DLF
Dlf Limited
Historical option data for DLF
05 Dec 2025 04:10 PM IST
| DLF 30-DEC-2025 770 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.43
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 719.75 | 2.85 | 0.2 | 20.95 | 1,786 | 304 | 1,207 | |||||||||
| 4 Dec | 709.35 | 2.5 | -0.1 | 22.66 | 429 | -75 | 904 | |||||||||
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| 3 Dec | 708.00 | 2.55 | -0.6 | 23.24 | 581 | -142 | 980 | |||||||||
| 2 Dec | 712.20 | 3.6 | 0.35 | 22.99 | 484 | 99 | 1,134 | |||||||||
| 1 Dec | 712.50 | 3.05 | -2.1 | 22.28 | 972 | 430 | 1,033 | |||||||||
| 28 Nov | 723.60 | 5 | -0.75 | 20.66 | 270 | 28 | 602 | |||||||||
| 27 Nov | 725.40 | 5.65 | -1.35 | 21.03 | 240 | 37 | 572 | |||||||||
| 26 Nov | 730.75 | 6.7 | 1.2 | 20.27 | 386 | 49 | 529 | |||||||||
| 25 Nov | 721.30 | 5.3 | -0.2 | 21.20 | 291 | 85 | 477 | |||||||||
| 24 Nov | 717.70 | 5.25 | -3.1 | 21.66 | 379 | 101 | 389 | |||||||||
| 21 Nov | 725.35 | 8.1 | -6.25 | 23.21 | 475 | 51 | 289 | |||||||||
| 20 Nov | 741.10 | 14.15 | -1.6 | 22.80 | 139 | 39 | 237 | |||||||||
| 19 Nov | 743.65 | 15.75 | -3.25 | 23.49 | 198 | 52 | 198 | |||||||||
| 18 Nov | 750.35 | 18.35 | -10.4 | 23.47 | 180 | 22 | 146 | |||||||||
| 17 Nov | 768.50 | 28.4 | 0.4 | 23.09 | 77 | 51 | 123 | |||||||||
| 14 Nov | 764.85 | 28 | -2.05 | 23.77 | 18 | 14 | 72 | |||||||||
| 13 Nov | 764.80 | 30.05 | 0.3 | 24.70 | 67 | 46 | 58 | |||||||||
| 12 Nov | 761.20 | 29.75 | 3.55 | 26.09 | 13 | 5 | 11 | |||||||||
| 11 Nov | 765.25 | 26.2 | -0.3 | 20.69 | 2 | 1 | 5 | |||||||||
| 10 Nov | 760.00 | 26.5 | -9.5 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 759.45 | 26.5 | -9.5 | - | 0 | 3 | 0 | |||||||||
| 6 Nov | 758.35 | 26.5 | -9.5 | 22.68 | 4 | 0 | 1 | |||||||||
| 4 Nov | 774.60 | 36 | -16.85 | - | 0 | 1 | 0 | |||||||||
| 3 Nov | 777.20 | 36 | -16.85 | 19.32 | 1 | 0 | 0 | |||||||||
| 31 Oct | 756.25 | 52.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 776.55 | 52.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 778.70 | 52.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Dlf Limited - strike price 770 expiring on 30DEC2025
Delta for 770 CE is 0.14
Historical price for 770 CE is as follows
On 5 Dec DLF was trading at 719.75. The strike last trading price was 2.85, which was 0.2 higher than the previous day. The implied volatity was 20.95, the open interest changed by 304 which increased total open position to 1207
On 4 Dec DLF was trading at 709.35. The strike last trading price was 2.5, which was -0.1 lower than the previous day. The implied volatity was 22.66, the open interest changed by -75 which decreased total open position to 904
On 3 Dec DLF was trading at 708.00. The strike last trading price was 2.55, which was -0.6 lower than the previous day. The implied volatity was 23.24, the open interest changed by -142 which decreased total open position to 980
On 2 Dec DLF was trading at 712.20. The strike last trading price was 3.6, which was 0.35 higher than the previous day. The implied volatity was 22.99, the open interest changed by 99 which increased total open position to 1134
On 1 Dec DLF was trading at 712.50. The strike last trading price was 3.05, which was -2.1 lower than the previous day. The implied volatity was 22.28, the open interest changed by 430 which increased total open position to 1033
On 28 Nov DLF was trading at 723.60. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 20.66, the open interest changed by 28 which increased total open position to 602
On 27 Nov DLF was trading at 725.40. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 21.03, the open interest changed by 37 which increased total open position to 572
On 26 Nov DLF was trading at 730.75. The strike last trading price was 6.7, which was 1.2 higher than the previous day. The implied volatity was 20.27, the open interest changed by 49 which increased total open position to 529
On 25 Nov DLF was trading at 721.30. The strike last trading price was 5.3, which was -0.2 lower than the previous day. The implied volatity was 21.20, the open interest changed by 85 which increased total open position to 477
On 24 Nov DLF was trading at 717.70. The strike last trading price was 5.25, which was -3.1 lower than the previous day. The implied volatity was 21.66, the open interest changed by 101 which increased total open position to 389
On 21 Nov DLF was trading at 725.35. The strike last trading price was 8.1, which was -6.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 51 which increased total open position to 289
On 20 Nov DLF was trading at 741.10. The strike last trading price was 14.15, which was -1.6 lower than the previous day. The implied volatity was 22.80, the open interest changed by 39 which increased total open position to 237
