`
[--[65.84.65.76]--]
DLF
Dlf Limited

875.75 7.35 (0.85%)

Back to Option Chain


Historical option data for DLF

11 Dec 2024 04:10 PM IST
DLF 26DEC2024 780 CE
Delta: 0.95
Vega: 0.18
Theta: -0.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 875.75 98.1 10.10 36.16 9 -7 208
10 Dec 868.40 88 -1.00 - 1 0 216
9 Dec 862.70 89 6.50 35.42 3 -2 217
6 Dec 856.85 82.5 6.80 36.52 17 -4 219
5 Dec 850.25 75.7 0.95 - 4 -2 223
4 Dec 847.95 74.75 -0.25 30.42 3 -2 224
3 Dec 846.95 75 0.80 33.45 8 3 225
2 Dec 849.10 74.2 20.70 - 109 60 223
29 Nov 822.95 53.5 4.50 26.51 92 24 163
28 Nov 813.85 49 -7.45 25.67 70 3 116
27 Nov 823.70 56.45 -0.75 26.08 41 2 115
26 Nov 827.35 57.2 -0.30 22.90 18 3 113
25 Nov 823.30 57.5 15.00 25.13 82 16 111
22 Nov 803.40 42.5 14.75 25.10 284 9 104
21 Nov 773.95 27.75 5.25 27.74 142 19 95
20 Nov 763.15 22.5 0.00 28.94 199 36 75
19 Nov 763.15 22.5 -0.25 28.94 199 35 75
18 Nov 759.60 22.75 -1.60 28.17 35 10 40
14 Nov 762.70 24.35 6.45 27.32 16 8 30
13 Nov 748.55 17.9 -7.10 25.60 68 10 22
12 Nov 764.85 25 -148.10 26.79 15 12 12
11 Nov 777.50 173.1 0.00 - 0 0 0
8 Nov 786.00 173.1 0.00 - 0 0 0
7 Nov 803.40 173.1 0.00 - 0 0 0
6 Nov 828.20 173.1 0.00 - 0 0 0
5 Nov 799.05 173.1 0.00 - 0 0 0
4 Nov 789.90 173.1 173.10 - 0 0 0
30 Oct 826.40 0 0.00 - 0 0 0
29 Oct 832.45 0 0.00 - 0 0 0
23 Oct 805.35 0 0.00 - 0 0 0
21 Oct 860.75 0 0.00 - 0 0 0
18 Oct 875.15 0 0.00 - 0 0 0
17 Oct 861.00 0 0.00 - 0 0 0
15 Oct 875.45 0 0.00 - 0 0 0
14 Oct 862.90 0 0.00 - 0 0 0
11 Oct 846.60 0 0.00 - 0 0 0
10 Oct 860.80 0 0.00 - 0 0 0
9 Oct 851.95 0 0.00 - 0 0 0
8 Oct 840.00 0 0.00 - 0 0 0
7 Oct 825.65 0 0.00 - 0 0 0
4 Oct 844.85 0 0.00 - 0 0 0
3 Oct 864.85 0 - 0 0 0


For Dlf Limited - strike price 780 expiring on 26DEC2024

Delta for 780 CE is 0.95

Historical price for 780 CE is as follows

On 11 Dec DLF was trading at 875.75. The strike last trading price was 98.1, which was 10.10 higher than the previous day. The implied volatity was 36.16, the open interest changed by -7 which decreased total open position to 208


On 10 Dec DLF was trading at 868.40. The strike last trading price was 88, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 216


On 9 Dec DLF was trading at 862.70. The strike last trading price was 89, which was 6.50 higher than the previous day. The implied volatity was 35.42, the open interest changed by -2 which decreased total open position to 217


On 6 Dec DLF was trading at 856.85. The strike last trading price was 82.5, which was 6.80 higher than the previous day. The implied volatity was 36.52, the open interest changed by -4 which decreased total open position to 219


On 5 Dec DLF was trading at 850.25. The strike last trading price was 75.7, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 223


