DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.16
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 57.95 | 0.90 | 39.56 | 37 | -3 | 102 | |||
| 20 Nov | 763.15 | 57.05 | 0.00 | 68.97 | 15 | -7 | 106 | |||
| 19 Nov | 763.15 | 57.05 | 10.70 | 68.97 | 15 | -6 | 106 | |||
| 18 Nov | 759.60 | 46.35 | -3.20 | 33.84 | 16 | 6 | 113 | |||
| 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 | |||
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| 6 Sept | 814.25 | 0 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 720 expiring on 28NOV2024
Delta for 720 CE is 0.92
Historical price for 720 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 57.95, which was 0.90 higher than the previous day. The implied volatity was 39.56, the open interest changed by -3 which decreased total open position to 102
On 20 Nov DLF was trading at 763.15. The strike last trading price was 57.05, which was 0.00 lower than the previous day. The implied volatity was 68.97, the open interest changed by -7 which decreased total open position to 106
On 19 Nov DLF was trading at 763.15. The strike last trading price was 57.05, which was 10.70 higher than the previous day. The implied volatity was 68.97, the open interest changed by -6 which decreased total open position to 106
On 18 Nov DLF was trading at 759.60. The strike last trading price was 46.35, which was -3.20 lower than the previous day. The implied volatity was 33.84, the open interest changed by 6 which increased total open position to 113
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: -0.10
Vega: 0.19
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 2.3 | -1.05 | 43.74 | 2,302 | 30 | 643 |
| 20 Nov | 763.15 | 3.35 | 0.00 | 35.54 | 1,183 | -101 | 616 |
| 19 Nov | 763.15 | 3.35 | -0.10 | 35.54 | 1,183 | -98 | 616 |
| 18 Nov | 759.60 | 3.45 | 0.00 | 34.78 | 1,500 | 35 | 713 |
| 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 -0.10
Historical price for 720 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 43.74, the open interest changed by 30 which increased total open position to 643
On 20 Nov DLF was trading at 763.15. The strike last trading price was 3.35, which was 0.00 lower than the previous day. The implied volatity was 35.54, the open interest changed by -101 which decreased total open position to 616
On 19 Nov DLF was trading at 763.15. The strike last trading price was 3.35, which was -0.10 lower than the previous day. The implied volatity was 35.54, the open interest changed by -98 which decreased total open position to 616
On 18 Nov DLF was trading at 759.60. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by 35 which increased total open position to 713
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