On 19 Nov DLF was trading at 743.65. The strike last trading price was 15.75, which was -3.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 52 which increased total open position to 198
On 18 Nov DLF was trading at 750.35. The strike last trading price was 18.35, which was -10.4 lower than the previous day. The implied volatity was 23.47, the open interest changed by 22 which increased total open position to 146
On 17 Nov DLF was trading at 768.50. The strike last trading price was 28.4, which was 0.4 higher than the previous day. The implied volatity was 23.09, the open interest changed by 51 which increased total open position to 123
On 14 Nov DLF was trading at 764.85. The strike last trading price was 28, which was -2.05 lower than the previous day. The implied volatity was 23.77, the open interest changed by 14 which increased total open position to 72
On 13 Nov DLF was trading at 764.80. The strike last trading price was 30.05, which was 0.3 higher than the previous day. The implied volatity was 24.70, the open interest changed by 46 which increased total open position to 58
On 12 Nov DLF was trading at 761.20. The strike last trading price was 29.75, which was 3.55 higher than the previous day. The implied volatity was 26.09, the open interest changed by 5 which increased total open position to 11
On 11 Nov DLF was trading at 765.25. The strike last trading price was 26.2, which was -0.3 lower than the previous day. The implied volatity was 20.69, the open interest changed by 1 which increased total open position to 5
On 10 Nov DLF was trading at 760.00. The strike last trading price was 26.5, which was -9.5 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 759.45. The strike last trading price was 26.5, which was -9.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 6 Nov DLF was trading at 758.35. The strike last trading price was 26.5, which was -9.5 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 1
On 4 Nov DLF was trading at 774.60. The strike last trading price was 36, which was -16.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov DLF was trading at 777.20. The strike last trading price was 36, which was -16.85 lower than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 0
On 31 Oct DLF was trading at 756.25. The strike last trading price was 52.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct DLF was trading at 776.55. The strike last trading price was 52.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DLF was trading at 778.70. The strike last trading price was 52.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| DLF 30DEC2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.51
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 719.75 | 49.15 | -8.65 | 25.09 | 34 | 12 | 248 |
| 4 Dec | 709.35 | 57.8 | -4.6 | 26.79 | 16 | 1 | 237 |
| 3 Dec | 708.00 | 62.4 | 6.6 | 30.88 | 10 | -1 | 236 |
| 2 Dec | 712.20 | 55 | 1.15 | 27.32 | 8 | 0 | 236 |
| 1 Dec | 712.50 | 53.85 | 8.4 | 19.55 | 30 | -3 | 235 |
| 28 Nov | 723.60 | 45.5 | 1.2 | 23.51 | 21 | 7 | 238 |
| 27 Nov | 725.40 | 44.45 | 4 | 22.74 | 19 | 8 | 231 |
| 26 Nov | 730.75 | 40.8 | -7.35 | 23.23 | 64 | 20 | 224 |
| 25 Nov | 721.30 | 48.1 | -3.15 | 22.96 | 72 | 42 | 203 |
| 24 Nov | 717.70 | 50.9 | 3.8 | 23.81 | 10 | -1 | 160 |
| 21 Nov | 725.35 | 48.8 | 13.15 | 25.19 | 77 | 23 | 161 |
| 20 Nov | 741.10 | 35.35 | 0.65 | 24.45 | 40 | 5 | 138 |
| 19 Nov | 743.65 | 34.7 | 1.4 | 24.59 | 97 | 36 | 132 |
| 18 Nov | 750.35 | 33.3 | 11.3 | 26.17 | 86 | 28 | 95 |
| 17 Nov | 768.50 | 22.2 | -2 | 24.84 | 71 | 39 | 66 |
| 14 Nov | 764.85 | 24.2 | -1.3 | 24.46 | 23 | 12 | 21 |
| 13 Nov | 764.80 | 25.5 | -0.45 | 25.99 | 8 | -1 | 9 |
| 12 Nov | 761.20 | 25.95 | -4.85 | 24.50 | 1 | 0 | 10 |
| 11 Nov | 765.25 | 30.8 | 7.2 | - | 0 | 0 | 0 |
| 10 Nov | 760.00 | 30.8 | 7.2 | - | 0 | 0 | 0 |
| 7 Nov | 759.45 | 30.8 | 7.2 | - | 0 | 1 | 0 |
| 6 Nov | 758.35 | 30.8 | 7.2 | 26.55 | 5 | 0 | 9 |
| 4 Nov | 774.60 | 23.6 | -17.1 | - | 0 | 0 | 0 |
| 3 Nov | 777.20 | 23.6 | -17.1 | - | 0 | 9 | 0 |
| 31 Oct | 756.25 | 23.6 | -17.1 | - | 12 | 8 | 8 |
| 30 Oct | 776.55 | 40.7 | 0 | 2.06 | 0 | 0 | 0 |
| 29 Oct | 778.70 | 40.7 | 0 | 2.29 | 0 | 0 | 0 |
For Dlf Limited - strike price 770 expiring on 30DEC2025
Delta for 770 PE is -0.81
Historical price for 770 PE is as follows
On 5 Dec DLF was trading at 719.75. The strike last trading price was 49.15, which was -8.65 lower than the previous day. The implied volatity was 25.09, the open interest changed by 12 which increased total open position to 248
On 4 Dec DLF was trading at 709.35. The strike last trading price was 57.8, which was -4.6 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 237
