DLF
Dlf Limited
Historical option data for DLF
20 Dec 2024 04:10 PM IST
| DLF 26DEC2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.32
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 830.70 | 101 | -21.30 | 118.79 | 15 | -1 | 44 | |||
| 19 Dec | 864.40 | 122.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 871.45 | 122.3 | -4.20 | - | 4 | 0 | 45 | |||
| 17 Dec | 872.45 | 126.5 | -15.50 | 65.63 | 2 | 0 | 45 | |||
| 16 Dec | 893.30 | 142 | 42.00 | - | 8 | 1 | 45 | |||
| 13 Dec | 870.85 | 100 | -29.00 | - | 1 | 0 | 45 | |||
| 12 Dec | 867.10 | 129 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 875.75 | 129 | 7.00 | 51.27 | 1 | 0 | 46 | |||
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| 10 Dec | 868.40 | 122 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 9 Dec | 862.70 | 122 | 12.45 | 56.23 | 1 | 0 | 47 | |||
| 6 Dec | 856.85 | 109.55 | 5.30 | 37.14 | 9 | 3 | 49 | |||
| 5 Dec | 850.25 | 104.25 | 2.25 | - | 1 | 0 | 45 | |||
| 4 Dec | 847.95 | 102 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 846.95 | 102 | -1.45 | 35.59 | 1 | 0 | 45 | |||
| 2 Dec | 849.10 | 103.45 | 21.40 | - | 13 | 0 | 45 | |||
| 29 Nov | 822.95 | 82.05 | 9.05 | 32.44 | 29 | 18 | 44 | |||
| 28 Nov | 813.85 | 73 | -10.40 | 23.56 | 5 | -1 | 26 | |||
| 27 Nov | 823.70 | 83.4 | -1.60 | 29.85 | 4 | -2 | 27 | |||
| 26 Nov | 827.35 | 85 | 2.05 | 26.83 | 5 | 2 | 28 | |||
| 25 Nov | 823.30 | 82.95 | 16.30 | 24.42 | 23 | 4 | 26 | |||
| 22 Nov | 803.40 | 66.65 | 21.40 | 27.60 | 60 | 7 | 29 | |||
| 21 Nov | 773.95 | 45.25 | 4.25 | 27.83 | 39 | 11 | 21 | |||
| 20 Nov | 763.15 | 41 | 0.00 | 32.97 | 2 | 1 | 10 | |||
| 19 Nov | 763.15 | 41 | 2.70 | 32.97 | 2 | 1 | 10 | |||
| 18 Nov | 759.60 | 38.3 | -1.05 | 28.73 | 7 | 1 | 7 | |||
| 14 Nov | 762.70 | 39.35 | 7.45 | 26.94 | 6 | 3 | 6 | |||
| 13 Nov | 748.55 | 31.9 | -66.15 | 26.17 | 3 | 2 | 2 | |||
| 12 Nov | 764.85 | 98.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 777.50 | 98.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 786.00 | 98.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 803.40 | 98.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 828.20 | 98.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 799.05 | 98.05 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.78
Historical price for 750 CE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 101, which was -21.30 lower than the previous day. The implied volatity was 118.79, the open interest changed by -1 which decreased total open position to 44
On 19 Dec DLF was trading at 864.40. The strike last trading price was 122.3, 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 18 Dec DLF was trading at 871.45. The strike last trading price was 122.3, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 17 Dec DLF was trading at 872.45. The strike last trading price was 126.5, which was -15.50 lower than the previous day. The implied volatity was 65.63, the open interest changed by 0 which decreased total open position to 45
On 16 Dec DLF was trading at 893.30. The strike last trading price was 142, which was 42.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 45
On 13 Dec DLF was trading at 870.85. The strike last trading price was 100, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 12 Dec DLF was trading at 867.10. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec DLF was trading at 875.75. The strike last trading price was 129, which was 7.00 higher than the previous day. The implied volatity was 51.27, the open interest changed by 0 which decreased total open position to 46
On 10 Dec DLF was trading at 868.40. The strike last trading price was 122, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec DLF was trading at 862.70. The strike last trading price was 122, which was 12.45 higher than the previous day. The implied volatity was 56.23, the open interest changed by 0 which decreased total open position to 47
On 6 Dec DLF was trading at 856.85. The strike last trading price was 109.55, which was 5.30 higher than the previous day. The implied volatity was 37.14, the open interest changed by 3 which increased total open position to 49
