DLF
Dlf Limited
Historical option data for DLF
14 Nov 2024 04:10 PM IST
| DLF 28NOV2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.59
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 762.70 | 14 | 4.35 | 26.92 | 4,176 | 104 | 852 | |||
| 13 Nov | 748.55 | 9.65 | -5.55 | 26.67 | 4,295 | 397 | 745 | |||
| 12 Nov | 764.85 | 15.2 | -9.65 | 26.21 | 1,445 | 154 | 351 | |||
| 11 Nov | 777.50 | 24.85 | -5.85 | 27.53 | 804 | 53 | 192 | |||
| 8 Nov | 786.00 | 30.7 | -16.30 | 27.69 | 165 | 24 | 141 | |||
| 7 Nov | 803.40 | 47 | -22.25 | 30.16 | 34 | 11 | 117 | |||
| 6 Nov | 828.20 | 69.25 | 25.55 | 34.90 | 45 | -1 | 108 | |||
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| 5 Nov | 799.05 | 43.7 | 3.10 | 30.10 | 347 | 18 | 107 | |||
| 4 Nov | 789.90 | 40.6 | -25.40 | 30.73 | 127 | 43 | 90 | |||
| 1 Nov | 823.75 | 66 | 0.00 | 0.00 | 0 | 16 | 0 | |||
| 31 Oct | 819.85 | 66 | -17.30 | - | 21 | 16 | 47 | |||
| 30 Oct | 826.40 | 83.3 | 8.60 | - | 3 | -1 | 32 | |||
| 29 Oct | 832.45 | 74.7 | 1.65 | - | 4 | 0 | 34 | |||
| 28 Oct | 822.90 | 73.05 | 31.55 | - | 50 | 6 | 34 | |||
| 25 Oct | 777.00 | 41.5 | -130.00 | - | 95 | 28 | 28 | |||
| 24 Oct | 801.40 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 805.35 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 815.15 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 860.75 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 875.15 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 884.75 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 875.45 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 862.90 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 846.60 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 840.00 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 825.65 | 171.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 844.85 | 171.5 | - | 0 | 0 | 0 | ||||
For Dlf Limited - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.47
Historical price for 770 CE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 14, which was 4.35 higher than the previous day. The implied volatity was 26.92, the open interest changed by 104 which increased total open position to 852
On 13 Nov DLF was trading at 748.55. The strike last trading price was 9.65, which was -5.55 lower than the previous day. The implied volatity was 26.67, the open interest changed by 397 which increased total open position to 745
On 12 Nov DLF was trading at 764.85. The strike last trading price was 15.2, which was -9.65 lower than the previous day. The implied volatity was 26.21, the open interest changed by 154 which increased total open position to 351
On 11 Nov DLF was trading at 777.50. The strike last trading price was 24.85, which was -5.85 lower than the previous day. The implied volatity was 27.53, the open interest changed by 53 which increased total open position to 192
On 8 Nov DLF was trading at 786.00. The strike last trading price was 30.7, which was -16.30 lower than the previous day. The implied volatity was 27.69, the open interest changed by 24 which increased total open position to 141
On 7 Nov DLF was trading at 803.40. The strike last trading price was 47, which was -22.25 lower than the previous day. The implied volatity was 30.16, the open interest changed by 11 which increased total open position to 117
On 6 Nov DLF was trading at 828.20. The strike last trading price was 69.25, which was 25.55 higher than the previous day. The implied volatity was 34.90, the open interest changed by -1 which decreased total open position to 108
On 5 Nov DLF was trading at 799.05. The strike last trading price was 43.7, which was 3.10 higher than the previous day. The implied volatity was 30.10, the open interest changed by 18 which increased total open position to 107
On 4 Nov DLF was trading at 789.90. The strike last trading price was 40.6, which was -25.40 lower than the previous day. The implied volatity was 30.73, the open interest changed by 43 which increased total open position to 90
On 1 Nov DLF was trading at 823.75. The strike last trading price was 66, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 31 Oct DLF was trading at 819.85. The strike last trading price was 66, which was -17.30 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 83.3, which was 8.60 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 74.7, which was 1.65 higher 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 73.05, which was 31.55 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 41.5, which was -130.00 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 171.5, 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 171.5, 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 171.5, 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 21 Oct DLF was trading at 860.75. The strike last trading price was 171.5, 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 18 Oct DLF was trading at 875.15. The strike last trading price was 171.5, 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 16 Oct DLF was trading at 884.75. The strike last trading price was 171.5, 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 15 Oct DLF was trading at 875.45. The strike last trading price was 171.5, 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 14 Oct DLF was trading at 862.90. The strike last trading price was 171.5, 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 11 Oct DLF was trading at 846.60. The strike last trading price was 171.5, 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 8 Oct DLF was trading at 840.00. The strike last trading price was 171.5, 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 7 Oct DLF was trading at 825.65. The strike last trading price was 171.5, 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 Oct DLF was trading at 844.85. The strike last trading price was 171.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| DLF 28NOV2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.59
