DLF
Dlf Limited
Historical option data for DLF
09 Jan 2026 04:10 PM IST
| DLF 27-JAN-2026 710 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.44
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 670.90 | 5.3 | -5.05 | 28.95 | 4,686 | 58 | 1,879 | |||||||||
| 8 Jan | 692.40 | 9.65 | -5.9 | 25.18 | 5,203 | 246 | 1,833 | |||||||||
| 7 Jan | 703.25 | 15.2 | -1.55 | 25.30 | 3,062 | -34 | 1,599 | |||||||||
| 6 Jan | 706.30 | 16.5 | -4.2 | 24.75 | 4,420 | 45 | 1,639 | |||||||||
| 5 Jan | 711.35 | 21.3 | 6.5 | 25.92 | 11,189 | -462 | 1,595 | |||||||||
| 2 Jan | 698.20 | 14.75 | 3.95 | 24.53 | 10,205 | 1,446 | 2,057 | |||||||||
| 1 Jan | 691.40 | 10.8 | 1.05 | 22.35 | 1,143 | 64 | 611 | |||||||||
| 31 Dec | 687.40 | 9.95 | 1.7 | 22.04 | 1,102 | 145 | 549 | |||||||||
| 30 Dec | 680.65 | 8.45 | -3.25 | 22.81 | 909 | 94 | 404 | |||||||||
| 29 Dec | 688.75 | 11.6 | -2.95 | 24.30 | 146 | 55 | 313 | |||||||||
| 26 Dec | 695.00 | 14.45 | -1.35 | 22.37 | 190 | 48 | 256 | |||||||||
| 24 Dec | 694.90 | 16 | 0.5 | 23.78 | 300 | 94 | 207 | |||||||||
| 23 Dec | 694.25 | 15.4 | 0.4 | 22.95 | 68 | 27 | 113 | |||||||||
| 22 Dec | 692.05 | 14.9 | -0.4 | 23.26 | 65 | 41 | 86 | |||||||||
| 19 Dec | 691.20 | 16 | 3.95 | 22.40 | 55 | 20 | 45 | |||||||||
| 18 Dec | 679.05 | 10.8 | -4.15 | 23.54 | 22 | 11 | 23 | |||||||||
| 17 Dec | 683.10 | 14.95 | -1.9 | 25.78 | 7 | 0 | 12 | |||||||||
| 16 Dec | 691.95 | 16.85 | -4.15 | 23.22 | 2 | 0 | 11 | |||||||||
| 15 Dec | 697.90 | 21 | -1.15 | 23.79 | 1 | 0 | 10 | |||||||||
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| 12 Dec | 699.40 | 22 | -30.15 | 23.60 | 10 | 0 | 0 | |||||||||
| 11 Dec | 693.65 | 52.15 | 0 | 1.10 | 0 | 0 | 0 | |||||||||
| 10 Dec | 684.80 | 52.15 | 0 | 1.96 | 0 | 0 | 0 | |||||||||
| 9 Dec | 690.05 | 52.15 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 8 Dec | 687.45 | 52.15 | 0 | 1.67 | 0 | 0 | 0 | |||||||||
| 5 Dec | 719.75 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 709.35 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 708.00 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 712.20 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 712.50 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 723.60 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 725.40 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 730.75 | 52.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 710 expiring on 27JAN2026
Delta for 710 CE is 0.22
Historical price for 710 CE is as follows
On 9 Jan DLF was trading at 670.90. The strike last trading price was 5.3, which was -5.05 lower than the previous day. The implied volatity was 28.95, the open interest changed by 58 which increased total open position to 1879
On 8 Jan DLF was trading at 692.40. The strike last trading price was 9.65, which was -5.9 lower than the previous day. The implied volatity was 25.18, the open interest changed by 246 which increased total open position to 1833
On 7 Jan DLF was trading at 703.25. The strike last trading price was 15.2, which was -1.55 lower than the previous day. The implied volatity was 25.30, the open interest changed by -34 which decreased total open position to 1599
On 6 Jan DLF was trading at 706.30. The strike last trading price was 16.5, which was -4.2 lower than the previous day. The implied volatity was 24.75, the open interest changed by 45 which increased total open position to 1639
On 5 Jan DLF was trading at 711.35. The strike last trading price was 21.3, which was 6.5 higher than the previous day. The implied volatity was 25.92, the open interest changed by -462 which decreased total open position to 1595
On 2 Jan DLF was trading at 698.20. The strike last trading price was 14.75, which was 3.95 higher than the previous day. The implied volatity was 24.53, the open interest changed by 1446 which increased total open position to 2057
On 1 Jan DLF was trading at 691.40. The strike last trading price was 10.8, which was 1.05 higher than the previous day. The implied volatity was 22.35, the open interest changed by 64 which increased total open position to 611
On 31 Dec DLF was trading at 687.40. The strike last trading price was 9.95, which was 1.7 higher than the previous day. The implied volatity was 22.04, the open interest changed by 145 which increased total open position to 549
On 30 Dec DLF was trading at 680.65. The strike last trading price was 8.45, which was -3.25 lower than the previous day. The implied volatity was 22.81, the open interest changed by 94 which increased total open position to 404
On 29 Dec DLF was trading at 688.75. The strike last trading price was 11.6, which was -2.95 lower than the previous day. The implied volatity was 24.30, the open interest changed by 55 which increased total open position to 313
On 26 Dec DLF was trading at 695.00. The strike last trading price was 14.45, which was -1.35 lower than the previous day. The implied volatity was 22.37, the open interest changed by 48 which increased total open position to 256