On 5 Dec DLF was trading at 850.25. The strike last trading price was 104.25, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 4 Dec DLF was trading at 847.95. The strike last trading price was 102, 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 3 Dec DLF was trading at 846.95. The strike last trading price was 102, which was -1.45 lower than the previous day. The implied volatity was 35.59, the open interest changed by 0 which decreased total open position to 45
On 2 Dec DLF was trading at 849.10. The strike last trading price was 103.45, which was 21.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 29 Nov DLF was trading at 822.95. The strike last trading price was 82.05, which was 9.05 higher than the previous day. The implied volatity was 32.44, the open interest changed by 18 which increased total open position to 44
On 28 Nov DLF was trading at 813.85. The strike last trading price was 73, which was -10.40 lower than the previous day. The implied volatity was 23.56, the open interest changed by -1 which decreased total open position to 26
On 27 Nov DLF was trading at 823.70. The strike last trading price was 83.4, which was -1.60 lower than the previous day. The implied volatity was 29.85, the open interest changed by -2 which decreased total open position to 27
On 26 Nov DLF was trading at 827.35. The strike last trading price was 85, which was 2.05 higher than the previous day. The implied volatity was 26.83, the open interest changed by 2 which increased total open position to 28
On 25 Nov DLF was trading at 823.30. The strike last trading price was 82.95, which was 16.30 higher than the previous day. The implied volatity was 24.42, the open interest changed by 4 which increased total open position to 26
On 22 Nov DLF was trading at 803.40. The strike last trading price was 66.65, which was 21.40 higher than the previous day. The implied volatity was 27.60, the open interest changed by 7 which increased total open position to 29
On 21 Nov DLF was trading at 773.95. The strike last trading price was 45.25, which was 4.25 higher than the previous day. The implied volatity was 27.83, the open interest changed by 11 which increased total open position to 21
On 20 Nov DLF was trading at 763.15. The strike last trading price was 41, which was 0.00 lower than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 10
On 19 Nov DLF was trading at 763.15. The strike last trading price was 41, which was 2.70 higher than the previous day. The implied volatity was 32.97, the open interest changed by 1 which increased total open position to 10
On 18 Nov DLF was trading at 759.60. The strike last trading price was 38.3, which was -1.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1 which increased total open position to 7
On 14 Nov DLF was trading at 762.70. The strike last trading price was 39.35, which was 7.45 higher than the previous day. The implied volatity was 26.94, the open interest changed by 3 which increased total open position to 6
On 13 Nov DLF was trading at 748.55. The strike last trading price was 31.9, which was -66.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 2 which increased total open position to 2
On 12 Nov DLF was trading at 764.85. The strike last trading price was 98.05, 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 11 Nov DLF was trading at 777.50. The strike last trading price was 98.05, 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 8 Nov DLF was trading at 786.00. The strike last trading price was 98.05, 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 7 Nov DLF was trading at 803.40. The strike last trading price was 98.05, 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 6 Nov DLF was trading at 828.20. The strike last trading price was 98.05, 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 5 Nov DLF was trading at 799.05. The strike last trading price was 98.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 26DEC2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.09
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 830.70 | 0.75 | 0.25 | 46.98 | 131 | -31 | 352 |
| 19 Dec | 864.40 | 0.5 | 0.00 | 51.61 | 126 | 12 | 385 |
| 18 Dec | 871.45 | 0.5 | 0.15 | 51.02 | 115 | -36 | 382 |
| 17 Dec | 872.45 | 0.35 | 0.05 | 45.94 | 280 | -187 | 424 |
