DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.21
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 48.7 | 2.75 | 37.80 | 60 | 0 | 62 | |||
| 20 Nov | 763.15 | 45.95 | 0.00 | 58.25 | 20 | -4 | 64 | |||
| 19 Nov | 763.15 | 45.95 | 8.15 | 58.25 | 20 | -2 | 64 | |||
| 18 Nov | 759.60 | 37.8 | -3.65 | 32.59 | 29 | 2 | 68 | |||
| 14 Nov | 762.70 | 41.45 | 10.10 | 31.87 | 120 | -1 | 65 | |||
| 13 Nov | 748.55 | 31.35 | -9.45 | 27.91 | 252 | 32 | 64 | |||
| 12 Nov | 764.85 | 40.8 | -14.20 | 26.27 | 28 | 5 | 31 | |||
| 11 Nov | 777.50 | 55 | -6.05 | 29.19 | 39 | 0 | 26 | |||
| 8 Nov | 786.00 | 61.05 | -22.25 | 27.34 | 28 | 10 | 27 | |||
| 7 Nov | 803.40 | 83.3 | -18.70 | 38.94 | 3 | 0 | 17 | |||
| 6 Nov | 828.20 | 102 | 26.20 | - | 5 | -3 | 16 | |||
| 5 Nov | 799.05 | 75.8 | -4.20 | 30.55 | 23 | 17 | 18 | |||
| 4 Nov | 789.90 | 80 | -126.95 | 47.90 | 1 | 0 | 0 | |||
| 1 Nov | 823.75 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 819.85 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 826.40 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.45 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 822.90 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 777.00 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 801.40 | 206.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 206.95 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 730 expiring on 28NOV2024
Delta for 730 CE is 0.89
Historical price for 730 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 48.7, which was 2.75 higher than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 62
On 20 Nov DLF was trading at 763.15. The strike last trading price was 45.95, which was 0.00 lower than the previous day. The implied volatity was 58.25, the open interest changed by -4 which decreased total open position to 64
On 19 Nov DLF was trading at 763.15. The strike last trading price was 45.95, which was 8.15 higher than the previous day. The implied volatity was 58.25, the open interest changed by -2 which decreased total open position to 64
On 18 Nov DLF was trading at 759.60. The strike last trading price was 37.8, which was -3.65 lower than the previous day. The implied volatity was 32.59, the open interest changed by 2 which increased total open position to 68
On 14 Nov DLF was trading at 762.70. The strike last trading price was 41.45, which was 10.10 higher than the previous day. The implied volatity was 31.87, the open interest changed by -1 which decreased total open position to 65
On 13 Nov DLF was trading at 748.55. The strike last trading price was 31.35, which was -9.45 lower than the previous day. The implied volatity was 27.91, the open interest changed by 32 which increased total open position to 64
On 12 Nov DLF was trading at 764.85. The strike last trading price was 40.8, which was -14.20 lower than the previous day. The implied volatity was 26.27, the open interest changed by 5 which increased total open position to 31
On 11 Nov DLF was trading at 777.50. The strike last trading price was 55, which was -6.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 0 which decreased total open position to 26
On 8 Nov DLF was trading at 786.00. The strike last trading price was 61.05, which was -22.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 10 which increased total open position to 27
On 7 Nov DLF was trading at 803.40. The strike last trading price was 83.3, which was -18.70 lower than the previous day. The implied volatity was 38.94, the open interest changed by 0 which decreased total open position to 17
On 6 Nov DLF was trading at 828.20. The strike last trading price was 102, which was 26.20 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 16
On 5 Nov DLF was trading at 799.05. The strike last trading price was 75.8, which was -4.20 lower than the previous day. The implied volatity was 30.55, the open interest changed by 17 which increased total open position to 18
On 4 Nov DLF was trading at 789.90. The strike last trading price was 80, which was -126.95 lower than the previous day. The implied volatity was 47.90, 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 206.95, 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 206.95, 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 206.95, 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 206.95, 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 206.95, 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 206.95, 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 206.95, 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 23 Oct DLF was trading at 805.35. The strike last trading price was 206.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.23
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 3.05 | -1.90 | 41.21 | 2,472 | 80 | 396 |