On 4 Dec DLF was trading at 847.95. The strike last trading price was 74.75, which was -0.25 lower than the previous day. The implied volatity was 30.42, the open interest changed by -2 which decreased total open position to 224


On 3 Dec DLF was trading at 846.95. The strike last trading price was 75, which was 0.80 higher than the previous day. The implied volatity was 33.45, the open interest changed by 3 which increased total open position to 225


On 2 Dec DLF was trading at 849.10. The strike last trading price was 74.2, which was 20.70 higher than the previous day. The implied volatity was -, the open interest changed by 60 which increased total open position to 223


On 29 Nov DLF was trading at 822.95. The strike last trading price was 53.5, which was 4.50 higher than the previous day. The implied volatity was 26.51, the open interest changed by 24 which increased total open position to 163


On 28 Nov DLF was trading at 813.85. The strike last trading price was 49, which was -7.45 lower than the previous day. The implied volatity was 25.67, the open interest changed by 3 which increased total open position to 116


On 27 Nov DLF was trading at 823.70. The strike last trading price was 56.45, which was -0.75 lower than the previous day. The implied volatity was 26.08, the open interest changed by 2 which increased total open position to 115


On 26 Nov DLF was trading at 827.35. The strike last trading price was 57.2, which was -0.30 lower than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 113


On 25 Nov DLF was trading at 823.30. The strike last trading price was 57.5, which was 15.00 higher than the previous day. The implied volatity was 25.13, the open interest changed by 16 which increased total open position to 111


On 22 Nov DLF was trading at 803.40. The strike last trading price was 42.5, which was 14.75 higher than the previous day. The implied volatity was 25.10, the open interest changed by 9 which increased total open position to 104


On 21 Nov DLF was trading at 773.95. The strike last trading price was 27.75, which was 5.25 higher than the previous day. The implied volatity was 27.74, the open interest changed by 19 which increased total open position to 95


On 20 Nov DLF was trading at 763.15. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 36 which increased total open position to 75


On 19 Nov DLF was trading at 763.15. The strike last trading price was 22.5, which was -0.25 lower than the previous day. The implied volatity was 28.94, the open interest changed by 35 which increased total open position to 75


On 18 Nov DLF was trading at 759.60. The strike last trading price was 22.75, which was -1.60 lower than the previous day. The implied volatity was 28.17, the open interest changed by 10 which increased total open position to 40


On 14 Nov DLF was trading at 762.70. The strike last trading price was 24.35, which was 6.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 8 which increased total open position to 30


On 13 Nov DLF was trading at 748.55. The strike last trading price was 17.9, which was -7.10 lower than the previous day. The implied volatity was 25.60, the open interest changed by 10 which increased total open position to 22


On 12 Nov DLF was trading at 764.85. The strike last trading price was 25, which was -148.10 lower than the previous day. The implied volatity was 26.79, the open interest changed by 12 which increased total open position to 12