| 16 Dec | 893.30 | 0.3 | -0.20 | 47.55 | 137 | -45 | 611 |
| 13 Dec | 870.85 | 0.5 | -0.20 | 39.88 | 143 | -28 | 656 |
| 12 Dec | 867.10 | 0.7 | -0.05 | 40.10 | 45 | 1 | 687 |
| 11 Dec | 875.75 | 0.75 | -0.05 | 40.78 | 202 | -23 | 686 |
| 10 Dec | 868.40 | 0.8 | -0.15 | 38.64 | 160 | -19 | 714 |
| 9 Dec | 862.70 | 0.95 | -0.25 | 37.53 | 228 | -3 | 735 |
| 6 Dec | 856.85 | 1.2 | -0.15 | 34.15 | 580 | 41 | 738 |
| 5 Dec | 850.25 | 1.35 | -0.40 | 33.67 | 370 | 115 | 696 |
| 4 Dec | 847.95 | 1.75 | -0.25 | 33.60 | 567 | -25 | 588 |
| 3 Dec | 846.95 | 2 | -0.25 | 33.48 | 609 | 10 | 610 |
| 2 Dec | 849.10 | 2.25 | -1.60 | 35.33 | 1,006 | 209 | 724 |
| 29 Nov | 822.95 | 3.85 | -1.00 | 30.90 | 797 | 77 | 516 |
| 28 Nov | 813.85 | 4.85 | 1.15 | 30.83 | 378 | 1 | 438 |
| 27 Nov | 823.70 | 3.7 | -0.30 | 30.05 | 253 | 39 | 439 |
| 26 Nov | 827.35 | 4 | -0.50 | 30.94 | 150 | 20 | 401 |
| 25 Nov | 823.30 | 4.5 | -3.20 | 31.16 | 710 | 87 | 382 |
| 22 Nov | 803.40 | 7.7 | -8.75 | 29.98 | 547 | 93 | 388 |
| 21 Nov | 773.95 | 16.45 | -4.25 | 31.81 | 455 | 140 | 295 |
| 20 Nov | 763.15 | 20.7 | 0.00 | 30.02 | 56 | 32 | 155 |
| 19 Nov | 763.15 | 20.7 | -1.25 | 30.02 | 56 | 32 | 155 |
| 18 Nov | 759.60 | 21.95 | 1.95 | 31.54 | 82 | 5 | 122 |
| 14 Nov | 762.70 | 20 | -6.75 | 28.92 | 26 | 11 | 117 |
| 13 Nov | 748.55 | 26.75 | 5.95 | 30.75 | 95 | 22 | 112 |
| 12 Nov | 764.85 | 20.8 | 5.00 | 29.50 | 57 | 35 | 91 |
| 11 Nov | 777.50 | 15.8 | 0.80 | 29.16 | 23 | 6 | 55 |
| 8 Nov | 786.00 | 15 | 3.00 | 29.42 | 46 | 39 | 48 |
| 7 Nov | 803.40 | 12 | 3.10 | 31.19 | 4 | 1 | 9 |
| 6 Nov | 828.20 | 8.9 | -6.80 | 32.59 | 7 | 5 | 8 |
| 5 Nov | 799.05 | 15.7 | 33.22 | 28 | 5 | 5 | |
For Dlf Limited - strike price 750 expiring on 26DEC2024
Delta for 750 PE is -0.04
Historical price for 750 PE is as follows
On 20 Dec DLF was trading at 830.70. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 46.98, the open interest changed by -31 which decreased total open position to 352
On 19 Dec DLF was trading at 864.40. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 51.61, the open interest changed by 12 which increased total open position to 385
On 18 Dec DLF was trading at 871.45. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 51.02, the open interest changed by -36 which decreased total open position to 382
On 17 Dec DLF was trading at 872.45. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 45.94, the open interest changed by -187 which decreased total open position to 424
On 16 Dec DLF was trading at 893.30. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 47.55, the open interest changed by -45 which decreased total open position to 611
On 13 Dec DLF was trading at 870.85. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 39.88, the open interest changed by -28 which decreased total open position to 656
On 12 Dec DLF was trading at 867.10. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 40.10, the open interest changed by 1 which increased total open position to 687
On 11 Dec DLF was trading at 875.75. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 40.78, the open interest changed by -23 which decreased total open position to 686
On 10 Dec DLF was trading at 868.40. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 38.64, the open interest changed by -19 which decreased total open position to 714
On 9 Dec DLF was trading at 862.70. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 37.53, the open interest changed by -3 which decreased total open position to 735
On 6 Dec DLF was trading at 856.85. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 34.15, the open interest changed by 41 which increased total open position to 738
On 5 Dec DLF was trading at 850.25. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 33.67, the open interest changed by 115 which increased total open position to 696
On 4 Dec DLF was trading at 847.95. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 33.60, the open interest changed by -25 which decreased total open position to 588
On 3 Dec DLF was trading at 846.95. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 33.48, the open interest changed by 10 which increased total open position to 610