On 24 Dec DLF was trading at 694.90. The strike last trading price was 16, which was 0.5 higher than the previous day. The implied volatity was 23.78, the open interest changed by 94 which increased total open position to 207
On 23 Dec DLF was trading at 694.25. The strike last trading price was 15.4, which was 0.4 higher than the previous day. The implied volatity was 22.95, the open interest changed by 27 which increased total open position to 113
On 22 Dec DLF was trading at 692.05. The strike last trading price was 14.9, which was -0.4 lower than the previous day. The implied volatity was 23.26, the open interest changed by 41 which increased total open position to 86
On 19 Dec DLF was trading at 691.20. The strike last trading price was 16, which was 3.95 higher than the previous day. The implied volatity was 22.40, the open interest changed by 20 which increased total open position to 45
On 18 Dec DLF was trading at 679.05. The strike last trading price was 10.8, which was -4.15 lower than the previous day. The implied volatity was 23.54, the open interest changed by 11 which increased total open position to 23
On 17 Dec DLF was trading at 683.10. The strike last trading price was 14.95, which was -1.9 lower than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 12
On 16 Dec DLF was trading at 691.95. The strike last trading price was 16.85, which was -4.15 lower than the previous day. The implied volatity was 23.22, the open interest changed by 0 which decreased total open position to 11
On 15 Dec DLF was trading at 697.90. The strike last trading price was 21, which was -1.15 lower than the previous day. The implied volatity was 23.79, the open interest changed by 0 which decreased total open position to 10
On 12 Dec DLF was trading at 699.40. The strike last trading price was 22, which was -30.15 lower than the previous day. The implied volatity was 23.60, 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 52.15, which was 0 lower than the previous day. The implied volatity was 1.10, 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 52.15, which was 0 lower than the previous day. The implied volatity was 1.96, 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 52.15, which was 0 lower than the previous day. The implied volatity was 1.33, 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 52.15, which was 0 lower than the previous day. The implied volatity was 1.67, 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 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DLF was trading at 709.35. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DLF was trading at 708.00. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec DLF was trading at 712.20. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec DLF was trading at 712.50. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov DLF was trading at 723.60. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov DLF was trading at 725.40. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov DLF was trading at 730.75. The strike last trading price was 52.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 27JAN2026 710 PE | |||||||
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Delta: -0.74
Vega: 0.48
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 670.90 | 42.9 | 16.5 | 33.48 | 176 | -12 | 888 |
| 8 Jan | 692.40 | 27.35 | 8.55 | 29.83 | 1,115 | -48 | 904 |
| 7 Jan | 703.25 | 18.55 | 0.2 | 25.88 | 392 | -64 | 954 |
| 6 Jan | 706.30 | 18.25 | 3 | 26.71 | 1,367 | 290 | 1,019 |
| 5 Jan | 711.35 | 14.75 | -6.9 | 25.51 | 1,535 | 228 | 728 |
| 2 Jan | 698.20 | 21.5 | -3.5 | 24.69 | 995 | 280 | 503 |
| 1 Jan | 691.40 | 25.2 | -2.1 | 23.89 | 76 | 13 | 221 |
| 31 Dec | 687.40 | 27.15 | -6.9 | 24.06 | 64 | 7 | 209 |
| 30 Dec | 680.65 | 33.05 | 4.25 | 25.78 | 101 | 77 | 203 |
| 29 Dec | 688.75 | 29.45 | 4.7 | 25.07 | 38 | 19 | 126 |
| 26 Dec | 695.00 | 25.3 | -0.05 | 25.01 | 30 | 19 | 107 |
| 24 Dec | 694.90 | 25.45 | 1.3 | 24.18 | 74 | 54 | 87 |
| 23 Dec | 694.25 | 24.15 | -3.65 | 22.04 | 38 | 27 | 32 |
| 22 Dec | 692.05 | 27.8 | -5.6 | 24.40 | 5 | 4 | 4 |
| 19 Dec | 691.20 | 33.4 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 679.05 | 33.4 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 683.10 | 33.4 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 691.95 | 33.4 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 697.90 | 33.4 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 699.40 | 33.4 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 693.65 | 33.4 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 684.80 | 33.4 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 690.05 | 33.4 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 687.45 | 33.4 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 719.75 | 33.4 | 0 | 2.32 | 0 | 0 | 0 |
| 4 Dec | 709.35 | 33.4 | 0 | 1.14 | 0 | 0 | 0 |
| 3 Dec | 708.00 | 33.4 | 0 | 0.93 | 0 | 0 | 0 |
| 2 Dec | 712.20 | 33.4 | 0 | 1.66 | 0 | 0 | 0 |
| 1 Dec | 712.50 | 33.4 | 0 | 1.48 | 0 | 0 | 0 |
| 28 Nov | 723.60 | 33.4 | 0 | 2.57 | 0 | 0 | 0 |
| 27 Nov | 725.40 | 33.4 | 0 | 2.64 | 0 | 0 | 0 |
