DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.20
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 38.15 | 9.75 | 29.11 | 850 | 47 | 154 | |||
| 20 Nov | 763.15 | 28.4 | 0.00 | 32.05 | 203 | -8 | 107 | |||
| 19 Nov | 763.15 | 28.4 | -1.75 | 32.05 | 203 | -8 | 107 | |||
| 18 Nov | 759.60 | 30.15 | -2.85 | 32.16 | 260 | -2 | 115 | |||
| 14 Nov | 762.70 | 33 | 8.45 | 29.57 | 446 | -7 | 117 | |||
| 13 Nov | 748.55 | 24.55 | -8.25 | 27.59 | 918 | 102 | 140 | |||
| 12 Nov | 764.85 | 32.8 | -18.95 | 25.62 | 38 | 14 | 42 | |||
| 11 Nov | 777.50 | 51.75 | -0.55 | 39.37 | 11 | 0 | 28 | |||
| 8 Nov | 786.00 | 52.3 | -22.45 | 26.82 | 23 | 7 | 29 | |||
| 7 Nov | 803.40 | 74.75 | -6.20 | 38.42 | 5 | -1 | 22 | |||
| 6 Nov | 828.20 | 80.95 | 13.10 | - | 7 | -3 | 22 | |||
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| 5 Nov | 799.05 | 67.85 | 4.70 | 32.08 | 25 | 6 | 25 | |||
| 4 Nov | 789.90 | 63.15 | -31.85 | 31.55 | 42 | 18 | 19 | |||
| 1 Nov | 823.75 | 95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 819.85 | 95 | -33.35 | - | 1 | 0 | 0 | |||
| 30 Oct | 826.40 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.45 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 822.90 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 777.00 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 801.40 | 128.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 128.35 | 128.35 | - | 0 | 0 | 0 | |||
| 6 Sept | 814.25 | 0 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 740 expiring on 28NOV2024
Delta for 740 CE is 0.89
Historical price for 740 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 38.15, which was 9.75 higher than the previous day. The implied volatity was 29.11, the open interest changed by 47 which increased total open position to 154
On 20 Nov DLF was trading at 763.15. The strike last trading price was 28.4, which was 0.00 lower than the previous day. The implied volatity was 32.05, the open interest changed by -8 which decreased total open position to 107
On 19 Nov DLF was trading at 763.15. The strike last trading price was 28.4, which was -1.75 lower than the previous day. The implied volatity was 32.05, the open interest changed by -8 which decreased total open position to 107
On 18 Nov DLF was trading at 759.60. The strike last trading price was 30.15, which was -2.85 lower than the previous day. The implied volatity was 32.16, the open interest changed by -2 which decreased total open position to 115
On 14 Nov DLF was trading at 762.70. The strike last trading price was 33, which was 8.45 higher than the previous day. The implied volatity was 29.57, the open interest changed by -7 which decreased total open position to 117
On 13 Nov DLF was trading at 748.55. The strike last trading price was 24.55, which was -8.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 102 which increased total open position to 140
On 12 Nov DLF was trading at 764.85. The strike last trading price was 32.8, which was -18.95 lower than the previous day. The implied volatity was 25.62, the open interest changed by 14 which increased total open position to 42
On 11 Nov DLF was trading at 777.50. The strike last trading price was 51.75, which was -0.55 lower than the previous day. The implied volatity was 39.37, the open interest changed by 0 which decreased total open position to 28
On 8 Nov DLF was trading at 786.00. The strike last trading price was 52.3, which was -22.45 lower than the previous day. The implied volatity was 26.82, the open interest changed by 7 which increased total open position to 29
On 7 Nov DLF was trading at 803.40. The strike last trading price was 74.75, which was -6.20 lower than the previous day. The implied volatity was 38.42, the open interest changed by -1 which decreased total open position to 22
On 6 Nov DLF was trading at 828.20. The strike last trading price was 80.95, which was 13.10 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 22
On 5 Nov DLF was trading at 799.05. The strike last trading price was 67.85, which was 4.70 higher than the previous day. The implied volatity was 32.08, the open interest changed by 6 which increased total open position to 25
On 4 Nov DLF was trading at 789.90. The strike last trading price was 63.15, which was -31.85 lower than the previous day. The implied volatity was 31.55, the open interest changed by 18 which increased total open position to 19
On 1 Nov DLF was trading at 823.75. The strike last trading price was 95, 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 31 Oct DLF was trading at 819.85. The strike last trading price was 95, which was -33.35 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, 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 128.35, which was 128.35 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.28
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 4.05 | -3.00 | 38.57 | 4,372 | 292 | 754 |
| 20 Nov | 763.15 | 7.05 | 0.00 | 33.23 | 1,240 | 10 | 474 |