On 3 Dec DLF was trading at 708.00. The strike last trading price was 62.4, which was 6.6 higher than the previous day. The implied volatity was 30.88, the open interest changed by -1 which decreased total open position to 236
On 2 Dec DLF was trading at 712.20. The strike last trading price was 55, which was 1.15 higher than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 236
On 1 Dec DLF was trading at 712.50. The strike last trading price was 53.85, which was 8.4 higher than the previous day. The implied volatity was 19.55, the open interest changed by -3 which decreased total open position to 235
On 28 Nov DLF was trading at 723.60. The strike last trading price was 45.5, which was 1.2 higher than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 238
On 27 Nov DLF was trading at 725.40. The strike last trading price was 44.45, which was 4 higher than the previous day. The implied volatity was 22.74, the open interest changed by 8 which increased total open position to 231
On 26 Nov DLF was trading at 730.75. The strike last trading price was 40.8, which was -7.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by 20 which increased total open position to 224
On 25 Nov DLF was trading at 721.30. The strike last trading price was 48.1, which was -3.15 lower than the previous day. The implied volatity was 22.96, the open interest changed by 42 which increased total open position to 203
On 24 Nov DLF was trading at 717.70. The strike last trading price was 50.9, which was 3.8 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 160
On 21 Nov DLF was trading at 725.35. The strike last trading price was 48.8, which was 13.15 higher than the previous day. The implied volatity was 25.19, the open interest changed by 23 which increased total open position to 161
On 20 Nov DLF was trading at 741.10. The strike last trading price was 35.35, which was 0.65 higher than the previous day. The implied volatity was 24.45, the open interest changed by 5 which increased total open position to 138
On 19 Nov DLF was trading at 743.65. The strike last trading price was 34.7, which was 1.4 higher than the previous day. The implied volatity was 24.59, the open interest changed by 36 which increased total open position to 132
On 18 Nov DLF was trading at 750.35. The strike last trading price was 33.3, which was 11.3 higher than the previous day. The implied volatity was 26.17, the open interest changed by 28 which increased total open position to 95
On 17 Nov DLF was trading at 768.50. The strike last trading price was 22.2, which was -2 lower than the previous day. The implied volatity was 24.84, the open interest changed by 39 which increased total open position to 66
On 14 Nov DLF was trading at 764.85. The strike last trading price was 24.2, which was -1.3 lower than the previous day. The implied volatity was 24.46, the open interest changed by 12 which increased total open position to 21
On 13 Nov DLF was trading at 764.80. The strike last trading price was 25.5, which was -0.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 9
On 12 Nov DLF was trading at 761.20. The strike last trading price was 25.95, which was -4.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by 0 which decreased total open position to 10
On 11 Nov DLF was trading at 765.25. The strike last trading price was 30.8, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov DLF was trading at 760.00. The strike last trading price was 30.8, which was 7.2 higher 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 759.45. The strike last trading price was 30.8, which was 7.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov DLF was trading at 758.35. The strike last trading price was 30.8, which was 7.2 higher than the previous day. The implied volatity was 26.55, the open interest changed by 0 which decreased total open position to 9
On 4 Nov DLF was trading at 774.60. The strike last trading price was 23.6, which was -17.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov DLF was trading at 777.20. The strike last trading price was 23.6, which was -17.1 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 31 Oct DLF was trading at 756.25. The strike last trading price was 23.6, which was -17.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 30 Oct DLF was trading at 776.55. The strike last trading price was 40.7, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 29 Oct DLF was trading at 778.70. The strike last trading price was 40.7, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0































































































































































































































