DLF
Dlf Limited
Historical option data for DLF
11 Dec 2024 04:10 PM IST
DLF 26DEC2024 780 CE | ||||||||||
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Delta: 0.95
Vega: 0.18
Theta: -0.42
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.04
Vega: 0.16
Theta: -0.18
Gamma: 0.00
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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