| 19 Nov | 763.15 | 7.05 | 0.25 | 33.23 | 1,240 | 22 | 474 |
| 18 Nov | 759.60 | 6.8 | -0.20 | 31.86 | 2,017 | -12 | 455 |
| 14 Nov | 762.70 | 7 | -5.10 | 28.62 | 1,549 | -65 | 473 |
| 13 Nov | 748.55 | 12.1 | 2.85 | 30.36 | 5,071 | 217 | 547 |
| 12 Nov | 764.85 | 9.25 | 3.55 | 31.61 | 1,131 | 119 | 402 |
| 11 Nov | 777.50 | 5.7 | -0.35 | 30.71 | 647 | -5 | 283 |
| 8 Nov | 786.00 | 6.05 | 2.30 | 31.60 | 959 | 4 | 288 |
| 7 Nov | 803.40 | 3.75 | 1.10 | 32.40 | 1,059 | -76 | 284 |
| 6 Nov | 828.20 | 2.65 | -3.70 | 35.24 | 921 | 164 | 361 |
| 5 Nov | 799.05 | 6.35 | -2.85 | 35.01 | 755 | -52 | 206 |
| 4 Nov | 789.90 | 9.2 | 4.20 | 37.62 | 1,185 | 81 | 257 |
| 1 Nov | 823.75 | 5 | -0.45 | 36.89 | 36 | 6 | 177 |
| 31 Oct | 819.85 | 5.45 | 0.75 | - | 107 | 47 | 171 |
| 30 Oct | 826.40 | 4.7 | 0.60 | - | 114 | 36 | 124 |
| 29 Oct | 832.45 | 4.1 | -0.55 | - | 70 | 10 | 83 |
| 28 Oct | 822.90 | 4.65 | -13.50 | - | 234 | 47 | 74 |
| 25 Oct | 777.00 | 18.15 | -5.00 | - | 54 | 27 | 27 |
| 24 Oct | 801.40 | 23.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 805.35 | 23.15 | 23.15 | - | 0 | 0 | 0 |
| 6 Sept | 814.25 | 0 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 740 expiring on 28NOV2024
Delta for 740 PE is -0.18
Historical price for 740 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 4.05, which was -3.00 lower than the previous day. The implied volatity was 38.57, the open interest changed by 292 which increased total open position to 754
On 20 Nov DLF was trading at 763.15. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 33.23, the open interest changed by 10 which increased total open position to 474
On 19 Nov DLF was trading at 763.15. The strike last trading price was 7.05, which was 0.25 higher than the previous day. The implied volatity was 33.23, the open interest changed by 22 which increased total open position to 474
On 18 Nov DLF was trading at 759.60. The strike last trading price was 6.8, which was -0.20 lower than the previous day. The implied volatity was 31.86, the open interest changed by -12 which decreased total open position to 455
On 14 Nov DLF was trading at 762.70. The strike last trading price was 7, which was -5.10 lower than the previous day. The implied volatity was 28.62, the open interest changed by -65 which decreased total open position to 473
On 13 Nov DLF was trading at 748.55. The strike last trading price was 12.1, which was 2.85 higher than the previous day. The implied volatity was 30.36, the open interest changed by 217 which increased total open position to 547
On 12 Nov DLF was trading at 764.85. The strike last trading price was 9.25, which was 3.55 higher than the previous day. The implied volatity was 31.61, the open interest changed by 119 which increased total open position to 402
On 11 Nov DLF was trading at 777.50. The strike last trading price was 5.7, which was -0.35 lower than the previous day. The implied volatity was 30.71, the open interest changed by -5 which decreased total open position to 283
On 8 Nov DLF was trading at 786.00. The strike last trading price was 6.05, which was 2.30 higher than the previous day. The implied volatity was 31.60, the open interest changed by 4 which increased total open position to 288
On 7 Nov DLF was trading at 803.40. The strike last trading price was 3.75, which was 1.10 higher than the previous day. The implied volatity was 32.40, the open interest changed by -76 which decreased total open position to 284
On 6 Nov DLF was trading at 828.20. The strike last trading price was 2.65, which was -3.70 lower than the previous day. The implied volatity was 35.24, the open interest changed by 164 which increased total open position to 361
On 5 Nov DLF was trading at 799.05. The strike last trading price was 6.35, which was -2.85 lower than the previous day. The implied volatity was 35.01, the open interest changed by -52 which decreased total open position to 206
On 4 Nov DLF was trading at 789.90. The strike last trading price was 9.2, which was 4.20 higher than the previous day. The implied volatity was 37.62, the open interest changed by 81 which increased total open position to 257
On 1 Nov DLF was trading at 823.75. The strike last trading price was 5, which was -0.45 lower than the previous day. The implied volatity was 36.89, the open interest changed by 6 which increased total open position to 177
On 31 Oct DLF was trading at 819.85. The strike last trading price was 5.45, 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 4.7, which was 0.60 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 4.1, 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 28 Oct DLF was trading at 822.90. The strike last trading price was 4.65, which was -13.50 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 18.15, which was -5.00 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 23.15, 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 23.15, which was 23.15 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
