DLF
Dlf Limited
Historical option data for DLF
21 Nov 2024 04:10 PM IST
| DLF 28NOV2024 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.37
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.95 | 22.6 | 7.95 | 30.02 | 3,626 | -25 | 613 | |||
| 20 Nov | 763.15 | 14.65 | 0.00 | 28.80 | 2,085 | -86 | 626 | |||
| 19 Nov | 763.15 | 14.65 | -2.05 | 28.80 | 2,085 | -98 | 626 | |||
| 18 Nov | 759.60 | 16.7 | -2.70 | 29.92 | 2,641 | 51 | 725 | |||
| 14 Nov | 762.70 | 19.4 | 5.80 | 27.70 | 3,712 | 81 | 675 | |||
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| 13 Nov | 748.55 | 13.6 | -6.55 | 26.86 | 4,514 | 484 | 602 | |||
| 12 Nov | 764.85 | 20.15 | -10.75 | 26.06 | 476 | 76 | 124 | |||
| 11 Nov | 777.50 | 30.9 | -6.30 | 27.11 | 78 | 18 | 48 | |||
| 8 Nov | 786.00 | 37.2 | -16.80 | 27.43 | 34 | -1 | 31 | |||
| 7 Nov | 803.40 | 54 | -24.65 | 28.90 | 20 | -7 | 33 | |||
| 6 Nov | 828.20 | 78.65 | 26.95 | 37.45 | 39 | -6 | 40 | |||
| 5 Nov | 799.05 | 51.7 | 4.10 | 31.36 | 172 | 20 | 46 | |||
| 4 Nov | 789.90 | 47.6 | -24.55 | 30.98 | 37 | 14 | 25 | |||
| 1 Nov | 823.75 | 72.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 819.85 | 72.15 | -11.75 | - | 10 | 2 | 11 | |||
| 30 Oct | 826.40 | 83.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 832.45 | 83.9 | 0.00 | - | 0 | -1 | 0 | |||
| 28 Oct | 822.90 | 83.9 | 34.90 | - | 15 | -2 | 9 | |||
| 25 Oct | 777.00 | 49 | -65.65 | - | 19 | 11 | 11 | |||
| 24 Oct | 801.40 | 114.65 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 114.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 815.15 | 114.65 | 114.65 | - | 0 | 0 | 0 | |||
| 6 Sept | 814.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 841.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 850.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 847.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 848.25 | 0 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 760 expiring on 28NOV2024
Delta for 760 CE is 0.70
Historical price for 760 CE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 22.6, which was 7.95 higher than the previous day. The implied volatity was 30.02, the open interest changed by -25 which decreased total open position to 613
On 20 Nov DLF was trading at 763.15. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 28.80, the open interest changed by -86 which decreased total open position to 626
On 19 Nov DLF was trading at 763.15. The strike last trading price was 14.65, which was -2.05 lower than the previous day. The implied volatity was 28.80, the open interest changed by -98 which decreased total open position to 626
On 18 Nov DLF was trading at 759.60. The strike last trading price was 16.7, which was -2.70 lower than the previous day. The implied volatity was 29.92, the open interest changed by 51 which increased total open position to 725
On 14 Nov DLF was trading at 762.70. The strike last trading price was 19.4, which was 5.80 higher than the previous day. The implied volatity was 27.70, the open interest changed by 81 which increased total open position to 675
On 13 Nov DLF was trading at 748.55. The strike last trading price was 13.6, which was -6.55 lower than the previous day. The implied volatity was 26.86, the open interest changed by 484 which increased total open position to 602
On 12 Nov DLF was trading at 764.85. The strike last trading price was 20.15, which was -10.75 lower than the previous day. The implied volatity was 26.06, the open interest changed by 76 which increased total open position to 124
On 11 Nov DLF was trading at 777.50. The strike last trading price was 30.9, which was -6.30 lower than the previous day. The implied volatity was 27.11, the open interest changed by 18 which increased total open position to 48
On 8 Nov DLF was trading at 786.00. The strike last trading price was 37.2, which was -16.80 lower than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 31
On 7 Nov DLF was trading at 803.40. The strike last trading price was 54, which was -24.65 lower than the previous day. The implied volatity was 28.90, the open interest changed by -7 which decreased total open position to 33
On 6 Nov DLF was trading at 828.20. The strike last trading price was 78.65, which was 26.95 higher than the previous day. The implied volatity was 37.45, the open interest changed by -6 which decreased total open position to 40
On 5 Nov DLF was trading at 799.05. The strike last trading price was 51.7, which was 4.10 higher than the previous day. The implied volatity was 31.36, the open interest changed by 20 which increased total open position to 46
On 4 Nov DLF was trading at 789.90. The strike last trading price was 47.6, which was -24.55 lower than the previous day. The implied volatity was 30.98, the open interest changed by 14 which increased total open position to 25
On 1 Nov DLF was trading at 823.75. The strike last trading price was 72.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct DLF was trading at 819.85. The strike last trading price was 72.15, which was -11.75 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 83.9, 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 83.9, 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 83.9, which was 34.90 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 49, which was -65.65 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 114.65, 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 114.65, 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 114.65, which was 114.65 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept DLF was trading at 841.65. The strike last trading price was 0, 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 4 Sept DLF was trading at 850.35. The strike last trading price was 0, 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 3 Sept DLF was trading at 847.60. The strike last trading price was 0, 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 2 Sept DLF was trading at 848.25. 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 760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.38