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 762.70 | 17.8 | -9.50 | 25.98 | 2,254 | 70 | 641 |
| 13 Nov | 748.55 | 27.3 | 5.90 | 29.82 | 3,239 | -85 | 653 |
| 12 Nov | 764.85 | 21.4 | 7.15 | 30.94 | 2,396 | 181 | 805 |
| 11 Nov | 777.50 | 14.25 | 0.25 | 29.51 | 1,421 | -2 | 626 |
| 8 Nov | 786.00 | 14 | 5.60 | 30.49 | 1,547 | 150 | 629 |
| 7 Nov | 803.40 | 8.4 | 3.35 | 30.19 | 848 | 20 | 481 |
| 6 Nov | 828.20 | 5.05 | -6.60 | 31.69 | 1,198 | -12 | 481 |
| 5 Nov | 799.05 | 11.65 | -4.35 | 31.64 | 1,685 | 51 | 502 |
| 4 Nov | 789.90 | 16 | 7.80 | 34.64 | 1,076 | 103 | 448 |
| 1 Nov | 823.75 | 8.2 | -0.45 | 32.99 | 28 | 0 | 346 |
| 31 Oct | 819.85 | 8.65 | 0.90 | - | 258 | 55 | 346 |
| 30 Oct | 826.40 | 7.75 | 0.85 | - | 312 | -23 | 292 |
| 29 Oct | 832.45 | 6.9 | -0.85 | - | 301 | 39 | 315 |
| 28 Oct | 822.90 | 7.75 | -20.50 | - | 779 | -128 | 273 |
| 25 Oct | 777.00 | 28.25 | 11.75 | - | 543 | 169 | 401 |
| 24 Oct | 801.40 | 16.5 | -1.50 | - | 34 | 2 | 232 |
| 23 Oct | 805.35 | 18 | 1.70 | - | 67 | 8 | 231 |
| 22 Oct | 815.15 | 16.3 | 10.80 | - | 266 | 206 | 222 |
| 21 Oct | 860.75 | 5.5 | -0.10 | - | 13 | 1 | 17 |
| 18 Oct | 875.15 | 5.6 | 0.65 | - | 27 | 2 | 18 |
| 16 Oct | 884.75 | 4.95 | -0.45 | - | 1 | 0 | 15 |
| 15 Oct | 875.45 | 5.4 | -1.50 | - | 2 | 1 | 15 |
| 14 Oct | 862.90 | 6.9 | -0.30 | - | 4 | 3 | 13 |
| 11 Oct | 846.60 | 7.2 | -1.80 | - | 2 | 0 | 9 |
| 8 Oct | 840.00 | 9 | -3.50 | - | 1 | 0 | 9 |
| 7 Oct | 825.65 | 12.5 | 2.00 | - | 2 | 1 | 8 |
| 4 Oct | 844.85 | 10.5 | - | 28 | 11 | 11 | |
For Dlf Limited - strike price 770 expiring on 28NOV2024
Delta for 770 PE is -0.53
Historical price for 770 PE is as follows
On 14 Nov DLF was trading at 762.70. The strike last trading price was 17.8, which was -9.50 lower than the previous day. The implied volatity was 25.98, the open interest changed by 70 which increased total open position to 641
On 13 Nov DLF was trading at 748.55. The strike last trading price was 27.3, which was 5.90 higher than the previous day. The implied volatity was 29.82, the open interest changed by -85 which decreased total open position to 653
On 12 Nov DLF was trading at 764.85. The strike last trading price was 21.4, which was 7.15 higher than the previous day. The implied volatity was 30.94, the open interest changed by 181 which increased total open position to 805
On 11 Nov DLF was trading at 777.50. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was 29.51, the open interest changed by -2 which decreased total open position to 626
On 8 Nov DLF was trading at 786.00. The strike last trading price was 14, which was 5.60 higher than the previous day. The implied volatity was 30.49, the open interest changed by 150 which increased total open position to 629
On 7 Nov DLF was trading at 803.40. The strike last trading price was 8.4, which was 3.35 higher than the previous day. The implied volatity was 30.19, the open interest changed by 20 which increased total open position to 481
On 6 Nov DLF was trading at 828.20. The strike last trading price was 5.05, which was -6.60 lower than the previous day. The implied volatity was 31.69, the open interest changed by -12 which decreased total open position to 481
On 5 Nov DLF was trading at 799.05. The strike last trading price was 11.65, which was -4.35 lower than the previous day. The implied volatity was 31.64, the open interest changed by 51 which increased total open position to 502
On 4 Nov DLF was trading at 789.90. The strike last trading price was 16, which was 7.80 higher than the previous day. The implied volatity was 34.64, the open interest changed by 103 which increased total open position to 448
On 1 Nov DLF was trading at 823.75. The strike last trading price was 8.2, which was -0.45 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 346
On 31 Oct DLF was trading at 819.85. The strike last trading price was 8.65, 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 7.75, which was 0.85 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 6.9, which was -0.85 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 7.75, which was -20.50 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 28.25, which was 11.75 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 16.5, which was -1.50 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 18, which was 1.70 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 16.3, which was 10.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct DLF was trading at 860.75. The strike last trading price was 5.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct DLF was trading at 875.15. The strike last trading price was 5.6, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct DLF was trading at 884.75. The strike last trading price was 4.95, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct DLF was trading at 875.45. The strike last trading price was 5.4, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct DLF was trading at 862.90. The strike last trading price was 6.9, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct DLF was trading at 846.60. The strike last trading price was 7.2, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct DLF was trading at 840.00. The strike last trading price was 9, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct DLF was trading at 825.65. The strike last trading price was 12.5, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct DLF was trading at 844.85. The strike last trading price was 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
