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

762.7 14.15 (1.89%)

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Historical option data for DLF

14 Nov 2024 04:10 PM IST
DLF 28NOV2024 780 CE
Delta: 0.37
Vega: 0.56
Theta: -0.60
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 762.70 9.65 2.95 26.25 3,407 32 1,187
13 Nov 748.55 6.7 -4.40 26.69 3,851 178 1,161
12 Nov 764.85 11.1 -8.00 26.22 4,277 462 1,011
11 Nov 777.50 19.1 -5.50 27.08 2,436 265 562
8 Nov 786.00 24.6 -13.90 27.42 601 69 299
7 Nov 803.40 38.5 -21.40 27.98 97 2 229
6 Nov 828.20 59.9 23.20 32.23 222 -46 227
5 Nov 799.05 36.7 2.55 29.61 1,654 110 271
4 Nov 789.90 34.15 -19.90 30.45 386 75 161
1 Nov 823.75 54.05 -0.10 25.25 8 -4 84
31 Oct 819.85 54.15 -7.70 - 45 4 87
30 Oct 826.40 61.85 -4.75 - 33 -2 83
29 Oct 832.45 66.6 8.95 - 16 -3 84
28 Oct 822.90 57.65 21.10 - 345 -62 87
25 Oct 777.00 36.55 -65.40 - 300 149 149
24 Oct 801.40 101.95 0.00 - 0 0 0
23 Oct 805.35 101.95 0.00 - 0 0 0
22 Oct 815.15 101.95 0.00 - 0 0 0
21 Oct 860.75 101.95 0.00 - 0 0 0
18 Oct 875.15 101.95 0.00 - 0 0 0
16 Oct 884.75 101.95 0.00 - 0 0 0
15 Oct 875.45 101.95 0.00 - 0 0 0
14 Oct 862.90 101.95 0.00 - 0 0 0
11 Oct 846.60 101.95 0.00 - 0 0 0
8 Oct 840.00 101.95 0.00 - 0 0 0
7 Oct 825.65 101.95 0.00 - 0 0 0
4 Oct 844.85 101.95 101.95 - 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 780 expiring on 28NOV2024

Delta for 780 CE is 0.37

Historical price for 780 CE is as follows

On 14 Nov DLF was trading at 762.70. The strike last trading price was 9.65, which was 2.95 higher than the previous day. The implied volatity was 26.25, the open interest changed by 32 which increased total open position to 1187


On 13 Nov DLF was trading at 748.55. The strike last trading price was 6.7, which was -4.40 lower than the previous day. The implied volatity was 26.69, the open interest changed by 178 which increased total open position to 1161


On 12 Nov DLF was trading at 764.85. The strike last trading price was 11.1, which was -8.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 462 which increased total open position to 1011


On 11 Nov DLF was trading at 777.50. The strike last trading price was 19.1, which was -5.50 lower than the previous day. The implied volatity was 27.08, the open interest changed by 265 which increased total open position to 562


On 8 Nov DLF was trading at 786.00. The strike last trading price was 24.6, which was -13.90 lower than the previous day. The implied volatity was 27.42, the open interest changed by 69 which increased total open position to 299


On 7 Nov DLF was trading at 803.40. The strike last trading price was 38.5, which was -21.40 lower than the previous day. The implied volatity was 27.98, the open interest changed by 2 which increased total open position to 229


On 6 Nov DLF was trading at 828.20. The strike last trading price was 59.9, which was 23.20 higher than the previous day. The implied volatity was 32.23, the open interest changed by -46 which decreased total open position to 227


On 5 Nov DLF was trading at 799.05. The strike last trading price was 36.7, which was 2.55 higher than the previous day. The implied volatity was 29.61, the open interest changed by 110 which increased total open position to 271


On 4 Nov DLF was trading at 789.90. The strike last trading price was 34.15, which was -19.90 lower than the previous day. The implied volatity was 30.45, the open interest changed by 75 which increased total open position to 161


On 1 Nov DLF was trading at 823.75. The strike last trading price was 54.05, which was -0.10 lower than the previous day. The implied volatity was 25.25, the open interest changed by -4 which decreased total open position to 84


