DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.80
Vega: 0.30
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 30.2 | 9.55 | 30.64 | 2,019 | 21 | 426 | |||
| 20 Nov | 763.15 | 20.65 | 0.00 | 29.50 | 882 | -54 | 408 | |||
| 19 Nov | 763.15 | 20.65 | -2.10 | 29.50 | 882 | -51 | 408 | |||
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| 18 Nov | 759.60 | 22.75 | -3.00 | 30.54 | 803 | -15 | 461 | |||
| 14 Nov | 762.70 | 25.75 | 7.10 | 28.54 | 2,078 | -149 | 481 | |||
| 13 Nov | 748.55 | 18.65 | -7.45 | 27.30 | 4,169 | 420 | 632 | |||
| 12 Nov | 764.85 | 26.1 | -12.00 | 26.00 | 252 | 63 | 208 | |||
| 11 Nov | 777.50 | 38.1 | -6.65 | 27.27 | 40 | 7 | 142 | |||
| 8 Nov | 786.00 | 44.75 | -18.10 | 27.77 | 56 | 5 | 136 | |||
| 7 Nov | 803.40 | 62.85 | -25.15 | 30.30 | 19 | 5 | 131 | |||
| 6 Nov | 828.20 | 88 | 28.95 | 39.70 | 61 | -11 | 130 | |||
| 5 Nov | 799.05 | 59.05 | 3.95 | 30.74 | 121 | 55 | 141 | |||
| 4 Nov | 789.90 | 55.1 | -27.60 | 31.19 | 144 | 79 | 86 | |||
| 1 Nov | 823.75 | 82.7 | -6.10 | 32.66 | 2 | 0 | 7 | |||
| 31 Oct | 819.85 | 88.8 | -7.20 | - | 1 | 0 | 7 | |||
| 30 Oct | 826.40 | 96 | 14.00 | - | 6 | 0 | 9 | |||
| 29 Oct | 832.45 | 82 | -9.50 | - | 1 | 0 | 8 | |||
| 28 Oct | 822.90 | 91.5 | 26.25 | - | 8 | 7 | 7 | |||
| 25 Oct | 777.00 | 65.25 | -123.70 | - | 1 | 0 | 0 | |||
| 24 Oct | 801.40 | 188.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 188.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 815.15 | 188.95 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 750 expiring on 28NOV2024
Delta for 750 CE is 0.80
Historical price for 750 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 30.2, which was 9.55 higher than the previous day. The implied volatity was 30.64, the open interest changed by 21 which increased total open position to 426
On 20 Nov DLF was trading at 763.15. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by -54 which decreased total open position to 408
On 19 Nov DLF was trading at 763.15. The strike last trading price was 20.65, which was -2.10 lower than the previous day. The implied volatity was 29.50, the open interest changed by -51 which decreased total open position to 408
On 18 Nov DLF was trading at 759.60. The strike last trading price was 22.75, which was -3.00 lower than the previous day. The implied volatity was 30.54, the open interest changed by -15 which decreased total open position to 461
On 14 Nov DLF was trading at 762.70. The strike last trading price was 25.75, which was 7.10 higher than the previous day. The implied volatity was 28.54, the open interest changed by -149 which decreased total open position to 481
On 13 Nov DLF was trading at 748.55. The strike last trading price was 18.65, which was -7.45 lower than the previous day. The implied volatity was 27.30, the open interest changed by 420 which increased total open position to 632
On 12 Nov DLF was trading at 764.85. The strike last trading price was 26.1, which was -12.00 lower than the previous day. The implied volatity was 26.00, the open interest changed by 63 which increased total open position to 208
On 11 Nov DLF was trading at 777.50. The strike last trading price was 38.1, which was -6.65 lower than the previous day. The implied volatity was 27.27, the open interest changed by 7 which increased total open position to 142
On 8 Nov DLF was trading at 786.00. The strike last trading price was 44.75, which was -18.10 lower than the previous day. The implied volatity was 27.77, the open interest changed by 5 which increased total open position to 136
On 7 Nov DLF was trading at 803.40. The strike last trading price was 62.85, which was -25.15 lower than the previous day. The implied volatity was 30.30, the open interest changed by 5 which increased total open position to 131
On 6 Nov DLF was trading at 828.20. The strike last trading price was 88, which was 28.95 higher than the previous day. The implied volatity was 39.70, the open interest changed by -11 which decreased total open position to 130
On 5 Nov DLF was trading at 799.05. The strike last trading price was 59.05, which was 3.95 higher than the previous day. The implied volatity was 30.74, the open interest changed by 55 which increased total open position to 141
On 4 Nov DLF was trading at 789.90. The strike last trading price was 55.1, which was -27.60 lower than the previous day. The implied volatity was 31.19, the open interest changed by 79 which increased total open position to 86
On 1 Nov DLF was trading at 823.75. The strike last trading price was 82.7, which was -6.10 lower than the previous day. The implied volatity was 32.66, the open interest changed by 0 which decreased total open position to 7
On 31 Oct DLF was trading at 819.85. The strike last trading price was 88.8, which was -7.20 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 96, which was 14.00 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 82, which was -9.50 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 91.5, which was 26.25 higher 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 65.25, which was -123.70 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 188.95, 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 188.95, 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 22 Oct DLF was trading at 815.15. The strike last trading price was 188.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.33
