open position to 9
On 7 Nov DLF was trading at 803.40. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov DLF was trading at 828.20. The strike last trading price was 93.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov DLF was trading at 799.05. The strike last trading price was 93.7, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 4 Nov DLF was trading at 789.90. The strike last trading price was 97.6, which was -36.40 lower than the previous day. The implied volatity was 27.18, the open interest changed by 3 which increased total open position to 7
On 1 Nov DLF was trading at 823.75. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DLF was trading at 819.85. The strike last trading price was 134, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DLF was trading at 826.40. The strike last trading price was 136, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DLF was trading at 832.45. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DLF was trading at 822.90. The strike last trading price was 134, which was 41.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DLF was trading at 777.00. The strike last trading price was 93, which was -65.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DLF was trading at 801.40. The strike last trading price was 158.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.22
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 762.70 | 1.9 | -1.80 | 33.55 | 1,889 | 145 | 1,287 |
| 13 Nov | 748.55 | 3.7 | 1.20 | 34.43 | 2,647 | 315 | 1,140 |
| 12 Nov | 764.85 | 2.5 | 1.00 | 34.14 | 664 | 203 | 845 |
| 11 Nov | 777.50 | 1.5 | -0.10 | 33.74 | 648 | 60 | 644 |
| 8 Nov | 786.00 | 1.6 | 0.40 | 33.43 | 467 | 12 | 586 |
| 7 Nov | 803.40 | 1.2 | 0.00 | 35.66 | 511 | 97 | 580 |
| 6 Nov | 828.20 | 1.2 | -1.80 | 40.37 | 903 | -100 | 481 |
| 5 Nov | 799.05 | 3 | -1.20 | 40.27 | 1,091 | 78 | 582 |
| 4 Nov | 789.90 | 4.2 | 1.55 | 41.53 | 839 | 97 | 502 |
| 1 Nov | 823.75 | 2.65 | -0.15 | 42.09 | 78 | 10 | 409 |
| 31 Oct | 819.85 | 2.8 | 0.45 | - | 250 | 87 | 397 |
| 30 Oct | 826.40 | 2.35 | 0.15 | - | 188 | -17 | 314 |
| 29 Oct | 832.45 | 2.2 | -0.30 | - | 238 | 70 | 329 |
| 28 Oct | 822.90 | 2.5 | -8.00 | - | 533 | 98 | 259 |
| 25 Oct | 777.00 | 10.5 | 5.35 | - | 401 | 111 | 161 |
| 24 Oct | 801.40 | 5.15 | - | 72 | 51 | 51 | |
For Dlf Limited - strike price 700 expiring on 28NOV2024
Delta for 700 PE is -0.08
Historical price for 700 PE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 1.9, which was -1.80 lower than the previous day. The implied volatity was 33.55, the open interest changed by 145 which increased total open position to 1287
On 13 Nov DLF was trading at 748.55. The strike last trading price was 3.7, which was 1.20 higher than the previous day. The implied volatity was 34.43, the open interest changed by 315 which increased total open position to 1140
On 12 Nov DLF was trading at 764.85. The strike last trading price was 2.5, which was 1.00 higher than the previous day. The implied volatity was 34.14, the open interest changed by 203 which increased total open position to 845
On 11 Nov DLF was trading at 777.50. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 33.74, the open interest changed by 60 which increased total open position to 644
On 8 Nov DLF was trading at 786.00. The strike last trading price was 1.6, which was 0.40 higher than the previous day. The implied volatity was 33.43, the open interest changed by 12 which increased total open position to 586
On 7 Nov DLF was trading at 803.40. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 35.66, the open interest changed by 97 which increased total open position to 580
On 6 Nov DLF was trading at 828.20. The strike last trading price was 1.2, which was -1.80 lower than the previous day. The implied volatity was 40.37, the open interest changed by -100 which decreased total open position to 481
On 5 Nov DLF was trading at 799.05. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 40.27, the open interest changed by 78 which increased total open position to 582
On 4 Nov DLF was trading at 789.90. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 41.53, the open interest changed by 97 which increased total open position to 502
On 1 Nov DLF was trading at 823.75. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 42.09, the open interest changed by 10 which increased total open position to 409
On 31 Oct DLF was trading at 819.85. The strike last trading price was 2.8, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct DLF was trading at 826.40. The strike last trading price was 2.35, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct DLF was trading at 832.45. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct DLF was trading at 822.90. The strike last trading price was 2.5, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct DLF was trading at 777.00. The strike last trading price was 10.5, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct DLF was trading at 801.40. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