| 20 Nov | 763.15 | 4.95 | 0.00 | 34.53 | 828 | 25 | 329 |
| 19 Nov | 763.15 | 4.95 | 0.00 | 34.53 | 828 | 38 | 329 |
| 18 Nov | 759.60 | 4.95 | -0.05 | 33.57 | 1,451 | -20 | 312 |
| 14 Nov | 762.70 | 5 | -4.15 | 29.63 | 961 | -56 | 342 |
| 13 Nov | 748.55 | 9.15 | 2.50 | 31.39 | 2,320 | 55 | 399 |
| 12 Nov | 764.85 | 6.65 | 2.45 | 31.84 | 923 | 32 | 351 |
| 11 Nov | 777.50 | 4.2 | -0.30 | 31.58 | 526 | 61 | 311 |
| 8 Nov | 786.00 | 4.5 | 1.65 | 32.19 | 398 | 84 | 253 |
| 7 Nov | 803.40 | 2.85 | 0.75 | 33.23 | 643 | -138 | 170 |
| 6 Nov | 828.20 | 2.1 | -3.00 | 36.25 | 660 | 65 | 313 |
| 5 Nov | 799.05 | 5.1 | -2.35 | 35.97 | 529 | 30 | 249 |
| 4 Nov | 789.90 | 7.45 | 3.35 | 38.31 | 515 | 94 | 219 |
| 1 Nov | 823.75 | 4.1 | -0.45 | 37.79 | 9 | -4 | 125 |
| 31 Oct | 819.85 | 4.55 | 0.75 | - | 84 | 29 | 127 |
| 30 Oct | 826.40 | 3.8 | 0.40 | - | 42 | 4 | 96 |
| 29 Oct | 832.45 | 3.4 | -0.60 | - | 64 | -10 | 92 |
| 28 Oct | 822.90 | 4 | -11.95 | - | 148 | 54 | 102 |
| 25 Oct | 777.00 | 15.95 | 6.65 | - | 72 | 11 | 48 |
| 24 Oct | 801.40 | 9.3 | 0.55 | - | 53 | 30 | 37 |
| 23 Oct | 805.35 | 8.75 | - | 35 | 8 | 8 | |
For Dlf Limited - strike price 730 expiring on 28NOV2024
Delta for 730 PE is -0.13
Historical price for 730 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 3.05, which was -1.90 lower than the previous day. The implied volatity was 41.21, the open interest changed by 80 which increased total open position to 396
On 20 Nov DLF was trading at 763.15. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 34.53, the open interest changed by 25 which increased total open position to 329
On 19 Nov DLF was trading at 763.15. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 34.53, the open interest changed by 38 which increased total open position to 329
On 18 Nov DLF was trading at 759.60. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by -20 which decreased total open position to 312
On 14 Nov DLF was trading at 762.70. The strike last trading price was 5, which was -4.15 lower than the previous day. The implied volatity was 29.63, the open interest changed by -56 which decreased total open position to 342
On 13 Nov DLF was trading at 748.55. The strike last trading price was 9.15, which was 2.50 higher than the previous day. The implied volatity was 31.39, the open interest changed by 55 which increased total open position to 399
On 12 Nov DLF was trading at 764.85. The strike last trading price was 6.65, which was 2.45 higher than the previous day. The implied volatity was 31.84, the open interest changed by 32 which increased total open position to 351
On 11 Nov DLF was trading at 777.50. The strike last trading price was 4.2, which was -0.30 lower than the previous day. The implied volatity was 31.58, the open interest changed by 61 which increased total open position to 311
On 8 Nov DLF was trading at 786.00. The strike last trading price was 4.5, which was 1.65 higher than the previous day. The implied volatity was 32.19, the open interest changed by 84 which increased total open position to 253
On 7 Nov DLF was trading at 803.40. The strike last trading price was 2.85, which was 0.75 higher than the previous day. The implied volatity was 33.23, the open interest changed by -138 which decreased total open position to 170
On 6 Nov DLF was trading at 828.20. The strike last trading price was 2.1, which was -3.00 lower than the previous day. The implied volatity was 36.25, the open interest changed by 65 which increased total open position to 313
On 5 Nov DLF was trading at 799.05. The strike last trading price was 5.1, which was -2.35 lower than the previous day. The implied volatity was 35.97, the open interest changed by 30 which increased total open position to 249
On 4 Nov DLF was trading at 789.90. The strike last trading price was 7.45, which was 3.35 higher than the previous day. The implied volatity was 38.31, the open interest changed by 94 which increased total open position to 219
On 1 Nov DLF was trading at 823.75. The strike last trading price was 4.1, which was -0.45 lower than the previous day. The implied volatity was 37.79, the open interest changed by -4 which decreased total open position to 125
On 31 Oct DLF was trading at 819.85. The strike last trading price was 4.55, which was 0.75 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 3.8, which was 0.40 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 3.4, which was -0.60 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 4, which was -11.95 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 15.95, which was 6.65 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 9.3, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct DLF was trading at 805.35. The strike last trading price was 8.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