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 5.5 | -4.45 | 36.12 | 6,263 | 434 | 1,127 |
| 20 Nov | 763.15 | 9.95 | 0.00 | 32.06 | 2,115 | -183 | 703 |
| 19 Nov | 763.15 | 9.95 | 0.25 | 32.06 | 2,115 | -173 | 703 |
| 18 Nov | 759.60 | 9.7 | 0.20 | 30.97 | 3,027 | -55 | 886 |
| 14 Nov | 762.70 | 9.5 | -6.70 | 27.30 | 2,656 | 71 | 938 |
| 13 Nov | 748.55 | 16.2 | 3.80 | 29.99 | 7,350 | 80 | 883 |
| 12 Nov | 764.85 | 12.4 | 4.40 | 31.15 | 2,105 | 80 | 844 |
| 11 Nov | 777.50 | 8 | -0.15 | 30.48 | 1,209 | 65 | 787 |
| 8 Nov | 786.00 | 8.15 | 3.25 | 31.24 | 1,217 | 72 | 722 |
| 7 Nov | 803.40 | 4.9 | 1.60 | 31.55 | 927 | 65 | 647 |
| 6 Nov | 828.20 | 3.3 | -4.50 | 34.10 | 1,384 | 8 | 600 |
| 5 Nov | 799.05 | 7.8 | -3.00 | 33.91 | 1,576 | -17 | 601 |
| 4 Nov | 789.90 | 10.8 | 4.75 | 36.15 | 1,610 | 144 | 607 |
| 1 Nov | 823.75 | 6.05 | -0.05 | 35.92 | 264 | 75 | 474 |
| 31 Oct | 819.85 | 6.1 | 0.90 | - | 404 | 82 | 397 |
| 30 Oct | 826.40 | 5.2 | 0.35 | - | 272 | 25 | 311 |
| 29 Oct | 832.45 | 4.85 | -0.60 | - | 262 | 5 | 285 |
| 28 Oct | 822.90 | 5.45 | -17.05 | - | 868 | 76 | 280 |
| 25 Oct | 777.00 | 22.5 | 10.70 | - | 427 | 102 | 204 |
| 24 Oct | 801.40 | 11.8 | -1.20 | - | 134 | 24 | 82 |
| 23 Oct | 805.35 | 13 | 1.85 | - | 163 | 40 | 57 |
| 22 Oct | 815.15 | 11.15 | - | 69 | 16 | 16 | |
For Dlf Limited - strike price 750 expiring on 28NOV2024
Delta for 750 PE is -0.24
Historical price for 750 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 5.5, which was -4.45 lower than the previous day. The implied volatity was 36.12, the open interest changed by 434 which increased total open position to 1127
On 20 Nov DLF was trading at 763.15. The strike last trading price was 9.95, which was 0.00 lower than the previous day. The implied volatity was 32.06, the open interest changed by -183 which decreased total open position to 703
On 19 Nov DLF was trading at 763.15. The strike last trading price was 9.95, which was 0.25 higher than the previous day. The implied volatity was 32.06, the open interest changed by -173 which decreased total open position to 703
On 18 Nov DLF was trading at 759.60. The strike last trading price was 9.7, which was 0.20 higher than the previous day. The implied volatity was 30.97, the open interest changed by -55 which decreased total open position to 886
On 14 Nov DLF was trading at 762.70. The strike last trading price was 9.5, which was -6.70 lower than the previous day. The implied volatity was 27.30, the open interest changed by 71 which increased total open position to 938
On 13 Nov DLF was trading at 748.55. The strike last trading price was 16.2, which was 3.80 higher than the previous day. The implied volatity was 29.99, the open interest changed by 80 which increased total open position to 883
On 12 Nov DLF was trading at 764.85. The strike last trading price was 12.4, which was 4.40 higher than the previous day. The implied volatity was 31.15, the open interest changed by 80 which increased total open position to 844
On 11 Nov DLF was trading at 777.50. The strike last trading price was 8, which was -0.15 lower than the previous day. The implied volatity was 30.48, the open interest changed by 65 which increased total open position to 787
On 8 Nov DLF was trading at 786.00. The strike last trading price was 8.15, which was 3.25 higher than the previous day. The implied volatity was 31.24, the open interest changed by 72 which increased total open position to 722
On 7 Nov DLF was trading at 803.40. The strike last trading price was 4.9, which was 1.60 higher than the previous day. The implied volatity was 31.55, the open interest changed by 65 which increased total open position to 647
On 6 Nov DLF was trading at 828.20. The strike last trading price was 3.3, which was -4.50 lower than the previous day. The implied volatity was 34.10, the open interest changed by 8 which increased total open position to 600
On 5 Nov DLF was trading at 799.05. The strike last trading price was 7.8, which was -3.00 lower than the previous day. The implied volatity was 33.91, the open interest changed by -17 which decreased total open position to 601
On 4 Nov DLF was trading at 789.90. The strike last trading price was 10.8, which was 4.75 higher than the previous day. The implied volatity was 36.15, the open interest changed by 144 which increased total open position to 607
On 1 Nov DLF was trading at 823.75. The strike last trading price was 6.05, which was -0.05 lower than the previous day. The implied volatity was 35.92, the open interest changed by 75 which increased total open position to 474
On 31 Oct DLF was trading at 819.85. The strike last trading price was 6.1, which was 0.90 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 5.2, which was 0.35 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 4.85, 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 5.45, which was -17.05 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 22.5, which was 10.70 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 11.8, which was -1.20 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 13, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct DLF was trading at 815.15. The strike last trading price was 11.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