On 2 Dec DLF was trading at 849.10. The strike last trading price was 2.25, which was -1.60 lower than the previous day. The implied volatity was 35.33, the open interest changed by 209 which increased total open position to 724
On 29 Nov DLF was trading at 822.95. The strike last trading price was 3.85, which was -1.00 lower than the previous day. The implied volatity was 30.90, the open interest changed by 77 which increased total open position to 516
On 28 Nov DLF was trading at 813.85. The strike last trading price was 4.85, which was 1.15 higher than the previous day. The implied volatity was 30.83, the open interest changed by 1 which increased total open position to 438
On 27 Nov DLF was trading at 823.70. The strike last trading price was 3.7, which was -0.30 lower than the previous day. The implied volatity was 30.05, the open interest changed by 39 which increased total open position to 439
On 26 Nov DLF was trading at 827.35. The strike last trading price was 4, which was -0.50 lower than the previous day. The implied volatity was 30.94, the open interest changed by 20 which increased total open position to 401
On 25 Nov DLF was trading at 823.30. The strike last trading price was 4.5, which was -3.20 lower than the previous day. The implied volatity was 31.16, the open interest changed by 87 which increased total open position to 382
On 22 Nov DLF was trading at 803.40. The strike last trading price was 7.7, which was -8.75 lower than the previous day. The implied volatity was 29.98, the open interest changed by 93 which increased total open position to 388
On 21 Nov DLF was trading at 773.95. The strike last trading price was 16.45, which was -4.25 lower than the previous day. The implied volatity was 31.81, the open interest changed by 140 which increased total open position to 295
On 20 Nov DLF was trading at 763.15. The strike last trading price was 20.7, which was 0.00 lower than the previous day. The implied volatity was 30.02, the open interest changed by 32 which increased total open position to 155
On 19 Nov DLF was trading at 763.15. The strike last trading price was 20.7, which was -1.25 lower than the previous day. The implied volatity was 30.02, the open interest changed by 32 which increased total open position to 155
On 18 Nov DLF was trading at 759.60. The strike last trading price was 21.95, which was 1.95 higher than the previous day. The implied volatity was 31.54, the open interest changed by 5 which increased total open position to 122
On 14 Nov DLF was trading at 762.70. The strike last trading price was 20, which was -6.75 lower than the previous day. The implied volatity was 28.92, the open interest changed by 11 which increased total open position to 117
On 13 Nov DLF was trading at 748.55. The strike last trading price was 26.75, which was 5.95 higher than the previous day. The implied volatity was 30.75, the open interest changed by 22 which increased total open position to 112
On 12 Nov DLF was trading at 764.85. The strike last trading price was 20.8, which was 5.00 higher than the previous day. The implied volatity was 29.50, the open interest changed by 35 which increased total open position to 91
On 11 Nov DLF was trading at 777.50. The strike last trading price was 15.8, which was 0.80 higher than the previous day. The implied volatity was 29.16, the open interest changed by 6 which increased total open position to 55
On 8 Nov DLF was trading at 786.00. The strike last trading price was 15, which was 3.00 higher than the previous day. The implied volatity was 29.42, the open interest changed by 39 which increased total open position to 48
On 7 Nov DLF was trading at 803.40. The strike last trading price was 12, which was 3.10 higher than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 9
On 6 Nov DLF was trading at 828.20. The strike last trading price was 8.9, which was -6.80 lower than the previous day. The implied volatity was 32.59, the open interest changed by 5 which increased total open position to 8
On 5 Nov DLF was trading at 799.05. The strike last trading price was 15.7, which was lower than the previous day. The implied volatity was 33.22, the open interest changed by 5 which increased total open position to 5