On 11 Nov DLF was trading at 777.50. The strike last trading price was 173.1, 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 173.1, 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 173.1, 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 173.1, 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 173.1, 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 4 Nov DLF was trading at 789.90. The strike last trading price was 173.1, which was 173.10 higher 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 826.40. 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 29 Oct DLF was trading at 832.45. 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 23 Oct DLF was trading at 805.35. 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 21 Oct DLF was trading at 860.75. 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 18 Oct DLF was trading at 875.15. 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 17 Oct DLF was trading at 861.00. 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 15 Oct DLF was trading at 875.45. 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 14 Oct DLF was trading at 862.90. 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 11 Oct DLF was trading at 846.60. 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 10 Oct DLF was trading at 860.80. 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 9 Oct DLF was trading at 851.95. 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 8 Oct DLF was trading at 840.00. 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 7 Oct DLF was trading at 825.65. 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 Oct DLF was trading at 844.85. 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 Oct DLF was trading at 864.85. 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 26DEC2024 780 PE
Delta: -0.04
Vega: 0.16
Theta: -0.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Dec 875.75 1.1 -0.15 34.43 270 5 560
10 Dec 868.40 1.25 -0.45 32.78 238 -1 558
9 Dec 862.70 1.7 -0.55 32.72 777 33 577
6 Dec 856.85 2.25 -0.55 29.93 618 -73 554
5 Dec 850.25 2.8 -0.70 30.39 706 -115 631
4 Dec 847.95 3.5 -0.45 30.27 824 -27 746
3 Dec 846.95 3.95 -0.35 30.25 1,312 -64 793
2 Dec 849.10 4.3 -3.50 32.33 1,580 100 858
29 Nov 822.95 7.8 -1.90 28.17 979 83 769
28 Nov 813.85 9.7 2.30 28.66 708 177 684
27 Nov 823.70 7.4 -0.60 27.61 374 -5 507
26 Nov 827.35 8 -0.85 28.92 175 -4 514
25 Nov 823.30 8.85 -6.15 29.25 1,171 436 517
22 Nov 803.40 15 -14.30 28.87 757 151 232
21 Nov 773.95 29.3 1.90 31.93 48 13 80
20 Nov 763.15 27.4 0.00 21.35 64 32 70
19 Nov 763.15 27.4 -4.50 21.35 64 35 70
18 Nov 759.60 31.9 -4.25 26.55 11 2 32
14 Nov 762.70 36.15 3.15 30.64 3 0 30
13 Nov 748.55 33 0.00 0.00 0 5 0
12 Nov 764.85 33 6.15 27.55 9 4 29
11 Nov 777.50 26.85 10.75 28.24 8 0 25
8 Nov 786.00 16.1 2.60 20.15 34 -9 25
7 Nov 803.40 13.5 0.00 0.00 0 32 0
6 Nov 828.20 13.5 -4.50 30.00 35 28 30
5 Nov 799.05 18 0.00 0.00 0 0 0
4 Nov 789.90 18 2.95 0.00 0 0 0
30 Oct 826.40 15.05 0.00 - 0 0 0
29 Oct 832.45 15.05 0.00 - 0 0 0
23 Oct 805.35 15.05 0.00 - 0 0 0
21 Oct 860.75 15.05 0.00 - 0 0 0
18 Oct 875.15 15.05 0.00 - 0 0 0
17 Oct 861.00 15.05 15.05 - 0 0 0
15 Oct 875.45 0 0.00 - 0 0 0
14 Oct 862.90 0 0.00 - 0 0 0
11 Oct 846.60 0 0.00 - 0 0 0
10 Oct 860.80 0 0.00 - 0 0 0
9 Oct 851.95 0 0.00 - 0 0 0
8 Oct 840.00 0 0.00 - 0 0 0
7 Oct 825.65 0 0.00 - 0 0 0
4 Oct 844.85 0 0.00 - 0 0 0
3 Oct 864.85 0 - 0 0 0


For Dlf Limited - strike price 780 expiring on 26DEC2024

Delta for 780 PE is -0.04

Historical price for 780 PE is as follows

On 11 Dec DLF was trading at 875.75. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 34.43, the open interest changed by 5 which increased total open position to 560


On 10 Dec DLF was trading at 868.40. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 32.78, the open interest changed by -1 which decreased total open position to 558


On 9 Dec DLF was trading at 862.70. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 32.72, the open interest changed by 33 which increased total open position to 577


On 6 Dec DLF was trading at 856.85. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 29.93, the open interest changed by -73 which decreased total open position to 554


On 5 Dec DLF was trading at 850.25. The strike last trading price was 2.8, which was -0.70 lower than the previous day. The implied volatity was 30.39, the open interest changed by -115 which decreased total open position to 631


On 4 Dec DLF was trading at 847.95. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 30.27, the open interest changed by -27 which decreased total open position to 746


On 3 Dec DLF was trading at 846.95. The strike last trading price was 3.95, which was -0.35 lower than the previous day. The implied volatity was 30.25, the open interest changed by -64 which decreased total open position to 793


