DLF
Dlf Limited
Historical option data for DLF
14 Nov 2024 04:10 PM IST
DLF 28NOV2024 710 CE | ||||||||||
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Delta: 0.80
Vega: 0.41
Theta: -0.86
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 762.70 | 63.6 | 20.15 | 47.82 | 2 | 0 | 17 | |||
13 Nov | 748.55 | 43.45 | -34.95 | - | 27 | 15 | 16 | |||
12 Nov | 764.85 | 78.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Nov | 777.50 | 78.4 | -2.00 | 46.85 | 1 | 0 | 1 | |||
8 Nov | 786.00 | 80.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Nov | 803.40 | 80.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Nov | 828.20 | 80.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
5 Nov | 799.05 | 80.4 | -145.00 | - | 1 | 0 | 0 | |||
4 Nov | 789.90 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
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1 Nov | 823.75 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
31 Oct | 819.85 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 826.40 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
29 Oct | 832.45 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 822.90 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
25 Oct | 777.00 | 225.4 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 801.40 | 225.4 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 710 expiring on 28NOV2024
Delta for 710 CE is 0.80
Historical price for 710 CE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 63.6, which was 20.15 higher than the previous day. The implied volatity was 47.82, the open interest changed by 0 which decreased total open position to 17
On 13 Nov DLF was trading at 748.55. The strike last trading price was 43.45, which was -34.95 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 16
On 12 Nov DLF was trading at 764.85. The strike last trading price was 78.4, 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 11 Nov DLF was trading at 777.50. The strike last trading price was 78.4, which was -2.00 lower than the previous day. The implied volatity was 46.85, the open interest changed by 0 which decreased total open position to 1
On 8 Nov DLF was trading at 786.00. The strike last trading price was 80.4, 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 7 Nov DLF was trading at 803.40. The strike last trading price was 80.4, 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 80.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov DLF was trading at 799.05. The strike last trading price was 80.4, which was -145.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov DLF was trading at 789.90. The strike last trading price was 225.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov DLF was trading at 823.75. The strike last trading price was 225.4, which was 0.00 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 819.85. The strike last trading price was 225.4, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 225.4, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 225.4, 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 225.4, 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 25 Oct DLF was trading at 777.00. The strike last trading price was 225.4, 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 24 Oct DLF was trading at 801.40. The strike last trading price was 225.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
DLF 28NOV2024 710 PE | |||||||
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Delta: -0.11
Vega: 0.27
Theta: -0.29
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 762.70 | 2.45 | -2.60 | 31.59 | 1,380 | 436 | 811 |
13 Nov | 748.55 | 5.05 | 1.60 | 33.41 | 1,316 | 54 | 377 |
12 Nov | 764.85 | 3.45 | 1.35 | 33.19 | 452 | 42 | 321 |
11 Nov | 777.50 | 2.1 | -0.10 | 32.86 | 187 | 22 | 279 |
8 Nov | 786.00 | 2.2 | 0.65 | 32.65 | 262 | 31 | 261 |
7 Nov | 803.40 | 1.55 | 0.10 | 34.57 | 510 | 144 | 207 |
6 Nov | 828.20 | 1.45 | -2.15 | 39.04 | 291 | 6 | 65 |
5 Nov | 799.05 | 3.6 | -1.50 | 38.92 | 173 | 9 | 59 |
4 Nov | 789.90 | 5.1 | 2.10 | 40.62 | 208 | 37 | 49 |
1 Nov | 823.75 | 3 | -0.25 | 40.47 | 2 | 0 | 10 |
31 Oct | 819.85 | 3.25 | 0.95 | - | 24 | -2 | 13 |
30 Oct | 826.40 | 2.3 | -0.55 | - | 7 | 2 | 14 |
29 Oct | 832.45 | 2.85 | 0.35 | - | 60 | 9 | 9 |
28 Oct | 822.90 | 2.5 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 777.00 | 2.5 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 801.40 | 2.5 | - | 0 | 0 | 0 |
For Dlf Limited - strike price 710 expiring on 28NOV2024
Delta for 710 PE is -0.11
Historical price for 710 PE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 2.45, which was -2.60 lower than the previous day. The implied volatity was 31.59, the open interest changed by 436 which increased total open position to 811
On 13 Nov DLF was trading at 748.55. The strike last trading price was 5.05, which was 1.60 higher than the previous day. The implied volatity was 33.41, the open interest changed by 54 which increased total open position to 377
On 12 Nov DLF was trading at 764.85. The strike last trading price was 3.45, which was 1.35 higher than the previous day. The implied volatity was 33.19, the open interest changed by 42 which increased total open position to 321
On 11 Nov DLF was trading at 777.50. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 32.86, the open interest changed by 22 which increased total open position to 279
On 8 Nov DLF was trading at 786.00. The strike last trading price was 2.2, which was 0.65 higher than the previous day. The implied volatity was 32.65, the open interest changed by 31 which increased total open position to 261
On 7 Nov DLF was trading at 803.40. The strike last trading price was 1.55, which was 0.10 higher than the previous day. The implied volatity was 34.57, the open interest changed by 144 which increased total open position to 207
On 6 Nov DLF was trading at 828.20. The strike last trading price was 1.45, which was -2.15 lower than the previous day. The implied volatity was 39.04, the open interest changed by 6 which increased total open position to 65
On 5 Nov DLF was trading at 799.05. The strike last trading price was 3.6, which was -1.50 lower than the previous day. The implied volatity was 38.92, the open interest changed by 9 which increased total open position to 59
On 4 Nov DLF was trading at 789.90. The strike last trading price was 5.1, which was 2.10 higher than the previous day. The implied volatity was 40.62, the open interest changed by 37 which increased total open position to 49
On 1 Nov DLF was trading at 823.75. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 40.47, the open interest changed by 0 which decreased total open position to 10
On 31 Oct DLF was trading at 819.85. The strike last trading price was 3.25, which was 0.95 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 2.3, which was -0.55 lower 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 2.85, which was 0.35 higher 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 0.00 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 2.5, 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 24 Oct DLF was trading at 801.40. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to