On 31 Oct DLF was trading at 819.85. The strike last trading price was 54.15, which was -7.70 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 61.85, which was -4.75 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 66.6, which was 8.95 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 57.65, which was 21.10 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 36.55, which was -65.40 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, 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 101.95, which was 101.95 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 780 PE
Delta: -0.64
Vega: 0.56
Theta: -0.37
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 762.70 23.55 -10.80 25.51 539 -8 728
13 Nov 748.55 34.35 7.10 30.25 989 -200 743
12 Nov 764.85 27.25 8.80 31.10 3,704 112 1,029
11 Nov 777.50 18.45 0.55 28.99 2,245 59 929
8 Nov 786.00 17.9 7.10 30.15 2,584 365 878
7 Nov 803.40 10.8 4.75 29.46 1,027 49 514
6 Nov 828.20 6.05 -8.45 30.09 1,517 -139 468
5 Nov 799.05 14.5 -4.80 30.91 2,524 157 609
4 Nov 789.90 19.3 8.55 33.90 2,108 159 447
1 Nov 823.75 10.75 0.75 33.23 30 1 287
31 Oct 819.85 10 0.65 - 390 49 284
30 Oct 826.40 9.35 1.15 - 158 -7 234
29 Oct 832.45 8.2 -1.20 - 268 17 238
28 Oct 822.90 9.4 -23.10 - 870 3 220
25 Oct 777.00 32.5 12.70 - 569 160 217
24 Oct 801.40 19.8 -0.60 - 41 20 55
23 Oct 805.35 20.4 1.95 - 80 18 34
22 Oct 815.15 18.45 -17.55 - 74 15 15
21 Oct 860.75 36 0.00 - 0 0 0
18 Oct 875.15 36 0.00 - 0 0 0
16 Oct 884.75 36 0.00 - 0 0 0
15 Oct 875.45 36 0.00 - 0 0 0
14 Oct 862.90 36 0.00 - 0 0 0
11 Oct 846.60 36 0.00 - 0 0 0
8 Oct 840.00 36 0.00 - 0 0 0
7 Oct 825.65 36 0.00 - 0 0 0
4 Oct 844.85 36 36.00 - 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 780 expiring on 28NOV2024

Delta for 780 PE is -0.64

Historical price for 780 PE is as follows

On 14 Nov DLF was trading at 762.70. The strike last trading price was 23.55, which was -10.80 lower than the previous day. The implied volatity was 25.51, the open interest changed by -8 which decreased total open position to 728


On 13 Nov DLF was trading at 748.55. The strike last trading price was 34.35, which was 7.10 higher than the previous day. The implied volatity was 30.25, the open interest changed by -200 which decreased total open position to 743


On 12 Nov DLF was trading at 764.85. The strike last trading price was 27.25, which was 8.80 higher than the previous day. The implied volatity was 31.10, the open interest changed by 112 which increased total open position to 1029


On 11 Nov DLF was trading at 777.50. The strike last trading price was 18.45, which was 0.55 higher than the previous day. The implied volatity was 28.99, the open interest changed by 59 which increased total open position to 929


On 8 Nov DLF was trading at 786.00. The strike last trading price was 17.9, which was 7.10 higher than the previous day. The implied volatity was 30.15, the open interest changed by 365 which increased total open position to 878


On 7 Nov DLF was trading at 803.40. The strike last trading price was 10.8, which was 4.75 higher than the previous day. The implied volatity was 29.46, the open interest changed by 49 which increased total open position to 514


On 6 Nov DLF was trading at 828.20. The strike last trading price was 6.05, which was -8.45 lower than the previous day. The implied volatity was 30.09, the open interest changed by -139 which decreased total open position to 468


On 5 Nov DLF was trading at 799.05. The strike last trading price was 14.5, which was -4.80 lower than the previous day. The implied volatity was 30.91, the open interest changed by 157 which increased total open position to 609


On 4 Nov DLF was trading at 789.90. The strike last trading price was 19.3, which was 8.55 higher than the previous day. The implied volatity was 33.90, the open interest changed by 159 which increased total open position to 447


On 1 Nov DLF was trading at 823.75. The strike last trading price was 10.75, which was 0.75 higher than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 287


On 31 Oct DLF was trading at 819.85. The strike last trading price was 10, 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 30 Oct DLF was trading at 826.40. The strike last trading price was 9.35, which was 1.15 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 8.2, which was -1.20 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 9.4, which was -23.10 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 32.5, which was 12.70 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 19.8, which was -0.60 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 20.4, which was 1.95 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 18.45, which was -17.55 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, 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 36, which was 36.00 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