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[--[65.84.65.76]--]
DLF
Dlf Limited

762.7 14.15 (1.89%)

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Historical option data for DLF

14 Nov 2024 04:10 PM IST
DLF 28NOV2024 720 CE
Delta: 0.84
Vega: 0.36
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 762.70 49.55 10.55 32.24 43 2 107
13 Nov 748.55 39 -9.90 28.40 232 83 108
12 Nov 764.85 48.9 -15.10 25.47 24 8 20
11 Nov 777.50 64 -5.85 30.11 2 0 12
8 Nov 786.00 69.85 -11.85 26.74 10 6 13
7 Nov 803.40 81.7 0.00 0.00 0 0 0
6 Nov 828.20 81.7 0.00 0.00 0 4 0
5 Nov 799.05 81.7 -1.00 - 7 4 7
4 Nov 789.90 82.7 -60.15 38.10 3 2 2
1 Nov 823.75 142.85 0.00 - 0 0 0
31 Oct 819.85 142.85 0.00 - 0 0 0
30 Oct 826.40 142.85 0.00 - 0 0 0
29 Oct 832.45 142.85 0.00 - 0 0 0
28 Oct 822.90 142.85 0.00 - 0 0 0
25 Oct 777.00 142.85 0.00 - 0 0 0
24 Oct 801.40 142.85 142.85 - 0 0 0
6 Sept 814.25 0 - 0 0 0


For Dlf Limited - strike price 720 expiring on 28NOV2024

Delta for 720 CE is 0.84

Historical price for 720 CE is as follows

On 14 Nov DLF was trading at 762.70. The strike last trading price was 49.55, which was 10.55 higher than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 107


On 13 Nov DLF was trading at 748.55. The strike last trading price was 39, which was -9.90 lower than the previous day. The implied volatity was 28.40, the open interest changed by 83 which increased total open position to 108


On 12 Nov DLF was trading at 764.85. The strike last trading price was 48.9, which was -15.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by 8 which increased total open position to 20


On 11 Nov DLF was trading at 777.50. The strike last trading price was 64, which was -5.85 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 12


On 8 Nov DLF was trading at 786.00. The strike last trading price was 69.85, which was -11.85 lower than the previous day. The implied volatity was 26.74, the open interest changed by 6 which increased total open position to 13


On 7 Nov DLF was trading at 803.40. The strike last trading price was 81.7, 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 81.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Nov DLF was trading at 799.05. The strike last trading price was 81.7, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7


On 4 Nov DLF was trading at 789.90. The strike last trading price was 82.7, which was -60.15 lower than the previous day. The implied volatity was 38.10, the open interest changed by 2 which increased total open position to 2


On 1 Nov DLF was trading at 823.75. The strike last trading price was 142.85, 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 142.85, 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 142.85, 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 142.85, 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 142.85, 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 142.85, 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 142.85, which was 142.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept DLF was trading at 814.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


DLF 28NOV2024 720 PE
Delta: -0.14
Vega: 0.34
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 762.70 3.45 -3.25 30.41 1,532 151 677
13 Nov 748.55 6.7 1.80 32.11 2,531 94 551
12 Nov 764.85 4.9 1.90 32.70 831 30 457
11 Nov 777.50 3 -0.15 32.24 580 32 429
8 Nov 786.00 3.15 1.05 32.33 332 55 400
7 Nov 803.40 2.1 0.35 33.86 557 61 346
6 Nov 828.20 1.75 -2.50 37.68 568 12 287
5 Nov 799.05 4.25 -2.10 37.37 435 48 274
4 Nov 789.90 6.35 2.95 39.79 600 114 229
1 Nov 823.75 3.4 -0.50 38.83 21 -6 115
31 Oct 819.85 3.9 0.65 - 99 10 115
30 Oct 826.40 3.25 0.25 - 66 11 105
29 Oct 832.45 3 -0.40 - 71 -11 93
28 Oct 822.90 3.4 -11.00 - 185 61 95
25 Oct 777.00 14.4 -3.60 - 95 34 34
24 Oct 801.40 18 0.00 - 0 0 0
6 Sept 814.25 18 - 0 0 0


For Dlf Limited - strike price 720 expiring on 28NOV2024

Delta for 720 PE is -0.14

Historical price for 720 PE is as follows

On 14 Nov DLF was trading at 762.70. The strike last trading price was 3.45, which was -3.25 lower than the previous day. The implied volatity was 30.41, the open interest changed by 151 which increased total open position to 677


On 13 Nov DLF was trading at 748.55. The strike last trading price was 6.7, which was 1.80 higher than the previous day. The implied volatity was 32.11, the open interest changed by 94 which increased total open position to 551


On 12 Nov DLF was trading at 764.85. The strike last trading price was 4.9, which was 1.90 higher than the previous day. The implied volatity was 32.70, the open interest changed by 30 which increased total open position to 457


On 11 Nov DLF was trading at 777.50. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 32.24, the open interest changed by 32 which increased total open position to 429


On 8 Nov DLF was trading at 786.00. The strike last trading price was 3.15, which was 1.05 higher than the previous day. The implied volatity was 32.33, the open interest changed by 55 which increased total open position to 400


On 7 Nov DLF was trading at 803.40. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 33.86, the open interest changed by 61 which increased total open position to 346


On 6 Nov DLF was trading at 828.20. The strike last trading price was 1.75, which was -2.50 lower than the previous day. The implied volatity was 37.68, the open interest changed by 12 which increased total open position to 287


On 5 Nov DLF was trading at 799.05. The strike last trading price was 4.25, which was -2.10 lower than the previous day. The implied volatity was 37.37, the open interest changed by 48 which increased total open position to 274


On 4 Nov DLF was trading at 789.90. The strike last trading price was 6.35, which was 2.95 higher than the previous day. The implied volatity was 39.79, the open interest changed by 114 which increased total open position to 229


On 1 Nov DLF was trading at 823.75. The strike last trading price was 3.4, which was -0.50 lower than the previous day. The implied volatity was 38.83, the open interest changed by -6 which decreased total open position to 115


On 31 Oct DLF was trading at 819.85. The strike last trading price was 3.9, which was 0.65 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 3.25, which was 0.25 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 3, which was -0.40 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 3.4, which was -11.00 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 14.4, which was -3.60 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 18, 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 6 Sept DLF was trading at 814.25. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to