On 2 Dec DLF was trading at 849.10. The strike last trading price was 4.3, which was -3.50 lower than the previous day. The implied volatity was 32.33, the open interest changed by 100 which increased total open position to 858


On 29 Nov DLF was trading at 822.95. The strike last trading price was 7.8, which was -1.90 lower than the previous day. The implied volatity was 28.17, the open interest changed by 83 which increased total open position to 769


On 28 Nov DLF was trading at 813.85. The strike last trading price was 9.7, which was 2.30 higher than the previous day. The implied volatity was 28.66, the open interest changed by 177 which increased total open position to 684


On 27 Nov DLF was trading at 823.70. The strike last trading price was 7.4, which was -0.60 lower than the previous day. The implied volatity was 27.61, the open interest changed by -5 which decreased total open position to 507


On 26 Nov DLF was trading at 827.35. The strike last trading price was 8, which was -0.85 lower than the previous day. The implied volatity was 28.92, the open interest changed by -4 which decreased total open position to 514


On 25 Nov DLF was trading at 823.30. The strike last trading price was 8.85, which was -6.15 lower than the previous day. The implied volatity was 29.25, the open interest changed by 436 which increased total open position to 517


On 22 Nov DLF was trading at 803.40. The strike last trading price was 15, which was -14.30 lower than the previous day. The implied volatity was 28.87, the open interest changed by 151 which increased total open position to 232


On 21 Nov DLF was trading at 773.95. The strike last trading price was 29.3, which was 1.90 higher than the previous day. The implied volatity was 31.93, the open interest changed by 13 which increased total open position to 80


On 20 Nov DLF was trading at 763.15. The strike last trading price was 27.4, which was 0.00 lower than the previous day. The implied volatity was 21.35, the open interest changed by 32 which increased total open position to 70


On 19 Nov DLF was trading at 763.15. The strike last trading price was 27.4, which was -4.50 lower than the previous day. The implied volatity was 21.35, the open interest changed by 35 which increased total open position to 70


On 18 Nov DLF was trading at 759.60. The strike last trading price was 31.9, which was -4.25 lower than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 32


On 14 Nov DLF was trading at 762.70. The strike last trading price was 36.15, which was 3.15 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 30


On 13 Nov DLF was trading at 748.55. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 12 Nov DLF was trading at 764.85. The strike last trading price was 33, which was 6.15 higher than the previous day. The implied volatity was 27.55, the open interest changed by 4 which increased total open position to 29


On 11 Nov DLF was trading at 777.50. The strike last trading price was 26.85, which was 10.75 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 25


On 8 Nov DLF was trading at 786.00. The strike last trading price was 16.1, which was 2.60 higher than the previous day. The implied volatity was 20.15, the open interest changed by -9 which decreased total open position to 25


On 7 Nov DLF was trading at 803.40. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 32 which increased total open position to 0


On 6 Nov DLF was trading at 828.20. The strike last trading price was 13.5, which was -4.50 lower than the previous day. The implied volatity was 30.00, the open interest changed by 28 which increased total open position to 30


On 5 Nov DLF was trading at 799.05. The strike last trading price was 18, 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 4 Nov DLF was trading at 789.90. The strike last trading price was 18, which was 2.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 30 Oct DLF was trading at 826.40. The strike last trading price was 15.05, 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 15.05, 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 15.05, 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 15.05, 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 15.05, 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 17 Oct DLF was trading at 861.00. The strike last trading price was 15.05, which was 15.05 higher 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 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 14 Oct DLF was trading at 862.90. 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 11 Oct DLF was trading at 846.60. 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 10 Oct DLF was trading at 860.80. 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 9 Oct DLF was trading at 851.95. 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 8 Oct DLF was trading at 840.00. 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 7 Oct DLF was trading at 825.65. 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 Oct DLF was trading at 844.85. 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 Oct DLF was trading at 864.85. 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