| 26 Nov | 730.75 | 33.4 | 0 | 3.08 | 0 | 0 | 0 |
For Dlf Limited - strike price 710 expiring on 27JAN2026
Delta for 710 PE is -0.74
Historical price for 710 PE is as follows
On 9 Jan DLF was trading at 670.90. The strike last trading price was 42.9, which was 16.5 higher than the previous day. The implied volatity was 33.48, the open interest changed by -12 which decreased total open position to 888
On 8 Jan DLF was trading at 692.40. The strike last trading price was 27.35, which was 8.55 higher than the previous day. The implied volatity was 29.83, the open interest changed by -48 which decreased total open position to 904
On 7 Jan DLF was trading at 703.25. The strike last trading price was 18.55, which was 0.2 higher than the previous day. The implied volatity was 25.88, the open interest changed by -64 which decreased total open position to 954
On 6 Jan DLF was trading at 706.30. The strike last trading price was 18.25, which was 3 higher than the previous day. The implied volatity was 26.71, the open interest changed by 290 which increased total open position to 1019
On 5 Jan DLF was trading at 711.35. The strike last trading price was 14.75, which was -6.9 lower than the previous day. The implied volatity was 25.51, the open interest changed by 228 which increased total open position to 728
On 2 Jan DLF was trading at 698.20. The strike last trading price was 21.5, which was -3.5 lower than the previous day. The implied volatity was 24.69, the open interest changed by 280 which increased total open position to 503
On 1 Jan DLF was trading at 691.40. The strike last trading price was 25.2, which was -2.1 lower than the previous day. The implied volatity was 23.89, the open interest changed by 13 which increased total open position to 221
On 31 Dec DLF was trading at 687.40. The strike last trading price was 27.15, which was -6.9 lower than the previous day. The implied volatity was 24.06, the open interest changed by 7 which increased total open position to 209
On 30 Dec DLF was trading at 680.65. The strike last trading price was 33.05, which was 4.25 higher than the previous day. The implied volatity was 25.78, the open interest changed by 77 which increased total open position to 203
On 29 Dec DLF was trading at 688.75. The strike last trading price was 29.45, which was 4.7 higher than the previous day. The implied volatity was 25.07, the open interest changed by 19 which increased total open position to 126
On 26 Dec DLF was trading at 695.00. The strike last trading price was 25.3, which was -0.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by 19 which increased total open position to 107
On 24 Dec DLF was trading at 694.90. The strike last trading price was 25.45, which was 1.3 higher than the previous day. The implied volatity was 24.18, the open interest changed by 54 which increased total open position to 87
On 23 Dec DLF was trading at 694.25. The strike last trading price was 24.15, which was -3.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 27 which increased total open position to 32
On 22 Dec DLF was trading at 692.05. The strike last trading price was 27.8, which was -5.6 lower than the previous day. The implied volatity was 24.40, the open interest changed by 4 which increased total open position to 4
On 19 Dec DLF was trading at 691.20. The strike last trading price was 33.4, 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 Dec DLF was trading at 679.05. The strike last trading price was 33.4, 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 Dec DLF was trading at 683.10. The strike last trading price was 33.4, 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 16 Dec DLF was trading at 691.95. The strike last trading price was 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, 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 33.4, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 4 Dec DLF was trading at 709.35. The strike last trading price was 33.4, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 3 Dec DLF was trading at 708.00. The strike last trading price was 33.4, which was 0 lower than the previous day. The implied volatity was 0.93, 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 33.4, which was 0 lower than the previous day. The implied volatity was 1.66, 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 33.4, which was 0 lower than the previous day. The implied volatity was 1.48, 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 33.4, which was 0 lower than the previous day. The implied volatity was 2.57, 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 33.4, which was 0 lower than the previous day. The implied volatity was 2.64, 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 33.4, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0































































































































































































