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.95 | 7.45 | -6.55 | 33.49 | 4,622 | 23 | 873 |
| 20 Nov | 763.15 | 14 | 0.00 | 31.37 | 3,363 | 48 | 845 |
| 19 Nov | 763.15 | 14 | 0.50 | 31.37 | 3,363 | 43 | 845 |
| 18 Nov | 759.60 | 13.5 | 0.40 | 30.08 | 3,878 | -50 | 809 |
| 14 Nov | 762.70 | 13.1 | -8.00 | 26.52 | 3,038 | 22 | 858 |
| 13 Nov | 748.55 | 21.1 | 4.75 | 29.53 | 6,738 | 134 | 841 |
| 12 Nov | 764.85 | 16.35 | 5.75 | 30.80 | 1,631 | 160 | 762 |
| 11 Nov | 777.50 | 10.6 | -0.05 | 29.69 | 980 | 46 | 595 |
| 8 Nov | 786.00 | 10.65 | 4.20 | 30.67 | 1,435 | 54 | 551 |
| 7 Nov | 803.40 | 6.45 | 2.45 | 30.88 | 763 | 64 | 519 |
| 6 Nov | 828.20 | 4 | -5.30 | 32.70 | 877 | -32 | 460 |
| 5 Nov | 799.05 | 9.3 | -3.75 | 32.39 | 1,409 | 75 | 493 |
| 4 Nov | 789.90 | 13.05 | 6.35 | 35.19 | 762 | 287 | 442 |
| 1 Nov | 823.75 | 6.7 | -0.60 | 33.85 | 26 | -1 | 154 |
| 31 Oct | 819.85 | 7.3 | 0.60 | - | 174 | 44 | 156 |
| 30 Oct | 826.40 | 6.7 | 0.90 | - | 46 | 5 | 116 |
| 29 Oct | 832.45 | 5.8 | -0.75 | - | 92 | 1 | 111 |
| 28 Oct | 822.90 | 6.55 | -18.05 | - | 343 | 86 | 111 |
| 25 Oct | 777.00 | 24.6 | 8.90 | - | 74 | 22 | 25 |
| 24 Oct | 801.40 | 15.7 | 0.00 | - | 0 | 3 | 0 |
| 23 Oct | 805.35 | 15.7 | -13.40 | - | 5 | 2 | 2 |
| 22 Oct | 815.15 | 29.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 814.25 | 29.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 841.65 | 29.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 850.35 | 29.1 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 847.60 | 29.1 | 29.10 | - | 0 | 0 | 0 |
| 2 Sept | 848.25 | 0 | - | 0 | 0 | 0 | |
For Dlf Limited - strike price 760 expiring on 28NOV2024
Delta for 760 PE is -0.31
Historical price for 760 PE is as follows
On 21 Nov DLF was trading at 773.95. The strike last trading price was 7.45, which was -6.55 lower than the previous day. The implied volatity was 33.49, the open interest changed by 23 which increased total open position to 873
On 20 Nov DLF was trading at 763.15. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 31.37, the open interest changed by 48 which increased total open position to 845
On 19 Nov DLF was trading at 763.15. The strike last trading price was 14, which was 0.50 higher than the previous day. The implied volatity was 31.37, the open interest changed by 43 which increased total open position to 845
On 18 Nov DLF was trading at 759.60. The strike last trading price was 13.5, which was 0.40 higher than the previous day. The implied volatity was 30.08, the open interest changed by -50 which decreased total open position to 809
On 14 Nov DLF was trading at 762.70. The strike last trading price was 13.1, which was -8.00 lower than the previous day. The implied volatity was 26.52, the open interest changed by 22 which increased total open position to 858
On 13 Nov DLF was trading at 748.55. The strike last trading price was 21.1, which was 4.75 higher than the previous day. The implied volatity was 29.53, the open interest changed by 134 which increased total open position to 841
On 12 Nov DLF was trading at 764.85. The strike last trading price was 16.35, which was 5.75 higher than the previous day. The implied volatity was 30.80, the open interest changed by 160 which increased total open position to 762
On 11 Nov DLF was trading at 777.50. The strike last trading price was 10.6, which was -0.05 lower than the previous day. The implied volatity was 29.69, the open interest changed by 46 which increased total open position to 595
On 8 Nov DLF was trading at 786.00. The strike last trading price was 10.65, which was 4.20 higher than the previous day. The implied volatity was 30.67, the open interest changed by 54 which increased total open position to 551
On 7 Nov DLF was trading at 803.40. The strike last trading price was 6.45, which was 2.45 higher than the previous day. The implied volatity was 30.88, the open interest changed by 64 which increased total open position to 519
On 6 Nov DLF was trading at 828.20. The strike last trading price was 4, which was -5.30 lower than the previous day. The implied volatity was 32.70, the open interest changed by -32 which decreased total open position to 460
On 5 Nov DLF was trading at 799.05. The strike last trading price was 9.3, which was -3.75 lower than the previous day. The implied volatity was 32.39, the open interest changed by 75 which increased total open position to 493
On 4 Nov DLF was trading at 789.90. The strike last trading price was 13.05, which was 6.35 higher than the previous day. The implied volatity was 35.19, the open interest changed by 287 which increased total open position to 442
On 1 Nov DLF was trading at 823.75. The strike last trading price was 6.7, which was -0.60 lower than the previous day. The implied volatity was 33.85, the open interest changed by -1 which decreased total open position to 154
On 31 Oct DLF was trading at 819.85. The strike last trading price was 7.3, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 6.7, 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 29 Oct DLF was trading at 832.45. The strike last trading price was 5.8, which was -0.75 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 6.55, which was -18.05 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 24.6, which was 8.90 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 15.7, 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 15.7, which was -13.40 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 29.1, 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 29.1, 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 5 Sept DLF was trading at 841.65. The strike last trading price was 29.1, 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 4 Sept DLF was trading at 850.35. The strike last trading price was 29.1, 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 3 Sept DLF was trading at 847.60. The strike last trading price was 29.1, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept DLF was trading at 848.25. 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
